This thesis is concerned with the statistical physics of various systems far from thermal equilibrium, focusing on universal critical properties, scaling laws and the role of fluctuations. To this end we study several models which serve as paradigmatic examples, such as surface growth and non-equilibrium wetting as well as phase transitions into absorbing states. As a particular interesting example of a model with a non-conventional scaling behavior, we study a simplified model for pulsed laser deposition by rate equations and Monte Carlo simulations. We consider a set of equations, where islands are assumed to be point-like, as well as an improved one that takes the size of the islands into account. The first set of equations is solved exactly but its predictive power is restricted to the first few pulses. The improved set of equations is integrated numerically, is in excellent agreement with simulations, and fully accounts for the crossover from continuous to pulsed deposition. Moreover, we analyze the scaling of the nucleation density and show numerical results indicating that a previously observed logarithmic scaling does not apply. In order to understand the impact of boundaries on critical phenomena, we introduce particle models displaying a boundary-induced absorbing state phase transition. These are one-dimensional systems consisting of a single site (the boundary) where creation and annihilation of particles occur, while particles move diffusively in the bulk. We study different versions of these models and confirm that, except for one exactly solvable bosonic variant exhibiting a discontinuous transition with trivial exponents, all the others display a non-trivial behavior, with critical exponents differing from their mean-field values, representing a universality class. We show that these systems are related to a $(0+1)$-dimensional non-Markovian model, meaning that in nonequilibrium a phase transition can take place even in zero dimensions, if time long-range interactions are considered. We argue that these models constitute the simplest universality class of phase transition into an absorbing state, because the transition is induced by the dynamics of a single site. Moreover, this universality class has a simple field theory, corresponding to a zero dimensional limit of direct percolation with L{\'e}vy flights in time. Another boundary phenomena occurs if a nonequilibrium growing interface is exposed to a substrate, in this case a nonequilibrium wetting transition may take place. This transition can be studied through Langevin equations or discrete growth models. In the first case, the Kardar-Parisi-Zhang equation, which defines a very robust universality class for nonequilibrium moving interfaces, is combined with a soft-wall potential. While in the second, microscopic models, in the corresponding universality class, with evaporation and deposition of particles in the presence of hard-wall are studied. Equilibrium wetting is related to a particular case of the problem, corresponding to the Edwards-Wilkinson equation with a potential in the continuum approach or to the fulfillment of detailed balance in the microscopic models. In this thesis we present the analytical and numerical methods used to investigate the problem and the very rich behavior that is observed with them. The entropy production for a Markov process with a nonequilibrium stationary state is expected to give a quantitative measure of the distance form equilibrium. In the final chapter of this thesis, we consider a Kardar-Parisi-Zhang interface and investigate how entropy production varies with the interface velocity and its dependence on the interface slope, which are quantities that characterize how far the stationary state of the interface is away from equilibrium. We obtain results in agreement with the idea that the entropy production gives a measure of the distance from equilibrium. Moreover we use the same model to study fluctuation relations. The fluctuation relation is a symmetry in the large deviation function associated to the probability of the variation of entropy during a fixed time interval. We argue that the entropy and height are similar quantities within the model we consider and