Big entropy fluctuations in statistical equilibrium: The macroscopic kinetics

Large entropy fluctuations in the equilibrium steady state of classical mechanics are studied in extensive numerical experiments in a simple strongly chaotic Hamiltonian model with two degrees of freedom described by the modified Arnold cat map. The rise and fall of a large separated fluctuation is shown to be described by the (regular and stable) “macroscopic” kinetics, both fast (ballistic) and slow (diffusive). We abandon a vague problem of the “appropriate” initial conditions by observing (in a long run) a spontaneous birth and death of arbitrarily big fluctuations for any initial state of our dynamical model. Statistics of the infinite chain of fluctuations similar to the Poincaré recurrences is shown to be Poissonian. A simple empirical relationship for the mean period between the fluctuations (the Poincaré “cycle”) is found and confirmed in numerical experiments. We propose a new representation of the entropy via the variance of only a few trajectories (“particles”) that greatly facilitates the computation and at the same time is sufficiently accurate for big fluctuations. The relation of our results to long-standing debates over the statistical “irreversibility” and the “time arrow” is briefly discussed.     

Inertial Effects in Nonequilibrium Work Fluctuations by a Path Integral Approach

Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the laboratory and comoving frames and prove the asymptotic fluctuation theorem for these works for any initial condition. Important and observable differences between the work fluctuations in the two frames appear for finite times and are discussed concretely for a nonequilibrium steady state initial condition. We also show that for finite times a time oscillatory behavior appears in the work distribution function for masses larger than a nonzero critical value.     

Stability criteria and fluctuations around nonequilibrium states

A stochastic formulation of the stability of, nonequilibrium states is discussed. An entropy balance equation, including the effect of both the macroscopic evolution and of the fluctuations is derived. In the linear region of thermodynamics Prigogine's minimum entropy production, theorem is extended to include the effect of fluctuations. The latter are shown to reïnforce the return of the system to its steady state distribution.     

Microscopic Features of Bosonic Quantum Transport and Entropy Production

The microscopic features of bosonic quantum transport in a nonequilibrium steady state, which breaks time reversal invariance spontaneously, are investigated. The analysis is based on the probability distributions, generated by the correlation functions of the particle current and the entropy production operator. The general approach is applied to an exactly solvable model with a point‐like interaction driving the system away from equilibrium. The quantum fluctuations of the particle current and the entropy production are explicitly evaluated in the zero frequency limit. It is shown that all moments of the entropy production distribution are non‐negative, which provides a microscopic version of the second law of thermodynamics. On this basis a concept of efficiency, taking into account all quantum fluctuations, is proposed and analyzed. The role of the quantum statistics in this context is also discussed.     

Fluktuationen von Besetzungszahlen

Kinetic equations for the fluctuations and the fluctuation spectrum of the occupation numbers in a nonequilibrium stationary state are derived within a stochastic theory. The probability of changes of the distribution in infinitesimal time intervals is given by the “Stoßzahlansatz”. It is assumed for the decoupling of the higher correlations, that the occupation numbers are macroscopic variables.     

Dynamics of fluctuations in a reactive system of low spatial dimension

We study, using master equation techniques, the time evolution of the average concentration and fluctuations in the two-speciesn-molecule reactionA+(n-1)XnX in one dimension described by a Glauber-type dynamical lattice model for the specific casesn=2 (bimolecular) andn=3 (trimolecular). The evolution is found to be quite different from that described by the Mean-Field equations even for the bimolecular case, where the steady state is meanfield. For the trimolecular process, the values of fluctuation correlations in the nonequilibrium steady state are well predicted by the fixed points of the dynamical equations obtained from the master equation. In addition, three-point fluctuation correlations are found to play an important role in both processes and are accounted for by an extended Bethe-type ansatz. The bimolecular system shows no memory effects of initial conditions, while the trimolecular system is characterized by memory effects in terms of the average concentration, fluctuations as well as the entropy. The spatial decay of fluctuation correlations is found to be short range at the steady state for the trimolecular system.     

Onsager-Machlup Theory and Work Fluctuation Theorem for a Harmonically Driven Brownian Particle

We extend Tooru-Cohen analysis for nonequilibrium steady state (NSS) of a Brownian particle to nonequilibrium oscillatory state (NOS) of Brownian particle by considering time dependent external drive protocol. We consider an unbounded charged Brownian particle in the presence of oscillating electric field and prove work fluctuation theorem, which is valid for any initial distribution and at all times. For harmonically bounded and constantly dragged Brownian particle considered by Tooru and Cohen, work fluctuation theorem is valid for any initial condition (also NSS), but only in large time limit. We use Onsager-Machlup Lagrangian with a constraint to obtain frequency dependent work distribution function, and describe entropy production rate and properties of dissipation functions for the present system using Onsager-Machlup functional.     

