Stochastic Dynamics Out Of Equilibrium

Stemming from the IHP trimester "Stochastic Dynamics Out of Equilibrium", this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments. It is common practice in statistical mechanics to use models of large interacting assemblies governed by stochastic dynamics. In this context "equilibrium" is understood as stochastically (time) reversible dynamics with respect to a prescribed Gibbs measure. Nonequilibrium dynamics correspond on the other hand to irreversible evolutions, where fluxes appear in physical systems, and steady-state measures are unknown. The trimester, held at the Institut Henri Poincaré (IHP) in Paris from April to July 2017, comprised various events relating to three domains (i) transport in non-equilibrium statistical mechanics; (ii) the design of more efficient simulation methods; (iii) life sciences. It brought together physicists, mathematicians from many domains, computer scientists, as well as researchers working at the interface between biology, physics and mathematics. The present volume is indispensable reading for researchers and Ph.D. students working in such areas.

This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomena both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of physics and chemistry and for those interested in stochastic dynamics. It provides, by means of examples and problems, a comprehensive and detailed explanation of the theory and its applications.

How can one construct dynamical systems obeying the first and second laws of thermodynamics: mean energy is conserved and entropy increases with time? This book answers the question for classical probability (Part I) and quantum probability (Part II). A novel feature is the introduction of heat particles which supply thermal noise and represent the kinetic energy of the molecules. When applied to chemical reactions, the theory leads to the usual nonlinear reaction-diffusion equations as well as modifications of them. These can exhibit oscillations, or can converge to equilibrium.In this second edition, the text is simplified in parts and the bibliography has been expanded. The main difference is the addition of two new chapters; in the first, classical fluid dynamics is introduced. A lattice model is developed, which in the continuum limit gives us the Euler equations. The five Navier-Stokes equations are also presented, modified by a diffusion term in the continuity equation. The second addition is in the last chapter, which now includes estimation theory, both classical and quantum, using information geometry.

This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomena both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of physics and chemistry and for those interested in stochastic dynamics. It provides, by means of examples and problems, a comprehensive and detailed explanation of the theory and its applications.

In the first part of this book, classical nonequilibrium statistical mechanics is developed. Starting from the Hamiltonian dynamics of the molecules, it leads through the irreversible kinetic equations to the level of fluid mechanics. For simple systems, all the transport coefficients are determined by the molecular properties. The second part of the book treats complex systems that require a more extensive use of statistical concepts. Such problems, which are at the forefront of research, include: continuous time random walks, non-Markovian diffusion processes, percolation and related critical phenomena, transport on fractal structures, transport and deterministic chaos. These “strange transport processes” differ significantly from the usual (diffusive) transport. Their inclusion in a general treatise on statistical mechanics is a special feature of this invaluable book. Contents: States, Dynamical Functions, EvolutionGeneral Formalism of Statistical MechanicsReduced Distribution Functions and Correlation FunctionsThe Mean Field ApproximationThe Weak Coupling Kinetic EquationKinetic Equation for Dilute GasesKinetic Equation for PlasmasProperties of Kinetic EquationsHydrodynamics and TransportTransport and Autocorrelation FunctionsRandom Walks and TransportCritical PhenonenaTransport on Percolation StructuresChaos and Transport Readership: Students and researchers in statistical physics, plasma physics, theoretical physics, mathematical physics, classical mechanics, continuum mechanics, chaos/dynamical systems, and materials science. Keywords:Statistical Mechanics (Non-Equilibrium);Kinetic Theory (of Gases, of Plasmas);Transport Theory;Diffusion;Stochastic Processes;Percolation;Anomalous Transport;Hamiltonian Maps

This volume consists of a collection of invited articles, written by some of the most distinguished probabilists, most of whom were personally responsible for advances in the various subfields of probability. Graduate students and researchers in probability theory and math physics will find this book a useful reference.

This book aims to provide a compact and unified introduction to the most important aspects in the physics of non-equilibrium systems. It first introduces stochastic processes and some modern tools and concepts that have proved their usefulness to deal with non-equilibrium systems from a purely probabilistic angle. The aim is to show the important role played by fluctuations in far-from-equilibrium situations, where noise can promote order and organization, switching among non-equilibrium states, etc. The second part adopts a more historical perspective, retracing the first steps taken from the purely thermodynamic as well as from the kinetic points of view to depart (albeit slightly) from equilibrium. The third part revisits the path outlined in the first one, but now undertakes the mesoscopic description of extended systems, where new phenomena (patterns, long-range correlations, scaling far from equilibrium, etc.) are observed. This book is a revised and extended version of an earlier edition published in 1994. It includes topics of current research interest in far-from-equilibrium situations like noise-induced phenomena and free energy-like functionals, surface growth and roughening, etc. It can be used as an advanced textbook by graduate students in physics. It also covers topics of current interest in other disciplines and interdisciplinary approaches in engineering, biophysics, and economics, among others. The level of detail in the book is enough to capture the interest of the reader and facilitate the path to more learning by exploring the modern research literature provided. At the same time, the book is also complete enough to be self-contained for those readers who just need an overview of the subject.

This book presents both the fundamentals and the major research topics in statistical physics of systems out of equilibrium. It summarizes different approaches to describe such systems on the thermodynamic and stochastic levels, and discusses a variety of areas including reactions, anomalous kinetics, and the behavior of self-propelling particles.