Stochastic Hydrodynamics of Complex Fluids: Discretisation and Entropy Production.

Many complex fluids can be described by continuum hydrodynamic field equations, to which noise must be added in order to capture thermal fluctuations. In almost all cases, the resulting coarse-grained stochastic partial differential equations carry a short-scale cutoff, which is also reflected in numerical discretisation schemes. We draw together our recent findings concerning the construction of such schemes and the interpretation of their continuum limits, focusing, for simplicity, on models with a purely diffusive scalar field, such as 'Model B' which describes phase separation in binary fluid mixtures. We address the requirement that the steady-state entropy production rate (EPR) must vanish for any stochastic hydrodynamic model in a thermal equilibrium. Only if this is achieved can the given discretisation scheme be relied upon to correctly calculate the nonvanishing EPR for 'active field theories' in which new terms are deliberately added to the fluctuating hydrodynamic equations that break detailed balance. To compute the correct probabilities of forward and time-reversed paths (whose ratio determines the EPR), we must make a careful treatment of so-called 'spurious drift' and other closely related terms that depend on the discretisation scheme. We show that such subtleties can arise not only in the temporal discretisation (as is well documented for stochastic ODEs with multiplicative noise) but also from spatial discretisation, even when noise is additive, as most active field theories assume. We then review how such noise can become multiplicative via off-diagonal couplings to additional fields that thermodynamically encode the underlying chemical processes responsible for activity. In this case, the spurious drift terms need careful accounting, not just to evaluate correctly the EPR but also to numerically implement the Langevin dynamics itself.

Fluctuation-Induced Phase Separation in Metric and Topological Models of Collective Motion.

We study the role of noise on the nature of the transition to collective motion in dry active matter. Starting from field theories that predict a continuous transition at the deterministic level, we show that fluctuations induce a density-dependent shift of the onset of order, which in turn changes the nature of the transition into a phase-separation scenario. Our results apply to a range of systems, including models in which particles interact with their "topological" neighbors that have been believed so far to exhibit a continuous onset of order. Our analytical predictions are confirmed by numerical simulations of fluctuating hydrodynamics and microscopic models.

Self-Organized Critical Coexistence Phase in Repulsive Active Particles.

We revisit motility-induced phase separation in two models of active particles interacting by pairwise repulsion and uncover new qualitative features: the resulting dense phase contains gas bubbles distributed algebraically up to a typically extremely large cutoff scale. At large enough system size and/or global density, all the gas may be contained inside the bubbles, at which point the system is microphase separated with a finite cutoff bubble scale. We further observe that the ordering is clearly anomalous, with different dynamics for the coarsening of the dense phase and of the gas bubbles. This self-organized critical phenomenology is reproduced by a "reduced bubble model" that implements the basic idea of reverse Ostwald ripening put forward in Tjhung et al. [Phys. Rev. X 8, 031080 (2018)PRXHAE2160-330810.1103/PhysRevX.8.031080].

Symmetric Mixtures of Pusher and Puller Microswimmers Behave as Noninteracting Suspensions.

Suspensions of rear- and front-actuated microswimmers immersed in a fluid, known respectively as "pushers" and "pullers," display qualitatively different collective behaviors: beyond a characteristic density, pusher suspensions exhibit a hydrodynamic instability leading to collective motion known as active turbulence, a phenomenon which is absent for pullers. In this Letter, we describe the collective dynamics of a binary pusher-puller mixture using kinetic theory and large-scale particle-resolved simulations. We derive and verify an instability criterion, showing that the critical density for active turbulence moves to higher values as the fraction χ of pullers is increased and disappears for χ≥0.5. We then show analytically and numerically that the two-point hydrodynamic correlations of the 1∶1 mixture are equal to those of a suspension of noninteracting swimmers. Strikingly, our numerical analysis furthermore shows that the full probability distribution of the fluid velocity fluctuations collapses onto the one of a noninteracting system at the same density, where swimmer-swimmer correlations are strictly absent. Our results thus indicate that the fluid velocity fluctuations in 1∶1 pusher-puller mixtures are exactly equal to those of the corresponding noninteracting suspension at any density, a surprising cancellation with no counterpart in equilibrium long-range interacting systems.

