Revisiting boundary-driven non-equilibrium Markov dynamics in arbitrary potentials via supersymmetric quantum mechanics and via explicit large deviations at various levels

Abstract

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker–Planck dynamics involving an arbitrary force F(x) and an arbitrary diffusion coefficient D(x), or in discrete space with the Markov jump dynamics involving arbitrary nearest-neighbor transition rates , the Markov generator can be transformed via an appropriate similarity transformation into a quantum supersymmetric Hamiltonian with many remarkable properties. We first describe how the mapping from the boundary-driven non-equilibrium dynamics towards some dual equilibrium dynamics (see Tailleur et al 2008 J. Phys. A: Math. Theor. 41 505001) can be reinterpreted via the two corresponding quantum Hamiltonians that are supersymmetric partners of each other, with the same energy spectra. We describe the consequences for the spectral decomposition of the boundary-driven dynamics, and we give explicit expressions for the Kemeny times needed to converge towards the non-equilibrium steady states. We then focus on the large deviations at various levels for empirical time-averaged observables over a large time-window T. We start with the always explicit Level 2.5 concerning the joint distribution of the empirical density and of the empirical flows before considering the contractions towards lower levels. In particular, the rate function for the empirical current alone can be explicitly computed via the contraction from the Level 2.5 using the properties of the associated quantum supersymmetric Hamiltonians.