Statistical mechanics of nonlinear hydrodynamic fluctuations

The paper studies nonlinear hydrodynamic fluctuations by the methods of nonequilibrium statistical mechanics. The generalized Fokker-Planck equation for the distribution function of coarse-grained densities of conserved quantities is derived from the Liouville equation and then is investigated by using the gradient expansions in the flux correlation matrix. We have obtained the functional-differential Fokker-Planck equation describing the nonlinear hydrodynamic fluctuations in spatially nonuniform systems to second order in gradients of coarse-grained fluctuating fields. An outline of the derivation of Fokker-Planck equations containing the Burnett terms is also given. The explicit coordinate representation for the hydrodynamic Fokker-Planck equation is discussed in the case of one-component simple fluid. The general scheme of a change of coarse-grained functional variables is developed for hydrodynamic Fokker-Planck equations. The corresponding transformation rules are found for “drift” terms, “diffusion coefficients” and thermodynamic forces. The dynamical equations and stationary conditions for averages of functions (functionals) of hydrodynamic fields are discussed by using the Fokker-Planck operators acting on such functions. The explicit form of these operators are found for various sets of fluctuating fields. As an application of the formalism the calculation of the stationary correlation functions is presented for a simple nonequilibrium steady state.     

Nonlinear transport in the Boltzmann limit

Formal expressions for the irreversible fluxes of a simple fluid are obtained as functionals of the thermodynamic forces and local equilibrium time correlation functions. The Boltzmann limit of the correlation functions is shown to yield expressions for the irreversible fluxes equivalent to those obtained from the nonlinear Boltzmann kinetic equation. Specifically, for states near equilibrium, the fluxes may be formally expanded in powers of the thermodynamic gradients and the associated transport coefficients identified as integrals of time correlation functions. It is proved explicitly through nonlinear Burnett order that the time correlation function expressions for these transport coefficients agree with those of the Chapman-Enskog expansion of the nonlinear Boltzmann equation. For states far from equilibrium the local equilibrium time correlation functions are determined in the Boltzmann limit and a similar equivalence to the Boltzmann equation solution is established. Other formal representations of the fluxes are indicated; in particular, a projection operator form and its Boltzmann limit are discussed. As an example, the nonequilibrium correlation functions for steady shear flow are calculated exactly in the Boltzmann limit for Maxwell molecules.Research supported in part by NSF grant PHY 76-21453.     

On the theory of fluctuations around non-equilibrium steady states: A generalized time-convolutionless projector formalism

A new method of finding nonlinear Langevin type equations of motion for relevant macrovariables and the corresponding master equation for systems far from thermal equilibrium is presented by generalizing the time-convolutionless formalism proposed previously for equilibrium hamiltoian systems by Tokuyama and Mori. The Langevin type equation consists of a fluctuating force, and the nonlinear drift coefficients which are always identical to those of the master equation. A simple formula which relates the drift coefficients to the time correlation of the fluctuating forces is derived. This is a generalization of the fluctuation-dissipation theorem of the second kind in equilibrium systems and is valid not only for transport phenomena due to internal fluctuations but also for transport phenomena due to externally-driven fluctuations. A new cumulant expansion of the master equation is also obtained. The conditions under which a Langevin and a Fokker-Planck equation of a generalized type for non-equilibrium open systems can be derived are clarified.The theory is illustrated by studying hydrodynamic fluctuations near the Rayleigh-Bénard instability. The effects of two kinds of fluctuations, internal fluctuations of irrelevant macrovariables and external (thermal) noises, on the convective instability are investigated. A stochastic Ginzburg-Landau type equation for the order parameter and the corresponding nonlinear Fokker-Planck equation are derived.     

Time-dependent probability density of statistical mechanics

We study fluctuations around nonequilibrium steady states of some model nonlinear chemical systems. A previous result of Nicolis and Prigogine states that the mean square fluctuation computed from a master equation in the space of internal states of the reacting species is identical to that calculated from Einstein's fluctuation formula. Our analysis of fluctuations based on that master equation leads with the assumption of local equilibrium to a result identical to that obtained from a master equation for the total concentration of the reacting species, which is different from the equilibrium (Einstein relation) result. Nicolis and Prigogine approximated one term in their master equation, and a discussion of this approximation is presented. The master equation without this approximation yields at equilibrium the result expected on the basis of Einstein's formula.Work supported in part by the National Science Foundation and Project SQUID, Office of Naval Research.     

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.     

Quantum fluctuations,master equation and Fokker-Planck equation

In order to describe quantum fluctuations a general method is developed, which also may be applied to nonstationary systems as well as to states far from thermodynamic equilibrium. After a concise derivation of the master equation quantum mechanically determined dissipation and fluctuation coefficients are introduced, for which several theorems and relations are given. By using these coefficients there is set up a general Fokker-Planck equation for the diffusion of the statistical operator due to quantum fluctuations.     

Nonequilibrium phase transitions in chemical reactions

The far from equilibrium steady states of a simple nonlinear chemical system are analyzed. A standard macroscopic analysis shows that the nonlinearity introduces an instability which causes a transition analogous to a thermodynamic second-order phase transition. Fluctuations are introduced into this model through a stochastic master equation approach. The solution of this master equation in the steady state reveals that the system goes into a more ordered state above the transition point. An analogy is drawn with the nonequilibrium phase transition occurring in the laser at threshold.Supported by a New Zealand U.G.C. Postgraduate Scholarship.     

