Stochastic thermodynamics of Langevin systems under time-delayed feedback control. II. Nonequilibrium steady-state fluctuations.

This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)PLEEE81539-375510.1103/PhysRevE.91.042114] was to derive second-law-like inequalities that provide bounds to the average extracted work. Here we study stochastic fluctuations of time-integrated observables such as the heat exchanged with the environment, the extracted work, or the (apparent) entropy production. We use a path-integral formalism and focus on the long-time behavior in the stationary cooling regime, stressing the role of rare events. This is illustrated by a detailed analytical and numerical study of a Langevin harmonic oscillator driven by a linear feedback.

Stochastic thermodynamics of Langevin systems under time-delayed feedback control: Second-law-like inequalities.

Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small stochastic systems governed by an underdamped Langevin equation and driven out of equilibrium by a time-delayed continuous feedback control. In their normal operating regime, these systems settle in a nonequilibrium steady state in which work is permanently extracted from the surrounding heat bath. By using the Fokker-Planck representation of the dynamics, we derive a set of second-law-like inequalities that provide bounds to the rate of extracted work. These inequalities involve additional contributions characterizing the reduction of entropy production due to the continuous measurement process. We also show that the non-Markovian nature of the dynamics requires a modification of the basic relation linking dissipation to the breaking of time-reversal symmetry at the level of trajectories. The modified relation includes a contribution arising from the acausal character of the reverse process. This, in turn, leads to another second-law-like inequality. We illustrate the general formalism with a detailed analytical and numerical study of a harmonic oscillator driven by a linear feedback, which describes actual experimental setups.

Testing "microscopic" theories of glass-forming liquids.

We assess the validity of "microscopic" approaches of glass-forming liquids based on the sole knowledge of the static pair density correlations. To do so, we apply them to a benchmark provided by two liquid models that share very similar static pair density correlation functions while displaying distinct temperature evolutions of their relaxation times. We find that the approaches are unsuccessful in describing the difference in the dynamical behavior of the two models. Our study is not exhaustive, and we have not tested the effect of adding corrections by including, for instance, three-body density correlations. Yet, our results appear strong enough to challenge the claim that the slowdown of relaxation in glass-forming liquids, for which it is well established that the changes of the static structure factor with temperature are small, can be explained by "microscopic" approaches only requiring the static pair density correlations as nontrivial input.

Spontaneous imbibition in disordered porous solids: a theoretical study of helium in silica aerogels.

We present a theoretical study of spontaneous imbibition of liquid (4)He in silica aerogels focusing on the effect of porosity on the fluid dynamical behavior. We adopt a coarse-grained three-dimensional lattice-gas description like in previous studies of gas adsorption and capillary condensation and use a dynamical mean-field theory, assuming that capillary disorder predominates over permeability disorder as in recent phase-field models of spontaneous imbibition. Our results reveal a remarkable connection between imbibition and adsorption as also suggested by recent experiments. The imbibition front is always preceded by a precursor film, and the classical Lucas-Washburn √t scaling law is generally recovered, although some deviations may exist at large porosity. Moreover, the interface roughening is modified by wetting and confinement effects. Our results suggest that the interpretation of the recent experiments should be revised.

Spontaneous versus explicit replica symmetry breaking in the theory of disordered systems.

We investigate the relation between spontaneous and explicit replica symmetry breaking in the theory of disordered systems. On general ground, we prove the equivalence between the replicon operator associated with the stability of the replica-symmetric solution in the standard replica scheme and the operator signaling a breakdown of the solution with analytic field dependence in a scheme in which replica symmetry is explicitly broken by applied sources. This opens the possibility to study, via the recently developed functional renormalization group, unresolved questions related to spontaneous replica symmetry breaking and spin-glass behavior in finite-dimensional disordered systems.

Effect of the reservoir size on gas adsorption in inhomogeneous porous media.

We study the influence of the relative size of the reservoir on the adsorption isotherms of a fluid in disordered or inhomogeneous mesoporous solids. We consider both an atomistic model of a fluid in a simple, yet structured pore, whose adsorption isotherms are computed by molecular simulation, and a coarse-grained model for adsorption in a disordered mesoporous material, studied by a density functional approach in a local mean-field approximation. In both cases, the fluid inside the porous solid exchanges matter with a reservoir of gas that is at the same temperature and chemical potential and whose relative size can be varied, and the control parameter is the total number of molecules present in the porous sample and in the reservoir. Varying the relative sizes of the reservoir and the sample within experimental range may change the shape of the hysteretic isotherms, leading to a 're-entrant' behavior compared to the grand-canonical isotherm when the latter displays a jump in density. We relate these phenomena to the organization of the metastable states that are accessible for the adsorbed fluid at a given chemical potential or density.

