Stochastic Hydrodynamics of Complex Fluids: Discretisation and Entropy Production

in Entropy (2022)

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 ... [more ▼]

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. [less ▲]

Entropy Production in Field Theories without Time-Reversal Symmetry: Quantifying the Non-Equilibrium Character of Active Matter

in PHYSICAL REVIEW X (2017), 7(2),

Active-matter systems operate far from equilibrium because of the continuous energy injection at the scale of constituent particles. At larger scales, described by coarse-grained models, the global ... [more ▼]

Active-matter systems operate far from equilibrium because of the continuous energy injection at the scale of constituent particles. At larger scales, described by coarse-grained models, the global entropy production rate S quantifies the probability ratio of forward and reversed dynamics and hence the importance of irreversibility at such scales: It vanishes whenever the coarse-grained dynamics of the active system reduces to that of an effective equilibrium model. We evaluate S for a class of scalar stochastic field theories describing the coarse-grained density of self-propelled particles without alignment interactions, capturing such key phenomena as motility-induced phase separation. We show how the entropy production can be decomposed locally (in real space) or spectrally (in Fourier space), allowing detailed examination of the spatial structure and correlations that underly departures from equilibrium. For phase-separated systems, the local entropy production is concentrated mainly on interfaces, with a bulk contribution that tends to zero in the weak-noise limit. In homogeneous states, we find a generalized Harada-Sasa relation that directly expresses the entropy production in terms of the wave-vector-dependent deviation from the fluctuation-dissipation relation between response functions and correlators. We discuss extensions to the case where the particle density is coupled to a momentum-conserving solvent and to situations where the particle current, rather than the density, should be chosen as the dynamical field. We expect the new conceptual tools developed here to be broadly useful in the context of active matter allowing one to distinguish when and where activity plays an essential role in the dynamics. [less ▲]