Path Integral approach to nonequilibrium potentials in multiplicative Langevin dynamics

Abstract

We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in arbitrary dimensions and for any stochastic prescription. We apply this general formalism to study noise-induced phase transitions. We focus on a class of multiplicative stochastic lattice models and compute the steady state phase diagram in terms of the noise intensity and the lattice coupling. We obtain, under appropriate conditions, an ordered phase induced by noise. By computing entropy production, we show that microscopic irreversibility is a necessary condition to develop noise-induced phase transitions. This property of the nonequilibrium stationary state has no relation with the initial stages of the dynamical evolution, in contrast with previous interpretations, based on the short-time evolution of the order parameter.

6 pages, 1 figure. Final version accepted for publication in EPL

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Cited by in corpus (6)

• Rules of calculus in the path integral representation of white noise Langevin equations: the Onsager-Machlup approach
• Covariant Formulation of Non-linear Langevin Theory with Multiplicative Gaussian White Noises
• Conditional probabilities in multiplicative noise processes
• State dependent diffusion in a bistable potential: conditional probabilities and escape rates
• The role of multiplicative noise in critical dynamics
• Emergent Gauge Symmetry in Active Brownian Matter