Microcanonical equilibrium properties of chiral liquid crystals—a Monte Carlo study

Chiral liquid crystals have been investigated by means of a multicanonical Monte Carlo approach in order to characterize their phase behaviour by microcanonical equilibrium properties. The liquid crystals were described by three-dimensional lattice systems with intermolecular interactions given by the chiral Lebwohl-Lasher potential. Self-determined boundary conditions have been applied in order to enable the formation of chiral phases with equilibrium pitch. Selected thermodynamic properties, e.g. microcanonical entropy, temperature, heat capacity and a set of order parameters have been determined with dependence on microcanonical total energy. A cholesteric phase with temperature-induced helix inversion could be proven where the helical superstructure of the single component system studied changed its handedness through an infinite-pitch system. The thermodynamical behaviour in the microcanonical ensemble was found to be very similar to the behaviour in the canonical ensemble. The study of microcanonical equilibrium properties by means of multicanonical Monte Carlo simulations was shown to be a powerful tool for the study of the phase behaviour of model liquid crystals.     

Nonanalyticities of entropy functions of finite and infinite systems

In contrast to the canonical ensemble where thermodynamic functions are smooth for all finite system sizes, the microcanonical entropy can show nonanalytic points also for finite systems. The relation between finite and infinite system nonanalyticities is illustrated by means of a simple classical spinlike model which is exactly solvable for both finite and infinite system sizes, showing a phase transition in the latter case. The microcanonical entropy is found to have exactly one nonanalytic point in the interior of its domain. For all finite system sizes, this point is located at the same fixed energy value epsilon(c)(finite), jumping discontinuously to a different value epsilon(c)(infinite) in the thermodynamic limit. Remarkably, epsilon(c)(finite) equals the average potential energy of the infinite system at the phase transition point. The result indicates that care is required when trying to infer infinite system properties from finite system nonanalyticities.     

Extended gaussian ensemble solution and tricritical points of a system with long-range interactions

The gaussian ensemble and its extended version theoretically play the important role of interpolating ensembles between the microcanonical and the canonical ensembles. Here, the thermodynamic properties yielded by the extended gaussian ensemble (EGE) for the Blume-Capel (BC) model with infinite-range interactions are analyzed. This model presents different predictions for the first-order phase transition line according to the microcanonical and canonical ensembles. From the EGE approach, we explicitly work out the analytical microcanonical solution. Moreover, the general EGE solution allows one to illustrate in details how the stable microcanonical states are continuously recovered as the gaussian parameter γ is increased. We found out that it is not necessary to take the theoretically expected limit γ → ∞ to recover the microcanonical states in the region between the canonical and microcanonical tricritical points of the phase diagram. By analyzing the entropy as a function of the magnetization we realize the existence of unaccessible magnetic states as the energy is lowered, leading to a breaking of ergodicity.     

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.     

Negative specific heat, the thermodynamic limit, and ergodicity

Thermodynamic stability, in particular, the positivity of the specific heat in the microcanonical ensemble, is not an automatic consequence of the thermodynamic limit. But it holds under special circumstances such as for the most important case of quantum-mechanical Coulomb systems. Therefore, it is surprising that there are experimental indications to the contrary. In this Letter we study a simple model for which the microcanonical specific heat is positive, if the system is ergodic. However, if the system is not ergodic, the energy shell in phase space has some ergodic components with a negative specific heat. This provides another possible general pathway for a negative specific heat in addition to the commonly accepted, the small number of particles.     

Heat capacity of isolated clusters

The character of interaction between thermal (vibrational) and configurational cluster excitations is considered under adiabatic conditions when a cluster is a member of a microcanonical ensemble. The hierarchy of equilibration times determines the character of atomic equilibrium in the cluster. The behavior of atoms in the cluster can be characterized by two effective (mean) temperatures, corresponding to the solid and liquid aggregate states, because the typical time for equilibration of atomic motion is less than the transition time between aggregate states. If the cluster is considered for a time much longer than the typical dwell time in either phase, then it is convenient to characterize the system by only one temperature, which is determined from the statistical-thermodynamic long-time average. These three temperatures are not far apart, nor are the cluster heat capacities evaluated on the basis of these definitions of temperature. The heat capacity of a microcanonical ensemble may be negative for two coexisting phases if the mean temperature is defined in terms of the mean kinetic energy, rather than as the derivative of energy with respect to microcanonical entropy. However, if the configurational excitation energy is smaller than the total excitation energy separating the phases, then the two-state model predicts a positive heat capacity under either definition of temperature. Moreover, if the cluster is sufficiently large, then the maximum values of the microcanonical and canonical heat capacities are equal.     

First order phase transitions in the canonical and the microcanonical ensemble

In the canonical ensemble any singularity of a thermodynamic function at a temperatureT _c is smeared over a temperature range of orderT _T /N. Therefore it is rather difficult to distinguish between a discontinuous and a continuous phase transition on the basis of numerical data obtained for finite systems in the canonical ensemble. It is demonstrated for four model systems that this problem cannot be circumvented by considering higher cumulants of the energy distribution or cumulant ratios. On the other hand, the distinction between first and a second order phase transition is rather direct if based on the microcanonical density of states which is readily obtainable in the dynamical ensemble.     

