Nonequilibrium Thermodynamics of the First and Second Kind: Averages and Fluctuations

We elaborate and compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for a purely dissipative isothermal driven diffusive system under steady state conditions. The fluctuation dissipation relations of both approaches play an important role for a detailed comparison. The nonequilibrium Helmholtz free energies introduced in these two approaches differ as a result of boundary conditions. A Fokker-Planck equation derived by projection operator techniques properly reproduces long range fluctuations in nonequilibrium steady states and offers the most promising possibility to describe the physically relevant fluctuations around macroscopic averages for time-dependent nonequilibrium systems.     

Spontaneous symmetry breaking at the fluctuating level

Phase transitions not allowed in equilibrium steady states may happen, however, at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While small fluctuations result from the sum of weakly correlated local events, for currents above a critical threshold the system self-organizes into a coherent traveling wave which facilitates the current deviation by gathering energy in a localized packet, thus breaking translation invariance. This results in Gaussian statistics for small fluctuations but non-Gaussian tails above the critical current. Our observations, which agree with predictions derived from hydrodynamic fluctuation theory, strongly suggest that rare events are generically associated with coherent, self-organized patterns which enhance their probability.     

Nonlinear fluctuation-dissipation relations and stochastic models in nonequilibrium thermodynamics: I. Generalized fluctuation-dissipation theorem

The paper is devoted to the theory of thermal fluctuations in nonlinear macroscopic systems and to the derivation of variational principles of nonlinear nonequilibrium thermodynamics. In the first part of the paper rigorous universal fluctuation-dissipation relations for nonlinear classical and quantum systems, subjected to dynamic as well as thermodynamic perturbations, are derived and analyzed. General expressions for dissipative fluxes and nonlinear transfer coefficients with the help of fluctuation cumulants are found. The canonical structure of nonlinear evolution equations of macrovariables is derived and the rule of introducing langevinian random forces into these equations, in accordance with fluctuation-dissipation relations. A Markovian theory of fluctuations in a stationary nonequilibrium state is constructed.     

Thermodynamic theory of equilibrium fluctuations

The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of non-equilibrium entropy, a fundamental equation of state in the entropy representation, and a fluctuation postulate describing the probability distribution of macroscopic parameters of an isolated system. Although these elements introduce a statistical component that does not exist in classical thermodynamics, the logical structure of the theory is different from that of statistical mechanics and represents an expanded version of thermodynamics. Based on this theory, we present a regular procedure for calculations of equilibrium fluctuations of extensive parameters, intensive parameters and densities in systems with any number of fluctuating parameters. The proposed fluctuation formalism is demonstrated by four applications: (1) derivation of the complete set of fluctuation relations for a simple fluid in three different ensembles; (2) fluctuations in finite-reservoir systems interpolating between the canonical and micro-canonical ensembles; (3) derivation of fluctuation relations for excess properties of grain boundaries in binary solid solutions, and (4) derivation of the grain boundary width distribution for pre-melted grain boundaries in alloys. The last two applications offer an efficient fluctuation-based approach to calculations of interface excess properties and extraction of the disjoining potential in pre-melted grain boundaries. Possible future extensions of the theory are outlined.     

The theory of shot noise in the space-charge-limited diffusive conduction regime

As is well known, fluctuations from a stable stationary nonequilibrium state are described by the linearized inhomogeneous Boltzmann-Langevin equation. The stationary state itself can be described by the nonlinear Boltzmann equation. The ways of its linearization sometimes seem to be not unique. We argue that there is actually a unique way to obtain a linear equation for the fluctuations. As an example, we consider an analytical theory of nonequilibrium shot noise in a diffusive conductor under the space-charge-limited regime. Our approach is compared to that in [11]. We find some difference between the present theory and the approach in [11] and discuss a possible origin of the difference. We believe that it is related to the fundamentals of the theory of fluctuation phenomena in a nonequilibrium electron gas.     

Time-symmetric fluctuations in nonequilibrium systems

For nonequilibrium steady states, we identify observables whose fluctuations satisfy a general symmetry and for which a new reciprocity relation can be shown. Unlike the situation in recently discussed fluctuation theorems, these observables are time-reversal symmetric. That is essential for exploiting the fluctuation symmetry beyond linear response theory. In addition to time reversal, a crucial role is played by the reversal of the driving fields that further resolves the space-time action. In particular, the time-symmetric part in the space-time action determines the second order effects of the nonequilibrium driving.     

