The Generalized Canonical Ensemble and Its Universal Equivalence with the Microcanonical Ensemble

This paper shows for a general class of statistical mechanical models that when the microcanonical and canonical ensembles are nonequivalent on a subset of values of the energy, there often exists a generalized canonical ensemble that satisfies a strong form of equivalence with the microcanonical ensemble that we call universal equivalence. The generalized canonical ensemble that we consider is obtained from the standard canonical ensemble by adding an exponential factor involving a continuous function g of the Hamiltonian. For example, if the microcanonical entropy is C², then universal equivalence of ensembles holds with g taken from a class of quadratic functions, giving rise to a generalized canonical ensemble known in the literature as the Gaussian ensemble. This use of functions g to obtain ensemble equivalence is a counterpart to the use of penalty functions and augmented Lagrangians in global optimization. linebreak Generalizing the paper by Ellis et al. [J. Stat. Phys. 101:999–1064 (2000)], we analyze the equivalence of the microcanonical and generalized canonical ensembles both at the level of equilibrium macrostates and at the thermodynamic level. A neat but not quite precise statement of one of our main results is that the microcanonical and generalized canonical ensembles are equivalent at the level of equilibrium macrostates if and only if they are equivalent at the thermodynamic level, which is the case if and only if the generalized microcanonical entropy s–g is concave. This generalizes the work of Ellis et al., who basically proved that the microcanonical and canonical ensembles are equivalent at the level of equilibrium macrostates if and only if they are equivalent at the thermodynamic level, which is the case if and only if the microcanonical entropy s is concave.     

Phase transitions in small systems: Microcanonical vs. canonical ensembles

We compare phase transition(-like) phenomena in small model systems for both microcanonical and canonical ensembles. The model systems correspond to a few classical (non-quantum) point particles confined in a one-dimensional box and interacting via Lennard-Jones-type pair potentials. By means of these simple examples it can be shown already that the microcanonical thermodynamic functions of a small system may exhibit rich oscillatory behavior and, in particular, singularities (non-analyticities) separating different microscopic phases. These microscopic phases may be identified as different microphysical dissociation states of the small system. The microscopic oscillations of microcanonical thermodynamic quantities (e.g., temperature, heat capacity, or pressure) should in principle be observable in suitably designed evaporation/dissociation experiments (which must realize the physical preconditions of the microcanonical ensemble). By contrast, singular phase transitions cannot occur, if a small system is embedded into an infinite heat bath (thermostat), corresponding to the canonical ensemble. For the simple model systems under consideration, it is nevertheless possible to identify a smooth canonical phase transition by studying the distribution of complex zeros of the canonical partition function.     

Partial equivalence of statistical ensembles and kinetic energy

The phenomenon of partial equivalence of statistical ensembles is illustrated by discussing two examples, the mean-field XY and the mean-field spherical model. The configurational parts of these systems exhibit partial equivalence of the microcanonical and the canonical ensemble. Furthermore, the configurational microcanonical entropy is a smooth function, whereas a nonanalytic point of the configurational free energy indicates the presence of a phase transition in the canonical ensemble. In the presence of a standard kinetic energy contribution, partial equivalence is removed and a nonanalyticity arises also microcanonically. Hence in contrast to the common belief, kinetic energy, even though a quadratic form in the momenta, has a nontrivial effect on the thermodynamic behaviour. As a by-product we present the microcanonical solution of the mean-field spherical model with kinetic energy for finite and infinite system sizes.     

Microcanonical Analysis of Exactness of the Mean-Field Theory in Long-Range Interacting Systems

Classical spin systems with nonadditive long-range interactions are studied in the microcanonical ensemble. It is expected that the entropy of such a system is identical to that of the corresponding mean-field model, which is called “exactness of the mean-field theory”. It is found out that this expectation is not necessarily true if the microcanonical ensemble is not equivalent to the canonical ensemble in the mean-field model. Moreover, necessary and sufficient conditions for exactness of the mean-field theory are obtained. These conditions are investigated for two concrete models, the α-Potts model with annealed vacancies and the α-Potts model with invisible states.     

