Counting of level crossings for inertial random processes: Generalization of the Rice formula
Jaume Masoliver and Matteo Palassini
Phys. Rev. E 107, 024111 (2023) - Published 10 February, 2023
Jaume Masoliver and Matteo Palassini
Phys. Rev. E 107, 024111 (2023) - Published 10 February, 2023
We address the counting of level crossings for inertial stochastic processes. We review Rice's approach to the problem and generalize the classical Rice formula to include all Gaussian processes in their most general form. We apply the results to some second-order (i.e., inertial) processes of physical interest, such as Brownian motion, random acceleration and noisy harmonic oscillators. For all models we obtain the exact crossing intensities and discuss their long- and short-time dependence. We illustrate these results with numerical simulations.
Ruicheng Bao and Zhonghuai Hou
Phys. Rev. E 107, 024112 (2023) - Published 10 February, 2023
Entropy production plays an important role in the regulation and stability of active matter systems, and its rate quantifies the nonequilibrium nature of these systems. However, entropy production is hard to experimentally estimate even in some simple active systems like molecular motors or bacteria, which may be modeled by the run-and-tumble particle (RTP), a representative model in the study of active matters. Here we resolve this problem for an asymmetric RTP in one dimension, first constructing a finite-time thermodynamic uncertainty relation (TUR) for a RTP, which works well in the short observation time regime for entropy production estimation. Nevertheless, when the activity dominates, i.e., the RTP is far from equilibrium, the lower bound for entropy production from TUR turns out to be trivial. We address this issue by introducing a recently proposed high-order thermodynamic uncertainty relation (HTUR), in which the cumulant generating function of current serves as a key ingredient. To exploit the HTUR, we adopt a method to analytically obtain the cumulant generating function of the current we study, with no need to explicitly know the time-dependent probability distribution. The HTUR is demonstrated to be able to estimate the steady state energy dissipation rate accurately because the cumulant generating function covers higher-order statistics of the current, including rare and large fluctuations besides its variance. Compared to the conventional TUR, the HTUR could give significantly improved estimation of energy dissipation, which can work well even in the far from equilibrium regime. We also provide a strategy based on the improved bound to estimate the entropy production from a moderate amount of trajectory data for experimental feasibility.
Michele Grossi, Oriel Kiss, Francesco De Luca, Carlo Zollo, Ian Gremese, and Antonio Mandarino
Phys. Rev. E 107, 024113 (2023) - Published 10 February, 2023
The emergence of a collective behavior in a many-body system is responsible for the quantum criticality separating different phases of matter. Interacting spin systems in a magnetic field offer a tantalizing opportunity to test different approaches to study quantum phase transitions. In this work, we exploit the new resources offered by quantum algorithms to detect the quantum critical behavior of fully connected spin-1/2 models. We define a suitable Hamiltonian depending on an internal anisotropy parameter that allows us to examine three paradigmatic examples of spin models, whose lattice is a fully connected graph. We propose a method based on variational algorithms run on superconducting transmon qubits to detect the critical behavior for systems of finite size. We evaluate the energy gap between the first excited state and the ground state, the magnetization along the easy axis of the system, and the spin-spin correlations. We finally report a discussion about the feasibility of scaling such approach on a real quantum device for a system having a dimension such that classical simulations start requiring significant resources.
Hongda Shi, Luchun Du, Feijie Huang, and Wei Guo
Phys. Rev. E 107, 024114 (2023) - Published 10 February, 2023
The effects of spatiotemporal disorder, i.e., both the noise and quenched disorder, on the dynamics of active particles in two dimensions are investigated. We demonstrate that within the tailored parameter regime, nonergodic superdiffusion and nonergodic subdiffusion occur in the system, identified by the observable quantities (the mean squared displacement and ergodicity-breaking parameter) averaged over both the noise and realizations of quenched disorder. Their origins are attributed to the competition effects between the neighbor alignment and spatiotemporal disorder on the collective motion of active particles. These results may be helpful for further understanding the nonequilibrium transport process of active particles, as well as for detection of the transport of self-propelled particles in complex and crowded environments.
