Bernard Derrida

• Ecole Normale Supérieure de Paris

These notes are a written version of lectures given in the 2024 Les Houches Summer School on {\it Large deviations and applications}. They are are based on a series of works published over the last 25 years on steady properties of non-equilibrium systems in contact with several heat baths at different temperatures or several reservoirs of particles...

In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed perturbatively by using the macroscopic fluctuation theory. This applies to general domains in \documentclass[12pt...

In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed perturbatively by using the macroscopic fluctuation theory. This applies to general domains in $\mathbb{R}^d$ and...

The random energy model (REM) is the simplest spin glass model which exhibits replica symmetry breaking. It is well known since the 80's that its overlaps are non-selfaveraging and that their statistics satisfy the predictions of the replica theory. All these statistical properties can be understood by considering that the low energy levels are the...

The Bramson logarithmic shift of the position of pulled fronts is a universal feature common to a large class of monostable traveling wave equations. As one varies the non-linearities it so happens that one can observe, at some critical non linearity, a transition from pulled fronts to pushed fronts. At this transition the Bramson shift is modified...

The Bramson logarithmic shift of the position of pulled fronts is a universal feature common to a large class of monostable traveling wave equations. As one varies the non-linearities it so happens that one can observe, at some critical non linearity, a transition from pulled fronts to pushed fronts. At this transition the Bramson shift is modified...

We solve the random energy model when the energies of the configurations take only integer values. In the thermodynamic limit, the average overlaps remain size dependent and oscillate as the system size increases. While the extensive part of the free energy can still be obtained by a standard replica calculation with one step replica symmetry break...

We solve the random energy model when the energies of the configurations take only integer values. In the thermodynamic limit, the average overlaps remain size dependent and oscillate as the system size increases. While the extensive part of the free energy can still be obtained by a standard replica calculation with one step replica symmetry break...

These notes are some recollections of my interactions and exchanges with Professor Dietrich Stauffer over the last 40 years.

We obtain an exact analytic expression for the average distribution, in the thermodynamic limit, of overlaps between two copies of the same random energy model (REM) at different temperatures. We quantify the non-self averaging effects and provide an exact approach to the computation of the fluctuations in the distribution of overlaps in the thermo...

We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to earlier results, where rates at the boundaries are comparable to the bulk ones, we show how macroscopic fluct...

We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to earlier results, where rates at the boundaries are comparable to the bulk ones, we show how macroscopic fluct...

We obtain an exact analytic expression for the average distribution, in the thermodynamic limit, of overlaps between two copies of the same random energy model (REM) at different temperatures. We quantify the non-self averaging effects and provide an exact approach to the computation of the fluctuations in the distribution of overlaps in the thermo...

We review recent results and conjectures for a simplified version of the depinning problem in presence of disorder which was introduced by Derrida and Retaux in 2014. For this toy model, the depinning transition has been predicted to be of the Berezinskii--Kosterlitz--Thouless type. Here we discuss under which integrability conditions this predicti...

We show that a coalescence equation exhibits a variety of critical behaviors, depending on the initial condition. This equation was introduced a few years ago to understand a toy model studied by Derrida and Retaux to mimic the depinning transition in presence of disorder. It was shown recently that this toy model exhibits the same critical behavio...

We show that a coalescence equation exhibits a variety of critical behaviors, depending on the initial condition. This equation was introduced a few years ago to understand a toy model {studied by Derrida and Retaux to mimic} the depinning transition in presence of disorder. It was shown recently that this toy model exhibits the same critical behav...

http://arxiv.org/abs/2005.10208

For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on the current integrated over a large time. We determine the conditioned large deviation function of the density by a microscopic calculation....

We consider a simple max-type recursive model which was introduced in the study of depinning transition in presence of strong disorder, by Derrida and Retaux [5]. Our interest is focused on the critical regime, for which we study the extinction probability, the first moment and the moment generating function. Several stronger assertions are stated...

We present a systematic analysis of stochastic processes conditioned on an empirical observable \(Q_T\) defined in a time interval [0, T], for large T. We build our analysis starting with a discrete time Markov chain. Results for a continuous time Markov process and Langevin dynamics are derived as limiting cases. In the large T limit, we show how...

