Macroscopic Determinism in Interacting Systems Using Large Deviation Theory

We consider the quasi-deterministic behavior of systems with a large number, n, of deterministically interacting constituents. This work extends the results of a previous paper [J. Statist. Phys. 99:1225–1249 (2000)] to include vector-valued observables on interacting systems. The approach used here, however, differs markedly in that a level-1 large deviation principle (LDP) on joint observables, rather than a level-2 LDP on empirical distributions, is employed. As before, we seek a mapping _t on the set of (possibly vector-valued) macrostates such that, when the macrostate is given to be a ₀ at time zero, the macrostate at time t is _t (a ₀) with a probability approaching one as n tends to infinity. We show that such a map exists and derives from a generalized dynamic free energy function, provided the latter is everywhere well defined, finite, and differentiable. We discuss some general properties of _t relevant to issues of irreversibility and end with an example of a simple interacting lattice, for which an exact macroscopic solution is obtained.     

Time Evolution in Macroscopic Systems. I. Equations of Motion

Time evolution of macroscopic systems is re-examined primarily through further analysis and extension of the equation of motion for the density matrix (t). Because contains both classical and quantum-mechanical probabilities it is necessary to account for changes in both in the presence of external influences, yet standard treatments tend to neglect the former. A model of time-dependent classical probabilities is presented to illustrate the required type of extension to the conventional time-evolution equation, and it is shown that such an extension is already contained in the definition of the density matrix.     

Large Deviation Approach to the Randomly Forced Navier--Stokes Equation

The random forced Navier--Stokes equation can be obtained as a variational problem of a proper action. By virtue of incompressibility, the integration over transverse components of the fields allows to cast the action in the form of a large deviation functional. Since the hydrodynamic operator is nonlinear, the functional integral yielding the statistics of fluctuations can be practically computed by linearizing around a physical solution of the hydrodynamic equation. We show that this procedure yields the dimensional scaling predicted by K41 theory at the lowest perturbative order, where the perturbation parameter is the inverse Reynolds number. Moreover, an explicit expression of the prefactor of the scaling law is obtained.     

Non-Markovian Quantum Kinetics and Conservation Laws

A link between memory effects in quantum kinetic equations and nonequilibrium correlations associated with the energy conservation is investigated. In order that the energy be conserved by an approximate collision integral, the one-particle distribution function and the mean interaction energy are treated as independent nonequilibrium state parameters. The density operator method is used to derive a kinetic equation in second-order non-Markovian Born approximation and an evolution equation for the nonequilibrium quasi-temperature which is thermodynamically conjugated to the mean interaction energy. The kinetic equation contains a correlation contribution which exactly cancels the collision term in thermal equilibrium and ensures the energy conservation in nonequilibrium states. Explicit expressions for the entropy production in the non-Markovian regime and the time-dependent correlation energy are obtained.     

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.     

Large Deviations in Weakly Interacting Boundary Driven Lattice Gases

One-dimensional, boundary-driven lattice gases with local interactions are studied in the weakly interacting limit. The density profiles and the correlation functions are calculated to first order in the interaction strength for zero-range and short-range processes differing only in the specifics of the detailed-balance dynamics. Furthermore, the effective free-energy (large-deviation function) and the integrated current distribution are also found to this order. From the former, we find that the boundary drive generates long-range correlations only for the short-range dynamics while the latter provides support to an additivity principle recently proposed by Bodineau and Derrida.     

Linear Response Theory for Thermally Driven Quantum Open Systems

This note is a continuation of our recent paper [V. Jakšić Y. Ogata, and C.-A. Pillet, The Green-Kubo formula and Onsager reciprocity relations in quantum statistical mechanics. Commun. Math. Phys. in press.] where we have proven the Green-Kubo formula and the Onsager reciprocity relations for heat fluxes in thermally driven quantum open systems. In this note we extend the derivation of the Green-Kubo formula to heat and charge fluxes and discuss some other generalizations of the model and results of [V. Jakšić Y. Ogata and C.-A. Pillet, The Green-Kubo formula and Onsager reciprocity relations in quantum statistical mechanics. Commun. Math. Phys. in press.].     

