Monte Carlo simulations of the equilibrium and non-equilibrium properties of low-dimensional magnetic systems with long-range dipolar interactions

The equilibrium and non-equilibrium properties of a two-dimensional Ising-like spin system with both ferromagnetic exchange and long-range dipolar interactions are studied. Implementing the Ewald Sums (ES) for the calculation of the dipolar interaction we reproduced the results of the literature concerning the equilibrium-phase diagram and the stability of the phases. We also investigated the aging regime and the Fluctuation–Dissipation Theorem (FDT) violations in the system and we showed that, despite usual claims in the literature, the dynamical behavior of the system is independent of the strength of the dipolar interaction, at least in the zone of the phase diagram under study.     

The Emergence of Temporal Structures in Dynamical Systems

Dynamical systems in classical, relativistic and quantum physics are ruled by laws with time reversibility. Complex dynamical systems with time-irreversibility are known from thermodynamics, biological evolution, growth of organisms, brain research, aging of people, and historical processes in social sciences. Complex systems are systems that compromise many interacting parts with the ability to generate a new quality of macroscopic collective behavior the manifestations of which are the spontaneous emergence of distinctive temporal, spatial or functional structures. But, emergence is no mystery. In a general meaning, the emergence of macroscopic features results from the nonlinear interactions of the elements in a complex system. Mathematically, the emergence of irreversible structures is modelled by phase transitions in non-equilibrium dynamics of complex systems. These methods have been modified even for chemical, biological, economic and societal applications (e.g., econophysics). Emergence of irreversible structures can also be simulated by computational systems. The question arises how the emergence of irreversible structures is compatible with the reversibility of fundamental physical laws. It is argued that, according to quantum cosmology, cosmic evolution leads from symmetry to complexity of irreversible structures by symmetry breaking and phase transitions. Thus, arrows of time and aging processes are not only subjective experiences or even contradictions to natural laws, but they can be explained by quantum cosmology and the nonlinear dynamics of complex systems. Human experiences and religious concepts of arrows of time are considered in a modern scientific framework. Platonic ideas of eternity are at least understandable with respect to mathematical invariance and symmetry of physical laws. Heraclit’s world of change and dynamics can be mapped onto our daily real-life experiences of arrows of time.     

非平衡系统Master方程的稳定性

针对非平衡统计中出现的多元线性Master方程,利用“熵产生”和“剩余熵产生”的概念讨论了Master方程在线性平衡区和非线性远离平衡区的稳定性问题。从而得到与Prigo-gine宏观热力学理论中一致的结果。此外还提出了Master方程所决定的“概率流”的概念,给出了概率流分解的具体解析表达式。 关键词：     

Phase behavior and collective excitations of the Morse ring chain

Using primarily numerical methods we study clustering processes and collective excitations in a one-dimensional ring chain. The ring chain is constituted by N identical point particles with next neighbors interacting via nonlinear Morse springs. If the system is coupled to a heat bath (Gaussian white noise and viscous friction), then depending on the particle density and the bath temperature different phase-like states can be distinguished. This will be illustrated by means of numerically calculated phase diagrams. In order to identify collective excitations activated by the heat bath we calculate the spectrum of the normalized dynamical structure factor (SDF). Our numerical results show that the transition regions between different phase-like states are typically characterized by a 1/f-type SDF spectrum, reflecting the fact that near critical points correlations on all length and time scales become important. In the last part of the paper we also discuss a non-equilibrium effect, which occurs if an additional nonlinearly velocity-dependent force is included in the equations of motions. In particular it will be shown that such additional dissipative effects may stabilize cluster configurations.Received: 27 June 2003, Published online: 2 October 2003PACS: 05.70.Fh Phase transitions: general studies - 05.70.Ln Non-equilibrium and irreversible processes - 05.40.-a Fluctuation phenomena, random processes, noise and Brownian motion     

Farewell to tachyons?

It is shown that in addition to the usual difficulties related to causality, the theory of superluminal particles also exhibits paradoxical symmetry violations. In the second part of the paper a conventional paradox is revisited: causality violations at the macroscopic level follow from simple statistical arguments.     

