Nonextensive statistics in viscous fingering

Measurements in turbulent flows have revealed that the velocity field in nonequilibrium systems exhibits q-exponential or power-law distributions in agreement with theoretical arguments based on nonextensive statistical mechanics. Here we consider Hele–Shaw flow as simulated by the lattice Boltzmann method and find similar behavior from the analysis of velocity field measurements. For the transverse velocity, we obtain a spatial q-Gaussian profile and a power-law velocity distribution over all measured decades. To explain these results, we suggest theoretical arguments based on Darcy's law combined with the nonlinear advection–diffusion equation for the concentration field. Power-law and q-exponential distributions are the signature of nonequilibrium systems with long-range interactions and/or long-time correlations, and therefore provide insight to the mechanism of the onset of fingering processes.     

Spatial correlations in nonequilibrium systems: The effect of diffusion

We show how the ideas of the fluctuation-dissipation theory can be used to calculate spatial correlations in interacting systems away from equilibrium. The only spatially dependent dissipative process considered is diffusion, and spatial correlations are generated by the nonlocal spatial dependence of the chemical potential. The results are the lowest order in a hierarchy of generalized hydrodynamic type calculations applicable to nonequilibrium systems. We derive equations for the density correlation functions at stationary state supported by diffusive fluxes and show that they have the local equilibrium form. The static correlation function is obtained from the fluctuation-dissipation theorem, which we show to be equivalent to the Ornstein-Zernike integral equation. At equilibrium we demonstrate that the dynamical structure factor obtained by these methods includes the expected wave-vector dependent diffusion constant. Finally we derive a necessary and sufficient condition for local equilibrium to obtain at a stationary state and show by explicit calculation that chemical processes can give rise to significant nonequilibrium correlations.     

Generalized Kinetic Equation for Far-from-Equilibrium Many-Body Systems

A kinetic equation for the single particle distribution function in an open many-body system, when in far away from equilibrium conditions is derived in the context of a Non-Equilibrium Thermo-Statistics of ample scope. It consists of a generalization of traditional kinetic equations in that no restrictions are imposed on the characteristics of the nonequilibrium thermodynamic state of the system. This kinetic equation do contain some contributions that become relevant in systems with a nonlinear kinetics when driven sufficiently far from equilibrium (certain complex systems). Moreover, the handling of the kinetic equation in a multiple-moment approach provides a generalized nonlinear higher-order thermo-hydrodynamics.     

Stochastic resonance and scale invariance in nonequilibrium metastable states

Using computer simulations, we study metastability in a two-dimensional Ising ferromagnet relaxing toward a nonequilibrium steady state. The interplay between thermal and nonequilibrium fluctuations induces resonant and scale-invariant phenomena not observed in equilibrium. In particular, we measure noise-enhanced stability of the metastable state in a nonequilibrium environment. The limit of metastability, or pseudospinodal separating the metastable regime from the unstable one, exhibits reentrant behavior as a function of temperature for strong nonequilibrium conditions. Furthermore, when subject to both open boundaries and nonequilibrium fluctuations, the metastable system decays via well-defined avalanches. These exhibit power-law size and lifetime distributions, resembling the scale-free avalanche dynamics observed in real magnets and other complex systems. We expect some of these results to be verifiable in actual (impure) specimens.     

Stationary nonequilibrium states in boundary-driven Hamiltonian systems: Shear flow

We investigate stationary nonequilibrium states of systems of particles moving according to Hamiltonian dynamics with specified potentials. The systems are driven away from equilibrium by Maxwell-demon reflection rules at the walls. These deterministic rules conserve energy but not phase space volume, and the resulting global dynamics may or may not be time reversible (or even invertible). Using rules designed to simulate moving walls, we can obtain a stationary shear flow. Assuming that for macroscopic systems this flow satisfies the Navier-Stokes equations, we compare the hydrodynamic entropy production with the average rate of phase-space volume compression. We find that they are equalwhen the velocity distribution of particles incident on the walls is a local Maxwellian. An argument for a general equality of this kind, based on the assumption of local thermodynamic equilibrium, is given. Molecular dynamic simulations of hard disks in a channel produce a steady shear flow with the predicted behavior.     