Particle-resolved lattice Boltzmann simulations of 3-dimensional active turbulence.

Collective behaviour in suspensions of microswimmers is often dominated by the impact of long-ranged hydrodynamic interactions. These phenomena include active turbulence, where suspensions of pusher bacteria at sufficient densities exhibit large-scale, chaotic flows. To study this collective phenomenon, we use large-scale (up to N = 3 × 106) particle-resolved lattice Boltzmann simulations of model microswimmers described by extended stresslets. Such system sizes enable us to obtain quantitative information about both the transition to active turbulence and characteristic features of the turbulent state itself. In the dilute limit, we test analytical predictions for a number of static and dynamic properties against our simulation results. For higher swimmer densities, where swimmer-swimmer interactions become significant, we numerically show that the length- and timescales of the turbulent flows increase steeply near the predicted finite-system transition density.

Strong Coupling in Conserved Surface Roughening: A New Universality Class?

The Kardar-Parisi-Zhang (KPZ) equation defines the main universality class for nonlinear growth and roughening of surfaces. But under certain conditions, a conserved KPZ equation (CKPZ) is thought to set the universality class instead. This has non-mean-field behavior only in spatial dimension d<2. We point out here that CKPZ is incomplete: It omits a symmetry-allowed nonlinear gradient term of the same order as the one retained. Adding this term, we find a parameter regime where the one-loop renormalization group flow diverges. This suggests a phase transition to a new growth phase, possibly ruled by a strong-coupling fixed point and thus described by a new universality class, for any d>1. In this phase, numerical integration of the model in d=2 gives clear evidence of non-mean-field behavior.

Role of Correlations in the Collective Behavior of Microswimmer Suspensions.

In this Letter, we study the collective behavior of a large number of self-propelled microswimmers immersed in a fluid. Using unprecedentedly large-scale lattice Boltzmann simulations, we reproduce the transition to bacterial turbulence. We show that, even well below the transition, swimmers move in a correlated fashion that cannot be described by a mean-field approach. We develop a novel kinetic theory that captures these correlations and is nonperturbative in the swimmer density. To provide an experimentally accessible measure of correlations, we calculate the diffusivity of passive tracers and reveal its nontrivial density dependence. The theory is in quantitative agreement with the lattice Boltzmann simulations and captures the asymmetry between pusher and puller swimmers below the transition to turbulence.

How Far from Equilibrium Is Active Matter?

Active matter systems are driven out of thermal equilibrium by a lack of generalized Stokes-Einstein relation between injection and dissipation of energy at the microscopic scale. We consider such a system of interacting particles, propelled by persistent noises, and show that, at small but finite persistence time, their dynamics still satisfy a time-reversal symmetry. To do so, we compute perturbatively their steady-state measure and show that, for short persistent times, the entropy production rate vanishes. This endows such systems with an effective fluctuation-dissipation theorem akin to that of thermal equilibrium systems. Last, we show how interacting particle systems with viscous drags and correlated noises can be seen as in equilibrium with a viscoelastic bath but driven out of equilibrium by nonconservative forces, hence providing energetic insight into the departure of active systems from equilibrium.

Hyperuniformity in phase ordering: the roles of activity, noise, and non-constant mobility.