Equilibrium adsorption on a random site surface.

We examine the reversible adsorption of spherical solutes on a random site surface in which the adsorption sites are uniformly and randomly distributed on a substrate. Each site can be occupied by one solute provided that the nearest occupied site is at least one diameter away. The model is characterized by the site density and the bulk phase activity of the adsorbate. We develop a general statistical mechanical description of the model, and we obtain exact expressions for the adsorption isotherms in limiting cases of large and small activity and site density, particularly for the one-dimensional version of the model. We also propose approximate isotherms that interpolate between the exact results. These theories are in good agreement with numerical simulations of the model in two dimensions.

Spatial correlations in the dynamics of glassforming liquids: experimental determination of their temperature dependence.

We use recently introduced three-point dynamic susceptibilities to obtain an experimental determination of the temperature evolution of the number of molecules Ncorr that are dynamically correlated during the structural relaxation of supercooled liquids. We first discuss in detail the physical content of three-point functions that relate the sensitivity of the averaged two-time dynamics to external control parameters (such as temperature or density), as well as their connection to the more standard four-point dynamic susceptibility associated with dynamical heterogeneities. We then demonstrate that these functions can be experimentally determined with good precision. We gather available data to obtain the temperature dependence of Ncorr for a large number of supercooled liquids over a wide range of relaxation time scales from the glass transition up to the onset of slow dynamics. We find that Ncorr systematically grows when approaching the glass transition. It does so in a modest manner close to the glass transition, which is consistent with an activation-based picture of the dynamics in glassforming materials. For higher temperatures, there appears to be a regime where Ncorr behaves as a power-law of the relaxation time. Finally, we find that the dynamic response to density, while being smaller than the dynamic response to temperature, behaves similarly, in agreement with theoretical expectations.

Exactly solvable model of reversible adsorption on a disordered substrate.

We consider the reversible adsorption of particles (monomers with exclusion nearest-neighbor sites) on a one-dimensional lattice, where adsorption occurs on a finite fraction of sites selected randomly. By comparing this one-dimensional system to the pure system where all sites are available for adsorption, we show that when the activity goes to infinity, there exists a mapping between this model and the pure system at the same density. By examining the susceptibilities, we demonstrate that there is no mapping at finite activity. However, when the site density is small or moderate, the mapping exists up to second order in site density. We also propose and evaluate approximate approaches that may be applied to systems where no analytic result is known.

Gas adsorption and desorption in silica aerogels: a theoretical study of scattering properties.

We present a numerical study of the structural correlations associated with gas adsorption and desorption in silica aerogels in order to provide a theoretical interpretation of scattering experiments. Following our earlier work, we use a coarse-grained lattice-gas description and determine the nonequilibrium behavior of the adsorbed gas within a local mean-field analysis. We focus on the differences between the adsorption and desorption mechanisms and their signature in the fluid-fluid and gel-fluid structure factors as a function of temperature. At low temperature, but still in the regime where the isotherms are continuous, we find that the adsorbed fluid density, during both filling and draining, is correlated over distances that may be much larger than the gel correlation length. In particular, extended fractal correlations may occur during desorption, indicating the existence of a ramified cluster of vapor filled cavities. This also induces an important increase of the scattering intensity at small wave vectors. The similarity and differences with the scattering of fluids in other porous solids such as Vycor are discussed.

Helium condensation in aerogel: avalanches and disorder-induced phase transition.

We present a detailed numerical study of the elementary condensation events (avalanches) associated to the adsorption of in silica aerogels. We use a coarse-grained lattice-gas description and determine the nonequilibrium behavior of the adsorbed gas within a local mean-field analysis, neglecting thermal fluctuations and activated processes. We investigate the statistical properties of the avalanches, such as their number, size and shape along the adsorption isotherms as a function of gel porosity, temperature, and chemical potential. Our calculations predict the existence of a line of critical points in the temperature-porosity diagram where the avalanche size distribution displays a power-law behavior and the adsorption isotherms have a universal scaling form. The estimated critical exponents seem compatible with those of the field-driven random field Ising model at zero temperature.

Mechanisms for gas adsorption and desorption in silica aerogels: the effect of temperature.

We present a theoretical study of the adsorption and desorption mechanisms of fluids in silica aerogels, focusing on the effect of temperature. We adopt a coarse-grained lattice description in which the gel structure is generated by a diffusion-limited cluster-cluster aggregation algorithm and the fluid configurations are computed using local mean-field (i.e., density functional) theory. Our calculations reproduce qualitatively the changes in the shape of the hysteresis loops observed with (4)He in gels of varying porosity. We study in detail the morphology of the condensation and evaporation events that correspond to the irreversible processes (avalanches) which are at the origin of the hysteresis. Depending on porosity and temperature, these avalanches may be localized, involve regions that extend beyond the gel correlation length, or even span the entire sample. This makes difficult the characterization of aerogels based on analyzing sorption isotherms.

