Equilibrium is characterized by its fundamental properties, such as the detailed balance, the fluctuation-dissipation relation, and no heat dissipation. Based on the stochastic thermodynamics, we show that these three properties are equivalent to each other in conventional Langevin thermal systems with microscopic reversibility. Thus, a conventional steady state has either all three properties (equilibrium) or none of them (nonequilibrium). In contrast, with velocity-dependent forces breaking the microscopic reversibility, we prove that the detailed balance and the fluctuation-dissipation relation mutually exclude each other, and no equivalence relation is possible between any two of the three properties. This implies that a steady state of Langevin systems with velocity-dependent forces may maintain some equilibrium properties but not all of them. Our results are illustrated with a few example systems.

The effect of imposing a constraint on a fluctuating scalar order parameter field in a system of finite volume is studied within statistical field theory. The canonical ensemble, corresponding to a fixed total integrated order parameter (e.g., the total number of particles), is obtained as a special case of the theory. A perturbative expansion is developed which allows one to systematically determine the constraint-induced finite-volume corrections to the free energy and to correlation functions. In particular, we focus on the Landau-Ginzburg model in a film geometry (i.e., in a rectangular parallelepiped with a small aspect ratio) with periodic, Dirichlet, or Neumann boundary conditions in the transverse direction and periodic boundary conditions in the remaining, lateral directions. Within the expansion in terms of $\epsilon =4-d$, where $d$ is the spatial dimension of the bulk, the finite-size contribution to the free energy of the confined system and the associated critical Casimir force are calculated to leading order in $\epsilon$ and are compared to the corresponding expressions for an unconstrained (grand canonical) system. The constraint restricts the fluctuations within the system and it accordingly modifies the residual finite-size free energy. The resulting critical Casimir force is shown to depend on whether it is defined by assuming a fixed transverse area or a fixed total volume. In the former case, the constraint is typically found to significantly enhance the attractive character of the force as compared to the grand canonical case. In contrast to the grand canonical Casimir force, which, for supercritical temperatures, vanishes in the limit of thick films, in the canonical case with fixed transverse area the critical Casimir force attains for thick films a negative value for all boundary conditions studied here. Typically, the dependence of the critical Casimir force both on the temperaturelike and on the fieldlike scaling variables is different in the two ensembles.

We investigate the dynamics of a one-dimensional $p$-wave superconductor with next-nearest-neighbor hopping and superconducting interaction derived from a three-spin interacting Ising model in transverse field by mapping to Majorana fermions. The next-nearest-neighbor hopping term leads to a new topological phase containing two zero-energy Majorana modes at each end of an open chain, compared to a nearest-neighbor $p$-wave superconducting chain. We study the Majorana survival probability (MSP) of a particular Majorana edge state when the initial Hamiltonian $\left(H_i\right)$ is changed to the quantum critical as well as off-critical final Hamiltonian $\left(H_f\right)$, which additionally contains an impurity term $\left(H_{\mathrm{imp}}\right)$ that breaks the time-reversal invariance. For the off-critical quenching inside the new topological phase with $H_f=H_i+H_{\mathrm{imp}}$, and small impurity strength $\left({\lambda }_d\right)$, we observe a perfect oscillation of the MSP as a function of time with a single frequency (determined by the impurity strength ${\lambda }_d)$ that can be analyzed from an equivalent two-level problem. On the other hand, the MSP shows a beating like structure with time for quenching to the phase boundary separating the topological phase (with two edge Majoranas at each edge) and the nontopological phase where the additional frequency is given by inverse of the system size. We attribute this behavior of the MSP to the modification of the energy levels of the final Hamiltonian due to the application of the impurity term.

We propose an approach to a multiscale problem in the theory of thermotropic uniaxial nematics based on the method of statistical field theory. This approach enables us to relate the coefficients $A$, $B$, $C$, $L_1$, and $L_2$ of the Landau-de Gennes free energy for the isotropic-nematic phase transition to the parameters of a molecular model of uniaxial nematics, which we take to be a lattice gas model of nematogenic molecules interacting via a short-ranged potential. We obtain general constraints on the temperature and volume fraction of nematogens for the Landau-de Gennes theory to be stable against molecular orientation fluctuations at quartic order. In particular, for the case of a fully occupied lattice, we compute the values of the isotropic-nematic transition temperature and the order parameter discontinuity predicted by (i) a continuum approximation of the nearest-neighbor Lebwohl-Lasher model and (ii) a Lebwohl-Lasher-type model with a nematogenic interaction of finite range. We find that the predictions of (i) are in reasonably good agreement with known results of Monte Carlo simulation.