Fokker-Planck equation approach to fluctuations about nonequilibrium steady states

We examine the properties of steady states in systems which interact at the boundary with a nonequilibrium environment. The examination is based on a nonlinear Fokker-Planck equation, the structure of which is determined by the fact that it also governs the time evolution of the equilibrium fluctuations of the system. The nonlinearities in the Fokker-Planck equation may have two origins: thermodynamic nonlinearities which arise if the thermodynamic potential is not a bilinear function of the state variables, and nonlinear mode coupling which arises if the transport coefficients depend on the state. While these nonlinearities have only a small effect on the equilibrium fluctuations of a system away from critical points, they are shown to be important for the determination of fluctuations about nonequilibrium steady states. In particular the state dependence of the transport coefficients may lead to deviations from local equilibrium and to a breakdown of detail balance. An explicit formula for the time correlations of fluctuations about the nonequilibrium steady state is obtained. The formula leads to long-range correlations in fluids in the presence of a temperature gradient. The result is compared with earlier approaches to the same problem. Finally, we study the linear response to external forces and obtain a generalization of the fluctuation-dissipation formula relating the response functions with the nonequilibrium correlation functions.     

Nonextensive formalism and continuous Hamiltonian systems

A recurring question in nonequilibrium statistical mechanics is what deviation from standard statistical mechanics gives rise to non-Boltzmann behavior and to nonlinear response, which amounts to identifying the emergence of “statistics from dynamics” in systems out of equilibrium. Among several possible analytical developments which have been proposed, the idea of nonextensive statistics introduced by Tsallis about 20 years ago was to develop a statistical mechanical theory for systems out of equilibrium where the Boltzmann distribution no longer holds, and to generalize the Boltzmann entropy by a more general function Sq while maintaining the formalism of thermodynamics. From a phenomenological viewpoint, nonextensive statistics appeared to be of interest because maximization of the generalized entropy Sq yields the q-exponential distribution which has been successfully used to describe distributions observed in a large class of phenomena, in particular power law distributions for q>1. Here we re-examine the validity of the nonextensive formalism for continuous Hamiltonian systems. In particular we consider the q-ideal gas, a model system of quasi-particles where the effect of the interactions are included in the particle properties. On the basis of exact results for the q-ideal gas, we find that the theory is restricted to the range q<1, which raises the question of its formal validity range for continuous Hamiltonian systems.     

Entropy production fluctuation theorem and the nonequilibrium work relation for free energy differences

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability distribution of nonequilibrium systems. Another recently discovered far from equilibrium expression relates nonequilibrium measurements of the work done on a system to equilibrium free energy differences. In this paper, we derive a generalized version of the fluctuation theorem for stochastic, microscopically reversible dynamics. Invoking this generalized theorem provides a succinct proof of the nonequilibrium work relation.     

Reaction rate theory: what it was, where is it today, and where is it going?