Current Fluctuations in One Dimensional Diffusive Systems with a Step Initial Density Profile

We show how to apply the macroscopic fluctuation theory (MFT) of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim to study the current fluctuations of diffusive systems with a step initial condition. We argue that one has to distinguish between two ways of averaging (the annealed and the quenched cases) depending on whether we let the initial condition fluctuate or not. Although the initial condition is not a steady state, the distribution of the current satisfies a symmetry very reminiscent of the fluctuation theorem. We show how the equations of the MFT can be solved in the case of non-interacting particles. The symmetry of these equations can be used to deduce the distribution of the current for several other models, from its knowledge (Derrida and Gerschenfeld in J. Stat. Phys. 136, 1–15, 2009) for the symmetric simple exclusion process. In the range where the integrated current $Q_{t}\sim\sqrt{t}$ , we show that the non-Gaussian decay exp?[?Q _t ³ /t] of the distribution of Q _t is generic.     

非平衡涨落问题的微观唯象分析理论(Ⅰ)——一种新的广义不可逆热力学理论与热涨落中涨落—耗散表示式的非平衡修正

本文给出非平衡涨落问题的微观唯象分析理论——非平衡涨落的统计学描述理论。该理论的基础是广义非平衡熵与描述涨落几率的爱因斯坦表示式的推广。通过计算求得刚体热传导中比能与热通量的非平衡涨落的二阶矩。导出对热涨落的通用涨落-耗散表示式的非平衡修正,同时发现该修正相当于固体电介质中的光子热输运与金属中电子热输运的数值修正。     

Superoperator nonequilibrium Green’s function theory of many-body systems; applications to charge transfer and transport in open junctions

Nonequilibrium Green’s functions provide a powerful tool for computing the dynamical response and particle exchange statistics of coupled quantum systems. We formulate the theory in terms of the density matrix in Liouville space and introduce superoperator algebra that greatly simplifies the derivation and the physical interpretation of all quantities. Expressions for various observables are derived directly in real time in terms of superoperator nonequilibrium Green’s functions (SNGF), rather than the artificial time-loop required in Schwinger’s Hilbert-space formulation. Applications for computing interaction energies, charge densities, average currents, current induced fluorescence, electroluminescence and current fluctuation (electron counting) statistics are discussed.     

Mathematical Formalism of Nonequilibrium Thermodynamics for Nonlinear Chemical Reaction Systems with General Rate Law

This paper studies a mathematical formalism of nonequilibrium thermodynamics for chemical reaction models with N species, M reactions, and general rate law. We establish a mathematical basis for J. W. Gibbs’ macroscopic chemical thermodynamics under G. N. Lewis’ kinetic law of entire equilibrium (detailed balance in nonlinear chemical kinetics). In doing so, the equilibrium thermodynamics is then naturally generalized to nonequilibrium settings without detailed balance. The kinetic models are represented by a Markovian jumping process. A generalized macroscopic chemical free energy function and its associated balance equation with nonnegative source and sink are the major discoveries. The proof is based on the large deviation principle of this type of Markov processes. A general fluctuation dissipation theorem for stochastic reaction kinetics is also proved. The mathematical theory illustrates how a novel macroscopic dynamic law can emerges from the mesoscopic kinetics in a multi-scale system.     

Fluctuation theorem and chaos

The heat theorem (i.e. the second law of thermodynamics or the existence of entropy) is a manifestation of a general property of hamiltonian mechanics and of the ergodic hypothesis. In nonequilibrium thermodynamics of stationary states the chaotic hypothesis plays a similar role: it allows a unique determination of the probability distribution (called SRB distribution) on phase space providing the time averages of the observables. It also implies an expression for a few averages concrete enough to derive consequences of symmetry properties like the fluctuation theorem or to formulate a theory of coarse graining unifying the foundations of equilibrium and of nonequilibrium.     

Fluctuation Theorem for Currents and Schnakenberg Network Theory

A fluctuation theorem is proved for the macroscopic currents of a system in a nonequilibrium steady state, by using Schnakenberg network theory. The theorem can be applied, in particular, in reaction systems where the affinities or thermodynamic forces are defined globally in terms of the cycles of the graph associated with the stochastic process describing the time evolution.     

From space-time chaos to stochastic thermodynamics

We summarize the results of several experiments that show the evolution of some scientific interests and goals of the statistical and nonlinear physics community in the last 40 years. Specifically, we present how the ideas of extending concepts of equilibrium statistical physics to out-of-equilibrium physics have been developed to characterize various phenomena such as, for example, transition to space-time chaos and glass aging. We then discuss the applications of this out-of-equilibrium thermodynamics to microsystems driven out of equilibrium either by external forces or by temperature gradients. We show that in these systems thermal fluctuations play a role and that all thermodynamics quantities, such as work, heat, and entropy fluctuate. We recall general concepts such as fluctuation theorems and fluctuation dissipation relations used to characterize the statistical properties of these small systems. We describe experiments where all these concepts have been applied and tested with high accuracy. Finally, we show how these theoretical concepts and the experiments allowed us to improve our knowledge on the connection between information and thermodynamics.     