Calvin A. F. Farias, Renato Pakter, and Yan Levin
Phys. Rev. E 107, 024115 (2023) - Published 10 February, 2023
We use Kirchhoff's vortex formulation of 2D Euler fluid equations to explore the equilibrium state to which a 2D incompressible fluid relaxes from an arbitrary initial flow. The vortex dynamics obeys Hamilton's equations of motion with and coordinates of the vortex position forming a conjugate pair. A state of fluid can, therefore, be expressed in terms of an infinite number of infinitesimal vortices. If the vortex dynamics is mixing, the final equilibrium state of the fluid should correspond to the maximum of Boltzmann entropy, with the constraint that all the Casimir invariants of the fluid must be preserved. This is the fundamental assumption of Lynden-Bell's theory of collisionless relaxation. In this paper, we will present a Monte Carlo method which allows us to find the maximum entropy state of the fluid starting from an arbitrary initial condition. We will then compare this prediction with the results of molecular dynamics simulation and demonstrate that the final state to which the fluid evolves is, actually, very different from that corresponding to the maximum of entropy. This indicates that the mixing assumption is not correct. We will then present a different approach based on core-halo distribution which allows us to accurately predict the final state to which the fluid will relax, starting from an arbitrary initial condition.
A. E. Botha, Yu. M. Shukrinov, J. Tekić, and M. R. Kolahchi
Phys. Rev. E 107, 024205 (2023) - Published 10 February, 2023
The ordinary (superconductor-insulator-superconductor) Josephson junction cannot exhibit chaos in the absence of an external ac drive, whereas in the superconductor-ferromagnet-superconductor Josephson junction, known as the junction, the magnetic layer effectively provides two extra degrees of freedom that can facilitate chaotic dynamics in the resulting four-dimensional autonomous system. In this work, we use the Landau-Lifshitz-Gilbert model for the magnetic moment of the ferromagnetic weak link, while the Josephson junction is described by the resistively capacitively shunted-junction model. We study the chaotic dynamics of the system for parameters surrounding the ferromagnetic resonance region, i.e., for which the Josephson frequency is reasonably close to the ferromagnetic frequency. We show that, due to the conservation of magnetic moment magnitude, two of the numerically computed full spectrum Lyapunov characteristic exponents are trivially zero. One-parameter bifurcation diagrams are used to investigate various transitions that occur between quasiperiodic, chaotic, and regular regions as the dc-bias current through the junction, , is varied. We also compute two-dimensional bifurcation diagrams, which are similar to traditional isospike diagrams, to display the different periodicities and synchronization properties in the parameter space, where is the ratio between the Josephson energy and the magnetic anisotropy energy. We find that as is reduced the onset of chaos occurs shortly before the transition to the superconducting state. This onset of chaos is signaled by a rapid rise in supercurrent () which corresponds, dynamically, to increasing anharmonicity in phase rotations of the junction.
Eduardo M. K. Souza and Guilherme M. A. Almeida
Phys. Rev. E 107, 024305 (2023) - Published 10 February, 2023
There is a well-known relationship between the binary Pascal's triangle and the Sierpinski triangle, in which the latter is obtained from the former by successive modulo 2 additions starting from a corner. Inspired by that, we define a binary Apollonian network and obtain two structures featuring a kind of dendritic growth. They are found to inherit the small-world and scale-free properties from the original network but display no clustering. Other key network properties are explored as well. Our results reveal that the structure contained in the Apollonian network may be employed to model an even wider class of real-world systems.
Bao-quan Ai, Jian Ma, Chun-hua Zeng, and Ya-feng He
Phys. Rev. E 107, 024406 (2023) - Published 10 February, 2023
There is now growing evidence of collective turbulentlike motion of cells in dense tissues. However, how to control and harness this collective motion is an open question. We investigate the transport of deformable active cells in a periodically asymmetric channel by using a phase-field model. We demonstrate that collective turbulent-like motion of cells can power and steer the macroscopic directional motion through the ratchet channel. The active intercellular forces proportional to the deformation of cells can break thermodynamical equilibrium and induce the directional motion. This directional motion is caused by the ratchet effect rather than the spontaneous symmetry breaking. The motion direction is determined by the asymmetry of the channel. Remarkably, there exits an optimal nonequilibrium driving (depending on the active strength, the elasticity, and the packing fraction) at which the average velocity reaches the maximum. In addition, the optimized packing fraction and the optimized minimum width of the channel can facilitate the directional motion of cells. Our findings are relevant to understanding how macroscopic directional motion relates to the local force transmission mediated by cell-cell contacts in cellular monolayers.
Mingyu Duan and Guang Chen
Phys. Rev. E 107, 024502 (2023) - Published 10 February, 2023
Salt concentration and confinement effects affect the configuration of polyelectrolyte (PE) brushes due to electrostatic interactions. In this work, we develop a new theoretical model to analyze the electrostatics and swelling-shrinking behavior of two opposing PE brushes. By comparing three length scales, i.e., equilibrium brush height, separation distance, and Debye length, we obtain distinct scaling laws for brush height in different regimes. We provide explanations for the anomalous shrinkage of the PE brush with added salt reported in experiments and simulations, the applicability of the homogeneous brush assumption, and the confinement effect on the brush height. Our model can be used to shed light on the configuration and functionalities of PE-grafted interfaces, which play important roles in ion selective membranes and organism lubrication. We also anticipate that our method will be useful to understand the functionalities of other charged soft matter systems, such as hydrogel swelling and colloidal stability.