A brief history is presented, outlining the development of rate theory during the past century. Starting from Arrhenius [Z. Phys. Chem. 4, 226 (1889)], we follow especially the formulation of transition state theory by Wigner [Z. Phys. Chem. Abt. B 19, 203 (1932)] and Eyring [J. Chem. Phys. 3, 107 (1935)]. Transition state theory (TST) made it possible to obtain quick estimates for reaction rates for a broad variety of processes even during the days when sophisticated computers were not available. Arrhenius' suggestion that a transition state exists which is intermediate between reactants and products was central to the development of rate theory. Although Wigner gave an abstract definition of the transition state as a surface of minimal unidirectional flux, it took almost half of a century until the transition state was precisely defined by Pechukas [Dynamics of Molecular Collisions B, edited by W. H. Miller (Plenum, New York, 1976)], but even this only in the realm of classical mechanics. Eyring, considered by many to be the father of TST, never resolved the question as to the definition of the activation energy for which Arrhenius became famous. In 1978, Chandler [J. Chem. Phys. 68, 2959 (1978)] finally showed that especially when considering condensed phases, the activation energy is a free energy, it is the barrier height in the potential of mean force felt by the reacting system. Parallel to the development of rate theory in the chemistry community, Kramers published in 1940 [Physica (Amsterdam) 7, 284 (1940)] a seminal paper on the relation between Einstein's theory of Brownian motion [Einstein, Ann. Phys. 17, 549 (1905)] and rate theory. Kramers' paper provided a solution for the effect of friction on reaction rates but left us also with some challenges. He could not derive a uniform expression for the rate, valid for all values of the friction coefficient, known as the Kramers turnover problem. He also did not establish the connection between his approach and the TST developed by the chemistry community. For many years, Kramers' theory was considered as providing a dynamic correction to the thermodynamic TST. Both of these questions were resolved in the 1980s when Pollak [J. Chem. Phys. 85, 865 (1986)] showed that Kramers' expression in the moderate to strong friction regime could be derived from TST, provided that the bath, which is the source of the friction, is handled at the same level as the system which is observed. This then led to the Mel'nikov-Pollak-Grabert-Hanggi [Mel'nikov and Meshkov, J. Chem. Phys. 85, 1018 (1986); Pollak, Grabert, and Hanggi, ibid. 91, 4073 (1989)] solution of the turnover problem posed by Kramers. Although classical rate theory reached a high level of maturity, its quantum analog leaves the theorist with serious challenges to this very day. As noted by Wigner [Trans. Faraday Soc. 34, 29 (1938)], TST is an inherently classical theory. A definite quantum TST has not been formulated to date although some very useful approximate quantum rate theories have been invented. The successes and challenges facing quantum rate theory are outlined. An open problem which is being investigated intensively is rate theory away from equilibrium. TST is no longer valid and cannot even serve as a conceptual guide for understanding the critical factors which determine rates away from equilibrium. The nonequilibrium quantum theory is even less well developed than the classical, and suffers from the fact that even today, we do not know how to solve the real time quantum dynamics for systems with "many" degrees of freedom.     

Mode coupling theory of hydrodynamics and steady state systems

We construct a formal mode coupling theory for hydrodynamic systems which includes contributions from all powers of the hydrodynamic variables. This theory is applied to nonequilibrium steady state systems. A generalization of the local equilibrium distribution is used to describe the nonequilibrium state. This distribution independently constrains all moments of the hydrodynamic variables. The infinite hierarchy of equations for the moments of the hydrodynamic variables is truncated using an inverse system size expansion. Explicit results are obtained for the time correlation functions of fluids with a linear temperature gradient or a linear shear. These results agree with previous studies of these steady states.     

Stable Equilibrium Based on Lévy Statistics:A Linear Boltzmann Equation Approach

To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, we consider stochastic collision models. The models are a generalization of the Rayleigh collision model, for a heavy one dimensional particle M interacting with ideal gas particles with a mass m<<M. Similar to previous approaches we assume elastic, uncorrelated, and impulsive collisions. We let the bath particle velocity distribution function to be of general form, namely we do not postulate a specific form of power-law equilibrium. We show, under certain conditions, that the velocity distribution function of the heavy particle is Lévy stable, the Maxwellian distribution being a special case. We demonstrate our results with numerical examples. The relation of the power law equilibrium obtained here to thermodynamics is discussed. In particular we compare between two models: a thermodynamic and an energy scaling approaches. These models yield insight into questions like the meaning of temperature for power law equilibrium, and into the issue of the universality of the equilibrium (i.e., is the width of the generalized Maxwellian distribution functions obtained here, independent of coupling constant to the bath).     

