Nonequilibrium Thermodynamics of the Majority Vote Model.

The majority vote model is one of the simplest opinion systems yielding distinct phase transitions and has garnered significant interest in recent years. This model, as well as many other stochastic lattice models, are formulated in terms of stochastic rules with no connection to thermodynamics, precluding the achievement of quantities such as power and heat, as well as their behaviors at phase transition regimes. Here, we circumvent this limitation by introducing the idea of a distinct and well-defined thermal reservoir associated to each local configuration. Thermodynamic properties are derived for a generic majority vote model, irrespective of its neighborhood and lattice topology. The behavior of energy/heat fluxes at phase transitions, whether continuous or discontinuous, in regular and complex topologies, is investigated in detail. Unraveling the contribution of each local configuration explains the nature of the phase diagram and reveals how dissipation arises from the dynamics.

Stochastic thermodynamics of opinion dynamics models.

We show that models of opinion formation and dissemination in a community of individuals can be framed within stochastic thermodynamics from which we can build a nonequilibrium thermodynamics of opinion dynamics. This is accomplished by decomposing the original transition rate that defines an opinion model into two or more transition rates, each representing the contact with heat reservoirs at different temperatures, and postulating an energy function. As the temperatures are distinct, heat fluxes are present even at the stationary state and linked to the production of entropy, the fundamental quantity that characterizes nonequilibrium states. We apply the present framework to a generic-vote model including the majority-vote model in a square lattice and in a cubic lattice. The fluxes and the rate of entropy production are calculated by numerical simulation and by the use of a pair approximation.

Thermodynamics and efficiency of sequentially collisional Brownian particles: The role of drivings.

Brownian particles placed sequentially in contact with distinct thermal reservoirs and subjected to external driving forces are promising candidates for the construction of reliable engine setups. In this contribution, we address the role of driving forces for enhancing the collisional machine performance. Analytical expressions for thermodynamic quantities such as power output and efficiency are obtained for general driving schemes. A proper choice of these driving schemes substantially increases both power output and efficiency and extends the working regime. Maximizations of power and efficiency, whether with respect to the strength of the force, driving scheme, or both have been considered and exemplified for two kind of drivings: generic power-law and harmonic (sinusoidal) drivings.

Coherence resonance in influencer networks.

Complex networks are abundant in nature and many share an important structural property: they contain a few nodes that are abnormally highly connected (hubs). Some of these hubs are called influencers because they couple strongly to the network and play fundamental dynamical and structural roles. Strikingly, despite the abundance of networks with influencers, little is known about their response to stochastic forcing. Here, for oscillatory dynamics on influencer networks, we show that subjecting influencers to an optimal intensity of noise can result in enhanced network synchronization. This new network dynamical effect, which we call coherence resonance in influencer networks, emerges from a synergy between network structure and stochasticity and is highly nonlinear, vanishing when the noise is too weak or too strong. Our results reveal that the influencer backbone can sharply increase the dynamical response in complex systems of coupled oscillators.

General linear thermodynamics for periodically driven systems with multiple reservoirs.

We derive a linear thermodynamics theory for general Markov dynamics with both steady-state and time-periodic drivings. Expressions for thermodynamic quantities, such as chemical work, heat, and entropy production are obtained in terms of equilibrium probability distribution and the drivings. The entropy production is derived as a bilinear function of thermodynamic forces and the associated fluxes. We derive explicit formulae for the Onsager coefficients and use them to verify the Onsager-Casimir reciprocal relations. Our results are illustrated on a periodically driven quantum dot in contact with two electron reservoirs and optimization protocols are discussed.

Entropy production and heat capacity of systems under time-dependent oscillating temperature.

Using stochastic thermodynamics, we determine the entropy production and the dynamic heat capacity of systems subject to a sinusoidally time-dependent temperature, in which case the systems are permanently out of thermodynamic equilibrium, inducing a continuous generation of entropy. The systems evolve in time according to a Fokker-Planck or a Fokker-Planck-Kramers equation. Solutions of these equations, for the case of harmonic forces, are found exactly, from which the heat flux, the production of entropy, and the dynamic heat capacity are obtained as functions of the frequency of the temperature modulation. These last two quantities are shown to be related to the real and imaginary parts of the complex heat capacity.