Hyperuniformity emerges generically in the coarsening regime of phase-separating fluids. Numerical studies of active and passive systems have shown that the structure factorS(q) behaves asqςforq → 0, with hyperuniformity exponentς = 4. For passive systems, this result was explained in 1991 by a qualitative scaling analysis of Tomita, exploiting isotropy at scales much larger than the coarsening length. Here we reconsider and extend Tomita's argument to address cases of active phase separation and of non-constant mobility, again findingς = 4. We further show that dynamical noise of varianceDcreates a transientς = 2 regime forq^≪q^∗∼Dt[1-(d+2)ν]/2, crossing over toς = 4 at largerq^. Here,νis the coarsening exponent for the domain sizeℓ, such thatℓ(t)∼tν, andq^∝qℓis the rescaled wavenumber. In diffusive coarseningν=1/3, so the rescaled crossover wavevectorq^∗vanishes at large times whend⩾2. The slowness of this decay suggests a natural explanation for experiments that observe a long-livedς = 2 scaling in phase-separatingactivefluids (where noise is typically large). Conversely, ind = 1, we demonstrate that with noise theς = 2 regime survives ast→∞, withq^∗∼D5/6. (The structure factor is not then determined by the zero-temperature fixed point.) We confirm our analytical predictions by numerical simulations of continuum theories for active and passive phase separation in the deterministic case and of Model B for the stochastic case. We also compare them with related findings for a system near an absorbing-state transition rather than undergoing phase separation. A central role is played throughout by the presence or absence of a conservation law for the centre of mass positionRof the order parameter field.

Absorbing phase transitions in systems with mediated interactions.

Experiments of periodically sheared colloidal suspensions or soft amorphous solids display a transition from reversible to irreversible particle motion that, when analyzed stroboscopically in time, is interpreted as an absorbing phase transition with infinitely many absorbing states. In these systems, interactions mediated by hydrodynamics or elasticity are present, causing passive regions to be affected by nearby active ones. We show that mediated interactions induce a universality class of absorbing phase transitions distinct from conserved directed percolation, and we obtain the corresponding critical exponents. We do so with large-scale numerical simulations of a minimal model for the stroboscopic dynamics of sheared soft materials and we derive the minimal field theoretical description.

Microcanonical relation between continuous and discrete spin models.

A relation between a class of stationary points of the energy landscape of continuous spin models on a lattice and the configurations of an Ising model defined on the same lattice suggests an approximate expression for the microcanonical density of states. Based on this approximation we conjecture that if a O(n) model with ferromagnetic interactions on a lattice has a phase transition, its critical energy density is equal to that of the n=1 case, i.e., an Ising system with the same interactions. The conjecture holds true in the case of long-range interactions. For nearest-neighbor interactions, numerical results are consistent with the conjecture for n=2 and n=3 in three dimensions. For n=2 in two dimensions (XY model) the conjecture yields a prediction for the critical energy of the Berezinskij-Kosterlitz-Thouless transition, which would be equal to that of the two-dimensional Ising model. We discuss available numerical data in this respect.

Statistical mechanics of active Ornstein-Uhlenbeck particles.

We study the statistical properties of active Ornstein-Uhlenbeck particles (AOUPs). In this simplest of models, the Gaussian white noise of overdamped Brownian colloids is replaced by a Gaussian colored noise. This suffices to grant this system the hallmark properties of active matter, while still allowing for analytical progress. We study in detail the steady-state distribution of AOUPs in the small persistence time limit and for spatially varying activity. At the collective level, we show AOUPs to experience motility-induced phase separation both in the presence of pairwise forces or due to quorum-sensing interactions. We characterize both the instability mechanism leading to phase separation and the resulting phase coexistence. We probe how, in the stationary state, AOUPs depart from their thermal equilibrium limit by investigating the emergence of ratchet currents and entropy production. In the small persistence time limit, we show how fluctuation-dissipation relations are recovered. Finally, we discuss how the emerging properties of AOUPs can be characterized from the dynamics of their collective modes.

The 2020 motile active matter roadmap.

Activity and autonomous motion are fundamental in living and engineering systems. This has stimulated the new field of 'active matter' in recent years, which focuses on the physical aspects of propulsion mechanisms, and on motility-induced emergent collective behavior of a larger number of identical agents. The scale of agents ranges from nanomotors and microswimmers, to cells, fish, birds, and people. Inspired by biological microswimmers, various designs of autonomous synthetic nano- and micromachines have been proposed. Such machines provide the basis for multifunctional, highly responsive, intelligent (artificial) active materials, which exhibit emergent behavior and the ability to perform tasks in response to external stimuli. A major challenge for understanding and designing active matter is their inherent nonequilibrium nature due to persistent energy consumption, which invalidates equilibrium concepts such as free energy, detailed balance, and time-reversal symmetry. Unraveling, predicting, and controlling the behavior of active matter is a truly interdisciplinary endeavor at the interface of biology, chemistry, ecology, engineering, mathematics, and physics. The vast complexity of phenomena and mechanisms involved in the self-organization and dynamics of motile active matter comprises a major challenge. Hence, to advance, and eventually reach a comprehensive understanding, this important research area requires a concerted, synergetic approach of the various disciplines. The 2020 motile active matter roadmap of Journal of Physics: Condensed Matter addresses the current state of the art of the field and provides guidance for both students as well as established scientists in their efforts to advance this fascinating area.