Ratchet effect in graphene with trigonal clusters

We introduce the Fisher information in the basis of decay modes of Markovian dynamics, arguing that it encodes important information about the behavior of nonequilibrium systems. In particular we generalize an orthonormality relation between decay eigenmodes of detailed balanced systems to normal generators that commute with their time-reversal. Viewing such modes as tangent vectors to the manifold of statistical distributions, we relate the result to the choice of a coordinate patch that makes the Fisher-Rao metric Euclidean at the steady distribution, realizing a sort of statistical equivalence principle. We then classify nonequilibrium systems according to their spectrum, showing that a degenerate Fisher matrix is the signature of the insurgence of a class of dynamical phase transitions between nonequilibrium regimes, characterized by level crossing and power-law decay in time of suitable order parameters. An important consequence is that normal systems cannot manifest critical behavior. Finally, we study the Fisher matrix of systems with time-scale separation.     

Scaling and universality of critical fluctuations in granular gases

The total energy fluctuations of a low-density granular gas in the homogeneous cooling state near the threshold of the clustering instability are studied by means of molecular dynamics simulations. The relative dispersion of the fluctuations is shown to exhibit a power-law divergent behavior. Moreover, the probability distribution of the fluctuations presents data collapse as the system approaches the instability, for different values of the inelasticity. The function describing the collapse turns out to be the symmetric of the one found in several molecular equilibrium and nonequilibrium systems.     

Convoluted Gauss-Levy distributions and exploding Coulomb clusters

We study the kinetics and the distributions of nonequilibrium systems including Gaussian and Levy-type stochastic forces. We develop the assumption that deviations from the Maxwell distribution which are often observed in nonequilibrium systems may be described by convoluted Gauss-Levy distributions. We derive these distributions by solving Langevin and Fokker-Planck equations for the velocities including two noise sources, centrally distributed over Levy and Gauss functions. As an application, we estimate the evolution of the velocity distributions of exploding Coulomb clusters analytically and by simulations. We show the development of a shoulder in the distribution which is typical for convoluted Gauss-Levy distributions.     

Fokker-Planck equation with fractional coordinate derivatives

Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations, with averaging with respect to a fast variable, is used. The main assumption is that the correlation function of probability densities of particles to make a step has a power-law dependence. As a result, we obtain a Fokker-Planck equation with fractional coordinate derivative of order 1<α<2.     

Majorization relations and disorder in generalized statistics

The theory of majorization is applied to examine the disorder properties of generalized thermal distributions arising in non-extensive statistics. We show that they share with the Boltzmann–Gibbs thermal state the property of becoming more mixed as the temperature increases, implying the increase of any associated disorder measure. We also show that power-law distributions exhibit a second mixing parameter associated with the non-extensivity index. As application, we examine the thermal response of quantum entanglement in a spin system for different statistics.     

Statistical approach to the kinetics of nonuniform fluids

We present a new formalism in Fourier space for the study of spatially nonuniform fluids in nonequilibrium states which generalizes previous work on uniform fluids. Starting from the Liouville equation we obtain a hierarchy of equations for the reduced distribution functions which gives their rate of change at any given order of the system mean density as a sum of a finite number of terms. Using a finite-ranged repulsive interaction potential we derive, as a first application of the formalism, the Boltzmann integrodifferential equation for an infinite system which is initially in a “weakly” inhomogeneous state. This is accomplished introducing an initial statistical assumption, namely initial molecular chaos; this condition is seen to hold during the time evolution described by the resulting kinetic equation.     

Generalized Boltzmann factors induced by Weibull-type distributions

The inverse Mellin transform technique is utilized to obtain closed form representations of the generalized Boltzmann factors associated with several Weibull-type models such as the generalized gamma, Maxwell, Rayleigh and half-normal distributions. The results complement those already available in the Physics literature in connection with the distribution of certain variables affecting the behavior of nonequilibrium systems subject to complex dynamics, which include for instance computable expressions for the generalized Boltzmann factors induced by the gamma, F$F$, uniform and lognormal statistical models.