we calculate the Legendre transform of the large deviation function associated to the height for small systems. We observe that there is no fluctuation relation for the height, nevertheless its large deviation function is still symmetric. / Diese Dissertationsschrift befasst sich mit der statistischen Physik verschiedener Systeme fernab vom thermischen Gleichgewicht. Im Mittelpunkt stehen dabei die kritischen Eigenschaften, Skalierungsgesetze sowie die Rolle von Fluktuation. Dazu werden als paradigmatische Beispiele verschiedene Modellsysteme untersucht, unter anderem Wachstumsprozesse, Benetzungsphänomene fernab vom Gleichgewicht sowie Phasenübergänge in absorbierende Zustände. Als ein besonders interessantes Beispiel mit einem unkonventionellen Skalierungsverhalten wird zunächst ein Modell für gepulste Laserdeposition sowohl numerisch als auch mit Ratengleichungen untersucht. Wir betrachten dazu eine Approximation, das auf der Annahme punktförmiger Teilchen beruht, sowie ein verbessertes Gleichungssystem, das die Ausdehnung der deponierten Inseln mit berücksichtigt. Die numerisch integrierten Lösungen dieses verbesserten Systems stimmen mit den Simulationsresultaten hervorragend überein und reproduzieren ebenfalls den Crossover von kontinuierlicher zu gepulster Deposition. Darüber hinaus wird das Skalierungsverhalten der Nukleationsdichte im Detail untersucht und eine kürzlich eingeführte Hypothese logarithmischer Skalengesetze in Frage gestellt. Um den Einfluss von Randtermen auf kritische Phänomene unter Nichtgleichgewichtsbedingungen besser zu verstehen, wird ein Modell mit einem randinduzierten Phasenübergang eingeführt. Der Rand besteht aus hier einem einzigen Gitterplatz, an dem Teilchen erzeugt und vernichtet werden können, während die Teilchen im Innern des Systems lediglich diffundieren können. Es werden verschiedene Varianten dieses Modells untersucht, die mit Ausnahme einer bestimmten bosonischen Variante zu einer neuen Universalitätsklasse mit einem nichttrivialen kritischen Verhalten gehören. In der Arbeit wird gezeigt, dass diese Systeme effektiv auf ein 0+1-dimensionales Modell mit einer zeitlich nichtlokalen Dynamik reduziert werden können, dass also Phasenübergänge in nicht-Markovschen Nichtgleichgewichtssystemen sogar in 0 räumlichen Dimensionen, d.h. einem einzigen Punkt möglich sind. Es handelt sich wahrscheinlich um den einfachsten nichttrivialen Phasenübergang dieser Art, der formal dem nulldimensionalen Limes der sogenannten gerichteten Perkolation mit zeitlichen Levy-Flügen entspricht. Eine andere Art von Randeffekten tritt auf, wenn ein Wachstumsprozess fernab vom Gleichgewicht auf einem inerten Substrat stattfindet, wobei es zu einem Benetzungsphasenübergang kommen kann. Solche Systeme können anhand ihrer Langevin-Gleichung, z.B. der Kardar-Parisi-Zhang (KPZ)-Gleichung in einem geeigneten Potential, oder auf der Basis diskreter Wachstumsprozesse mit Deposition und Verdampfung von Teilchen auf einem Substrat untersucht werden. Benetzungsübergänge im thermischen Gleichgewicht stellen sich als Spezialfall heraus, der durch die Edwards-Wilkinson-Gleichung bzw. detaillierte Balance beschrieben wird. Die vorliegende Arbeit stellt analytische und numerische Methoden vor und demonstriert die reichhaltige Phänomenologie solcher Modelle. Das letzte Kapitel befasst sich mit der Rolle von Fluktuationen und der Entropieproduktion von Nichtgleichgewichtssystemen. Um zu überprüfen, ob sich die Entropieproduktion als ein Maß für den Abstand vom Gleichgewicht eignet, wird wiederum ein einfacher Wachstumsprozess untersucht, der diese Hypothese bestätigt. Das gleiche Modell wird benutzt, um verschiedene Fluktuationsrelationen zu testen, die auf Symmetrien in der Wahrscheinlichkeitsverteilung extremer Fluktionationen beruhen. Obwohl die Entropie und die Höhe der deponierten Schicht im stationären Zustand formal ähnliche Eigenschaften besitzen, gelingt es nicht, ein Fluktuationstheorem für die Höhenvariablen zu formulieren, obwohl die entsprechende Wahrscheinlichkeitsverteilung symmetrisch ist. Dies legt den Schluss nahe, dass Fluktuationstheoreme grundsätzlich nur auf der Basis von Wahrscheinlichkeitsströmen konstruiert werden können.

University, Diss., 2004--Bonn.