The Steady State Fluctuation Relation for the Dissipation Function

We give a proof of transient fluctuation relations for the entropy production (dissipation function) in nonequilibrium systems, which is valid for most time reversible dynamics. We then consider the conditions under which a transient fluctuation relation yields a steady state fluctuation relation for driven nonequilibrium systems whose transients relax, producing a unique nonequilibrium steady state. Although the necessary and sufficient conditions for the production of a unique nonequilibrium steady state are unknown, if such a steady state exists, the generation of the steady state fluctuation relation from the transient relation is shown to be very general. It is essentially a consequence of time reversibility and of a form of decay of correlations in the dissipation, which is needed also for, e.g., the existence of transport coefficients. Because of this generality the resulting steady state fluctuation relation has the same degree of robustness as do equilibrium thermodynamic equalities. The steady state fluctuation relation for the dissipation stands in contrast with the one for the phase space compression factor, whose convergence is problematic, for systems close to equilibrium. We examine some model dynamics that have been considered previously, and show how they are described in the context of this work.     

Microdynamics and nonlinear stochastic processes of gross variables

Starting from classical Hamiltonian mechanics, we derive for the dynamics of gross variables in nonequilibrium systems exact nonlinear generalized Fokker-Planck and Langevin equations in which the effect of the initial preparation is taken into account explicitly. This latter concept allows for the construction of a uniquely determined projection operator. The memory functions occurring in the Langevin equations are related to the random forces by a fluctuation-dissipation theorem of the second kind. We discuss the connection with the generalized Fokker-Planck equation. The known results for equilibrium fluctuations are recovered as a special case.Supported in part by the National Science Foundation, Grant CHE78-21460.     

Fluctuations in thermodynamic non equilibrium states

In a statistical theory an expression is derived for the probability of fluctuations in a thermodynamic non equilibrium state. It is a generalization of the Einstein formula, respectively the formula of Greene and Callen for fluctuations in a thermal equilibrium. The application to steady transport processes is discussed in connection with stability conditions.     

A microscopic theory of nucleation. II

Using the nonequilibrium statistical operator obtained in the preceding paper of the authors [1], equations describing the kinetics of nucleation in a nonequilibrium medium are derived. A Fokker-Planck equation is found for embryo distribution functions in the number of particles, energy, momentum, and c.m. coordinates with additional random forces due to non equilibrium processes in the medium. Hydrodynamic equations are obtained for the medium with account of thermodynamic forces due to discontinuities of thermodynamic parameters at the interphase boundary. The symmetry of cross (interphase) kinetic coefficients is considered.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 5, pp. 44–52, May, 1978.     

On the theory of fluctuations in continuum systems

The probability of occurrence of fluctuations around nonequilibrium steady states is discussed from a kinetic viewpoint. It is shown that in a large class of continuous media it is possible to extend the thermodynamic theory of fluctuations, provided one uses suitable steady-state parameters rather than equilibrium quantities.     

Some properties of stochastic equations for coupled chemical reactions far from equilibrium

Solutions of master equations for coupled chemical reactions far from equilibrium with one varying molecule species are studied and used for getting information about nonlinear Fokker-Planck equations and slow time-dependent processes such as extinction to an absorbing state and transition between several steady states. The Fokker-Planck equation solution is compared to that of the master equation in a relative sense and it is shown that they agree quite well in some important situations but that in general the cases can deviate considerably, when, e.g., accounting for the mutual importance of two probability maxima.     

Finite Larmor radius magnetohydrodynamic analysis of the ballooning modes in tokamaks

In this paper,the effect of finite Larmor radius (FLR) on high n ballooning modes is studied on the basis of FLR magnetohydrodynamic (FLR-MHD) theory.A linear FLR ballooning mode equation is derived in an ’s α’ type equilibrium of circular-flux-surfaces,which is reduced to the ideal ballooning mode equation when the FLR effect is neglected.The present model reproduces some basic features of FLR effects on ballooning mode obtained previously by kinetic ballooning mode theories.That is,the FLR introduces a real frequency into ballooning mode and has a stabilising effect on ballooning modes (e.g.,in the case of high magnetic shear s ≥ 0.8).In particular,some new properties of FLR effects on ballooning mode are discovered in the present research.Here it is found that in a high magnetic shear region (s ≥ 0.8) the critical pressure gradient (α c,FLR) of ballooning mode is larger than the ideal one (α c,IMHD) and becomes larger and larger with the increase of FLR parameter b 0.However,in a low magnetic shear region,the FLR ballooning mode is more unstable than the ideal one,and the α c,FLR is much lower than the α c,IMHD.Moreover,the present results indicate that there exist some new weaker instabilities near the second stability boundary (obtained from ideal MHD theory),which means that the second stable region becomes narrow.     

Stochastic systems with cross-correlated Gaussian white noises

This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises.Both steady state properties of the stochastic nonlinear systems and the nonequilibrium transitions induced by the cross-correlated noises are studied.The stationary solutions of the Fokker-Planck equation for three specific examples are analysed.It is shown explicitly that the cross-correlation of white noises can induce nonequilibrium transitions.