Conditional equilibrium and the equivalence of microcanonical and grandcanonical ensembles in the thermodynamic limit

Equivalence (allowing for convex combinations) of microcanonical, canonical and grandcanonical ensembles for states of classical systems is established under very mild assumptions on the limiting state. We introduce the notion of conditional equilibrium (C.E.), a property of states of infinite systems which characterizes convex combinations of limits of microcanonical ensembles. It is shown that C.E. states are, under quite general conditions, mixtures of Gibbs states.Supported in part by NSF Grant No. MCS 75-21684 A02Supported in part by NSF Grant No. MPS 72-04534Supported in part by NSF Grant No. Phy 77-22302     

Thermodynamics and phase transitions in dissipative and active Morse chains

We study the evolution of a simple one-dimensional chain of N=4 particles with Morse interactions and periodic boundary conditions which are imbedded into a heat bath creating dissipation and noise. The investigation is concentrated on thermodynamic properties for equilibrium, near-equilibrium and far-equilibrium conditions. For the thermodynamic equilibrium, created by white noise and passive friction obeying Einsteins fluctuation dissipation relation, we find a standard phase diagram. By applying active friction forces the system is driven to stationary non-equilibrium states, creating conditions where various self-sustained oscillations are excited. Thermodynamic quantities like energy, pressure and entropy are calculated near equilibrium, around a critical distance from equilibrium and far from equilibrium. We observe maximal order (minimum entropy) in certain region of the noise temperature, a phenomenon which is reminiscent of stochastic resonance. With increasing distance from equilibrium new phases corresponding to the existence of several attractors of the dynamical stem appear.     

Energy inconsistency of Galerkin approximationsfor plane Couette flow

For classical solutions of the incompressible Navier-Stokes equations (NSE) the energybalance between kinetic energy, work done by external forces, and viscous dissipation holds rigorously true. It is shown in this paper that standard Galerkin approximations violate energy balance in the case of plane Couette flow, whereas Poiseuille flow turns out to be energy consistent at any cutoff. The main reason for this discrepancy is seen in the different boundary conditions between the stationary linear shear flow and its disturbances. In our analysis, essentially, we introduce an auxiliary external force field which enforces the finite dimensional Galerkin approximation to fulfil the NSE. It is exemplarily demonstrated how the energy discrepancy decreases when the number of disturbed modes is increased which couple to the stationary shear flow.     

On transitions to stationary states in Hamiltonian nonlinear wave equations

We consider the convergence to stationary states of all finite energy solutions to nonlinear wave equations without dissipation in the long-time limits t → ±∞. The investigation is inspired by Bohr's postulate on the transitions between stationary states, by de Broglie's wave-particle duality, and by radiative damping in classical electrodynamics.     

Equilibrium states for a classical lattice gas

Various definitions of thermodynamic equilibrium states for a classical lattice gas are given and are proved to be equivalent. In all cases, a set of equations is given, the solutions of which are by definition equilibrium states. Examples are the condition of Lanford and Ruelle, and the KMS boundary condition. In connection with this, it is shown that the time translation for classical interactions exists as an automorphism of the quantum algebra of observables, under conditions which are weaker than those found for quantum interactions.     

One-and two-front states of equilibrium in a thin superconducting film

Two-phase states of equilibrium of a thin superconducting film carrying a current under conditions of convective heat exchange at the free surface of the film are studied. It is shown that for a classical superconductor the two-phase state of the film remains a single-front state over a wide range of parameters of the system. For high-T _c superconductors there exists a maximum value of the Steckl number above which weakly nonequilibrium stationary states can only be multifront states. The solutions of the boundary-value problem modeling a two-front state of equilibrium are investigated, and the conditions under which they obtain are examined. Zh. Tekh. Fiz. 68, 84–87 (March 1998)     

Dissipation in solids: thermal oscillations of atoms

Dissipation in solids describes conversion of kinetic energy to thermal energy. Heat capacity of a solid relates to the kinetic energy of the oscillations of its atoms with the assumption that they are in thermal equilibrium. Previous studies investigated criteria related to thermal relaxation, the process by which thermal equilibrium is established. They examined conditions for irreversible distribution of energy among the modes of a nonlinear periodic structure that represents atoms in a solid. These studies all point to the chaotic behavior of a freely vibrating nonlinear lattice as the kernel of the problem in addressing thermal relaxation. This paper extends the results of previous studies on thermalization to modeling of dissipation as energy absorption that takes place during forced vibration of particles in a nonlinear lattice. Results show that dissipation and chaotic behavior of the particles develop simultaneously. Such behavior develops when the forcing frequency falls within a resonance band. The results also support the argument that for a real solid, both in terms of size and complexity, resonance bands overlap significantly broadening the frequency range within which dissipation takes place.     