Steady State Thermodynamics

The present paper reports our attempt to search for a new universal framework in nonequilibrium physics. We propose a thermodynamic formalism that is expected to apply to a large class of nonequilibrium steady states including a heat conducting fluid, a sheared fluid, and an electrically conducting fluid. We call our theory steady state thermodynamics (SST) after Oono and Paniconi's original proposal. The construction of SST is based on a careful examination of how the basic notions in thermodynamics should be modified in nonequilibrium steady states. We define all thermodynamic quantities through operational procedures which can be (in principle) realized experimentally. Based on SST thus constructed, we make some nontrivial predictions, including an extension of Einstein's formula on density fluctuation, an extension of the minimum work principle, the existence of a new osmotic pressure of a purely nonequilibrium origin, and a shift of coexistence temperature. All these predictions may be checked experimentally to test SST for its quantitative validity.     

Fluktuationen von Besetzungszahlen

Kinetic equations for the fluctuations and the fluctuation spectrum of the occupation numbers in a nonequilibrium stationary state are derived within a stochastic theory. The probability of changes of the distribution in infinitesimal time intervals is given by the “Stoßzahlansatz”. It is assumed for the decoupling of the higher correlations, that the occupation numbers are macroscopic variables.     

Thermodynamic Transformations of Nonequilibrium States

We consider a macroscopic system in contact with boundary reservoirs and/or under the action of an external field. We discuss the case in which the external forcing depends explicitly on time and drives the system from a nonequilibrium state to another one. In this case the amount of energy dissipated along the transformation becomes infinite when an unbounded time window is considered. Following the general proposal by Oono and Paniconi and using results of the macroscopic fluctuation theory, we give a natural definition of a renormalized work. We then discuss its thermodynamic relevance by showing that it satisfies a Clausius inequality and that quasi static transformations minimize the renormalized work. In addition, we connect the renormalized work to the quasi potential describing the fluctuations in the stationary nonequilibrium ensemble. The latter result provides a characterization of the quasi potential that does not involve rare fluctuations.     

Self-Similarity Breaking: Anomalous Nonequilibrium Finite-Size Scaling and Finite-Time Scaling

Symmetry breaking plays a pivotal role in modern physics.Although self-similarity is also a symmetry,and appears ubiquitously in nature,a fundamental question arises as to whether self-similarity breaking makes sense or not.Here,by identifying an important type of critical fluctuation,dubbed‘phases fluctuations’,and comparing the numerical results for those with self-similarity and those lacking self-similarity with respect to phases fluctuations,we show that self-similarity can indeed be broken,with significant consequences,at least in nonequilibrium situations.We find that the breaking of self-similarity results in new critical exponents,giving rise to a violation of the well-known finite-size scaling,or the less well-known finite-time scaling,and different leading exponents in either the ordered or the disordered phases of the paradigmatic Ising model on two-or three-dimensional finite lattices,when subject to the simplest nonequilibrium driving of linear heating or cooling through its critical point.This is in stark contrast to identical exponents and different amplitudes in usual critical phenomena.Our results demonstrate how surprising driven nonequilibrium critical phenomena can be.The application of this theory to other classical and quantum phase transitions is also anticipated.     

Nonequilibrium work relations: foundations and applications

When a macroscopic system in contact with a heat reservoir is driven away from equilibrium, the second law of thermodynamics places a strict bound on the amount of work performed on the system. With a microscopic system the situation is more subtle, as thermal fluctuations give rise to a statistical distribution of work values. In recent years it has been realized that such distributions encode surprisingly more information than one might expect from traditional thermodynamic arguments. I will discuss a number of exact results that relate equilibrium properties of the system, in particular free energy differences, to the fluctuations in the work performed during such a nonequilibrium process. I will describe the theoretical foundations of these relations, connections with irreversibility and the second law of thermodynamics, and potential experimental and computational applications.     

Spin fluctuations of nonequilibrium electrons and excitons in semiconductors

Effects that are related to deviations from thermodynamic equilibrium have a special place in modern physics. Among these, nonequilibrium phenomena in quantum systems attract the highest interest. The experimental technique of spin-noise spectroscopy has became quite widespread, which makes it possible to observe spin fluctuations of charge carriers in semiconductors under both equilibrium and nonequilibrium conditions. This calls for the development of a theory of spin fluctuations of electrons and electron–hole complexes for nonequilibrium conditions. In this paper, we consider a range of physical situations where a deviation from equilibrium becomes pronounced in the spin noise. A general method for the calculation of electron and exciton spin fluctuations in a nonequilibrium state is proposed. A short review of the theoretical and experimental results in this area is given.