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Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on graphs Eric Akkermans Physics-Technion I S R A E L S C I E N C E F O U N D A T I O N Benefitted from discussions and collaborations with: Ohad Sphielberg, Technion,Physics Bernard Derrida, ENS, Physics, Paris Thierry Bodineau, ENS, Maths, Paris Alex Leibenzon, Technion,Physics+CS Conference on quantum spectra and transport Yosi Avron birthday, Hebrew University, Jerusalem,June 30, 2013 Tuesday, July 16, 2013

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Page 1: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP)

on graphs

Eric AkkermansPhysics-Technion

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I E N C E F OU

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Show selected photi http://www.admin.technion.ac.il/pard/mediaarc/showphoto.asp?photol...

1 of 1 12/12/08 12:46 PM

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Benefitted from discussions and collaborations with:

Ohad Sphielberg, Technion,PhysicsBernard Derrida, ENS, Physics, ParisThierry Bodineau, ENS, Maths, Paris

Alex Leibenzon, Technion,Physics+CS

Conference on quantum spectra and transport Yosi Avron birthday,

Hebrew University, Jerusalem,June 30, 2013

Tuesday, July 16, 2013

Page 2: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

PHYSICAL MOTIVATION OF THIS WORK

Tuesday, July 16, 2013

Page 3: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Charge fluctuations in quantum mesoscopic conductors

Current that flows in an electric conductor fluctuates due to the stochastic nature of electron emission and

transport

Study of Transport, Noise and Full Counting Statistics allow to characterize basic physical mechanisms at

work.

Tuesday, July 16, 2013

Page 4: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Quantum conductance and shot noiseTwo-terminal conductors

Electric conductance (Landauer)

(a)

ab a

ab

(b)

a' b'

(c) (d)

Tab = tab2

Tuesday, July 16, 2013

Page 5: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Noise power is given by the current-current correlation function

where are electronic current operators

(Nyquist fluctuation-dissipation)

Equilibrium noise (V=0)

Tuesday, July 16, 2013

Page 6: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Non-equilibrium noise at

Excess noise measures the second cumulant of charge fluctuations :

Tuesday, July 16, 2013

Page 7: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Fano factor

is the transmission coefficient along the channel

Tabab

(a)

ab a

ab

(b)

a' b'

(c) (d)

F = S(0,V )! S(0,0)e I

=Tab (1!

ab" Tab )

Tabab"

Tuesday, July 16, 2013

Page 8: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Fano factor

F has a universal value 1/3 for weakly disordered “one-dimensional” metals

F = S(0,V )! S(0,0)e I

=Tab (1!

ab" Tab )

Tabab"

Is this result universal ?nature of disorder, geometry, space

dimensionality, extends to higher order cumulants,...

Tuesday, July 16, 2013

Page 9: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Classical version of the quantum conductor

Same physical content : particles cannot pile up on the same site (Pauli

principle or quantum crossings in quantum mesoscopic physics)

Defines the classical Symmetric Simple exclusion process (SSEP)

Tuesday, July 16, 2013

Page 10: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

The SSEP model

For large enough time, the system is in a steady state.

Define the probability of observing particles flowing through the system during a time interval and for 2 reservoirs at densities and

For ,

Tuesday, July 16, 2013

Page 11: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

All the cumulants are known for arbitrary densities and

The generating function

depends on a single scaling variable

Tuesday, July 16, 2013

Page 12: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

And the Fano factor is

The Fano factor and all other cumulants are identical to those calculated in the quantum

mesoscopic case.

Tuesday, July 16, 2013

Page 13: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

How these results generalize to higher space dimensions ?

Numerical results on a Sierpinski gasket fractal network suggests a Fano factor

(Groth et al. PRL 2008)

Tuesday, July 16, 2013

Page 14: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

How these results generalize to higher space dimensions ?

Numerical results on a Sierpinski gasket fractal network suggests a Fano factor

(Groth et al. PRL 2008)

Tuesday, July 16, 2013

Page 15: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Our Result: (T. Bodineau, B. Derrida, O. Shpielberg, E.A, 2013)

1. Large class of graphs (including fractals) can be characterized by an effective length

!a

!b

A

B

Tuesday, July 16, 2013

Page 16: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

2. For large values of , the generating function of the cumulants of the current of the SSEP is the same as for a linear chain, up to a multiplicative function

Tuesday, July 16, 2013

Page 17: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

!a

!b

A

B

2. For large values of , the generating function of the cumulants of the current of the SSEP is the same as for a linear chain, up to a multiplicative function

Tuesday, July 16, 2013

Page 18: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

2. For large values of , the generating function of the cumulants of the current of the SSEP is the same as for a linear chain, up to a multiplicative function

Thus, the ratio between any pair of cumulants of is the same as for the linear chain. Then,

Tuesday, July 16, 2013

Page 19: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

ELEMENTS OF THE PROOF

• Use the macroscopic fluctuation theory of Bertini et al. and the additivity principle.

• Alternative description based on Energy/Dirichlet forms: allows to characterize the SSEP and to provide a derivation of the additivity principle.

Tuesday, July 16, 2013

Page 20: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

The macroscopic fluctuation theory

Basic definitions and results

(Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim)

Tuesday, July 16, 2013

Page 21: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

= Number of particles flowing through the system during t

for large t

The large deviation function is defined from the probability

It is the Legendre transform of

Tuesday, July 16, 2013

Page 22: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Scaling - Electrical conductance

The large deviation function is a scaling function :

so that scales like an electrical conductance.