Finite-size scaling for discontinuous nonequilibrium phase transitions.

A finite-size scaling theory, originally developed only for transitions to absorbing states [Phys. Rev. E 92, 062126 (2015)PLEEE81539-375510.1103/PhysRevE.92.062126], is extended to distinct sorts of discontinuous nonequilibrium phase transitions. Expressions for quantities such as response functions, reduced cumulants, and equal area probability distributions are derived from phenomenological arguments. Irrespective of system details, all these quantities scale with the volume, establishing the dependence on size. The approach generality is illustrated through the analysis of different models. The present results are a relevant step in trying to unify the scaling behavior description of nonequilibrium transition processes.

Fundamental ingredients for discontinuous phase transitions in the inertial majority vote model.

Discontinuous transitions have received considerable interest due to the uncovering that many phenomena such as catastrophic changes, epidemic outbreaks and synchronization present a behavior signed by abrupt (macroscopic) changes (instead of smooth ones) as a tuning parameter is changed. However, in different cases there are still scarce microscopic models reproducing such above trademarks. With these ideas in mind, we investigate the key ingredients underpinning the discontinuous transition in one of the simplest systems with up-down Z2 symmetry recently ascertained in [Phys. Rev. E 95, 042304 (2017)]. Such system, in the presence of an extra ingredient-the inertia- has its continuous transition being switched to a discontinuous one in complex networks. We scrutinize the role of three central ingredients: inertia, system degree, and the lattice topology. Our analysis has been carried out for regular lattices and random regular networks with different node degrees (interacting neighborhood) through mean-field theory (MFT) treatment and numerical simulations. Our findings reveal that not only the inertia but also the connectivity constitute essential elements for shifting the phase transition. Astoundingly, they also manifest in low-dimensional regular topologies, exposing a scaling behavior entirely different than those from the complex networks case. Therefore, our findings put on firmer bases the essential issues for the manifestation of discontinuous transitions in such relevant class of systems with Z2 symmetry.

Influence of disordered porous media on the anomalous properties of a simple water model.

The thermodynamic, dynamic, and structural behavior of a water-like system confined in a matrix is analyzed for increasing confining geometries. The liquid is modeled by a two-dimensional associating lattice gas model that exhibits density and diffusion anomalies, similar to the anomalies present in liquid water. The matrix is a triangular lattice in which fixed obstacles impose restrictions to the occupation of the particles. We show that obstacles shorten all lines, including the phase coexistence, the critical and the anomalous lines. The inclusion of a very dense matrix not only suppresses the anomalies but also the liquid-liquid critical point.

Minimal mechanism leading to discontinuous phase transitions for short-range systems with absorbing states.

Motivated by recent findings, we discuss the existence of a direct and robust mechanism providing discontinuous absorbing transitions in short-range systems with single species, with no extra symmetries or conservation laws. We consider variants of the contact process, in which at least two adjacent particles (instead of one, as commonly assumed) are required to create a new species. Many interaction rules are analyzed, including distinct cluster annihilations and a modified version of the original pair contact process. Through detailed time-dependent numerical simulations, we find that for our modified models, the phase transitions are of first order, hence contrasting with their corresponding usual formulations in the literature, which are of second order. By calculating the order-parameter distributions, the obtained bimodal shapes as well as the finite-scale analysis reinforce coexisting phases and thus a discontinuous transition. These findings strongly suggest that the above particle creation requirements constitute a minimum and fundamental mechanism determining the phase coexistence in short-range contact processes.

Effect of diffusion in one-dimensional discontinuous absorbing phase transitions.

