Thermodynamic and dynamical properties of systems with long-range pairwise interactions (LRI), which decay as $1/r^{d+\sigma}$ at large distances $r$ in $d$ dimensions, are reviewed. Two broad classes of such systems are discussed. (i) Systems with a slow decay of the interactions, termed "strong" LRI, where the energy is super-extensive. These systems are characterized by unusual properties such as inequivalence of ensembles, negative specific heat, slow decay of correlations, anomalous diffusion and ergodicity breaking. (ii) Systems with faster decay of the interaction potential, where the energy is additive, thus resulting in less dramatic effects. These interactions affect the thermodynamic behavior of systems near phase transitions, where long-range correlations are naturally present. Long-range correlations are often present in systems driven out of equilibrium when the dynamics involves conserved quantities. Steady state properties of driven systems with local dynamics are considered within the framework outlined above.Comment: Partly based on lectures given by one of the authors (DM) at the school "Fundamental Problems in Statistical Physics: XII" held at Leuven, Belgium (2009). 37 pages, 7 figures. v2: minor changes, published versio
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals τ distributed as a power law ∼τ^{-(1+α)};α>0? Modeling the stochastic process by diffusion and the large changes as abrupt resets to the initial condition, we obtain exact closed-form expressions for both static and dynamic quantities, while accounting for strong correlations implied by a power law. Our results show that the resulting dynamics exhibits a spectrum of rich long-time behavior, from an ever-spreading spatial distribution for α<1, to one that is time independent for α>1. The dynamics has strong consequences on the time to reach a distant target for the first time; we specifically show that there exists an optimal α that minimizes the mean time to reach the target, thereby offering a step towards a viable strategy to locate targets in a crowded environment.
We study one-dimensional fluctuating interfaces of length L where the interface stochastically resets to a fixed initial profile at a constant rate r. For finite r in the limit L → ∞, the system settles into a nonequilibrium stationary state with non-Gaussian interface fluctuations, which we characterize analytically for the Kardar-Parisi-Zhang and Edwards-Wilkinson universality class. Our results are corroborated by numerical simulations. We also discuss the generality of our results for a fluctuating interface in a generic universality class.PACS numbers: 05.70.Ln, Fluctuating interfaces are paradigmatic nonequilibrium systems commonly encountered in diverse physical situations, e.g., propagation of flame fronts in paper sheets, fluid flow in porous media, vortex lines in disordered superconductors, liquid-crystal turbulence, and many others. Study of such interfaces has many practical applications in the field of molecular beam epitaxy, crystal growth, fluctuating steps on metals, growing bacterial colonies or tumor, etc [1][2][3]. A well-studied model of fluctuating interfaces is the Kardar-Parisi-Zhang (KPZ) equation [4], which is believed to describe a wide class of such out-of-equilibrium growth processes.Earlier studies of the KPZ equation focused on the universal behavior of the interface roughness, a property which, for instance, in 1 + 1 space-time dimensions is characterized by the interface width W (L, t) at time t for an interface growing over a substrate of linear size L. It is then known that W (L, t) grows algebraically with time as t β for times t ≪ L z where z is the dynamic exponent, and saturates for times t ≫ L z to a L-dependent value ∼ L α . Here, α is the roughness exponent, while β = α/z is the growth exponent. For the KPZ universality class in 1+1 dimensions, one has α = 1/2 and z = 3/2 [1-3]. More recently, in this case, significant theoretical progress has shown that in the growing regime (i.e., for times t ≪ L z ), the notion of universality extends beyond the interface width and holds even for the full interface height distribution at late times [5][6][7][8][9]. For example, the scaled cumulative distribution of the interface height fluctuations in a curved (respectively, flat) geometry is described by the so-called Tracy-Widom (TW) distribution
Abstract. The phenomenon of spontaneous synchronization, particularly within the framework of the Kuramoto model, has been a subject of intense research over the years. The model comprises oscillators with distributed natural frequencies interacting through a mean-field coupling, and serves as a paradigm to study synchronization. In this review, we put forward a general framework in which we discuss in a unified way known results with more recent developments obtained for a generalized Kuramoto model that includes inertial effects and noise. We describe the model from a different perspective, highlighting the longrange nature of the interaction between the oscillators, and emphasizing the equilibrium and out-of-equilibrium aspects of its dynamics from a statistical physics point of view. In this review, we first introduce the model and discuss both for the noiseless and noisy dynamics and for unimodal frequency distributions the synchronization transition that occurs in the stationary state. We then introduce the generalized model, and analyze its dynamics using tools from statistical mechanics. In particular, we discuss its synchronization phase diagram for unimodal frequency distributions. Next, we describe deviations from the mean-field setting of the Kuramoto model. To this end, we consider the generalized Kuramoto dynamics on a one-dimensional periodic lattice on the sites of which the oscillators reside and interact with one another with a coupling that decays as an inverse power-law of their separation along the lattice. For two specific cases, namely, in the absence of noise and inertia, and in the case when the natural frequencies are the same for all the oscillators, we discuss how the long-time transition to synchrony is governed by the dynamics of the mean-field mode (zero Fourier mode) of the spatial distribution of the oscillator phases.
In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales functionals. We show that GFDT are perturbative versions of relations verified by these exponential martingales. Along the way, we prove GFDT and Fluctuation Relations (FR) for general Markov processes, beyond the usual proof for diffusion and pure jump processes. Finally, we relate the FR to a family of backward and forward exponential martingales.
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.
Abstract. Systems with long-range interactions, while relaxing towards equilibrium, sometimes get trapped in long-lived non-Boltzmann quasistationary states (QSS) which have lifetimes that grow algebraically with the system size. Such states have been observed in models of globally coupled particles that move under Hamiltonian dynamics either on a unit circle or on a unit spherical surface. Here, we address the ubiquity of QSS in longrange systems by considering a different dynamical setting. Thus, we consider an anisotropic Heisenberg model consisting of classical Heisenberg spins with mean-field interactions and evolving under classical spin dynamics. Our analysis of the corresponding Vlasov equation for time evolution of the phase space distribution shows that in a certain energy interval, relaxation of a class of initial states occurs over a timescale which grows algebraically with the system size. We support these findings by extensive numerical simulations. This work further supports the generality of occurrence of QSS in long-range systems evolving under Hamiltonian dynamics.
Quantum measurements are crucial for observing the properties of a quantum system, which, however, unavoidably perturb its state and dynamics in an irreversible way. Here we study the dynamics of a quantum system being subjected to a sequence of projective measurements applied at random times. In the case of independent and identically distributed intervals of time between consecutive measurements, we analytically demonstrate that the survival probability of the system to remain in the projected state assumes a large deviation (exponentially decaying) form in the limit of an infinite number of measurements. This allows us to estimate the typical value of the survival probability, which can therefore be tuned by controlling the probability distribution of the random time intervals. Our analytical results are numerically tested for Zeno-protected entangled states, which also demonstrate that the presence of disorder in the measurement sequence further enhances the survival probability when the Zeno limit is not reached (as it happens in experiments). Our studies provide a new tool for protecting and controlling the amount of quantum coherence in open complex quantum systems by means of tunable stochastic measurements.
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