Thermodynamics of the HMF model with a magnetic field

We study the thermodynamics of the Hamiltonian mean field (HMF) model with an external potential playing the role of a “magnetic field”. If we consider only fully stable states, the caloric curve does not present any phase transition. However, if we take into account metastable states (for a restricted class of perturbations), we find a very rich phenomenology. In particular, the caloric curve displays a region of negative specific heat in the microcanonical ensemble in which the temperature decreases as the energy increases. This leads to ensembles inequivalence and to zeroth order phase transitions similar to the “gravothermal catastrophe” and to the “isothermal collapse” of self-gravitating systems. In the present case, they correspond to the reorganization of the system from an “anti-aligned” phase (magnetization pointing in the direction opposite to the magnetic field) to an “aligned” phase (magnetization pointing in the same direction as the magnetic field). We also find that the magnetic susceptibility can be negative in the microcanonical ensemble so that the magnetization decreases as the magnetic field increases. The magnetic curves can take various shapes depending on the values of energy or temperature. We describe first order phase transitions and hysteretic cycles involving positive or negative susceptibilities. We also show that this model exhibits gaps in the magnetization at fixed energy, resulting in ergodicity breaking.     

Ensemble inequivalence in random graphs

We present a complete analytical solution of a system of Potts spins on a random k-regular graph in both the canonical and microcanonical ensembles, using the Large Deviation Cavity Method (LDCM). The solution is shown to be composed of three different branches, resulting in a non-concave entropy function. The analytical solution is confirmed with numerical Metropolis and Creutz simulations and our results clearly demonstrate the presence of a region with negative specific heat and, consequently, ensemble inequivalence between the canonical and microcanonical ensembles.     

Classification of Phase Transitions and Ensemble Inequivalence, in Systems with Long Range Interactions

Systems with long range interactions in general are not additive, which can lead to an inequivalence of the microcanonical and canonical ensembles. The microcanonical ensemble may show richer behavior than the canonical one, including negative specific heats and other non-common behaviors. We propose a classification of microcanonical phase transitions, of their link to canonical ones, and of the possible situations of ensemble inequivalence. We discuss previously observed phase transitions and inequivalence in self-gravitating, two-dimensional fluid dynamics and non-neutral plasmas. We note a number of generic situations that have not yet been observed in such systems.     

Large Deviation Principles and Complete Equivalence and Nonequivalence Results for Pure and Mixed Ensembles

We consider a general class of statistical mechanical models of coherent structures in turbulence, which includes models of two-dimensional fluid motion, quasi-geostrophic flows, and dispersive waves. First, large deviation principles are proved for the canonical ensemble and the microcanonical ensemble. For each ensemble the set of equilibrium macrostates is defined as the set on which the corresponding rate function attains its minimum of 0. We then present complete equivalence and nonequivalence results at the level of equilibrium macrostates for the two ensembles. Microcanonical equilibrium macrostates are characterized as the solutions of a certain constrained minimization problem, while canonical equilibrium macrostates are characterized as the solutions of an unconstrained minimization problem in which the constraint in the first problem is replaced by a Lagrange multiplier. The analysis of equivalence and nonequivalence of ensembles reduces to the following question in global optimization. What are the relationships between the set of solutions of the constrained minimization problem that characterizes microcanonical equilibrium macrostates and the set of solutions of the unconstrained minimization problem that characterizes canonical equilibrium macrostates? In general terms, our main result is that a necessary and sufficient condition for equivalence of ensembles to hold at the level of equilibrium macrostates is that it holds at the level of thermodynamic functions, which is the case if and only if the microcanonical entropy is concave. The necessity of this condition is new and has the following striking formulation. If the microcanonical entropy is not concave at some value of its argument, then the ensembles are nonequivalent in the sense that the corresponding set of microcanonical equilibrium macrostates is disjoint from any set of canonical equilibrium macrostates. We point out a number of models of physical interest in which nonconcave microcanonical entropies arise. We also introduce a new class of ensembles called mixed ensembles, obtained by treating a subset of the dynamical invariants canonically and the complementary set microcanonically. Such ensembles arise naturally in applications where there are several independent dynamical invariants, including models of dispersive waves for the nonlinear Schrödinger equation. Complete equivalence and nonequivalence results are presented at the level of equilibrium macrostates for the pure canonical, the pure microcanonical, and the mixed ensembles.     