(Bodineau,Derrida,Lebowitz - Thouless - Montambaux, E.A.)

Tuesday, July 16, 2013

Page 23: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

General diffusive system (e.g. SSEP) s.t.,

Weak current through the system : use Fick’s law

+ fluctuations :

For SSEP,

has its maximum for . Close to equilibrium :

Gaussian distribution for the probability,

Additivity principle and large deviation function

Tuesday, July 16, 2013

Page 24: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Additivity principle + scaling

L + L’

Tuesday, July 16, 2013

Page 25: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Additivity principle + scaling

L + L’

so that,

and

Tuesday, July 16, 2013

Page 26: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Macroscopic fluctuation theory for SSEP on a -dimensional domain

!a

!b

A

B

Tuesday, July 16, 2013

Page 27: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

!a

!b

A

B

Define the number of particles flowing between the 2 reservoirs :

where is the number of particles transferred

from to during and is an arbitrary function

on site except for

Nothing depends on the choice of the ‘s. We take it a

solution of the Laplace eq.

Tuesday, July 16, 2013

Page 28: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Continuous version:

where

Tuesday, July 16, 2013

Page 29: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

The minimization in the generating function

leads to

where is a Lagrange multiplier field associated to current conservation.

Tuesday, July 16, 2013

Page 30: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

If one knows the solution of

This results from

The link between and higher dimensions:

in (chain of length L), then we know the solution in any dimension and for any domain !

so that

solve

Tuesday, July 16, 2013

Page 31: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

where is such that

the generating function in dimensions is

We have the following remarkable identity:

so that

Tuesday, July 16, 2013

Page 32: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Since

Then,

with

Tuesday, July 16, 2013

Page 33: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

The generating function for an arbitrary

domain in -dimensions is the same as the

generating function for the effective

length up to a multiplicative function

independent of

Therefore, for any -dimensional domain, the ratio of any pair of cumulants is the same as

in .

Tuesday, July 16, 2013

Page 34: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Analogies between SSEP on a graph and resistor networks

Tuesday, July 16, 2013

Page 35: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

(Derrida, Bodineau PRL 2004)

Kirchhoff’s rules - Addition in series and in parallel

More generally, using the Δ-Y transformN

N N N/3

N/3 N/3

Tuesday, July 16, 2013

Page 36: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Star – mesh transform

• A Two-terminal resistor network always has an equivalent resistor (Helmholtz, Thevenin).

• The equivalent resistor can be obtained through repeated use of the star-mesh transform.

Tuesday, July 16, 2013

Page 37: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Star – mesh transform

• A Two-terminal resistor network always has an equivalent resistor (Helmholtz, Thevenin).

• The equivalent resistor can be obtained through repeated use of the star-mesh transform.

The same applies to any SSEP graph

Tuesday, July 16, 2013

Page 38: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

The SSEP resistor theorem

• For any graph G,

• can be obtained by Kirchhoff's resistor rules

• The theorem applies for any non-eq. process given that

1.The additivity principle applies

2.The scaling assumption applies

3.There is a steady state

Tuesday, July 16, 2013

Page 39: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Energy/Dirichlet forms

Tuesday, July 16, 2013

Page 40: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Energy forms

A graph with sites and bonds

Each bonds carries a weight - rxy

We define the energy function

Connect the network of resistors to a battery

Tuesday, July 16, 2013

Page 41: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Well known exact mapping between electric networks of resistances and random walk on

a lattice

(Doyle & Snell)

Tuesday, July 16, 2013

Page 42: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Useful theorem by Beurling and Deny which extends these results to the equivalence between energy forms and symmetric

Markov processes.

This theorem allows to describe the SSEP as an effective conductance network whose

electric energy is the large deviation function.

Moreover, it guarantees the additivity principle (through the concavity property of

the minimum energy)

Tuesday, July 16, 2013

Page 43: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Energy forms and SSEP

Consider the energy form EL u,u( ) = u x( )! u y( )"# $%2

rx,y&

u x( ) =! x( )r + D ! x( )( )! x( )2! " x( )( )!" #$

1 2with

EL h j,!a ,!b( )( ) =max!i{ }

j n + D !i( )!!i"# $%2

2n" !i( )i&

Tuesday, July 16, 2013

Page 44: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Energy forms and SSEP

The Large Deviation Function is the minimum of an energy form - it is a

conductance

EL h j,!a ,!b( )( ) =max!i{ }

j n + D !i( )!!i"# $%2

2n" !i( )i&

EL h j,!a ,!b( )( ) = FL j,!a ,!b( )

Tuesday, July 16, 2013

Page 45: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

Summary - further issues

Full counting statistics of quantum mesoscopic conductors is well described by means of the classical 1D SSEP model:

Tuesday, July 16, 2013

Page 46: Cumulants of the current and large deviations in the ...avronfest/Akkermans.pdf · Cumulants of the current and large deviations in the Symmetric Simple Exclusion Process (SSEP) on

SSEP - resistor theorem : analogy between electric networks and non-equilibrium stochastic processes.

Energy forms provide a useful framework to derive the large deviation function of symmetric Markov processes.

The additivity principle results from the energy form description.

Extension to more complicated stochastic processes (ASEP) - with phase transitions.

More than 2 reservoirs ?

Random graphs

Back to the quantum case : semi-classical description (A. Pilgram, Sukhorukov).

Tuesday, July 16, 2013