Nonequilibrium fluctuations and mechanochemical couplings of a molecular motor

We investigate theoretically the violations of Einstein and Onsager relations and the thermodynamic efficiency for a single processive motor operating far from equilibrium using an extension of the two-state model introduced by Kafri et al. [Biophys. J. 86, 3373 (2004)10.1529/biophysj.103.036152]. With the aid of the Fluctuation Theorem, we analyze the general features of these violations and this efficiency and link them to mechanochemical couplings of motors. In particular, an analysis of the experimental data of kinesin using our framework leads to interesting predictions that may serve as a guide for future experiments.     

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.     

一维元胞自动机随机交通流模型的宏观方程分析

在一维局部作用元胞自动机交通流模型中引入刹车噪声与产生、消失概率,得到一完全随机的元胞自动机交通流模型.利用玻耳兹曼近似,建立了该模型的宏观动力学方程,并对宏观方程在特殊条件下的解进行了理论分析和计算机模拟. 关键词： 元胞自动机 交通流 Burgers方程 激波     

Non-linear Burnett order thermal stress coefficient

The formal theory of non-equilibrium statistical is used to obtain the irreversible Burnett order thermal stresses, and time correlation function expressions for both linear and nonlinear transport coefficients are identified. Evaluation of these expressions in the Boltzmann limit shows agreement with the Chapman-Enskog solution of kinetic theory.     

Implications of causality for quantum biology – I: topology change

A framework for describing the causal, topology changing, evolution of interacting biomolecules is developed. The quantum dynamical manifold equations (QDMEs) derived from this framework can be related to the causality restrictions implied by a finite speed of light and to Planck's constant to set a transition frequency scale. The QDMEs imply conserved stress-energy, angular-momentum and Noether currents. The functional whose extremisation leads to this result provides a causal, time-dependent, non-equilibrium generalisation of the Hohenberg–Kohn theorem. The system of dynamical equations derived from this functional and the currents J derived from the QDMEs are shown to be causal and consistent with the first and second laws of thermodynamics. This has the potential of allowing living systems to be quantum mechanically distinguished from non-living ones.     

Nonequilibrium Time Reversibility with Maps and Walks

Time-reversible dynamical simulations of nonequilibrium systems exemplify both Loschmidt’s and Zermélo’s paradoxes. That is, computational time-reversible simulations invariably produce solutions consistent with the irreversible Second Law of Thermodynamics (Loschmidt’s) as well as periodic in the time (Zermélo’s, illustrating Poincaré recurrence). Understanding these paradoxical aspects of time-reversible systems is enhanced here by studying the simplest pair of such model systems. The first is time-reversible, but nevertheless dissipative and periodic, the piecewise-linear compressible Baker Map. The fractal properties of that two-dimensional map are mirrored by an even simpler example, the one-dimensional random walk, confined to the unit interval. As a further puzzle the two models yield ambiguities in determining the fractals’ information dimensions. These puzzles, including the classical paradoxes, are reviewed and explored here.     

Time Dependence of Entropy Flux and Entropy Production of a Dissipative Dynamical System Driven by Non-Gaussian Noise

A stochastic dissipative dynamical system driven by non-Gaussian noise is investigated. A general approximate Fokker-Planck equation of the system is derived through a path-integral approach. Based on the definition of Shannon＇s information entropy, the exact time dependence of entropy flux and entropy production of the system is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculation can be used to interpret the interplay of the dissipative constant and non-Gaussian noise on the entropy flux and entropy production.     

The principle of maximum entropy and Boltzmann type kinetic equations

The problem of the paper is the possibility of a dynamical justification of the principle of maximum entropy in the sense of a dynamical semigroup of open systems. It has been shown that, under the assumption of a convex dynamical semigroup defined on discrete and finite probability distributions (a finite sample space), this principle cannot be realized. This is possible, however, for non-linear dynamical semigroups for some random variables called p-collision-type variables in analogy to the Boltzmann 2-collision problem.     