Absence of thermalization for systems with long-range interactions coupled to a thermal bath.

We investigate the dynamics of a small long-range interacting system, in contact with a large long-range thermal bath. Our analysis reveals the existence of striking anomalies in the energy flux between the bath and the system. In particular, we find that the evolution of the system is not influenced by the kinetic temperature of the bath, as opposed to what happens for short-range collisional systems. As a consequence, the system may get hotter also when its initial temperature is larger than the bath temperature. This observation is explained quantitatively in the framework of the collisionless Vlasov description of toy models with long-range interactions and shown to be valid whenever the Vlasov picture applies, from cosmology to plasma physics..

Caloric curve of star clusters.

Self-gravitating systems, such as globular clusters or elliptical galaxies, are the prototypes of many-body systems with long-range interactions, and should be the natural arena in which to test theoretical predictions on the statistical behavior of long-range-interacting systems. Systems of classical self-gravitating particles can be studied with the standard tools of equilibrium statistical mechanics, provided the potential is regularized at small length scales and the system is confined in a box. The confinement condition looks rather unphysical in general, so that it is natural to ask whether what we learn with these studies is relevant to real self-gravitating systems. In order to provide an answer to this question, we consider a basic, simple, yet effective model of globular clusters: the King model. This model describes a self-consistently confined system, without the need of any external box, but the stationary state is a nonthermal one. In particular, we consider the King model with a short-distance cutoff on the interactions, and we discuss how such a cutoff affects the caloric curve, i.e., the relation between temperature and energy. We find that the cutoff stabilizes a low-energy phase, which is absent in the King model without cutoff; the caloric curve of the model with cutoff turns out to be very similar to that of previously studied confined and regularized models, but for the absence of a high-energy gaslike phase. We briefly discuss the possible phenomenological as well as theoretical implications of these results.

Linear response theory for long-range interacting systems in quasistationary states.

Long-range interacting systems, while relaxing to equilibrium, often get trapped in long-lived quasistationary states which have lifetimes that diverge with the system size. In this work, we address the question of how a long-range system in a quasistationary state (QSS) responds to an external perturbation. We consider a long-range system that evolves under deterministic Hamilton dynamics. The perturbation is taken to couple to the canonical coordinates of the individual constituents. Our study is based on analyzing the Vlasov equation for the single-particle phase-space distribution. The QSS represents a stable stationary solution of the Vlasov equation in the absence of the external perturbation. In the presence of small perturbation, we linearize the perturbed Vlasov equation about the QSS to obtain a formal expression for the response observed in a single-particle dynamical quantity. For a QSS that is homogeneous in the coordinate, we obtain an explicit formula for the response. We apply our analysis to a paradigmatic model, the Hamiltonian mean-field model, which involves particles moving on a circle under Hamiltonian dynamics. Our prediction for the response of three representative QSSs in this model (the water-bag QSS, the Fermi-Dirac QSS, and the Gaussian QSS) is found to be in good agreement with N-particle simulations for large N. We also show the long-time relaxation of the water-bag QSS to the Boltzmann-Gibbs equilibrium state.

Energy landscape and phase transitions in the self-gravitating ring model.

We apply a recently proposed criterion for the existence of phase transitions, which is based on the properties of the saddles of the energy landscape, to a simplified model of a system with gravitational interactions referred to as the self-gravitating ring model. We show analytically that the criterion correctly singles out the phase transition between a homogeneous and a clustered phase and also suggests the presence of another phase transition not previously known. On the basis of the properties of the energy landscape we conjecture on the nature of the latter transition.