Acceleration of Convergence to Equilibrium in Markov Chains by Breaking Detailed Balance

J Stat Phys. 2017;168(2):259-287. doi: 10.1007/s10955-017-1805-z. Epub 2017 May 18.

Abstract

We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review existing results showing that irreversible processes converge faster to their steady state than reversible ones. We show how this behaviour appears in the hydrodynamic limit of such processes, as described by macroscopic fluctuation theory, and we provide a quantitative expression for the acceleration of convergence in this setting. We give a geometrical interpretation of this acceleration, in terms of currents that are antisymmetric under time-reversal and orthogonal to the free energy gradient, which act to drive the system away from states where (reversible) gradient-descent dynamics result in slow convergence to equilibrium.

Keywords: Convergence to equilibrium; Large deviations; Macroscopic Fluctuation Theory; Non-equilibrium processes; Zero-range process.