We are interested in the nearly supercritical regime in a family of max-type recursive models studied by Derrida and Retaux, and prove that under a suitable integrability assumption on the initial distribution, the free energy vanishes at the transition with an essential singularity with exponent $\tfrac12$. This gives a weaker answer to a conjectu...

For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large time. We determine the conditioned large deviation function of density by a microscopic calculation. We then...

We study the large deviation function of the displacement of a Brownian particle confined on a ring. In the zero noise limit this large deviation function has a cusp at zero velocity given by the Freidlin-Wentzell theory. We develop a WKB approach to analyse how this cusp is rounded in the weak noise limit.

We study the large deviation function of the displacement of a Brownian particle confined on a ring. In the zero noise limit this large deviation function has a cusp at zero velocity given by the Freidlin-Wentzell theory. We develop a WKB approach to analyse how this cusp is rounded in the weak noise limit.

We present a systematic analysis of stochastic processes conditioned on an empirical measure $Q_T$ defined in a time interval $[0,T]$ for large $T$. We build our analysis starting from a discrete time Markov chain. Results for a continuous time Markov process and Langevin dynamics are derived as limiting cases. We show how conditioning on a value o...

We investigate the effects of finite size corrections on the overlap probabilities in the Generalized Random Energy Model (GREM) in two situations where replica symmetry is broken in the thermodynamic limit. Our calculations do not use replicas, but shed some light on what the replica method should give for finite size corrections. In the gradual f...

This paper presents a novel way of computing front positions in Fisher-KPP equations. Our method is based on an exact relation between the Laplace transform of the initial condition and some integral functional of the front position. Using singularity analysis, one can obtain the asymptotics of the front position up to the O(log t/t) term. Our appr...

This paper presents a novel way of computing front positions in Fisher-KPP equations. Our method is based on an exact relation between the Laplace transform of the initial condition and some integral functional of the front position. Using singularity analysis, one can obtain the asymptotics of the front position up to the O(log t/t) term. Our appr...

The present work concerns a version of the Fisher-KPP equation where the nonlinear term is replaced by a saturation mechanism, yielding a free boundary problem with mixed conditions. Following an idea proposed in [BrunetDerrida.2015], we show that the Laplace transform of the initial condition is directly related to some functional of the front pos...

We study the lower deviation probability of the position of the rightmost particle in a branching Brownian motion and obtain its large deviation function.

We investigate the effects of finite size corrections on the overlap probabilities in the Generalized Random Energy Model (GREM) in two situations where replica symmetry is broken in the thermodynamic limit. Our calculations do not use replicas, but shed some light on what the replica method should give for finite size corrections. In the gradual f...

We have shown recently how to calculate the large deviation function of the position $X_{\max}(t) $ of the right most particle of a branching Brownian motion at time $t$. This large deviation function exhibits a phase transition at a certain negative velocity. Here we extend this result to more general branching random walks and show that the proba...

The present work concerns a version of the Fisher-KPP equation where the nonlinear term is replaced by a saturation mechanism, yielding a free boundary problem with mixed conditions. Following an idea proposed in [BrunetDerrida.2015], we show that the Laplace transform of the initial condition is directly related to some functional of the front pos...

We consider a simple hierarchical renormalization model which was introduced in the study of depinning transition in presence of strong disorder, by Derrida and Retaux. Our interest is focused on the critical regime, for which we study the extinction probability, the first moment and the moment generating function. Several stronger assertions are s...

We study the lower deviation probability of the position of the rightmost particle in a branching Brownian motion and obtain its large deviation function

It is well known that the mean field theory of directed polymers in a random medium exhibits replica symmetry breaking with a distribution of overlaps which consists of two delta functions. Here we show that the leading finite size correction to this distribution of overlaps has a universal character which can be computed explicitly. Our results ca...

We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the hydrodynamic limit in terms of the diffusivity and the mobility. Within this hydrodynamic framework we discuss a generali...

We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the hydrodynamic limit in terms of the diffusivity and the mobility. Within this hydrodynamic framework we discuss a generali...

It is well known that the mean field theory of directed polymers in a random medium exhibits replica symmetry breaking with a distribution of overlaps which consists of two delta functions. Here we show that the leading finite size correction to this distribution of overlaps has a universal character which can be computed explicitly. Our results ca...