Haosheng Wen, Yu Zhu, Chenhui Peng, P. B. Sunil Kumar, and Mohamed Laradji
Phys. Rev. E 107, 024606 (2023) - Published 10 February, 2023
The collective behavior of self-propelled particles (SPPs) under the combined effects of a circularly patterned substrate and circular confinement is investigated through coarse-grained molecular dynamics simulations of polarized and disjoint ring polymers. The study is performed over a wide range of values of the SPPs packing fraction , motility force , and area fraction of the patterned region. At low packing fractions, the SPPs are excluded from the system's center and exhibit a vortical motion that is dominated by the substrate at intermediate values of . This exclusion zone is due to the coupling between the driving force and torque induced by the substrate, which induces an outward spiral motion of the SPPs. For high values of , the SPPs exclusion from the center is dominated by the confining boundary. At high values of , the substrate pattern leads to reversals in the vorticity, which become quasiperiodic with increasing . We also found that the substrate pattern is able to separate SPPs based on their motilities.
Zhaoli Guo (郭照立), Lian-Ping Wang (王连平), and Yiming Qi (岐亦铭)
Phys. Rev. E 107, 025304 (2023) - Published 10 February, 2023
In this paper, a discrete unified gas kinetic scheme (DUGKS) is proposed for continuum compressible gas flows based on the total energy kinetic model [Guo et al., Phys. Rev. E 75, 036704 (2007)]. The proposed DUGKS can be viewed as a special finite-volume lattice Boltzmann method for the compressible Navier-Stokes equations in the double distribution function formulation, in which the mass and momentum transport are described by the kinetic equation for a density distribution function (), and the energy transport is described by the other one for an energy distribution function (). To recover the full compressible Navier-Stokes equations exactly, the corresponding equilibrium distribution functions and are expanded as Hermite polynomials up to third and second orders, respectively. The velocity spaces for the kinetic equations are discretized according to the seventh and fifth Gauss-Hermite quadratures. Consequently, the computational efficiency of the present DUGKS can be much improved in comparison with previous versions using more discrete velocities required by the ninth Gauss-Hermite quadrature.
Deepak Iyer and Yuyi Wan
Phys. Rev. E 107, 024108 (2023) - Published 9 February, 2023
The linked cluster expansion has been shown to be highly efficient in calculating equilibrium and nonequilibrium properties of a variety of 1D and 2D classical and quantum lattice models. In this article, we extend the linked cluster method to the Cayley tree and its boundaryless cousin the Bethe lattice. We aim to (a) develop the linked cluster expansion for these lattices, a novel application, and (b) to further understand the surprising convergence efficiency of the linked cluster method, as well as its limitations. We obtain several key results. First, we show that for nearest-neighbor Hamiltonians of a specific form, all finite treelike clusters can be mapped to one dimensional finite chains. We then show that the qualitative distinction between the Cayley tree and Bethe lattice appears due to differing lattice constants that is a result of the Bethe lattice being boundaryless. We use these results to obtain the explicit closed-form formula for the zero-field susceptibility for the entire disordered phase up to the critical point for Bethe lattices of arbitrary degree; remarkably, only 1D chainlike clusters contribute. We also obtain the exact zero field partition function for the Ising model on both trees with only the two smallest clusters, similar to the 1D chain. Finally, these results achieve a direct comparison between an infinite lattice with a nonnegligible boundary and one without any boundary, allowing us to show that the linked cluster expansion eliminates boundary terms at each order of the expansion, answering the question about its surprising convergence efficiency. We conclude with some ramifications of these results, and possible generalizations and applications.
Anirban Mukherjee and Punyabrata Pradhan
Phys. Rev. E 107, 024109 (2023) - Published 9 February, 2023
We study dynamic correlations for current and mass, as well as the associated power spectra, in the one-dimensional conserved Manna sandpile. We show that, in the thermodynamic limit, the variance of cumulative bond current up to time grows subdiffusively as with the exponent depending on the density regimes considered and, likewise, the power spectra of current and mass at low frequency varies as and , respectively. Our theory predicts that, far from criticality, and, near criticality, with , and being the order parameter, correlation length, and dynamic exponents, respectively. The anomalous suppression of fluctuations near criticality signifies a “dynamic hyperuniformity,” characterized by a set of fluctuation relations, in which current, mass, and tagged-particle displacement fluctuations are shown to have a precise quantitative relationship with the density-dependent activity (or its derivative). In particular, the relation, , between the self-diffusion coefficient , activity and density explains a previous simulation observation [Eur. Phys. J. B 72, 441 (2009)] that, near criticality, the self-diffusion coefficient in the Manna sandpile has the same scaling behavior as the activity.