It is known that diffusion provokes substantial changes in continuous absorbing phase transitions. Conversely, its effect on discontinuous transitions is much less understood. In order to shed light in this direction, we study the inclusion of diffusion in the simplest one-dimensional model with a discontinuous absorbing phase transition, namely, the long-range contact process (σ-CP). Particles interact as in the usual CP, but the transition rate depends on the length ℓ of inactive sites according to 1+aℓ(-σ), where a and σ are control parameters. The inclusion of diffusion in this model has been investigated by numerical simulations and mean-field calculations. Results show that there exists three distinct regimes. For sufficiently low and large σ's the transition is, respectively, always discontinuous or continuous, independently of the strength of the diffusion. On the other hand, in an intermediate range of σ's, the diffusion causes a suppression of the phase coexistence leading to a continuous transition belonging to the directed percolation universality class.

Robustness of first-order phase transitions in one-dimensional long-range contact processes.

It has been proposed [Ginelli et al., Phys. Rev. E 71, 026121 (2005)] that, unlike the short-range contact process, the long-range counterpart may lead to the existence of a discontinuous phase transition in one dimension. Aiming to explore such a link, here we investigate thoroughly a family of long-range contact processes. They are introduced through the transition rate 1+aℓ(-σ), where ℓ is the length of inactive islands surrounding particles. In the former approach we reconsider the original model (called the σ-contact process) by considering distinct mechanisms of weakening the long-range interaction toward the short-range limit. In addition, we study the effect of different rules, including creation and annihilation by clusters of particles and distinct versions with infinitely many absorbing states. Our results show that for all examples presenting a single absorbing state, a discontinuous transition is possible for small σ. On the other hand, the presence of infinite absorbing states leads to a distinct scenario depending on the interactions at the perimeter of inactive sites.

Exploiting a semi-analytic approach to study first order phase transitions.

In a previous contribution [C. E. Fiore and M. G. E. da Luz, Phys. Rev. Lett. 107, 230601 (2011)] we have proposed a method to treat first order phase transitions at low temperatures. It describes arbitrary order parameter through an analytical expression W, which depends on few coefficients. Such coefficients can be calculated by simulating relatively small systems, hence, with a low computational cost. The method determines the precise location of coexistence lines and arbitrary response functions (from proper derivatives of W). Here we exploit and extend the approach, discussing a more general condition for its validity. We show that, in fact, it works beyond the low T limit, provided the first order phase transition is strong enough. Thus, W can be used even to study athermal problems, as exemplified for a hard-core lattice gas. We furthermore demonstrate that other relevant thermodynamic quantities, as entropy and energy, are also obtained from W. To clarify some important mathematical features of the method, we analyze in detail an analytically solvable problem. Finally, we discuss different representative models, namely, Potts, Bell-Lavis, and associating gas-lattice, illustrating the procedure's broad applicability.

Hydration and anomalous solubility of the Bell-Lavis model as solvent.

We address the investigation of the solvation properties of the minimal orientational model for water originally proposed by [Bell and Lavis, J. Phys. A 3, 568 (1970)]. The model presents two liquid phases separated by a critical line. The difference between the two phases is the presence of structure in the liquid of lower density, described through the orientational order of particles. We have considered the effect of a small concentration of inert solute on the solvent thermodynamic phases. Solute stabilizes the structure of solvent by the organization of solvent particles around solute particles at low temperatures. Thus, even at very high densities, the solution presents clusters of structured water particles surrounding solute inert particles, in a region in which pure solvent would be free of structure. Solute intercalates with solvent, a feature which has been suggested by experimental and atomistic simulation data. Examination of solute solubility has yielded a minimum in that property, which may be associated with the minimum found for noble gases. We have obtained a line of minimum solubility (TmS) across the phase diagram, accompanying the line of maximum density. This coincidence is easily explained for noninteracting solute and it is in agreement with earlier results in the literature. We give a simple argument which suggests that interacting solute would dislocate TmS to higher temperatures.

Comparing different protocols of temperature selection in the parallel tempering method.

Parallel tempering Monte Carlo simulations have been applied to a variety of systems presenting rugged free-energy landscapes. Despite this, its efficiency depends strongly on the temperature set. With this query in mind, we present a comparative study among different temperature selection schemes in three lattice-gas models. We focus our attention in the constant entropy method (CEM), proposed by Sabo et al. In the CEM, the temperature is chosen by the fixed difference of entropy between adjacent replicas. We consider a method to determine the entropy which avoids numerical integrations of the specific heat and other thermodynamic quantities. Different analyses for first- and second-order phase transitions have been undertaken, revealing that the CEM may be an useful criterion for selecting the temperatures in the parallel tempering.

