Over the last few decades the interests of statistical physicists have broadened to include the detailed quantitative study of many systems - chemical, biological and even social - that were not traditionally part of the discipline. These systems can feature rich and complex spatiotemporal behaviour, often due to continued interaction with the environment and characterised by the dissipation of flows of energy and/or mass. This has led to vigorous research aimed at extending the established theoretical framework and adapting analytical methods that originate in the study of systems at thermodynamic equilibrium to deal with out-of-equilibrium situations, which are much more prevalent in nature. This thesis focuses on a microscopic model known as the asymmetric exclusion process, or ASEP, which describes the stochastic motion of particles on a one-dimensional lattice. Though in the first instance a model of a lattice gas, it is sufficiently general to have served as the basis to model a wide variety of phenomena. That, as well as substantial progress made in analysing its stationary behaviour, including the locations and nature of phase transitions, have led to it becoming a paradigmatic model of an exactly solvable nonequilibrium system. Recently an exact solution for the dynamics found a somewhat enigmatic transition, which has not been well understood. This thesis is an attempt to verify and better understand the nature of that dynamical transition, including its relation, if any, to the static phase transitions. I begin in Chapter 2 by reviewing known results for the ASEP, in particular the totally asymmetric variant (TASEP), driven at the boundaries. I present the exact dynamical transition as it was first derived, and a reduced description of the dynamics known as domain wall theory (DWT), which locates the transition at a different place. In Chapter 3, I investigate solutions of a nonlinear PDE that constitutes a mean-field, continuum approximation of the ASEP, namely the Burgers equation, and find that a similar dynamical transition occurs there at the same place as predicted by DWT but in disagreement with the exact result. Next, in Chapter 4 I report on efforts to observe and measure the dynamical transition through Monte Carlo simulation. No directly obvious physical manifestation of the transition was observed. The relaxation of three different observables was measured and found to agree well with each other but only slightly better with the exact transition than with DWT. In Chapter 5 I apply a numerical renormalisation scheme known as the Density Matrix Renormalisation Group (DMRG) method and find that it confirms the exact dynamical transition, ruling out the behaviour predicted by DWT. Finally in Chapter 6 I demonstrate that a perturbative calculation, involving the crossing of eigenvalues, allows us to rederive the location of the dynamical transition found exactly, thereby offering some insight into the nature of the transition.

We explore the role of cooperativity and large deviations on a set of fundamental non-equilibrium many-body systems. In the cooperative asymmetric exclusion process, particles hop to the right at a constant rate only when the right neighboring site is vacant and hop at a faster rate when the left neighbor is occupied. In this model, a host of new heterogeneous density profile evolutions arise, including inverted shock waves and continuous compression waves. Cooperativity also drives the growth of complex networks via preferential attachment, where well-connected nodes are more likely to attract future connections. We introduce the mechanism of hindered redirection and show that it leads to network evolution by sublinear preferential attachment. We further show that no local growth rule can recreate superlinear preferential attachment. We also introduce enhanced redirection and show that the rule leads to networks with three unusual properties: (i) many macrohubs -- nodes whose degree is a finite fraction of the number of nodes in the network, (ii) a non-extensive degree distribution, and (iii) large fluctuations between different realizations of the growth process. We next examine large deviations in the diffusive capture model, where N diffusing predators initially all located at L 'chase' a diffusing prey initially at x<L. The prey survives if it reaches a haven at the origin without meeting any predator. We reduce the stochastic movement of the many predators to a deterministic trajectory of a single effective predator. Using optimized Monte Carlo techniques, we simulate up to 10^500 predators to confirm our analytic prediction that the prey survival probability S ~ N^-z^2, where z=x/L. Last, we quantify `survival of the scarcer' in two-species competition. In this model, individuals of two distinct species reproduce and engage in both intra-species and inter-species competition. Here a well-mixed population typically reaches a quasi steady state. We show that in this quasi-steady state the situation may arise where species A is less abundant than B but rare fluctuations make it more likely that species B first becomes extinct.