In this paper we try to work out in detail the implications of a microscopic theory for capillary waves under the assumption that the density is given along lines normal to the interface. Within this approximation, which may be justified in terms of symmetry arguments, the Fisk-Widom scaling of the density profile holds for frozen realizations of the interface profile. Upon thermal averaging of capillary wave fluctuations, the resulting density profile yields results consistent with renormalization group calculations in the one-loop approximation. The thermal average over capillary waves may be expressed in terms of a modified convolution approximation where normals to the interface are Gaussian distributed. In the absence of an external field we show that the phenomenological density profile applied to the square-gradient free energy functional recovers the capillary wave Hamiltonian exactly. We extend the theory to the case of liquid films adsorbed on a substrate. For systems with short-range forces, we recover an effective interface Hamiltonian with a film height dependent surface tension that stems from the distortion of the liquid-vapor interface by the substrate, in agreement with the Fisher-Jin theory of short-range wetting. In the presence of long-range interactions, the surface tension picks up an explicit dependence on the external field and recovers the wave vector dependent logarithmic contribution observed by Napiorkowski and Dietrich. Using an error function for the intrinsic density profile, we obtain closed expressions for the surface tension and the interface width. We show the external field contribution to the surface tension may be given in terms of the film's disjoining pressure. From literature values of the Hamaker constant, it is found that the fluid-substrate forces may be able to double the surface tension for films in the nanometer range. The film height dependence of the surface tension described here is in full agreement with results of the capillary wave spectrum obtained recently in computer simulations, and the predicted translation mode of surface fluctuations reproduces to linear order in field strength an exact solution of the density correlation function for the Landau-Ginzburg-Wilson Hamiltonian in an external field.

When matter is exposed to a high-intensity x-ray free-electron-laser pulse, the x rays excite inner-shell electrons leading to the ionization of the electrons through various atomic processes and creating high-energy-density plasma, i.e., warm or hot dense matter. The resulting system consists of atoms in various electronic configurations, thermalizing on subpicosecond to picosecond timescales after photoexcitation. We present a simulation study of x-ray-heated solid-density matter. For this we use XMDYN, a Monte Carlo molecular-dynamics-based code with periodic boundary conditions, which allows one to investigate nonequilibrium dynamics. XMDYN is capable of treating systems containing light and heavy atomic species with full electronic configuration space and three-dimensional spatial inhomogeneity. For the validation of our approach we compare for a model system the electron temperatures and the ion charge-state distribution from XMDYN to results for the thermalized system based on the average-atom model implemented in XATOM, an ab initio x-ray atomic physics toolkit extended to include a plasma environment. Further, we also compare the average charge evolution of diamond with the predictions of a Boltzmann continuum approach. We demonstrate that XMDYN results are in good quantitative agreement with the above-mentioned approaches, suggesting that the current implementation of XMDYN is a viable approach to simulate the dynamics of x-ray-driven nonequilibrium dynamics in solids. To illustrate the potential of XMDYN for treating complex systems, we present calculations on the triiodo benzene derivative 5-amino-2,4,6-triiodoisophthalic acid (I3C), a compound of relevance of biomolecular imaging, consisting of heavy and light atomic species.

The early-time regime of the Kardar-Parisi-Zhang (KPZ) equation in $1+1$ dimension, starting from a Brownian initial condition with a drift $w$, is studied using the exact Fredholm determinant representation. For large drift we recover the exact results for the droplet initial condition, whereas a vanishingly small drift describes the stationary KPZ case, recently studied by weak noise theory (WNT). We show that for short time $t$, the probability distribution $P(H,t)$ of the height $H$ at a given point takes the large deviation form $P(H,t)\sim exp\left[-\mathrm{\Phi }\left(H\right)/\sqrt{t}\right]$. We obtain the exact expressions for the rate function $\mathrm{\Phi }\left(H\right)$ for $H<H_{c2}$. Our exact expression for $H_{c2}$ numerically coincides with the value at which WNT was found to exhibit a spontaneous reflection symmetry breaking. We propose two continuations for $H>H_{c2}$, which apparently correspond to the symmetric and asymmetric WNT solutions. The rate function $\mathrm{\Phi }\left(H\right)$ is Gaussian in the center, while it has asymmetric tails, ${\left|H\right|}^{5/2}$ on the negative $H$ side and $H^{3/2}$ on the positive $H$ side.

We show that fore-aft asymmetry, a generic feature of living organisms and some active matter systems, can have a strong influence on the collective properties of even the simplest flocking models. Specifically, an arbitrarily weak asymmetry favoring front neighbors changes qualitatively the phase diagram of the Vicsek model. A region where many sharp traveling band solutions coexist is present at low noise strength, below the Toner-Tu liquid, at odds with the phase-separation scenario well describing the usual isotropic model. Inside this region, a “banded-liquid” phase with algebraic density distribution coexists with band solutions. Linear stability analysis at the hydrodynamic level suggests that these results are generic and not specific to the Vicsek model.