A Rigourous Demonstration of the Validity of Boltzmann’s Scenario for the Spatial Homogenization of a Freely Expanding Gas and the Equilibration of the Kac Ring

Boltzmann provided a scenario to explain why individual macroscopic systems composed of a large number N of microscopic constituents are inevitably (i.e., with overwhelming probability) observed to approach a unique macroscopic state of thermodynamic equilibrium, and why after having done so, they are then observed to remain in that state, apparently forever. We provide here rigourous new results that mathematically prove the basic features of Boltzmann’s scenario for two classical models: a simple boundary-free model for the spatial homogenization of a non-interacting gas of point particles, and the well-known Kac ring model. Our results, based on concentration inequalities that go back to Hoeffding, and which focus on the typical behavior of individual macroscopic systems, improve upon previous results by providing estimates, exponential in N, of probabilities and time scales involved.     

Microscopic aspects implied by the Second Law

It is conventional to try to arrive at the Boltzmann principle and the Second Law starting with the laws of dynamics at the microscopic level. In this article the opposite view is presented: Starting with the Second Law, microscopic properties are derived. A classical result of Wien is developed into a general theorem, and the possibility of deriving the Boltzmann principle as a consequence of Carnot's theorem is discussed.     

Equivalence of Non-equilibrium Ensembles and Representation of Friction in Turbulent Flows: The Lorenz 96 Model

We construct different equivalent non-equilibrium statistical ensembles in a simple yet instructive \(N\) -degrees of freedom model of atmospheric turbulence, introduced by Lorenz in 1996. The vector field can be decomposed into an energy-conserving, time-reversible part, plus a non-time reversible part, including forcing and dissipation. We construct a modified version of the model where viscosity varies with time, in such a way that energy is conserved, and the resulting dynamics is fully time-reversible. For each value of the forcing, the statistical properties of the irreversible and reversible model are in excellent agreement, if in the latter the energy is kept constant at a value equal to the time-average realized with the irreversible model. In particular, the average contraction rate of the phase space of the time-reversible model agrees with that of the irreversible model, where instead it is constant by construction. We also show that the phase space contraction rate obeys the fluctuation relation, and we relate its finite time corrections to the characteristic time scales of the system. A local version of the fluctuation relation is explored and successfully checked. The equivalence between the two non-equilibrium ensembles extends to dynamical properties such as the Lyapunov exponents, which are shown to obey to a good degree of approximation a pairing rule. These results have relevance in motivating the importance of the chaotic hypothesis. in explaining that we have the freedom to model non-equilibrium systems using different but equivalent approaches, and, in particular, that using a model of a fluid where viscosity is kept constant is just one option, and not necessarily the only option, for describing accurately its statistical and dynamical properties.     

Continuity equation for probability as a requirement of inference over paths

Local conservation of probability, expressed as the continuity equation, is a central feature of non-equilibrium Statistical Mechanics. In the existing literature, the continuity equation is always motivated by heuristic arguments with no derivation from first principles. In this work we show that the continuity equation is a logical consequence of the laws of probability and the application of the formalism of inference over paths for dynamical systems. That is, the simple postulate that a system moves continuously through time following paths implies the continuity equation. The translation between the language of dynamical paths to the usual representation in terms of probability densities of states is performed by means of an identity derived from Bayes’ theorem. The formalism presented here is valid independently of the nature of the system studied: it is applicable to physical systems and also to more abstract dynamics such as financial indicators, population dynamics in ecology among others.     

Entropy production and nonequilibrium stationarity in quantum dynamical systems. Physical meaning of van Hove limit

With aid of the so-called dilation method, a concise formula is obtained for the entropy production in the algebraic formulation of quantum dynamical systems. In this framework, the initial ergodic state of an external force system plays a pivotal role in generating dissipativity as a conditional expectation. The physical meaning of van Hove limit is clarified through the scale-changing transformation to control transitions between microscopic and macroscopic levels. It plays a crucial role in realizing the macroscopic stationarity in the presence of microscopic fluctuations as well as in the transition from non-Markovian (groupoid) dynamics to Markovian dissipative processes of state changes. The extension of the formalism to cases with spatial and internal inhomogeneity is indicated in the light of the groupoid dynamical systems and noncommutative integration theory.