The methods of statistical physics are increasingly being employed in a range of interdisciplinary areas. In particular, aspects of complex biological processes have been elucidated by bringing the problems down to the level of simple interactions studied in a statistical sense. In nonequilibrium statistical physics, a one dimensional lattice model known as the totally asymmetric simple exclusion processes (TASEP) has become prominent as a tool for modelling various cellular transport processes. Indeed the context in which the TASEP was first introduced (MacDonald et. al., 1968) was to model ribosome motion along mRNA during protein synthesis. In this work I study a variation of the TASEP in which particles hop along a one dimensional lattice which extends as they reach the end. We introduce this model to describe the unique growth dynamics of filamentous fungi, whereby a narrow fungal filament extends purely from its tip region while being supplied with growth materials from behind the tip. We find that the steady state behaviour of our model reflects that of the TASEP, however there is an additional phase where a dynamic shock is present in the system. I show through Monte Carlo simulation and theoretical analysis that the qualitative behaviour of this model can be predicted with a simple mean-field approximation, while the details of the phase behaviour are accurate only in a refined approximation which takes into account some correlations. I also discuss a further refined mean-field approximation and give a heuristic argument for our results. Next I present an extension of the model which allows the particles to interact with a second lattice, on which they diffuse in either direction. A first order meanfield continuum approximation suggests that the steady states of this system will exhibit some novel behaviour. Through Monte Carlo simulation I discuss the qualitative changes that arise due to the on-off dynamics. Finally I study a model for a second biological phenomenon: the length fluctuations of microtubules. The model describes stochastic polymerisation events at the tip of a microtubule. Using a mean-field theory, we find a transition between regimes where the microtubule grows on average, and where the length remains finite. For low rates of polymerisation and depolymerisation, the transition is in good agreement with Monte Carlo simulation.

We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production rate at the source and the initial density are below certain critical values, the stationary measure is a product measure, otherwise the stationary measure is spatially correlated. Following the approach of Derrida et al. (1993) it was shown by Grosskinsky (2004) that these correlations can be described by means of a matrix product representation. In this thesis we derive a large deviation principle with explicit rate function for the particle density in a macroscopic box based on this representation. The novel and rigorous technique we develop for this problem combines spectral theoretical and combinatorial ideas and has the potential to be applicable to other models described by matrix products.

The simple exclusion process is formally defined as follows : each particle performs a simple random walk on a set of sites and interacts with other particles by never moving on occupied sites. Despite its simplicity, this process has properties that are found in many more complex statistical mechanics models. It is the combination of the simplicity of the process and the importance of the observed phenomena that make it one of the reference models in out of equilibrium statistical mechanics. In this thesis, I'm interested in the case of the totally asymmetric exclusion process (particles jump only to the right) on N to study its behavior according to the mechanism of particle creation : particles are created at site 0 with arate depending on the current configuration. Once this mechanism is no longer a Poisson process, the associated exclusion process does not admit a product invariant measure. As a consequence, classical computation methods with theinfinitesimal generator are rarely successful. So I used mainly the methods of coupling and second class particles.In the first part of the thesis, I'm interested in the model introduced by Grosskinsky for which I get the following result : if the maximum rate of creation and the initial density of particles are smaller than 12 and if the creation mechanism is of integrable range, there is no phase transition which means that there is only one invariant measure. In the second part of the thesis, my goal was to construct a process with finite and non-integrable range that has a phase transition. For this, I was inspired by methods developed for the process of specification of Bramson and Kalikow.