Ratchet effect and the transporting islands in the chaotic sea

We study directed transport in a classical deterministic dissipative system. We consider the generic case of mixed phase space and show that large ratchet currents can be generated thanks to the presence, in the Hamiltonian limit, of transporting stability islands embedded in the chaotic sea. Because of the simultaneous presence of chaos and dissipation the stationary value of the current is independent of initial conditions, except for initial states with very small measure.     

The Boundary Condition in the Classical Derivation of the BBR

The classical derivation of the black body radiation (BBR) spectrum by Boyer was based on an equilibrium mechanism such that in the absence of thermal radiation particles in a container can gain kinetic energy from the random electromagnetic zero point field (ZPF) radiation. Their loss of that energy was to be by means of their collisions with the walls of the container. Theoretically, energy dissipation through collisions with the walls might lead to a divergent kinetic energy value for the particles. This is because the box can be taken large enough to minimize the collisions probability, and that can lead to a particle’s indefinite growth in energy. Furthermore, a derivation of a general phenomenon such as the BBR should be possible without relying on the walls boundary of a box. Therefore, a new boundary condition is proposed here which is related to relativistic effects. It is shown that with the new boundary condition one may still recover the BBR spectrum. A discussion is presented that shows how the new boundary condition is indeed responsible for energy dissipations.     

Role of conserved quantities in Fourier's law for diffusive mechanical systems

Energy transport can be influenced by the presence of other conserved quantities. We consider here diffusive systems where energy and the other conserved quantities evolve macroscopically on the same diffusive space–time scale. In these situations, the Fourier law depends also on the gradient of the other conserved quantities. The rotor chain is a classical example of such systems, where energy and angular momentum are conserved. We review here some recent mathematical results about the diffusive transport of energy and other conserved quantities, in particular for systems where the bulk Hamiltonian dynamics is perturbed by conservative stochastic terms. The presence of the stochastic dynamics allows us to define the transport coefficients (thermal conductivity) and in some cases to prove the local equilibrium and the linear response argument necessary to obtain the diffusive equations governing the macroscopic evolution of the conserved quantities. Temperature profiles and other conserved quantities profiles in the non-equilibrium stationary states can be then understood from the non-stationary diffusive behavior. We also review some results and open problems on the two step approach (by weak coupling or kinetic limits) to the heat equation, starting from mechanical models with only energy conserved.     

Cooling nonlinear lattices toward energy localization

We describe the energy relaxation process produced by surface damping on lattices of classical anharmonic oscillators. Spontaneous emergence of localized vibrations dramatically slows down dissipation and gives rise to quasistationary states where energy is trapped in the form of a gas of weakly interacting discrete breathers. In one dimension, strong enough on-site coupling may yield stretched-exponential relaxation which is reminiscent of glassy dynamics. We illustrate the mechanism generating localized structures and discuss the crucial role of the boundary conditions. For two-dimensional lattices, the existence of a gap in the breather spectrum causes the localization process to become activated. A statistical analysis of the resulting quasistationary state through the distribution of breathers' energies yield information on their effective interactions.     

Stationary states and energy cascades in inelastic gases

We find a general class of nontrivial stationary states in inelastic gases where, due to dissipation, energy is transferred from large velocity scales to small velocity scales. These steady states exist for arbitrary collision rules and arbitrary dimension. Their signature is a stationary velocity distribution f(v) with an algebraic high-energy tail, f(v) approximately v(-sigma). The exponent sigma is obtained analytically and it varies continuously with the spatial dimension, the homogeneity index characterizing the collision rate, and the restitution coefficient. We observe these stationary states in numerical simulations in which energy is injected into the system by infrequently boosting particles to high velocities. We propose that these states may be realized experimentally in driven granular systems.     

Statistical mechanics of quantum spin systems. III

In the algebraic formulation the thermodynamic pressure, or free energy, of a spin system is a convex continuous functionP defined on a Banach space of translationally invariant interactions. We prove that each tangent functional to the graph ofP defines a set of translationally invariant thermodynamic expectation values. More precisely each tangent functional defines a translationally invariant state over a suitably chosen algebra of observables, i. e., an equilibrium state. Properties of the set of equilibrium states are analysed and it is shown that they form a dense set in the set of all invariant states over . With suitable restrictions on the interactions, each equilibrium state is invariant under time-translations and satisfies the Kubo-Martin-Schwinger boundary condition. Finally we demonstrate that the mean entropy is invariant under time-translations.     

On the uniqueness of the Invariant Equilibrium State and surface tension

Symmetric Equilibrium States and their properties under duality transformation are investigated. Necessary and sufficient conditions are derived for equilibrium states to be transformed into equilibrium states by duality. It is shown that ferromagnetic systems satisfying those conditions have correlation functions bounded by those corresponding to the (+) and free boundary conditions. It is then proved than any Invariant Equilibrium State of a ferromagnetic system is transformed into an equilibrium state by duality and is thus unique if the states defined by the (+), and free boundary conditions coincide on the symmetric algebra. The existence of surface tension between two pure phases is established.     