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.     

Extension of the fluctuation-dissipation theorem to non-equilibrium systems

The fluctuation-dissipation theorem is generalized to the case of nonequilibrium (albeit in a stable steady state) systems. The relationship between the correlation function of the current fluctuations and the average energy absorbed by the system as a consequence of dissipation is used. For a nonequilibrium classical system, the responce function is connected with the correlation function in which the averaging is over the derivative of the energy distribution function. Using the spectrum of the electromagnetic fluctuations, inverting the fluctuation-dissipation relation one can find the permittivity of the medium.     

Nonlinear fluctuation-dissipation relations and stochastic models in nonequilibrium thermodynamics: II. Kinetic potential and variational principles for nonlinear irreversible processes

On the basis of a complete system of fluctuation-dissipation relations, considered in the first part of this series, a variational principle for nonlinear irreversible processes is derived. According to this principle the virtual entropy production functional (analogous to the action in mechanics) has an absolute minimum meaning on the real trajectory of a system. The universal structure of the “kinetic potential” and the “lagrangian” of a system, each contain complete information about fluctuations of macrovariables. The connection of the lagrangian with the markovian kinetic operator of macrovariables is stated. Fundamental properties of dissipative potentials, reflecting microscopic reversibility, are considered. The derived variational principle can be applied to closed systems (the steady state of which is equilibrium) as well as to open ones (when external dynamic forces cause entropy flux through the system and put it into a steady non-equilibrium state). Canonical transformations of macrovariables are considered.     

Tagged particle fluctuations in uniform shear flow

The nonlinear Boltzmann and Boltzmann-Lorentz equations are used to describe the dynamics of a tagged particle in a nonequilibrium gas. For the special case of Maxwell molecules with uniform shear flow, an exact set of equations for the average position and velocity, and their fluctuations, is obtained. The results apply for arbitrary magnitude of the shear rate and include the effects of viscous heating. A generalization of Onsager's assumption of the regression of fluctuations is found to apply for the relationship between the equations for the average dynamics and those for the time correlation functions. The connection between fluctuations and dissipation is described by the equations for the equal-time correlation function. The source term in these equations indicates that the “noise” in this nonequilibrium state is qualitatively different from that in equilibrium, or even local equilibrium. These equations are solved to determine the velocity autocorrelation function as a function of the shear rate.     

Stability and entropy production in electrical circuits

A number of the theorems expounded by Prigogine, Glansdorff and their collaborators are translated into electrical circuit terminology and their validity and significance discussed. The simultaneous occurrence of inductors and capacitors represents a situation not envisioned in the chemically oriented discussions and imposes some limitations. The electrical terminology also leads to “dual” theorems, in which voltage sources are replaced by current sources. The validity of the theorems in situations in which fluctuations are critical to the relaxation behavior is analyzed. The “excess entropy production” theorem is only valid if the circuit relaxation can be described by single-valued macroscopic variables, but not if it must be described by distribution functions. We stress that no purely local characterization, which examines a multistable system only in the neighborhoods where it occurs with high probability, can predict or characterize the steady state.     

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.     

Steady State Properties of One-Dimensional Non-uniform Granular Gases Subjected to Gaussian White Noise Driving

We present a model of non-uniform granular gases in one-dimensional case, whose granularity distribution has the fractal characteristic. We have studied the nonequilibrium properties of the system by means of Monte Carlo method. When the typical relaxation time T of the Brownian process is greater than the mean collision time To, the energy evolution of the system exponentially decays, with a tendency to achieve a stable asymptotic value, and the system finally reaches a nonequilibrium steady state in which the velocity distribution strongly deviates from the Gaussian one. Three other aspects have also been studied for the steady state： the visualized change of the particle density, the entropy of the system and the correlations in the velocity of particles. And the results of simulations indicate that the system has strong spatial clustering; Furthermore, the influence of the inelasticity and inhomogeneity on dynamic behaviors have also been extensively investigated, especially the dependence of the entropy and the correlations in the velocity of particles on the restitute coefficient e and the fractal dimension D.     

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.     

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.