The theory of Brownian motion is a cornerstone of modern physics. In this thesis, we introduce a nonequilibrium extension to this theory, namely an effective Markovian theory of the Brownian motion of a heated nanoparticle. This phenomenon belongs to the class of nonequilibrium steady states (NESS) and is characterized by spatially inhomogeneous temperature and viscosity fields extending in the solvent surrounding the nanoparticle. The first chapter provides a pedagogic introduction to the subject and a concise summary of our main results and summarizes their implications for future developments and innovative applications. The derivation of our main results is based on the theory of fluctuating hydrodynamics, which we introduce and extend to NESS conditions, in the second chapter. We derive the effective temperature and the effective friction coefficient for the generalized Langevin equation describing the Brownian motion of a heated nanoparticle. As major results, we find that these parameters obey a generalized Stokes–Einstein relation, and that, to first order in the temperature increment of the particle, the effective temperature is given in terms of a set of universal numbers. In chapters three and four, these basic results are made explicit for various realizations of hot Brownian motion. We show in detail, that different degrees of freedom are governed by distinct effective parameters, and we calculate these for the rotational and translational motion of heated nanobeads and nanorods. Whenever possible, analytic results are provided, and numerically accurate approximation methods are devised otherwise. To test and validate all our theoretical predictions, we present large-scale molecular dynamics simulations of a Lennard-Jones system, in chapter five. These implement a state-of-the-art GPU-powered parallel algorithm, contributed by D. Chakraborty. Further support for our theory comes from recent experimental observations of gold nanobeads and nanorods made in the the groups of F. Cichos and M. Orrit. We introduce the theoretical concept of PhoCS, an innovative technique which puts the selective heating of nanoscopic tracer particles to good use. We conclude in chapter six with some preliminary results about the self-phoretic motion of so-called Janus particles. These two-faced hybrids with a hotter and a cooler side perform a persistent random walk with the persistence only limited by their hot rotational Brownian motion. Such particles could act as versatile laser-controlled nanotransporters or nanomachines, to mention just the most obvious future nanotechnological applications of hot Brownian motion.

Ziel der vorliegenden Arbeit ist es, das Preisach-Modell bezüglich stochastischer äußerer Felder und temperaturbezogener Aspekte zu untersuchen. Das phänomenologische Preisach-Modell wird oft erfolgreich angewendet, um Systeme mit Hysterese zu beschreiben. Im ersten Teil der Arbeit wird die Antwort des Preisach-Modells auf stochastische äußere Felder untersucht. Hier liegt das Augenmerk hauptsächlich auf der Autokorrelation; sie dient dazu den Einfluss des hysteretischen Gedächtnisses zu quantifizieren. Mit analytischen Methoden wird gezeigt, dass sich ein Langzeitgedächtnis, sichtbar in der Autokorrelation der Systemantwort, entwickeln kann, selbst wenn das treibende Feld unkorreliert ist. Im Anschluss werden diese Resultate, m.H. von Simulationen, auf äußere Felder ausgeweitet, die selbst Korrelationen aufweisen können. Der zweite Teil der Arbeit befasst sich mit dem Einfluss einer endlichen Temperatur auf das Preisach-Modell. Es werden unterschiedliche Methoden besprochen, wie das Nichtgleichgewichtsmodell in seiner mikromagnetischen Interpretation mit Temperatur als Gleichgewichtseigenschaft verknüpft werden kann. Eine Formulierung wird genutzt, um die Magnetisierung von Nickelnanopartikeln in einer Fullerenmatrix zu simulieren und mit Experimenten zu vergleichen. Des Weiteren wird die Relaxationsdynamik des Gedächtnisses des Preisach-Modells bei endlichen Temperaturen untersucht. / The aim of this thesis is to investigate the Preisach model in regard to stochastically driving and temperature-related aspects. The Preisach model is a phenomenological model for systems with hysteresis which is often successfully applied. Hysteresis is a widespread phenomenon which is observed in nature and the key feature of certain technological applications. Further, it contributes to phenomena of interest in social science and economics as well. Prominent examples are the magnetization of ferromagnetic materials in an external magnetic field or the adsorption-desorption hysteresis observed in porous media. Hysteresis involves the development of a hysteresis memory, and multistability in the interrelations between external driving fields and system response. In the first part, we mainly investigate the response of Preisach hysteresis models driven by stochastic input processes with regard to autocorrelation functions to quantify the influence of the system’s memory. Using rigorous methods, it is shown that the development of a hysteresis memory is reflected in the possibility of long-time tails in the autocorrelation functions, even for uncorrelated driving fields. In the case of uncorrelated driving, these long-time tails in the autocorrelations of the system’s response are determined only by the tails of the involved densities. They will be observed if there