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.     

Nuclear multifragmentation, its relation to general physics

Heat can flow from cold to hot at any phase separation even in macroscopic systems. Therefore also Lynden-Bell's famous gravo-thermal catastrophe must be reconsidered. In contrast to traditional canonical Boltzmann-Gibbs statistics this is correctly described only by microcanonical statistics. Systems studied in chemical thermodynamics (ChTh) by using canonical statistics consist of several homogeneous macroscopic phases. Evidently, macroscopic statistics as in chemistry cannot and should not be applied to non-extensive or inhomogeneous systems like nuclei or galaxies. Nuclei are small and inhomogeneous. Multifragmented nuclei are even more inhomogeneous and the fragments even smaller. Phase transitions of first order and especially phase separations therefore cannot be described by a (homogeneous) canonical ensemble. Taking this serious, fascinating perspectives open for statistical nuclear fragmentation as test ground for the basic principles of statistical mechanics, especially of phase transitions, without the use of the thermodynamic limit. Moreover, there is also a lot of similarity between the accessible phase space of fragmenting nuclei and inhomogeneous multistellar systems. This underlines the fundamental significance for statistical physics in general.     

Thermodynamics of one-dimensional nonlinear lattices

Analytic equations were obtained for the thermodynamic parameters of one-dimensional lattices of particles with the Toda and Morse interaction potentials in a canonical Gibbs ensemble. For the same systems, equations were derived for molecular dynamics simulations of thermodynamic processes. Stochastic differential equations were solved with simulating the thermostat by Langevin sources with random forced. Analytic equations for thermodynamic parameters (energy, temperature, and pressure) excellently coincided with molecular dynamics simulation results. The kinetics of system relaxation to the thermodynamic equilibrium state was analyzed. The advantages of simulating the physical properties of systems in a canonical compared with microcanonical ensemble were demonstrated.     

Canonical typicality

It is well known that a system weakly coupled to a heat bath is described by the canonical ensemble when the composite S + B is described by the microcanonical ensemble corresponding to a suitable energy shell. This is true for both classical distributions on the phase space and quantum density matrices. Here we show that a much stronger statement holds for quantum systems. Even if the state of the composite corresponds to a single wave function rather than a mixture, the reduced density matrix of the system is canonical, for the overwhelming majority of wave functions in the subspace corresponding to the energy interval encompassed by the microcanonical ensemble. This clarifies, expands, and justifies remarks made by Schr?dinger in 1952.     

The equivalence of ensembles and the Gibbs phase rule for classical lattice systems

We study the relation between the microcanonical, canonical, and grand canonical ensembles in the thermodynamic limit when the system becomes infinite. They are equivalent if there is only one phase in the system. In general it is shown that there is a unique limit of the microcanonical state being a mixture of pure phases if the microcanonical restrictions determine the volume fractions of the phases uniquely, and then the Gibbs phase rule is valid. In this context we show how to define the set of order parameters associated with the state of the system in a natural way.     

Chaotic behavior in nonlinear Hamiltonian systems and equilibrium statistical mechanics

The relation between chaotic dynamics of nonlinear Hamiltonian systems and equilibrium statistical mechanics in its canonical ensemble formulation has been investigated for two different nonlinear Hamiltonian systems. We have compared time averages obtained by means of numerical simulations of molecular dynamics type with analytically computed ensemble averages. The numerical simulation of the dynamic counterpart of the canonical ensemble is obtained by considering the behavior of a small part of a given system, described by a microcanonical ensemble, in order to have fluctuations of the energy of the subsystem. The results for the Fermi-Pasta-Ulam model (i.e., a one-dimensional anharmonic solid) show a substantial agreement between time and ensemble averages independent of the degree of stochasticity of the dynamics. On the other hand, a very different behavior is observed for a chain of weakly coupled rotators, where linear exchange effects are absent. In the high-temperature limit (weak coupling) we have a strong disagreement between time and ensemble averages for the specific heat even if the dynamics is chaotic. This behavior is related to the presence of spatially localized chaos, which prevents the complete filling of the accessible phase space of the system. Localized chaos is detected by the distribution of all the characteristic Liapunov exponents.     

Ensemble properties and molecular dynamics of unstable systems

The Hertel-Thirring cell model for unstable systems (of purely attractive particles) is solved in the canonical ensemble for arbitrary dimensions. The differences between the phase transitions found in the canonical and in the microcanonical ensemble are discussed. The cluster phase (with a complete collapse in the ground state) exhibits the nonextensive character of the cell model. The results of the cell model are compared with molecular-dynamics simulations of a one-dimensional model with a rectangular-well pair potential. The simulations support the relevance of the cell model to characterize basic properties of gravitational systems.     

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.     

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.     

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.     

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     

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.