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.     

Negative heat capacity of Ar55 cluster

The solid–liquid phase transitions of Ar₅₅ cluster was simulated by the microcanonical molecular dynamics and microcanonical parallel tempering methods using Lennard–Jones potential, and thermodynamic quantities were calculated. The caloric curve of cluster has S-bend. To understand this behaviour, configurational and total entropies were evaluated, and the dents on the entropy curves were noticed as the sign of negative heat capacity. The heat capacities were evaluated by using configurational entropy data. The potential energy distributions have bimodal behaviour in the given range at the melting temperature. At the same time by using configurational entropy canonical caloric curve and canonical heat capacity were calculated. To obtain entropy change upon melting, total entropy were calculated from the caloric curve. The microcanonical results melting temperature, latent heat and entropy change upon melting values were reported and compared with the values reported in the literature and the values calculated from the thermodynamic relations offered for bulk matter, consistent values were found.     

Energy fluctuations and the ensemble equivalence in Tsallis statistics

We investigate the general property of the energy fluctuation in the canonical ensemble and the ensemble equivalence in Tsallis statistics. By taking the generalized ideal gas and the generalized harmonic oscillators as examples, we show that, when the particle number N is large enough, the relative fluctuation of the energy is proportional to 1/N in the new statistics, instead of in Boltzmann-Gibbs statistics. Thus the equivalence between microcanonical and canonical ensemble still holds in Tsallis statistics.     

On the derivation of power-law distributions within classical statistical mechanics far from the thermodynamic limit

We show that within classical statistical mechanics, without taking the thermodynamic limit, the most general Boltzmann factor for the canonical ensemble is a q-exponential function. The only assumption here is that microcanonical distributions have to be separated from the total system energy, which is the prerequisite for any sensible measurement. We derive that all separable distributions are parametrized by a mathematical separation constant Q, which can be related to the non-extensivity q-parameter in Tsallis distributions. We further demonstrate that nature fixes the separation constant Q to 1 for large dimensionality of Gibbs $\Gamma$-phase space. Our results will be relevant for systems with a low-dimensional $\Gamma$-space, for example nanosystems, comprised of a small number of particles, or for systems with a dimensionally collapsed phase space, which might be the case for a large class of complex systems.     

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.     

Dynamical stability of systems with long-range interactions: application of the Nyquist method to the HMF model

We apply the Nyquist method to the Hamiltonian mean field (HMF) model in order to settle the linear dynamical stability of a spatially homogeneous distribution function with respect to the Vlasov equation. We consider the case of Maxwell (isothermal) and Tsallis (polytropic) distributions and show that the system is stable above a critical kinetic temperature T_c and unstable below it. Then, we consider a symmetric double-humped distribution, made of the superposition of two decentered Maxwellians, and show the existence of a re-entrant phase in the stability diagram. When we consider an asymmetric double-humped distribution, the re-entrant phase disappears above a critical value of the asymmetry factor Δ > 1.09. We also consider the HMF model with a repulsive interaction. In that case, single-humped distributions are always stable. For asymmetric double-humped distributions, there is a re-entrant phase for 1 ≤ Δ < 25.6, a double re-entrant phase for 25.6 < Δ < 43.9 and no re-entrant phase for Δ > 43.9. Finally, we extend our results to arbitrary potentials of interaction and mention the connexion between the HMF model, Coulombian plasmas and gravitational systems. We discuss the relation between linear dynamical stability and formal nonlinear dynamical stability and show their equivalence for spatially homogeneous distributions. We also provide a criterion of dynamical stability for spatially inhomogeneous systems.     

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.     

Equilibrium statistical mechanics for incomplete nonextensive statistics

The incomplete nonextensive statistics in the canonical and microcanonical ensembles is explored in the general case and in a particular case for the ideal gas. By exact analytical results for the ideal gas it is shown that taking the thermodynamic limit, with z=q/(1−q) being an extensive variable of state, the incomplete nonextensive statistics satisfies the requirements of equilibrium thermodynamics. The thermodynamical potential of the statistical ensemble is a homogeneous function of the first degree of the extensive variables of state. In this case, the incomplete nonextensive statistics is equivalent to the usual Tsallis statistics. If z is an intensive variable of state, i.e. the entropic index q is a universal constant, the requirements of the equilibrium thermodynamics are violated.     

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.     

Remarks on the use of a microcanonical ensemble to study phase transitions in lattice gauge theory

The phase transitions of the Z₂ and U₁ lattice gauge theories are described by sampling a microcanonical ensemble, in which the gauge field is in thermal equilibrium with a system of auxiliary variables called demons. It is shown that the microcanonical ensemble yields a more complete picture of a first-order transition than that obtained by sampling the Boltzmann distribution.     

