Comments on the Entropy of Nonequilibrium Steady States

We discuss the entropy of nonequilibrium steady states. We analyze the so-called spontaneous production of entropy in certain reversible deterministic nonequilibrium system, and its link with the collapse of such systems towards an attractor that is of lower dimension than the dimension of phase space. This means that in the steady state limit, the Gibbs entropy diverges to negative infinity. We argue that if the Gibbs entropy is expanded in a series involving 1, 2,... body terms, the divergence of the Gibbs entropy is manifest only in terms involving integrals whose dimension is higher than, approximately, the Kaplan–Yorke dimension of the steady state attractor. All the low order terms are finite and sum in the weak field limit to the local equilibrium entropy of linear irreversible thermodynamics.     

Entropy production, fractals, and relaxation to equilibrium

The theory of entropy production in nonequilibrium, Hamiltonian systems, previously described for steady states using partitions of phase space, is here extended to time dependent systems relaxing to equilibrium. We illustrate the main ideas by using a simple multibaker model, with some nonequilibrium initial state, and we study its progress toward equilibrium. The central results are (i) the entropy production is governed by an underlying, exponentially decaying fractal structure in phase space, (ii) the rate of entropy production is largely independent of the scale of resolution used in the partitions, and (iii) the rate of entropy production is in agreement with the predictions of nonequilibrium thermodynamics.     

Fractal dimension of steady nonequilibrium flows

The Kaplan-Yorke information dimension of phase-space attractors for two kinds of steady nonequilibrium many-body flows is evaluated. In both cases a set of Newtonian particles is considered which interacts with boundary particles. Time-averaged boundary temperatures are imposed by Nose-Hoover thermostat forces. For both kinds of nonequilibrium systems, it is demonstrated numerically that external isothermal boundaries can drive the otherwise purely Newtonian flow onto a multifractal attractor with a phase-space information dimension significantly less than that of the corresponding equilibrium flow. Thus the Gibbs' entropy of such nonequilibrium flows can diverge.     

A decomposed equation for local entropy and entropy production in volume-preserving coarse-grained systems

In this study an equation for the local entropy is derived based on the formulation of a master equation and is applied to volume-preserving maps. The equation consists of the following terms: unsteady, convection, diffusion, probability-weighted phase space volume expansion rate, nonnegative entropy production, and residuals. The decomposition makes it possible to evaluate entropy production in terms of microscopic dynamics and is expected to be applicable to many coarse-grained systems on the phase space. When it is applied to two volume-preserving multibaker chain systems it is confirmed that the summation of the nonnegative entropy production on each site numerically coincides with the entropy production introduced by Gilbert et al. [T. Gilbert, J.R. Dorfman, P. Gaspard, Entropy production, fractals, and relaxation to equilibrium, Phys. Rev. Lett. 85 (2000) 1606-1609] and the phenomenological expression both in nonequilibrium steady and unsteady states. The coincidence is brought about by the fact that the residual terms vanish in the thermodynamic limit when they are integrated on each site. It follows that the entropy production is dominated by the nonnegative entropy production term and becomes positive in nonequilibrium states.     

介观化学反应体系中非平衡相变最可几路径的熵产生

针对一个双稳的介观化学反应体系计算了在非平衡相变时最可几路径的熵产生. 利用概率产生函数和程函近似,将化学主方程转化为经典的哈密顿-雅可比方程并通过相空间的零能轨线找到双稳态之间转变的最可几路径. 通过计算前向和逆向最可几路径的熵产生,发现在共存点系统熵变和介质熵变都为零,而在非共存点系统熵变和介质熵变皆不为零.     

Lyapunov Instability for a Hard-Disk Fluid in Equilibrium and Nonequilibrium Thermostated by Deterministic Scattering

We compute the full Lyapunov spectra for a hard-disk fluid under temperature gradient and under shear. The Lyapunov exponents are calculated using a recently developed formalism for systems with elastic hard collisions. The system is thermalized by deterministic and time-reversible scattering at the boundary, whereas the bulk dynamics remains Hamiltonian. This thermostating mechanism allows for energy fluctuations around a mean value which is reflected by only two vanishing Lyapunov exponents in equilibrium and nonequilibrium. In nonequilibrium steady states the phase-space volume is contracted on average, leading to a negative sum of the Lyapunov exponents. Since the system is driven inhomogeneously we do not expect the conjugate pairing rule to hold, which is indeed shown to be the case. Finally, the Kaplan–Yorke dimension and the Kolmogorov–Sinai entropy are calculated from the Lyapunov spectra.     