The large deviation function has been known for a long time in the literature for the displacement of the rightmost particle in a branching random walk (BRW), or in a branching Brownian motion (BBM). More recently a number of generalizations of the BBM and of the BRW have been considered where selection or coalescence mechanisms tend to limit the e...

Consider a one-dimensional branching Brownian motion, and rescale the coordinate and time so that the rates of branching and diffusion are both equal to $1$. If $X_1(t)$ is the position of the rightmost particle of the branching Brownian motion at time $t$, the empirical velocity $c$ of this rightmost particle is defined as $c=X_1(t)/t$. Using the...

Consider a one-dimensional branching Brownian motion, and rescale the coordinate and time so that the rates of branching and diffusion are both equal to $1$. If $X_1(t)$ is the position of the rightmost particle of the branching Brownian motion at time $t$, the empirical velocity $c$ of this rightmost particle is defined as $c=X_1(t)/t$. Using the...

For a simple one dimensional lattice version of a travelling wave equation, we obtain an exact relation between the initial condition and the position of the front at any later time. This exact relation takes the form of an inverse problem: given the times $t_n$ at which the travelling wave reaches the positions $n$, one can deduce the initial prof...

Diffusion of impenetrable particles in a crowded one-dimensional channel is referred as the single file diffusion. The particles do not pass each other and the displacement of each individual particle is sub-diffusive. We analyse a simple realization of this single file diffusion problem where one dimensional Brownian point particles interact only...

We present a systematic way of computing finite size corrections for the random energy model, in its low temperature phase. We obtain explicit (though complicated) expressions for the finite size corrections of the overlap functions. In its low temperature phase, the random energy model is known to exhibit Parisi's broken symmetry of replicas. The...

We introduce a toy model, which represents a simplified version of the problem of the depinning transition in the limit of strong disorder. This toy model can be formulated as a simple renormalization transformation for the probability distribution of a single real variable. For this toy model, {the critical line is known exactly in one particular...

The symmetric simple exclusion process is one of the simplest out-of-equilibrium systems for which the steady state is known. Its large deviation functional of the density has been computed in the past both by microscopic and macroscopic approaches. Here we obtain the leading finite size correction to this large deviation functional. The result is...

We show, using the macroscopic fluctuation theory of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim, that the statistics of the current of the symmetric simple exclusion process (SSEP) connected to two reservoirs are the same on an arbitrary large finite domain in dimension $d$ as in the one dimensional case. Numerical results on squares sup...

Log-periodic amplitudes appear in the critical behavior of a large class of systems, in particular when a discrete scale invariance is present. Here we show how to compute these critical amplitudes perturbatively when they originate from a renormalization map which is close to a monomial. In this case, the log-periodic amplitudes of the subdominant...

The Lévy walk model is studied in the context of the anomalous heat conduction of one-dimensional systems. In this model, the heat carriers execute Lévy walks instead of normal diffusion as expected in systems where Fourier's law holds. Here we calculate exactly the average heat current, the large deviation function of its fluctuations, and the tem...

We review the statistical properties of the genealogies of a few models of evolution. In the asexual case, selection leads to coalescence times which grow logarithmically with the size of the population in contrast with the linear growth of the neutral case. Moreover for a whole class of models, the statistics of the genealogies are those of the Bo...

Non-equilibrium diffusive systems are known to exhibit long-range correlations, which decay like the inverse 1/L of the system size L in one dimension. Here, taking the example of the ABC model, we show that this size dependence becomes anomalous (the decay becomes a non-integer power of L) when the diffusive system approaches a second-order phase...

We analyze the fluctuations of the steady state profiles in the modulated phase of the ABC model. For a system of L sites, the steady state profiles move on a microscopic time scale of order L 3. The variance of their displacement is computed in terms of the macroscopic steady state profiles by using fluctuating hydrodynamics and large deviations....

In a series of recent works it has been shown that a class of simple models of evolving populations under selection leads to genealogical trees whose statistics are given by the Bolthausen-Sznitman coalescent rather than by the well known Kingman coalescent in the case of neutral evolution. Here we show that when conditioning the genealogies on the...

