No Arabic abstract
The main subject of the thesis is the study of stationary nonequilibrium states trough the use of microscopic stochastic models that encode the physical interaction in the rules of Markovian dynamics for particles configurations. These models are known as interacting particles systems and are simple enough to be treated analytically but also complex enough to capture essential physical behaviours. The thesis is organized in two parts. The part 1 is devoted to the microscopic theory of the stationary states. We characterize these states developing some general structures that have an interest in themselves. In this part there is an interlude dedicated to discrete calculus on discrete manifolds with an exposition a little bit different to the one available in literature and some original definitions. The part 2 studies the problem macroscopically. In particular we consider the large deviations asymptotic behavior for a class of solvable one dimensional models of heat conduction. Both part 1 and 2 begin with an introduction of motivational character followed by an overview of the relevant results and a summary explaining the organization. Even tough the two parts are strictly connected they can be read independently after chapter 1. The material is presented in such a way to be self-consistent as much as possible.
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing to the overall fluctuations of the dynamics, representing the uncertainties in the past and in the future. A generalized Einstein relation is a consequence solely because the dynamics being stationary; and the Green-Kubo formula reflects a balance between the two mechanisms. Equilibrium with reversibility is characterized by a novel covariance symmetry.
We study two interacting identical run and tumble particles (RTPs) in one dimension. Each particle is driven by a telegraphic noise, and in some cases, also subjected to a thermal white noise with a corresponding diffusion constant $D$. We are interested in the stationary bound state formed by the two RTPs in the presence of a mutual attractive interaction. The distribution of the relative coordinate $y$ indeed reaches a steady state that we characterize in terms of the solution of a second-order differential equation. We obtain the explicit formula for the stationary probability $P(y)$ of $y$ for two examples of interaction potential $V(y)$. The first one corresponds to $V(y) sim |y|$. In this case, for $D=0$ we find that $P(y)$ contains a delta function part at $y=0$, signaling a strong clustering effect, together with a smooth exponential component. For $D>0$, the delta function part broadens, leading instead to weak clustering. The second example is the harmonic attraction $V(y) sim y^2$ in which case, for $D=0$, $P(y)$ is supported on a finite interval. We unveil an interesting relation between this two-RTP model with harmonic attraction and a three-state single RTP model in one dimension, as well as with a four-state single RTP model in two dimensions. We also provide a general discussion of the stationary bound state, including examples where it is not unique, e.g., when the particles cannot cross due to an additional short-range repulsion.
We consider a macroscopic system in contact with boundary reservoirs and/or under the action of an external field. We discuss the case in which the external forcing depends explicitly on time and drives the system from a nonequilibrium state to another one. In this case the amount of energy dissipated along the transformation becomes infinite when an unbounded time window is considered. Following the general proposal by Oono and Paniconi and using results of the macroscopic fluctuation theory, we give a natural definition of a renormalized work. We then discuss its thermodynamic relevance by showing that it satisfies a Clausius inequality and that quasi static transformations minimize the renormalized work. In addition, we connect the renormalized work to the quasi potential describing the fluctuations in the stationary nonequilibrium ensemble. The latter result provides a characterization of the quasi potential that does not involve rare fluctuations.
Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena. We specify the densities of the conserved quantities as the relevant hydrodynamic variables and apply the methods of non-equilibrium statistical mechanics with projection operator techniques. As a result we obtain time-evolution equations for the hydrodynamic variables with three kinds of terms on the right-hand sides: reversible, dissipative and fluctuating terms. In their original form these equations are completely exact and contain nonlocal terms in space and time which describe nonlocal memory effects. Applying a few approximations the nonlocal properties and the memory effects are removed. As a result we find the well known hydrodynamic equations of a normal fluid with Gaussian fluctuating forces. In the following we investigate if and how the time-inversion invariance is broken and how the second law of thermodynamics comes about. Furthermore, we show that the hydrodynamic equations with fluctuating forces are equivalent to stochastic Langevin equations and the related Fokker-Planck equation. Finally, we investigate the fluctuation theorem and find a modification by an additional term.
We study the structure of stationary non equilibrium states for interacting particle systems from a microscopic viewpoint. In particular we discuss two different discrete geometric constructions. We apply both of them to determine non reversible transition rates corresponding to a fixed invariant measure. The first one uses the equivalence of this problem with the construction of divergence free flows on the transition graph. Since divergence free flows are characterized by cyclic decompositions we can generate families of models from elementary cycles on the configuration space. The second construction is a functional discrete Hodge decomposition for translational covariant discrete vector fields. According to this, for example, the instantaneous current of any interacting particle system on a finite torus can be canonically decomposed in a gradient part, a circulation term and an harmonic component. All the three components are associated to functions on the configuration space. This decomposition is unique and constructive. The stationary condition can be interpreted as an orthogonality condition with respect to an harmonic discrete vector field and we use this decomposition to construct models having a fixed invariant measure.