Thermodynamics based on the principle of least abbreviated action: Entropy production in a network of coupled oscillators

We present some novel thermodynamic ideas based on the Maupertuis principle. By considering Hamiltonians written in terms of appropriate action-angle variables we show that thermal states can be characterized by the action variables and by their evolution in time when the system is nonintegrable. We propose dynamical definitions for the equilibrium temperature and entropy as well as an expression for the nonequilibrium entropy valid for isolated systems with many degrees of freedom. This entropy is shown to increase in the relaxation to equilibrium of macroscopic systems with short-range interactions, which constitutes a dynamical justification of the Second Law of Thermodynamics. Several examples are worked out to show that this formalism yields the right microcanonical (equilibrium) quantities. The relevance of this approach to nonequilibrium situations is illustrated with an application to a network of coupled oscillators (Kuramoto model). We provide an expression for the entropy production in this system finding that its positive value is directly related to dissipation at the steady state in attaining order through synchronization.     

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.     

On the dispute between Boltzmann and Gibbs entropy

The validity of the concept of negative temperature has been recently challenged by arguing that the Boltzmann entropy (that allows negative temperatures) is inconsistent from a mathematical and statistical point of view, whereas the Gibbs entropy (that does not admit negative temperatures) provides the correct definition for the microcanonical entropy. Here we prove that the Boltzmann entropy is thermodynamically and mathematically consistent. Analytical results on two systems supporting negative temperatures illustrate the scenario we propose. In addition we numerically study a lattice system to show that negative temperature equilibrium states are accessible and obey standard statistical mechanics prediction.     

Entropy production and thermodynamics of nonequilibrium stationary states: a point of view

Entropy might be a not well defined concept if the system can undergo transformations involving stationary nonequilibria. It might be analogous to the heat content (once called "caloric") in transformations that are not isochoric (i.e., which involve mechanical work): it could be just a quantity that can be transferred or created, like heat in equilibrium. The text first reviews the philosophy behind a recently proposed definition of entropy production in nonequilibrium stationary systems. A detailed technical attempt at defining the entropy of a stationary states via their variational properties follows: the unsatisfactory aspects of the results add arguments in favor of the nonexistence of a function of state to be identified with entropy; at the same time new aspects and properties of the phase space contraction emerge.     

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.     

Monotonic return to steady nonequilibrium

We propose and analyze a new candidate Lyapunov function for relaxation towards general nonequilibrium steady states. The proposed functional is obtained from the large time asymptotics of time-symmetric fluctuations. For driven Markov jump or diffusion processes it measures an excess in dynamical activity rates. We present numerical evidence and we report on a rigorous argument for its monotonic time dependence close to the steady nonequilibrium or in general after a long enough time. This is in contrast with the behavior of approximate Lyapunov functions based on entropy production that when driven far from equilibrium often keep exhibiting temporal oscillations even close to stationarity.     

Nonequilibrium steady states of stochastic lattice gas models of fast ionic conductors

We investigate theoretically and via computer simulation the stationary nonequilibrium states of a stochastic lattice gas under the influence of a uniform external fieldE. The effect of the field is to bias jumps in the field direction and thus produce a current carrying steady state. Simulations on a periodic 30 × 30 square lattice with attractive nearest-neighbor interactions suggest a nonequilibrium phase transition from a disordered phase to an ordered one, similar to the para-to-ferromagnetic transition in equilibriumE=0. At low temperatures and largeE the system segregates into two phases with an interface oriented parallel to the field. The critical temperature is larger than the equilibrium Onsager value atE=0 and increases with the field. For repulsive interactions the usual equilibrium phase transition (ordering on sublattices) is suppressed. We report on conductivity, bulk diffusivity, structure function, etc. in the steady state over a wide range of temperature and electric field. We also present rigorous proofs of the Kubo formula for bulk diffusivity and electrical conductivity and show the positivity of the entropy production for a general class of stochastic lattice gases in a uniform electric field.Supported in part by National Science Foundation Grant DMR81-14726 and NATO Grant 040.82.Work supported in part by a Lafayette College Junior Faculty Leave Grant.Work supported in part by a Heisenberg fellowship of the Deutsche Forschungsgemeinschaft.     