are broad Preisach densities assigning a high weight to elementary loops of large width and narrow input densities such that rare extreme events of the input time series contribute significantly to the output for a long period of time. Afterwards, these results are extended by simulations to driving fields which themselves show correlations. It is shown that the autocorrelation of the output does not decay faster than the autocorrelation of the input process. Further, there is a possibility that long-term memory in the hysteretic response is more pronounced in the case of uncorrelated driving than in the case of correlated driving. The behavior of the output probability distribution at the saturation values is quite universal. It is not affected by the presence of correlations and allows conclusions whether the input density is much more narrow than the Preisach density or not. Moreover, the existence of effective Preisach densities is shown which define equivalence classes of systems of input and Preisach densities which lead to realizations of the same output variable. The asymptotic behavior of an effective Preisach density determines the asymptotic correlation decay of the system’s response in the case of uncorrelated driving. In the second part, temperature-related effects are considered. It is reviewed how the non-equilibrium Preisach model in its micromagnetic picture can be related to temperature within the framework of extended irreversible thermodynamics. The irreversible response of a ferromagnetic material, namely, Nickel nanoparticles in a fullerene matrix, is simulated. The model includes superparamagnetism where ferromagnetism breaks down at temperatures lower than the Curie temperature and the results are compared to experimental data. Furthermore, we adapt known results for the thermal relaxation of the system’s memory in the form of a front propagation in the Preisach plane derived basically from solving a master equation and by the use of a contradictory assumption. A closer look is taken at short time scales which dissolves the contradiction and shows that the known results apply, taking into account the fact that the dividing line propagation starts with an additional delay time depending on the front coordinates in the Preisach plane. Additionally, it is outlined how thermal relaxation behavior in the Preisach model of hysteresis can be studied using a Fokker-Planck equation. The latter is solved analytically in the non-hysteretic limit using eigenfunction methods. The results indicate a change in the relaxation behavior, especially on short time scales.

Ziel der vorliegenden Arbeit ist es, das Preisach-Modell bezüglich stochastischer äußerer Felder und temperaturbezogener Aspekte zu untersuchen. Das phänomenologische Preisach-Modell wird oft erfolgreich angewendet, um Systeme mit Hysterese zu beschreiben. Im ersten Teil der Arbeit wird die Antwort des Preisach-Modells auf stochastische äußere Felder untersucht. Hier liegt das Augenmerk hauptsächlich auf der Autokorrelation; sie dient dazu den Einfluss des hysteretischen Gedächtnisses zu quantifizieren. Mit analytischen Methoden wird gezeigt, dass sich ein Langzeitgedächtnis, sichtbar in der Autokorrelation der Systemantwort, entwickeln kann, selbst wenn das treibende Feld unkorreliert ist. Im Anschluss werden diese Resultate, m.H. von Simulationen, auf äußere Felder ausgeweitet, die selbst Korrelationen aufweisen können. Der zweite Teil der Arbeit befasst sich mit dem Einfluss einer endlichen Temperatur auf das Preisach-Modell. Es werden unterschiedliche Methoden besprochen, wie das Nichtgleichgewichtsmodell in seiner mikromagnetischen Interpretation mit Temperatur als Gleichgewichtseigenschaft verknüpft werden kann. Eine Formulierung wird genutzt, um die Magnetisierung von Nickelnanopartikeln in einer Fullerenmatrix zu simulieren und mit Experimenten zu vergleichen. Des Weiteren wird die Relaxationsdynamik des Gedächtnisses des Preisach-Modells bei endlichen Temperaturen untersucht. / The aim of this thesis is to investigate the Preisach model in regard to stochastically driving and temperature-related aspects. The Preisach model is a phenomenological model for systems with hysteresis which is often successfully applied. Hysteresis is a widespread phenomenon which is observed in nature and the key feature of certain technological applications. Further, it contributes to phenomena of interest in social science and economics as well. Prominent examples are the magnetization of ferromagnetic materials in an external magnetic field or the adsorption-desorption hysteresis observed in porous media. Hysteresis involves the development of a hysteresis memory, and multistability in the interrelations between external driving fields and system response. In the first part, we mainly investigate the response of Preisach hysteresis models driven by stochastic input processes with regard to autocorrelation functions to quantify the influence of the system’s memory. Using rigorous methods, it is shown that the development of a hysteresis memory is reflected in the possibility of long-time tails in the autocorrelation functions, even for uncorrelated driving fields. In the case of uncorrelated driving, these long-time tails in the autocorrelations of the system’s response are determined only by the tails of the involved densities. They will be observed if there are broad Preisach densities assigning