Diffusion anomaly and dynamic transitions in the Bell-Lavis water model.

In this paper we investigate the dynamic properties of the minimal Bell-Lavis (BL) water model and their relation to the thermodynamic anomalies. The BL model is defined on a triangular lattice in which water molecules are represented by particles with three symmetric bonding arms interacting through van der Waals and hydrogen bonds. We have studied the model diffusivity in different regions of the phase diagram through Monte Carlo simulations. Our results show that the model displays a region of anomalous diffusion which lies inside the region of anomalous density, englobed by the line of temperatures of maximum density. Further, we have found that the diffusivity undergoes a dynamic transition which may be classified as fragile-to-strong transition at the critical line only at low pressures. At higher densities, no dynamic transition is seen on crossing the critical line. Thus evidence from this study is that relation of dynamic transitions to criticality may be discarded.

Comparing parallel- and simulated-tempering-enhanced sampling algorithms at phase-transition regimes.

Two important enhanced sampling algorithms, simulated (ST) and parallel (PT) tempering, are commonly used when ergodic simulations may be hard to achieve, e.g., due to a phase space separated by large free-energy barriers. This is so for systems around first-order phase transitions, a case still not fully explored with such approaches in the literature. In this contribution we make a comparative study between the PT and ST for the Ising (a lattice gas in the fluid language) and the Blume-Emery-Griffiths (a lattice gas with vacancies) models at phase-transition regimes. We show that although the two methods are equivalent in the limit of sufficiently long simulations, the PT is more advantageous than the ST with respect to all the analysis performed: convergence toward the stationarity; frequency of tunneling between phases at the coexistence; and decay of time-displaced correlation functions of thermodynamic quantities. Qualitative arguments for why one may expect better results from the PT than the ST near phase-transitions conditions are also presented.

A simple protocol for the probability weights of the simulated tempering algorithm: applications to first-order phase transitions.

The simulated tempering (ST) is an important method to deal with systems whose phase spaces are hard to sample ergodically. However, it uses accepting probabilities weights, which often demand involving and time consuming calculations. Here it is shown that such weights are quite accurately obtained from the largest eigenvalue of the transfer matrix--a quantity straightforward to compute from direct Monte Carlo simulations--thus simplifying the algorithm implementation. As tests, different systems are considered, namely, Ising, Blume-Capel, Blume-Emery-Griffiths, and Bell-Lavis liquid water models. In particular, we address first-order phase transition at low temperatures, a regime notoriously difficulty to simulate because the large free-energy barriers. The good results found (when compared with other well established approaches) suggest that the ST can be a valuable tool to address strong first-order phase transitions, a possibility still not well explored in the literature.

Liquid polymorphism, order-disorder transitions and anomalous behavior: A Monte Carlo study of the Bell-Lavis model for water.

The Bell-Lavis model for liquid water is investigated through numerical simulations. The lattice-gas model on a triangular lattice presents orientational states and is known to present a highly bonded low density phase and a loosely bonded high density phase. We show that the model liquid-liquid transition is continuous, in contradiction with mean-field results on the Husimi cactus and from the cluster variational method. We define an order parameter which allows interpretation of the transition as an order-disorder transition of the bond network. Our results indicate that the order-disorder transition is in the Ising universality class. Previous proposal of an Ehrenfest second order transition is discarded. A detailed investigation of anomalous properties has also been undertaken. The line of density maxima in the HDL phase is stabilized by fluctuations, absent in the mean-field solution.

First-order phase transitions: a study through the parallel tempering method.

We study the applicability of the parallel tempering (PT) method in the investigation of first-order phase transitions. In this method, replicas of the same system are simulated simultaneously at different temperatures, and the configurations of two randomly chosen replicas can occasionally be interchanged. We apply the PT method for the Blume-Emery-Griffiths model, which displays strong first-order transitions at low temperatures. A precise estimate of coexistence lines is obtained, revealing that the PT method may be a successful tool for the characterization of discontinuous transitions.