Fokker-Planck equation approach to fluctuations about nonequilibrium steady states

We examine the properties of steady states in systems which interact at the boundary with a nonequilibrium environment. The examination is based on a nonlinear Fokker-Planck equation, the structure of which is determined by the fact that it also governs the time evolution of the equilibrium fluctuations of the system. The nonlinearities in the Fokker-Planck equation may have two origins: thermodynamic nonlinearities which arise if the thermodynamic potential is not a bilinear function of the state variables, and nonlinear mode coupling which arises if the transport coefficients depend on the state. While these nonlinearities have only a small effect on the equilibrium fluctuations of a system away from critical points, they are shown to be important for the determination of fluctuations about nonequilibrium steady states. In particular the state dependence of the transport coefficients may lead to deviations from local equilibrium and to a breakdown of detail balance. An explicit formula for the time correlations of fluctuations about the nonequilibrium steady state is obtained. The formula leads to long-range correlations in fluids in the presence of a temperature gradient. The result is compared with earlier approaches to the same problem. Finally, we study the linear response to external forces and obtain a generalization of the fluctuation-dissipation formula relating the response functions with the nonequilibrium correlation functions.     

Equilibrium and nonequilibrium properties of systems with long-range interactions

We briefly review some equilibrium and nonequilibrium properties of systems with long-range interactions. Such systems, which are characterized by a potential that weakly decays at large distances, have striking properties at equilibrium, like negative specific heat in the microcanonical ensemble, temperature jumps at first order phase transitions, broken ergodicity. Here, we mainly restrict our analysis to mean-field models, where particles globally interact with the same strength. We show that relaxation to equilibrium proceeds through quasi-stationary states whose duration increases with system size. We propose a theoretical explanation, based on Lynden-Bell’s entropy, of this intriguing relaxation process. This allows to address problems related to nonequilibrium using an extension of standard equilibrium statistical mechanics. We discuss in some detail the example of the dynamics of the free electron laser, where the existence and features of quasi-stationary states is likely to be tested experimentally in the future. We conclude with some perspectives to study open problems and to find applications of these ideas to dipolar media.     

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.     

Steady-state thermodynamics for heat conduction: microscopic derivation

Starting from microscopic mechanics, we derive thermodynamic relations for heat conducting nonequilibrium steady states. The extended Clausius relation enables one to experimentally determine nonequilibrium entropy to the second order in the heat current. The associated Shannon-like microscopic expression of the entropy is suggestive. When the heat current is fixed, the extended Gibbs relation provides a unified treatment of thermodynamic forces in the linear nonequilibrium regime.     

Irreversibility and fluctuation theorem in stationary time series

The relative entropy between the joint probability distribution of backward and forward sequences is used to quantify time asymmetry (or irreversibility) for stationary time series. The parallel with the thermodynamic theory of nonequilibrium steady states allows us to link the degree of asymmetry in the time signal with the distance from equilibrium and the lack of detailed balance among its states. We study the statistics of time asymmetry in terms of the fluctuation theorem, showing that this type of relationship derives from simple general symmetries valid for any stationary time series.     

Nonequilibrium Thermodynamics of Polymeric Liquids via Atomistic Simulation

The challenge of calculating nonequilibrium entropy in polymeric liquids undergoing flow was addressed from the perspective of extending equilibrium thermodynamics to include internal variables that quantify the internal microstructure of chain-like macromolecules and then applying these principles to nonequilibrium conditions under the presumption of an evolution of quasie equilibrium states in which the requisite internal variables relax on different time scales. The nonequilibrium entropy can be determined at various levels of coarse-graining of the polymer chains by statistical expressions involving nonequilibrium distribution functions that depend on the type of flow and the flow strength. Using nonequilibrium molecular dynamics simulations of a linear, monodisperse, entangled C₁₀₀₀H₂₀₀₂ polyethylene melt, nonequilibrium entropy was calculated directly from the nonequilibrium distribution functions, as well as from their second moments, and also using the radial distribution function at various levels of coarse-graining of the constituent macromolecular chains. Surprisingly, all these different methods of calculating the nonequilibrium entropy provide consistent values under both planar Couette and planar elongational flows. Combining the nonequilibrium entropy with the internal energy allows determination of the Helmholtz free energy, which is used as a generating function of flow dynamics in nonequilibrium thermodynamic theory.