Gravitational phase transitions with an exclusion constraint in position space

We discuss the statistical mechanics of a system of self-gravitating particles with anexclusion constraint in position space in a space of dimension d. Theexclusion constraint puts an upper bound on the density of the system and can stabilize itagainst gravitational collapse. We plot the caloric curves giving the temperature as afunction of the energy and investigate the nature of phase transitions as a function ofthe size of the system and of the dimension of space in both microcanonical and canonicalensembles. We consider stable and metastable states and emphasize the importance of thelatter for systems with long-range interactions. For d ≤ 2, there is nophase transition. For d > 2, phase transitions can take place betweena “gaseous” phase unaffected by the exclusion constraint and a “condensed” phase dominatedby this constraint. The condensed configurations have a core-halo structure made of a“rocky core” surrounded by an “atmosphere”, similar to a giant gaseous planet. For largesystems there exist microcanonical and canonical first order phase transitions. Forintermediate systems, only canonical first order phase transitions are present. For smallsystems there is no phase transition at all. As a result, the phase diagram exhibits twocritical points, one in each ensemble. There also exist a region of negative specificheats and a situation of ensemble inequivalence for sufficiently large systems. We showthat a statistical equilibrium state exists for any values of energy and temperature inany dimension of space. This differs from the case of the self-gravitating Fermi gas forwhich there is no statistical equilibrium state at low energies and low temperatures whend ≥ 4. By a proper interpretation of the parameters, our results haveapplication for the chemotaxis of bacterial populations in biology described by ageneralized Keller-Segel model including an exclusion constraint in position space. Theyalso describe colloids at a fluid interface driven by attractive capillary interactionswhen there is an excluded volume around the particles. Connexions with two-dimensionalturbulence are also mentioned.     

Large Deviation Techniques Applied to Systems with Long-Range Interactions

We discuss a method to solve models with long-range interactions in the microcanonical and canonical ensemble. The method closely follows the one introduced by R.S. Ellis, Physica D 133:106 (1999), which uses large deviation techniques. We show how it can be adapted to obtain the solution of a large class of simple models, which can show ensemble inequivalence. The model Hamiltonian can have both discrete (Ising, Potts) and continuous (HMF, Free Electron Laser) state variables. This latter extension gives access to the comparison with dynamics and to the study of non-equilibrium effects. We treat both infinite range and slowly decreasing interactions and, in particular, we present the solution of the α-Ising model in one-dimension with 0 ⩽ α < 1.     

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.     

Energy distribution and energy fluctuation in Tsallis statistics

The energy distribution and the energy fluctuation in the Tsallis canonical ensemble are studied with the OLM formalism but following a new way. The resulting formula for the energy fluctuation is not the same as that in previous work [L.Y. Liu, J.L. Du, Physica A 387 (2008) 5417]. In discussing the application of an ideal gas, we find that the energy fluctuation can not be negligible in the thermodynamic limit, showing the ensemble nonequivalence for this case in Tsallis statistics. We investigate the energy fluctuation with a Tsallis generalized canonical distribution studied by Plastino and Plastino [A.R. Plastino, A. Plastino, Phys. Lett. A 193 (1994) 140] for describing a system in contact with a finite heat bath. For this situation, the two formulae for the energy fluctuation are shown to be equivalent, while the nonextensive parameter q$q$ plays a very important role.     

Cosmological Implications of Interacting Polytropic Gas Dark Energy Model in Non-flat Universe

The polytropic gas model is investigated as an interacting dark energy scenario. The cosmological implications of the model including the evolution of EoS parameter w _Λ, energy density Ω_Λ and deceleration parameter q are investigated. We show that, depending on the parameter of model, the interacting polytropic gas can behave as a quintessence or phantom dark energy. In this model, the phantom divide is crossed from below to up. The evolution of q in the context of polytropic gas dark energy model represents the decelerated phase at the early time and accelerated phase later. The singularity of this model is also discussed. Eventually, we establish the correspondence between interacting polytropic gas model with tachyon, K-essence and dilaton scalar fields. The potential and the dynamics of these scalar field models are reconstructed according to the evolution of interacting polytropic gas.     

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.     

Microcanonical ensemble study of a gas column under gravity

The study of a classical ideal gas column of finite height H in a uniform gravitational field g is made by the microcanonical ensemble at energy E. The primary functions of this ensemble, the phase volume and the density of states, are derived. Related statistical quantities, such as the entropy, the temperature and the heat capacity, are also reported. The equivalence in the thermodynamic limit between the calculated microcanonical expressions and those obtained from the canonical ensemble is shown numerically. The expression for the temperature is used to analyze the temperature change when the gas is permitted to expand into an evacuated region increasing the height of the column from H ₁ to H ₂. The microcanonical single-particle momentum and height distributions are also reported.     

Grand canonical distribution for multicomponent system in the collective variables method

The collective variables method with a reference system is developed for the case of the grand canonical ensemble for a multicomponent continuous system. The method is used to investigate phase transitions in a binary system. For a binary symmetrical system the relations between microscopic parameters determining the alternation of gas-liquid and separation phase transitions are found. The functional of the grand partition function of the symmetrical mixture is examined in the framework of parameters containing the separation point. The system is described with two sets of collective variables: _k, a set connected with the gas-liquid critical point, andc _k, a set connected with the separation phenomenon. The fourfold basic density measure is constructed inc _k-variable phase space which contains the variablec _v connected with the order parameter of the system. It is shown that the problem can be reduced to the 3D Ising model in an external field.