Apresentamos o teorema de limite hidrodinâmico para o processo de exclusão simples simétrico com taxa lenta no bordo. Neste processo, partículas descrevem passeios aleatórios independentes no espaço {O, 1, , N}, respeitando a regra de exclusão (que afirma que duas partículas não ocupam o mesmo lugar ao mesmo instante). Paralelamente, partículas podem nascer ou morrer nos sítios O e N com taxas proporcionais a N-1 . Com o devido reescalonamento, a densidade de partículas converge para a solução fraca de urna equação diferencial parcial parabólica. Além disso, no primeiro capítulo, apresentamos seções sobre o Teorema de Prohorov, o espaço das funções càdlàg e a métrica de Skorohod definida nesse espaço. / We present the hydrodynamic limit theorem for the simple symmetric exclusion process with slow driven boundary. In this process, particles describe independent random walks in the space {O, 1, , N}, using the exclusion rule (which says that two particles do not occupy the same place at the same time). We also suppose that particles can be born or die on the sites O and N with rates proportional to N -1 . With the right rescaling procedure, the density of particles converges to the weak solution of a parabolic partial differential equation. In the first chapter, we present sections about Prohorov's Theorem, the càdlàg function space and Skorohod's metric defined in this space.

Apresentamos o teorema de limite hidrodinâmico para o processo de exclusão simples simétrico com taxa lenta no bordo. Neste processo, partículas descrevem passeios aleatórios independentes no espaço {O, 1, , N}, respeitando a regra de exclusão (que afirma que duas partículas não ocupam o mesmo lugar ao mesmo instante). Paralelamente, partículas podem nascer ou morrer nos sítios O e N com taxas proporcionais a N-1 . Com o devido reescalonamento, a densidade de partículas converge para a solução fraca de urna equação diferencial parcial parabólica. Além disso, no primeiro capítulo, apresentamos seções sobre o Teorema de Prohorov, o espaço das funções càdlàg e a métrica de Skorohod definida nesse espaço. / We present the hydrodynamic limit theorem for the simple symmetric exclusion process with slow driven boundary. In this process, particles describe independent random walks in the space {O, 1, , N}, using the exclusion rule (which says that two particles do not occupy the same place at the same time). We also suppose that particles can be born or die on the sites O and N with rates proportional to N -1 . With the right rescaling procedure, the density of particles converges to the weak solution of a parabolic partial differential equation. In the first chapter, we present sections about Prohorov's Theorem, the càdlàg function space and Skorohod's metric defined in this space.

Le processus d’exclusion simple est défini formellement de la façon suivante : chaque particule effectue une marche aléatoire sur un ensemble de sites et interagit avec les autres particules en ne se déplaçant jamais sur un site occupé.Malgré sa simplicité, ce processus présente des propriétés que l’on retrouve dans beaucoup de modèles de mécanique statistique plus complexes. C’est la conjonction de la simplicité du processus et de l’intérêt des phénomènes observés quien fait l’un des modèles de référence en mécanique statistique hors équilibre. Dans cette thèse, je me suis intéressé au cas du processus d’exclusion totalement asymétrique (les particules sautent uniquement vers la droite) sur Nafin d’étudier son comportement en fonction du mécanisme de création de particules: on crée des particules au site 0 avec un taux dépendant de la configurationactuelle. Dès que ce mécanisme n’est plus un processus de Poisson, le processusd’exclusion associé n’admet plus de mesure invariante sous forme de produitce qui fait que les méthodes classiques de calcul sur le générateur infinitésimaln’aboutissent que rarement. Je me suis donc appuyé principalement sur les méthodesde couplage et de particules de deuxième classe.Dans la première partie de la thèse, je me suis intéressé au modèle introduitpar Grosskinsky pour lequel j’ai obtenu les résultats suivants : si le taux maximumde création et la densité initiale de particules sont plus petits que 12 et sile mécanisme de création est à portée intégrable, il n’y a pas de transition dephase c’est-à-dire qu’il n’y a qu’une seule mesure invariante.Dans la deuxième partie de la thèse, je me suis intéressé au problème inversedont le but est de construire un processus à portée finie mais non-intégrableayant une transition de phase. Pour cela, je me suis inspiré des méthodes développéespour le processus des spécifications de Bramson et Kalikow. / The simple exclusion process is formally defined as follows : each particle performs a simple random walk on a set of sites and interacts with other particles by never moving on occupied sites. Despite its simplicity, this process has properties that are found in many more complex statistical mechanics models. It is the combination of the simplicity of the process and the importance of the observed phenomena that make it one of the reference models in out of equilibrium statistical mechanics. In this thesis, I’m interested in the case of the totally asymmetric exclusion process (particles jump only to the right) on N to study its behavior according to the mechanism of particle creation : particles are created at site 0 with arate depending on the current configuration. Once this mechanism is no longer a Poisson process, the associated exclusion process does not admit a product invariant measure. As a consequence, classical computation methods with theinfinitesimal generator are rarely successful. So I used mainly the methods of coupling and second class particles.In the first part of the thesis, I’m interested in the model introduced by Grosskinsky for which I get the following result : if the maximum rate of creation and the initial density of particles are smaller than 12 and if the creation mechanism is of integrable range, there is no phase transition which means that there is only one invariant measure. In the second part of the thesis, my goal was to construct a process with finite and non-integrable range that has a phase transition. For this, I was inspired by methods developed for the process of specification of Bramson and Kalikow.