Disentangling density and temperature effects in the viscous slowing down of glassforming liquids.

We present a consistent picture of the respective role of density (rho) and temperature (T) in the viscous slowing down of glassforming liquids and polymers. Specifically, based in part upon a new analysis of simulation and experimental data on liquid ortho-terphenyl, we conclude that a zeroth-order description of the approach to the glass transition (in the range of experimentally accessible pressures) should be formulated in terms of a temperature-driven super-Arrhenius activated behavior rather than a density-driven congestion or jamming phenomenon. The density plays a role at a quantitative level, but its effect on the viscosity and the alpha-relaxation time can be simply described via a single parameter, an effective interaction energy that is characteristic of the high-T liquid regime; as a result, rho does not affect the "fragility" of the glassforming system.

Statistical mechanical description of the parking-lot model for vibrated granular materials.

We apply the statistical mechanical approach proposed by Edwards and co-workers to the parking-lot model, a model that reproduces the main features of the phenomenology of vibrated granular materials. We first build the compactivity-based measure for the case of vanishingly small tapping strength and then generalize the approach to finite tapping strengths by introducing a "thermodynamic" parameter, the available volume for particle insertion, in addition to the particle density. This description is able to take into account the various memory effects observed in vibrated granular media. Although not exact, the approach gives a good description of the behavior of the parking-lot model in the regime of slow compaction.

Local mean-field study of capillary condensation in silica aerogels.

We apply local mean-field (i.e., density functional) theory to a lattice model of a fluid in contact with a dilute, disordered gel network. The gel structure is described by a diffusion-limited cluster aggregation model. We focus on the influence of porosity on both the hysteretic and the equilibrium behavior of the fluid as one varies the chemical potential at low temperature. We show that the shape of the hysteresis loop changes from smooth to rectangular as the porosity increases and that this change is associated with disorder-induced out-of-equilibrium phase transitions that differ in adsorption and in desorption. Our results provide insight in the behavior of 4He in silica aerogels.

Langevin dynamics of the Coulomb frustrated ferromagnet: A mode-coupling analysis.

We study the Langevin dynamics of the soft-spin, continuum version of the Coulomb-frustrated Ising ferromagnet. By using the dynamical mode-coupling approximation, supplemented by reasonable approximations for describing the equilibrium static correlation function, and the somewhat improved dynamical self-consistent screening approximation, we find that the system displays a transition from an ergodic to a nonergodic behavior. This transition is similar to that obtained in the idealized mode-coupling theory of glass-forming liquids and in the mean-field generalized spin glasses with one-step replica symmetry breaking. The significance of this result and the relation to the appearance of a complex free-energy landscape are also discussed.

Evidence for "fragile" glass-forming behavior in the relaxation of Coulomb frustrated three-dimensional systems.

We show by means of a Monte Carlo simulation study that three-dimensional models with long-range frustration display the generic phenomena seen in fragile glass-forming liquids. Due to their properties (absence of quenched disorder, physical motivation in terms of structural frustration, and tunable fragility), these systems appear as promising minimal theoretical models for describing the glass transition of supercooled liquids.

Monte Carlo study of the three-dimensional Coulomb frustrated Ising ferromagnet.

We have investigated, by Monte Carlo simulation, the phase diagram of a three-dimensional Ising model with nearest-neighbor ferromagnetic interactions and small, but long-range (Coulombic) antiferromagnetic interactions. We have developed an efficient cluster algorithm and used different lattice sizes and geometries, which allows us to obtain the main characteristics of the temperature-frustration phase diagram. Our finite-size scaling analysis confirms that the melting of the lamellar phases into the paramagnetic phase is driven first order by the fluctuations. Transitions between ordered phases with different modulation patterns are observed in some regions of the diagram, in agreement with a recent mean-field analysis.

Capillary condensation in disordered porous materials: hysteresis versus equilibrium behavior.

We study the interplay between hysteresis and equilibrium behavior in capillary condensation of fluids in mesoporous disordered materials via a mean-field density functional theory of a disordered lattice-gas model. The approach reproduces all major features observed experimentally. We show that the simple van der Waals picture of metastability fails due to the appearance of a complex free-energy landscape with a large number of metastable states. In particular, hysteresis can occur both with and without an underlying equilibrium transition, and thermodynamic consistency is not satisfied along the hysteresis loop.