Ying-Jen Yang and Hong Qian
Phys. Rev. E 107, 024110 (2023) - Published 9 February, 2023
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, components contributing to the overall fluctuations of the dynamics, representing the uncertainties in the past and in the future. We show that fluctuation-dissipation relations of the two aforementioned components, such as the Einstein relation and the Green-Kubo formula, can be formulated for any stochastic process with a steady state, without additional supposition of the process being Markovian, reversible, or linear. Further, by considering the adjoint process defined by the time reversal at the steady state, we show that reversibility in equilibrium leads to an additional symmetry in the covariance between system's state and drift. Potential directions of further generalizing our results to processes without steady states is briefly discussed.
A. Libál, P. Forgács, Á. Néda, C. Reichhardt, N. Hengartner, and C. J. O. Reichhardt
Phys. Rev. E 107, 024604 (2023) - Published 9 February, 2023
The susceptible-infected (SI) and susceptible-infected-recovered (SIR) models provide two distinct representations of epidemic evolution, distinguished by whether or not the number of susceptibles always drops to zero at long times. Here we introduce a new active matter epidemic model, the “susceptible-cleric-zombie-recovered” (SCZR) model, in which spontaneous recovery is absent but zombies can recover with probability via interaction with a cleric. Upon colliding with a zombie, both susceptibles and clerics enter the zombie state with probability and , respectively. By changing the initial fraction of clerics or their healing ability rate , we can tune the SCZR model between SI dynamics, in which no susceptibles or clerics remain at long times, and SIR dynamics, in which a finite number of clerics and susceptibles survive at long times. The model is relevant to certain real world diseases such as HIV where spontaneous recovery is impossible but where medical interventions by a limited number of caregivers can reduce or eliminate the spread of infection.
Yixuan Xu, Madison L. Nelson, Joseph D. Seymour, and Thomas G. Mason
Phys. Rev. E 107, 024605 (2023) - Published 9 February, 2023
The unjamming of elastic concentrated nanoemulsions into viscous dilute nanoemulsions, through dilution with the continuous phase, offers interesting opportunities for a pulsed-field gradient (PFG) NMR, particularly if the nanoemulsion is designed to take advantage of the nuclear specificity offered by NMR. Here, we make and study size-fractionated oil-in-water nanoemulsions using a perfluorinated copolymer silicone oil that is highly insoluble in the aqueous continuous phase. By studying these nanoemulsions using stimulated-echo PFG-NMR, we avoid any contribution from the aqueous continuous phase, which contains a nonfluorinated ionic surfactant. We find a dramatic change in the PFG-NMR decays at high field-gradient strengths as the droplet volume fraction, , is lowered through dilution. At high , observed decays as a function of field-gradient strength exhibit decay-to-plateau behavior indicating the jamming of nanodroplets, which contain probe molecules, in an elastic material reminiscent of a nanoporous solid. In contrast, at lower , only a simple decay is observed, indicating that the nanodroplets have unjammed and can diffuse over much larger distances. Through a comparison with bulk mechanical rheometry, we show that this dramatic change coincides with the loss of low-frequency shear elasticity of the nanoemulsion.