The present paper is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic molecular dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which then is simulated numerically and compared directly with the original physical system. By using these data, we study in detail the accuracy and precision of a second-order Langevin model for nonequilibrium physical systems theoretically and computationally. We find an intriguing relation between an applied external force and cumulants of the resulting flow fluctuations. This is characterized by a linear dependence of an athermal cumulant ratio, an apposite quantity introduced here. In addition, we discuss how the order of a given Langevin dynamics can be raised systematically by introducing colored noise.

We study the large deviations of the magnetization at some finite time in the Curie-Weiss random field Ising model with parallel updating. While relaxation dynamics in an infinite-time horizon gives rise to unique dynamical trajectories [specified by initial conditions and governed by first-order dynamics of the form $m_{t+1}=f\left(m_t\right)]$, we observe that the introduction of a finite-time horizon and the specification of terminal conditions can generate a host of metastable solutions obeying second-order dynamics. We show that these solutions are governed by a Newtonian-like dynamics in discrete time which permits solutions in terms of both the first-order relaxation (“forward”) dynamics and the backward dynamics $m_{t+1}=f^{-1}\left(m_t\right)$. Our approach allows us to classify trajectories for a given final magnetization as stable or metastable according to the value of the rate function associated with them. We find that in analogy to the Freidlin-Wentzell description of the stochastic dynamics of escape from metastable states, the dominant trajectories may switch between the two types (forward and backward) of first-order dynamics. Additionally, we show how to compute rate functions when uncertainty in the quenched disorder is introduced.

We study a coupled driven system in which two species of particles are advected by a fluctuating potential energy landscape. While the particles follow the potential gradient, each species affects the local shape of the landscape in different ways. As a result of this two-way coupling between the landscape and the particles, the system shows interesting new phases, characterized by different sorts of long-ranged order in the particles and in the landscape. In all these ordered phases, the two particle species phase separate completely from each other, but the underlying landscape may either show complete ordering, with macroscopic regions with distinct average slopes, or may show coexistence of ordered and disordered regions, depending on the differential nature of effect produced by the particle species on the landscape. We discuss several aspects of static properties of these phases in this paper, and we discuss the dynamics of these phases in the sequel.

We study the dynamical properties of the ordered phases obtained in a coupled nonequilibrium system describing advection of two species of particles by a stochastically evolving landscape. The local dynamics of the landscape also gets affected by the particles. In a companion paper we have presented static properties of different phases that arise as the two-way coupling parameters are varied. In this paper we discuss the dynamics. We show that in the ordered phases macroscopic particle clusters move over an ergodic time scale growing exponentially with system size but the ordered landscape shows dynamics over a faster time scale growing as a power of system size. We present a scaling ansatz that describes several dynamical correlation functions of the landscape measured in steady state.

Quantum systems driven by time-dependent Hamiltonians are considered here within the framework of steepest-entropy-ascent quantum thermodynamics (SEAQT) and used to study the thermodynamic characteristics of such systems. In doing so, a generalization of the SEAQT framework valid for all such systems is provided, leading to the development of an ab initio physically relevant expression for the intrarelaxation time, an important element of this framework and one that had as of yet not been uniquely determined as an integral part of the theory. The resulting expression for the relaxation time is valid as well for time-independent Hamiltonians as a special case and makes the description provided by the SEAQT framework more robust at the fundamental level. In addition, the SEAQT framework is used to help resolve a fundamental issue of thermodynamics in the quantum domain, namely, that concerning the unique definition of process-dependent work and heat functions. The developments presented lead to the conclusion that this framework is not just an alternative approach to thermodynamics in the quantum domain but instead one that uniquely sheds new light on various fundamental but as of yet not completely resolved questions of thermodynamics.

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location at a generic space-dependent rate of resetting. We present a systematic approach involving path integrals and elements of renewal theory that allows us to derive analytical expressions for a variety of statistics of the dynamics such as (i) the propagator prior to first reset, (ii) the distribution of the first-reset time, and (iii) the spatial distribution of the particle at long times. We apply our approach to several representative and hitherto unexplored examples of resetting dynamics. A particularly interesting example for which we find analytical expressions for the statistics of resetting is that of a Brownian particle trapped in a harmonic potential with a rate of resetting that depends on the instantaneous energy of the particle. We find that using energy-dependent resetting processes is more effective in achieving spatial confinement of Brownian particles on a faster time scale than performing quenches of parameters of the harmonic potential.