a high weight to elementary loops of large width and narrow input densities such that rare extreme events of the input time series contribute significantly to the output for a long period of time. Afterwards, these results are extended by simulations to driving fields which themselves show correlations. It is shown that the autocorrelation of the output does not decay faster than the autocorrelation of the input process. Further, there is a possibility that long-term memory in the hysteretic response is more pronounced in the case of uncorrelated driving than in the case of correlated driving. The behavior of the output probability distribution at the saturation values is quite universal. It is not affected by the presence of correlations and allows conclusions whether the input density is much more narrow than the Preisach density or not. Moreover, the existence of effective Preisach densities is shown which define equivalence classes of systems of input and Preisach densities which lead to realizations of the same output variable. The asymptotic behavior of an effective Preisach density determines the asymptotic correlation decay of the system’s response in the case of uncorrelated driving. In the second part, temperature-related effects are considered. It is reviewed how the non-equilibrium Preisach model in its micromagnetic picture can be related to temperature within the framework of extended irreversible thermodynamics. The irreversible response of a ferromagnetic material, namely, Nickel nanoparticles in a fullerene matrix, is simulated. The model includes superparamagnetism where ferromagnetism breaks down at temperatures lower than the Curie temperature and the results are compared to experimental data. Furthermore, we adapt known results for the thermal relaxation of the system’s memory in the form of a front propagation in the Preisach plane derived basically from solving a master equation and by the use of a contradictory assumption. A closer look is taken at short time scales which dissolves the contradiction and shows that the known results apply, taking into account the fact that the dividing line propagation starts with an additional delay time depending on the front coordinates in the Preisach plane. Additionally, it is outlined how thermal relaxation behavior in the Preisach model of hysteresis can be studied using a Fokker-Planck equation. The latter is solved analytically in the non-hysteretic limit using eigenfunction methods. The results indicate a change in the relaxation behavior, especially on short time scales.

The theory of Brownian motion is a cornerstone of modern physics. In this thesis, we introduce a nonequilibrium extension to this theory, namely an effective Markovian theory of the Brownian motion of a heated nanoparticle. This phenomenon belongs to the class of nonequilibrium steady states (NESS) and is characterized by spatially inhomogeneous temperature and viscosity fields extending in the solvent surrounding the nanoparticle. The first chapter provides a pedagogic introduction to the subject and a concise summary of our main results and summarizes their implications for future developments and innovative applications. The derivation of our main results is based on the theory of fluctuating hydrodynamics, which we introduce and extend to NESS conditions, in the second chapter. We derive the effective temperature and the effective friction coefficient for the generalized Langevin equation describing the Brownian motion of a heated nanoparticle. As major results, we find that these parameters obey a generalized Stokes–Einstein relation, and that, to first order in the temperature increment of the particle, the effective temperature is given in terms of a set of universal numbers. In chapters three and four, these basic results are made explicit for various realizations of hot Brownian motion. We show in detail, that different degrees of freedom are governed by distinct effective parameters, and we calculate these for the rotational and translational motion of heated nanobeads and nanorods. Whenever possible, analytic results are provided, and numerically accurate approximation methods are devised otherwise. To test and validate all our theoretical predictions, we present large-scale molecular dynamics simulations of a Lennard-Jones system, in chapter five. These implement a state-of-the-art GPU-powered parallel algorithm, contributed by D. Chakraborty. Further support for our theory comes from recent experimental observations of gold nanobeads and nanorods made in the the groups of F. Cichos and M. Orrit. We introduce the theoretical concept of PhoCS, an innovative technique which puts the selective heating of nanoscopic tracer particles to good use. We conclude in chapter six with some preliminary results about the self-phoretic motion of so-called Janus particles. These two-faced hybrids with a hotter and a cooler side perform a persistent random walk with the persistence only limited by their hot rotational Brownian motion. Such particles could act as versatile laser-controlled nanotransporters or nanomachines, to mention just the most obvious future nanotechnological applications of hot Brownian motion.:1 Introduction and Overview 2 Theory of Hot Brownian Motion 3 Various Realizations of Hot Brownian Motion 4 Toy Model and Numerical Methods 5 From Experiments and Simulations to Applications 6 Conclusion and Outlook