Irina Ginzburg, Goncalo Silva, Francesco Marson, Bastien Chopard, and Jonas Latt
Phys. Rev. E 107, 025303 (2023) - Published 9 February, 2023
The goal of this work is to advance the characteristics of existing lattice Boltzmann Dirichlet velocity boundary schemes in terms of the accuracy, locality, stability, and mass conservation for arbitrarily grid-inclined straight walls, curved surfaces, and narrow fluid gaps, for both creeping and inertial flow regimes. We reach this objective with two infinite-member boundary classes: (1) the single-node “Linear Plus” () and (2) the two-node “Extended Multireflection” (EMR). The unifies all directional rules relying on the linear combinations of up to three pre- or postcollision populations, including their “ghost-node” interpolations and adjustable nonequilibrium approximations. On this basis, we propose three groups of nonequilibrium local corrections: (1) the is parametrized, meaning that its steady-state solution is physically consistent: the momentum accuracy is viscosity-independent in Stokes flow, and it is fixed by the Reynolds number (Re) in inertial flow; (2) the is parametrized, exact for arbitrary grid-rotated Poiseuille force-driven Stokes flow and thus most accurate in porous flow; and (3) the is parametrized, exact for pressure and inertial term gradients, and hence advantageous in very narrow porous gaps and at higher Reynolds range. The directional, two-relaxation-time collision operator plays a crucial role for all these features, but also for efficiency and robustness of the boundary schemes due to a proposed nonequilibrium linear stability criterion which reliably delineates their suitable coefficients and relaxation space. Our methodology allows one to improve any directional rule for Stokes or Navier-Stokes accuracy, but their parametrization is not guaranteed. In this context, the parametrized two-node EMR class enlarges the single-node schemes to match exactness in a grid-rotated linear Couette flow modeled with an equilibrium distribution designed for the Navier-Stokes equation (NSE). However, exactness of a grid-rotated Poiseuille NSE flow requires us to perform (1) the modification of the standard NSE term for exact bulk solvability and (2) the EMR extension towards the third neighbor node. A unique relaxation and equilibrium exact configuration for grid-rotated Poiseuille NSE flow allows us to classify the Galilean invariance characteristics of the boundary schemes without any bulk interference; in turn, its truncated solution suggests how, when increasing the Reynolds number, to avoid a deterioration of the mass-leakage rate and momentum accuracy due to a specific Reynolds scaling of the kinetic relaxation collision rate. The optimal schemes and strategies for creeping and inertial regimes are then singled out through a series of numerical tests, such as grid-rotated channels and rotated Couette flow with wall-normal injection, cylindrical porous array, and Couette flow between concentric cylinders, also comparing them against circular-shape fitted FEM solutions.
Jacob B. Hass, Aileen N. Carroll-Godfrey, Ivan Corwin, and Eric I. Corwin
Phys. Rev. E 107, L022101 (2023) - Published 9 February, 2023
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of Einstein's treatment of single-particle diffusion, has each particle taking independent homogeneous random walks. This, however, neglects the fact that all particles diffuse in a common and often inhomogeneous environment that can affect their motion. A more sophisticated model treats this common environment as a space-time random biasing field which influences each particle's independent motion. While the bulk (or typical particle) behavior of these two models has been found to match to high degree, recent theoretical work of G. Barraquand and I. Corwin, Probab. Theory Relat. Fields 167, 1057 (2017) and G. Barraquand and P. Le Doussal, J. Phys. A: Math. Theor. 53, 215002 (2020) on a one-dimensional exactly solvable version of this random environment model suggests that the extreme behavior is quite different between the two models. We transform these asymptotic (in system size and time) results into physically applicable predictions. Using high-precision numerical simulations we reconcile different asymptotic phases in a manner that matches numerics down to realistic system sizes, amenable to experimental confirmation. We characterize the behavior of extreme diffusion in the random environment model by the presence of a new phase with anomalous fluctuations related to the Kardar-Parisi-Zhang universality class and equation.
Biswabibek Bandyopadhyay and Tanmoy Banerjee
Phys. Rev. E 107, 024204 (2023) - Published 8 February, 2023
Aging transition is an emergent behavior observed in networks consisting of active (self-oscillatory) and inactive (non-self-oscillatory) nodes, where the network transits from a global oscillatory state to an oscillation collapsed state when the fraction of inactive oscillators surpasses a critical value. However, the aging transition in quantum domain has not been studied yet. In this paper we investigate the quantum manifestation of aging transition in a network of active-inactive quantum oscillators. We show that, unlike classical case, the quantum aging is not characterized by a complete collapse of oscillation but by sufficient reduction in the mean boson number. We identify a critical “knee” value in the fraction of inactive oscillators around which quantum aging occurs in two different ways. Further, in stark contrast to the classical case, quantum aging transition depends upon the nonlinear damping parameter. We also explain the underlying processes leading to quantum aging that have no counterpart in the classical domain.
Chanania Steinbock and Eytan Katzav
Phys. Rev. E 107, 025002 (2023) - Published 8 February, 2023
We study the dynamic structure factor of fluctuating elastic thin sheets subject to conservative (athermal) random forcing. In Steinbock et al. [Phys. Rev. Res. 4, 033096 (2022)] the static structure factor of such a sheet was studied. In this paper we recap the model developed there and investigate its dynamic properties. Using the self-consistent expansion, the time-dependent two-point function of the height profile is determined and found to decay exponentially in time. Despite strong nonlinear coupling, the decay rate of the dynamic structure factor is found to coincide with the effective coupling constant for the static properties, which suggests that the model under investigation exhibits certain quasilinear behavior. Confirmation of these results by numerical simulations is also presented.