Combinatorial and Topological Analysis of the Ising Chain in a Field

We present an alternative solution of the Ising chain in a field under free and periodic boundary conditions, in the microcanonical, canonical, and grand canonical ensembles, from a unified combinatorial and topological perspective. In particular, the computation of the per-site entropy as a function of the energy unveils a residual value for critical values of the magnetic field, a phenomenon for which we provide a topological interpretation and a connection with the Fibonacci sequence. We also show that, in the thermodynamic limit, the per-site microcanonical entropy is equal to the logarithm of the per-site Euler characteristic. The canonical and grand canonical partition functions are identified as combinatorial generating functions of the microcanonical problem, which allows us to evaluate them. A detailed analysis of the magnetic field-dependent thermodynamics, including positive and negative temperatures, reveals interesting features. Finally, we emphasize that our combinatorial approach to the canonical ensemble allows exact computation of the thermally averaged value <????> of the Euler characteristic associated with the spin configurations of the chain, which is discontinuous at the critical fields, and whose thermal behavior is expected to determine the phase transition of the model. Indeed, our results show that the conjecture <????>?(T _C)?=?0, where T _C is the critical temperature, is valid for the Ising chain.     

On the Mean-Field Spherical Model

Exact solutions are obtained for the mean-field spherical model, with or without an external magnetic field, for any finite or infinite number N of degrees of freedom, both in the microcanonical and in the canonical ensemble. The canonical result allows for an exact discussion of the loci/ of the Fisher zeros of the canonical partition function. The microcanonical entropy is found to be nonanalytic for arbitrary finite N. The mean-field spherical model of finite size N is shown to be equivalent to a mixed isovector/isotensor σ-model on a lattice of two sites. Partial equivalence of statistical ensembles is observed for the mean-field spherical model in the thermodynamic limit. A discussion of the topology of certain state space submanifolds yields insights into the relation of these topological quantities to the thermodynamic behavior of the system in the presence of ensemble nonequivalence.     

Gravitational instabilities of isothermal spheres in the presence of a cosmological constant

Gravitational instabilities of isothermal spheres are studied in the presence of a positive or negative cosmological constant, in the Newtonian limit. In gravity, the statistical ensembles are not equivalent. We perform the analysis both in the microcanonical and the canonical ensembles, for which the corresponding instabilities are known as ‘gravothermal catastrophe’ and ‘isothermal collapse’, respectively. In the microcanonical ensemble, no equilibria can be found for radii larger than a critical value, which is increasing with increasing cosmological constant. In contrast, in the canonical ensemble, no equilibria can be found for radii smaller than a critical value, which is decreasing with increasing cosmological constant. For a positive cosmological constant, characteristic reentrant behavior is observed.     

The canonical and grand canonical models for nuclear multifragmentation

Many observables seen in intermediate energy heavy-ion collisions can be explained on the basis of statistical equilibrium. Calculations based on statistical equilibrium can be implemented in microcanonical ensemble, canonical ensemble or grand canonical ensemble. This paper deals with calculations with canonical and grand canonical ensembles. A recursive relation developed recently allows calculations with arbitrary precision for many nuclear problems. Calculations are done to study the nature of phase transition in nuclear matter.     

Non-equivalence of Dynamical Ensembles and Emergent Non-ergodicity

Dynamical ensembles have been introduced to study constrained stochastic processes. In the microcanonical ensemble, the value of a dynamical observable is constrained to a given value. In the canonical ensemble a bias is introduced in the process to move the mean value of this observable. The equivalence between the two ensembles means that calculations in one or the other ensemble lead to the same result. In this paper, we study the physical conditions associated with ensemble equivalence and the consequences of non-equivalence. For continuous time Markov jump processes, we show that ergodicity guarantees ensemble equivalence. For non-ergodic systems or systems with emergent ergodicity breaking, we adapt a method developed for equilibrium ensembles to compute asymptotic probabilities while caring about the initial condition. We illustrate our results on the infinite range Ising model by characterizing the fluctuations of magnetization and activity. We discuss the emergence of non-ergodicity by showing that the initial condition can only be forgotten after a time that scales exponentially with the number of spins.

     

Phase transitions in four-dimensional AdS black holes with a nonlinear electrodynamics source

In this work we consider black hole solutions to Einstein's theory coupled to a nonlinear power-law electromagnetic field with a fixed exponent value. We study the extended phase space thermodynamics in canonical and grand canonical ensembles, where the varying cosmological constant plays the role of an effective thermodynamic pressure. We examine thermodynamical phase transitions in such black holes and find that both first- and second-order phase transitions can occur in the canonical ensemble while, for the grand canonical ensemble, Hawking–Page and second-order phase transitions are allowed.     