Das Fluktuationsspektrum von Elektronen in einem stationären Nichtgleichgewichtszustand

The Boltzmann equation is used to calculate the time correlation function and the fluctuation spectrum for electrons obeying classical statistics. The stationary joint distribution for one electron to be initially ink ₀=k(0) and finally ink=k(t) is given by the product of the conditional probability and the stationary distribution. These quantities can be found from the Boltzmann equation if there exists, for any initial distribution, a unique solution which satisfies the Markov equation and tends to a stationary solution for large times under stationary conditions. It is proved that these conditions hold for linear collision operators and in the relaxation approximation. General operator expressions for the fluctuation spectrum and the differential conductivity in a stationary electric field are given, which can be evaluated within the usual approximation schemes known for the stationary, nonequilibrium solutions of the Boltzmann equation. In equilibrium they reproduce the classical fluctuation dissipation theorem. In a nonequilibrium state they define a noise temperature depending on the field. In the relaxation approximation and for polynomial band structure the exact solution can be found. For parabolic and biparabolic spherical bands the result is discussed explicitly.     

Numerical study of energy transfer between a beam and its internal reflection component in a nonlinear medium

A theoretical study is presented of a special case of stationary energy transfer in degenerate two-wave mixing in a reflection geometry. The two interacting beams consist of a beam and its first-order internal reflection component created at the boundary of a nonlinear medium. Numerical results obtained from the computer calculations are presented as graphs. It is found that, under suitable conditions, this phenomenon can be used to eliminate the multiple internal reflections.     

Dissipation-Driven Selection under Finite Diffusion: Hints from Equilibrium and Separation of Time Scales

When exposed to a thermal gradient, reaction networks can convert thermal energy into the chemical selection of states that would be unfavourable at equilibrium. The kinetics of reaction paths, and thus how fast they dissipate available energy, might be dominant in dictating the stationary populations of all chemical states out of equilibrium. This phenomenology has been theoretically explored mainly in the infinite diffusion limit. Here, we show that the regime in which the diffusion rate is finite, and also slower than some chemical reactions, might bring about interesting features, such as the maximisation of selection or the switch of the selected state at stationarity. We introduce a framework, rooted in a time-scale separation analysis, which is able to capture leading non-equilibrium features using only equilibrium arguments under well-defined conditions. In particular, it is possible to identify fast-dissipation sub-networks of reactions whose Boltzmann equilibrium dominates the steady-state of the entire system as a whole. Finally, we also show that the dissipated heat (and so the entropy production) can be estimated, under some approximations, through the heat capacity of fast-dissipation sub-networks. This work provides a tool to develop an intuitive equilibrium-based grasp on complex non-isothermal reaction networks, which are important paradigms to understand the emergence of complex structures from basic building blocks.     

Fluctuations and stability of stationary non-equilibrium systems in detailed balance

A generalized thermodynamic potential for Markoffian systems with detailed balance and far from thermal equilibrium has been derived in a previous paper. It was shown that the principle of detailed balance is equivalent to a set of conditions fulfilled by this potential (“potential conditions”). The properties of this potential allow us to extend the validity of a number of thermodynamic concepts well known for systems in or near thermal equilibrium to stationary states far from thermal equilibrium. The concept of symmetry breaking phase transitions for these systems is introduced in analogy to thermal equilibrium systems by considering the dependence of the stationary probability density of the system on a set of externally controlled parameters {λ}. A functional of the time dependent probability density of the system is defined in close analogy to the Gibb's definition of entropy. This functional has the properties of a Ljapunov functional of the governing Fokker-Planck equation showing the stability of the stationary probability density. The Langevin equations connected with the Fokker-Planck equation are considered. It is shown that, by means of the potential conditions, generalized “thermodynamic” fluxes and forces may be defined in such a way that the smoothly varying part of the Langevin equations (kinetic equations) constitutes a linear relation between fluxes and forces. The matrix of coefficients is given by the diffusion matrix of the Fokker-Planck equation. The symmetry relations which hold for this matrix due to the potential conditions then lead to the Onsager-Casimir symmetry relations extended to systems with detailed balance near stationary states far from thermal equilibrium. Finally it is shown that under certain additional assumptions the generalized thermodynamic potential may be used as a Ljapunov function of the kinetic equations.     

Equality connecting energy dissipation with a violation of the fluctuation-response relation

In systems driven away from equilibrium, the velocity correlation function and the linear-response function to a small perturbation force do not satisfy the fluctuation-response relation (FRR) due to the lack of detailed balance in contrast to equilibrium systems. In this Letter, an equality between an extent of the FRR violation and the rate of energy dissipation is proved for Langevin systems under nonequilibrium conditions. This equality enables us to calculate the rate of energy dissipation by quantifying the extent of the FRR violation, which can be measured experimentally.