Apresentamos o teorema de limite hidrodinâmico para o processo de exclusão simples simétrico com taxa lenta no bordo. Neste processo, partículas descrevem passeios aleatórios independentes no espaço {O, 1, , N}, respeitando a regra de exclusão (que afirma que duas partículas não ocupam o mesmo lugar ao mesmo instante). Paralelamente, partículas podem nascer ou morrer nos sítios O e N com taxas proporcionais a N-1 . Com o devido reescalonamento, a densidade de partículas converge para a solução fraca de urna equação diferencial parcial parabólica. Além disso, no primeiro capítulo, apresentamos seções sobre o Teorema de Prohorov, o espaço das funções càdlàg e a métrica de Skorohod definida nesse espaço. / We present the hydrodynamic limit theorem for the simple symmetric exclusion process with slow driven boundary. In this process, particles describe independent random walks in the space {O, 1, , N}, using the exclusion rule (which says that two particles do not occupy the same place at the same time). We also suppose that particles can be born or die on the sites O and N with rates proportional to N -1 . With the right rescaling procedure, the density of particles converges to the weak solution of a parabolic partial differential equation. In the first chapter, we present sections about Prohorov's Theorem, the càdlàg function space and Skorohod's metric defined in this space.

Lattice Density Functional Theory is a powerful method to treat equilibrium structural properties and non-equilibrium kinetics of condensed matter systems. In this thesis an approach based on Markov chains is followed to derive exact density functionals for interacting particles in one-dimension. First, hard rod mixtures on a lattice are considered. For the treatment of this system, certain sets of site occupation numbers are introduced. These sets reflect zero-dimensional or one-particle cavities in continuum treatments, which can hold at most one particle. The exact functional follows from rather simple probabilistic arguments. Thereby the derivation simplifies an earlier, more complicated treatment. A rearrangement of the functional casts it into a form according to lattice fundamental measure theory. This makes it possible to systematically setup approximate density functionals in higher dimensions, which become exact under dimensional reduction. In the next step, the theory is extended to hard rod mixtures with contact interactions. Finally, hard rods with arbitrary nearest-neighbor interactions extending over two rod lengths are studied. For those interactions, two types of zero-dimensional cavities need to be introduced. The first one is a one-particle cavity corresponding to a set of occupation numbers with at most one occupation number being nonzero. The second type is a two-particle cavity, which is a cavity that cannot hold more than two particles, that means at most two occupation numbers can be one in the corresponding set. In order to account for time-dependent kinetics, a lattice version of Time-Dependent Density Functional Theory is followed and applied to hard rods with contact interactions.