The ABC model is a simple diffusive one-dimensional non-equilibrium system which exhibits a phase transition. Here we show that the cumulants of the currents of particles through the system become singular near the phase transition. At the transition, they exhibit an anomalous dependence on the system size (an anomalous Fourier's law). An effective...

The one dimensional symmetric simple exclusion process (SSEP) is one of the very few exactly soluble models of non-equilibrium statistical physics. It describes a system of particles which diffuse with hard core repulsion on a one dimensional lattice in contact with two reservoirs of particles at unequal densities. The goal of this note is to revie...

We study by means of numerical simulations the velocity reversal model, a one-dimensional mechanical model of heat transport introduced in 1985 by Ianiro and Lebowitz. Our numerical results indicate that this model, which does not conserve momentum, exhibits nevertheless an anomalous Fourier’s law similar to the ones previously observed in momentum...

We show that all the time-dependent statistical properties of the rightmost points of a branching Brownian motion can be extracted from the traveling wave solutions of the Fisher-KPP equation. We show that the distribution of all the distances between the rightmost points has a long time limit which can be understood as the delay of the Fisher-KPP...

We consider the steady state of a one dimensional diffusive system, such as the symmetric simple exclusion process (SSEP) on a ring, driven by a battery at the origin or by a smoothly varying field along the ring. The battery appears as the limiting case of a smoothly varying field, when the field becomes a delta function at the origin. We find tha...

Momentum-conserving one-dimensional models are known to exhibit anomalous Fourier's law, with a thermal conductivity varying as a power law of the system size. Here we measure, by numerical simulations, several cumulants of the heat flux of a one-dimensional hard particle gas. We find that the cumulants, like the conductivity, vary as power laws of...

We show how to apply the macroscopic fluctuation theory (MFT) of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim to study the current fluctuations of diffusive systems with a step initial condition. We argue that one has to distinguish between two ways of averaging (the annealed and the quenched cases) depending on whether we let the initial...

We study the limiting distribution of particles at the frontier of a branching random walk. The positions of these particles can be viewed as the lowest energies of a directed polymer in a random medium in the mean-field case. We show that the average distances between these leading particles can be computed as the delay of a traveling wave evolvin...

For systems in contact with two reservoirs at different densities or with two thermostats at different temperatures, the large deviation function of the density gives a possible way of extending the notion of free energy to non-equilibrium systems. This large deviation function of the density can be calculated explicitly for exclusion models in one...

We study the critical point of directed pinning/wetting models with quenched disorder. The distribution K(.) of the location of the first contact of the (free) polymer with the defect line is assumed to be of the form K(n)=n^{-\alpha-1}L(n), with L(.) slowly varying. The model undergoes a (de)-localization phase transition: the free energy (per uni...

For the symmetric simple exclusion process on an infinite line, we calculate exactly the fluctuations of the integrated current $Q_t$ during time $t$ through the origin when, in the initial condition, the sites are occupied with density $\rho_a$ on the negative axis and with density $\rho_b$ on the positive axis. All the cumulants of $Q_t$ grow lik...

By measuring or calculating coalescence times for several models of coalescence or evolution, with and without selection, we show that the ratios of these coalescence times become universal in the large size limit and we identify a few universality classes.

We obtain explicit expressions for the long range correlations in the ABC model and in diffusive models conditioned to produce an atypical current of particles. In both cases, the two-point correlation functions allow one to detect the occurrence of a phase transition as they become singular when the system approaches the transition.

We calculate exactly the first cumulants of the integrated current and of the activity (which is the total number of changes of configurations) of the symmetric simple exclusion process on a ring with periodic boundary conditions. Our results indicate that for large system sizes the large deviation functions of the current and of the activity take...

By measuring or calculating coalescence times for several models of coalescence or evolution, with and without selection, we show that the ratios of these coalescence times become universal in the large size limit and we identify a few universality classes.

We show that the fluctuations of the partial current in two dimensional diffusive systems are dominated by vortices leading to a different scaling from the one predicted by the hydrodynamic large deviation theory. This is supported by exact computations of the variance of partial current fluctuations for the symmetric simple exclusion process on ge...

We calculate exactly the first cumulants of the integrated current and of the activity (which is the total number of changes of configurations) of the symmetric simple exclusion process (SSEP) on a ring with periodic boundary conditions. Our results indicate that for large system sizes the large deviation functions of the current and of the activit...