In this work, we analyze the nonequilibrium thermodynamics of a class of neural networks known as restricted Boltzmann machines (RBMs) in the context of unsupervised learning. We show how the network is described as a discrete Markov process and how the detailed balance condition and the Maxwell-Boltzmann equilibrium distribution are sufficient conditions for a complete thermodynamics description, including nonequilibrium fluctuation theorems. Numerical simulations in a fully trained RBM are performed and the heat exchange fluctuation theorem is verified with excellent agreement to the theory. We observe how the contrastive divergence functional, mostly used in unsupervised learning of RBMs, is closely related to nonequilibrium thermodynamic quantities. We also use the framework to interpret the estimation of the partition function of RBMs with the annealed importance sampling method from a thermodynamics standpoint. Finally, we argue that unsupervised learning of RBMs is equivalent to a work protocol in a system driven by the laws of thermodynamics in the absence of labeled data.

The most common way of estimating the anomalous scaling exponent from single-particle trajectories consists of a linear fit of the dependence of the time-averaged mean-square displacement on the lag time at the log-log scale. We investigate the statistical properties of this estimator in the case of fractional Brownian motion (FBM). We determine the mean value, the variance, and the distribution of the estimator. Our theoretical results are confirmed by Monte Carlo simulations. In the limit of long trajectories, the estimator is shown to be asymptotically unbiased, consistent, and with vanishing variance. These properties ensure an accurate estimation of the scaling exponent even from a single (long enough) trajectory. As a consequence, we prove that the usual way to estimate the diffusion exponent of FBM is correct from the statistical point of view. Moreover, the knowledge of the estimator distribution is the first step toward new statistical tests of FBM and toward a more reliable interpretation of the experimental histograms of scaling exponents in microbiology.

Using the theory of bifurcation, we provide and find gap soliton dynamics in a nonlinear Klein-Gordon model with anharmonic, cubic, and quartic interactions immersed in a parametrized on-site substrate potential. The case of a deformable substrate potential allows theoretical adaptation of the model to various physical situations. Nonconvex interactions in lattice systems lead to a number of interesting phenomena that cannot be produced with linear coupling alone. By investigating the dynamical behavior and bifurcations of solutions of the planar dynamical systems, we derive a variety of exotic solutions corresponding to the phase trajectories under different parameter conditions. Moreover, we demonstrate how and why traveling waves lose their smoothness and develop into solutions with compact support or breaking.

Network science is increasingly being developed to get new insights about behavior and properties of complex systems represented in terms of nodes and interactions. One useful approach is investigating the localization properties of eigenvectors having diverse applications including disease-spreading phenomena in underlying networks. In this work, we evolve an initial random network with an edge rewiring optimization technique considering the inverse participation ratio as a fitness function. The evolution process yields a network having a localized principal eigenvector. We analyze various properties of the optimized networks and those obtained at the intermediate stage. Our investigations reveal the existence of a few special structural features of such optimized networks, for instance, the presence of a set of edges which are necessary for localization, and rewiring only one of them leads to complete delocalization of the principal eigenvector. Furthermore, we report that principal eigenvector localization is not a consequence of changes in a single network property and, preferably, requires the collective influence of various distinct structural as well as spectral features.

Many real world networks have groups of similar nodes which are vulnerable to the same failure or adversary. Nodes can be colored in such a way that colors encode the shared vulnerabilities. Using multiple paths to avoid these vulnerabilities can greatly improve network robustness, if such paths exist. Color-avoiding percolation provides a theoretical framework for analyzing this scenario, focusing on the maximal set of nodes which can be connected via multiple color-avoiding paths. In this paper we extend the basic theory of color-avoiding percolation that was published in S. M. Krause et al. [Phys. Rev. X 6, 041022 (2016)]. We explicitly account for the fact that the same particular link can be part of different paths avoiding different colors. This fact was previously accounted for with a heuristic approximation. Here we propose a better method for solving this problem which is substantially more accurate for many avoided colors. Further, we formulate our method with differentiated node functions, either as senders and receivers, or as transmitters. In both functions, nodes can be explicitly trusted or avoided. With only one avoided color we obtain standard percolation. Avoiding additional colors one by one, we can understand the critical behavior of color-avoiding percolation. For unequal color frequencies, we find that the colors with the largest frequencies control the critical threshold and exponent. Colors of small frequencies have only a minor influence on color-avoiding connectivity, thus allowing for approximations.

Cell growth, division, and death are defining features of biological tissues that contribute to morphogenesis. In hydrodynamic descriptions of cohesive tissues, their occurrence implies a nonzero rate of variation of cell density. We show how linear nonequilibrium thermodynamics allows us to express this rate as a combination of relevant thermodynamic forces: chemical potential, velocity divergence, and activity. We illustrate the resulting effects of the nonconservation of cell density on simple examples inspired by recent experiments on cell monolayers, considering first the velocity of a spreading front, and second an instability leading to mechanical waves.