Statistical properties of chaotic wavefunctions in two and more dimensions

Starting with Berry's hypothesis for fixed energy waves in a classically chaotic system, and casting it in a Green function form, we derive wavefunction correlations and density matrices for few or many particles. Universal features of fixed energy (microcanonical) random wavefunction correlation functions appear which reflect the emergence of the canonical ensemble as N↦∞. This arises through a little known asymptotic limit of Bessel functions. The Berry random wave hypothesis in many dimensions may be viewed as an alternative approach to quantum statistical mechanics, when extended to include constraints and potentials.     

The thermodynamic model for nuclear multifragmentation

A great many observables seen in intermediate energy heavy ion collisions can be explained on the basis of statistical equilibrium. Calculations based on statistical equilibrium can be implemented in microcanonical ensemble (energy and number of particles in the system are kept fixed), canonical ensemble (temperature and number of particles are kept fixed) or grand canonical ensemble (fixed temperature and a variable number of particles but with an assigned average). This paper deals with calculations with canonical ensembles. A recursive relation developed recently allows calculations with arbitrary precision for many nuclear problems. Calculations are done to study the nature of phase transition in intermediate energy heavy ion collision, to study the caloric curves for nuclei and to explore the possibility of negative specific heat because of the finiteness of nuclear systems. The model can also be used for detailed calculations of other observables not connected with phase transitions, such as populations of selected isotopes in a heavy ion collision.The model also serves a pedagogical purpose. For the problems at hand, both the canonical and grand canonical solutions are obtainable with arbitrary accuracy hence we can compare the values of observables obtained from the canonical calculations with those from the grand canonical. Sometimes, very interesting discrepancies are found.To illustrate the predictive power of the model, calculated observables are compared with data from the central collisions of Sn isotopes.     

The Chemical Potential

The definition of the fundamental quantity, the chemical potential, is badly confused in the literature: there are at least three distinct definitions in various books and papers. While they all give the same result in the thermodynamic limit, major differences between them can occur for finite systems, in anomalous cases even for finite systems as large as a cm³. We resolve the situation by arguing that the chemical potential defined as the symbol μ conventionally appearing in the grand canonical density operator is the uniquely correct definition valid for all finite systems, the grand canonical ensemble being the only one of the various ensembles usually discussed (microcanonical, canonical, Gibbs, grand canonical) that is appropriate for statistical thermodynamics, whenever the chemical potential is physically relevant. The zero–temperature limit of this μ was derived by Perdew et al. for finite systems involving electrons, generally allowing for electron–electron interactions; we extend this derivation and, for semiconductors, we also consider the zero–T limit taken after the thermodynamic limit. The enormous finite size corrections (in macroscopic samples, e.g. 1 cm³) for one rather common definition of the c.p., found recently by Shegelski within the standard effective mass model of an ideal intrinsic semiconductor, are discussed. Also, two very–small–system examples are given, including a quantum dot.     

Statistical hadronization and hadronic microcanonical ensemble I

We present a full treatment of the microcanonical ensemble of the ideal hadron-resonance gas starting from a quantum-mechanical formulation which is appropriate for the statistical model of hadronization. By using a suitable transition operator for hadronization we are able to recover the results of the statistical theory, particularly the expressions of the rates of different channels. Explicit formulae are obtained for the phase space volume or density of states of the ideal relativistic gas in quantum statistics as a cluster decomposition, generalizing previous ones in the literature. The problem of the computation of averages in the hadron gas microcanonical ensemble and the comparison with canonical ones will be the main subject of a forthcoming second paper.Received: 8 July 2003, Revised: 17 October 2003, Published online: 5 May 2004     

Dynamics and thermodynamics of rotators interacting with both long- and short-range couplings

The effect of nearest-neighbor coupling on the thermodynamic and dynamical properties of the ferromagnetic Hamiltonian mean field model (HMF) is studied. For a range of antiferromagnetic nearest-neighbor coupling, a canonical first-order transition is observed, and the canonical and microcanonical ensembles are non-equivalent. In studying the relaxation time of non-equilibrium states it is found that as in the HMF model, a class of non-magnetic states is quasi-stationary, with an algebraic divergence of their lifetime with the number of degrees of freedom N. The lifetime of metastable states is found to increase exponentially with N as expected.