We introduce and present the proceedings of the conference “Work, dissipation, and fluctuations in nonequilibrium physics” held in Brussels, 22–25 March 2006 under the auspices of the International Solvay Institutes for Physics and Chemistry and organized by the Center for Nonlinear Phenomena and Complex Systems of the Université Libre de Bruxelles...

A branching random walk in presence of an absorbing wall moving at a constant velocity v undergoes a phase transition as the velocity v of the wall varies. Below the critical velocity v c , the population has a non-zero survival probability and when the population survives its size grows exponentially. We investigate the histories of the population...

We consider a family of models describing the evolution under selection of a population whose dynamics can be related to the propagation of noisy traveling waves. For one particular model that we shall call the exponential model, the properties of the traveling wave front can be calculated exactly, as well as the statistics of the genealogy of the...

Kauffman's model is a random complex automata where nodes are randomly assembled. Each node σi receives K inputs from K randomly chosen nodes and the values of σi at time t + 1 is a random Boolean function of the K inputs at time t. Numerical simulations have shown that the behaviour of this model is very different for K > 2 and K ≤ 2. It is the pu...

We study the distribution of ground-state energies of directed polymers on disordered hierarchical lattices. The problem can be reduced to finding the stable distribution when one combines random variables in a nonlinear way (for example, e = min (e1 + e2, e3 + e4)). The ground-state energy fluctuations of a polymer of length L increase like Lω. We...

In the random Boolean networks suggested by Kauffman, each site is changed to random rules depending on neighbours of this site. One can define two kinds of models, the annealed for which the random rules are changed at each time step, and the quenched for which the random rules remain fixed. We consider this model mostly on a square lattice with n...

We consider a diluted and nonsymmetric version of the Little-Hopfield model which can be solved exactly. We obtain the analytic expression of the evolution of one configuration having a finite overlap on one stored pattern. We show that even when the system remembers, two different configurations which remain close to the same pattern never become...

We study the time evolution of the distance between two configurations submitted to the same thermal noise for the 3d ± J Ising spin glass. We observe three temperature regimes: a high-temperature regime where the distances vanishes in the long-time limit. An intermediate-temperature regime where the distance has a nonzero limit independent of the...

We study a simple one-dimensional model of a folded polymer with random self-interactions. A numerical study of the specific heat shows two regimes: at high temperature, the specific heat looks smooth and sample independent, whereas at low temperature it possesses many narrow peaks which change with the sample considered. The model is simple enough...

The full microscopic structure of macroscopic shocks is obtained exactly in the one-dimensional totally asymmetric simple exclusion process from the complete solution of the uniform stationary non-equilibrium state of a system containing two types of particles—"first" and "second" class. The width of the shock as seen from a second-class particle d...

We consider two simplified models of the formation of patterns emerging from the growth and coalescence of water droplets on a substrate (breath figures). The study is restricted here to the case of a one-dimensional substrate. In the first model we assume a monodisperse distribution of droplet sizes. In the second model, obtained as a mean-field a...

Using a generalisation of detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, one can recover the fluctuation theorem for the large deviation function of the current. For large diffusive systems, we show how the large deviation function of the current can be comput...

We investigate the behavior of the Gibbs-Shannon entropy of the stationary nonequilibrium measure describing a one-dimensional lattice gas, of L sites, with symmetric exclusion dynamics and in contact with particle reservoirs at different densities. In the hydrodynamic scaling limit, L → ∞, the leading order (O(L)) behavior of this entropy has been...

We consider a family of models describing the evolution under selection of a population whose dynamics can be related to the propagation of noisy traveling waves. For one particular model, that we shall call the exponential model, the properties of the traveling wave front can be calculated exactly, as well as the statistics of the genealogy of the...

Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the current. For large diffusive systems, we show how the large deviation funtion of the current can be computed...

A branching random walk in presence of an absorbing wall moving at a constant velocity v undergoes a phase transition as v varies. The problem can be analyzed using the properties of the Fisher-Kolmogorov-Petrovsky-Piscounov (F-KPP) equation. We find that the survival probability of the branching random walk vanishes at a critical velocity v_c of t...