Existence theory of the linear equations appearing in the Chapman-Enskog solutions to two kinetic equations for liquids

The linear operators appearing in the Chapman-Enskog solutions to Kirkwood's Fokker-Planck kinetic equation and to Rice and Allnatt's kinetic equation are studied in this article. Existence proofs are given for the linearized Chapman-Enskog equations involving either the Fokker-Planck or the Rice-Allnatt operators. It is shown that the Fokker-Planck and Rice-Allnatt operators, defined in the domain appropriate to kinetic theory, are essentially self-adjoint. It is also shown that the spectrum of either of these operators coincides with the spectrum of the self-adjoint extension of the corresponding operator.Sloan Foundation Fellow 1968–70. Guggenheim Fellow 1969–70.     

Discovering Noncritical Organization: Statistical Mechanical,Information Theoretic,and Computational Views of Patterns in One-Dimensional Spin Systems

We compare and contrast three different, but complementary views of “structure” and “pattern” in spatial processes. For definiteness and analytical clarity, we apply all three approaches to the simplest class of spatial processes: one-dimensional Ising spin systems with finite-range interactions. These noncritical systems are well-suited for this study since the change in structure as a function of system parameters is more subtle than that found in critical systems where, at a phase transition, many observables diverge, thereby making the detection of change in structure obvious. This survey demonstrates that the measures of pattern from information theory and computational mechanics differ from known thermodynamic and statistical mechanical functions. Moreover, they capture important structural features that are otherwise missed. In particular, a type of mutual information called the excess entropy—an information theoretic measure of memory—serves to detect ordered, low entropy density patterns. It is superior in several respects to other functions used to probe structure, such as magnetization and structure factors. ϵ-Machines—the main objects of computational mechanics—are seen to be the most direct approach to revealing the (group and semigroup) symmetries possessed by the spatial patterns and to estimating the minimum amount of memory required to reproduce the configuration ensemble, a quantity known as the statistical complexity. Finally, we argue that the information theoretic and computational mechanical analyses of spatial patterns capture the intrinsic computational capabilities embedded in spin systems—how they store, transmit, and manipulate configurational information to produce spatial structure.     

Derivation of Maximum Entropy Principles in Two-Dimensional Turbulence via Large Deviations

The continuum limit of lattice models arising in two-dimensional turbulence is analyzed by means of the theory of large deviations. In particular, the Miller–Robert continuum model of equilibrium states in an ideal fluid and a modification of that model due to Turkington are examined in a unified framework, and the maximum entropy principles that govern these models are rigorously derived by a new method. In this method, a doubly indexed, measure-valued random process is introduced to represent the coarse-grained vorticity field. The natural large deviation principle for this process is established and is then used to derive the equilibrium conditions satisfied by the most probable macrostates in the continuum models. The physical implications of these results are discussed, and some modeling issues of importance to the theory of long-lived, large-scale coherent vortices in turbulent flows are clarified.     

Large charge fluctuations in classical Coulomb systems

The typical fluctuation of the net electric chargeQ contained in a subregion of an infinitely extended equilibrium Coulomb system is expected to grow only as S, whereS is the surface area of. For some cases it has been previously shown thatQ/S has a Gaussian distribution as ¦¦. Here we study the probability law for larger charge fluctuations (large-deviation problem). We discuss the case when both ¦¦ andQ are large, but now withQ of an order larger than S. For a given value ofQ, the dominant microscopic configurations are assumed to be those associated with the formation of a double electrical layer along the surface of. The probability law forQ is then determined by the free energy of the double electrical layer. In the case of a one-component plasma, this free energy can be computed, for large enoughQ, by macroscopic electrostatics. There are solvable two-dimensional models for which exact microscopic calculations can be done, providing more complete results in these cases. A variety of behaviors of the probability law are exhibited.     

Large Deviation of the Density Profile in the Steady State of the Open Symmetric Simple Exclusion Process

We consider an open one dimensional lattice gas on sites i=1,..., N, with particles jumping independently with rate 1 to neighboring interior empty sites, the simple symmetric exclusion process. The particle fluxes at the left and right boundaries, corresponding to exchanges with reservoirs at different chemical potentials, create a stationary nonequilibrium state (SNS) with a steady flux of particles through the system. The mean density profile in this state, which is linear, describes the typical behavior of a macroscopic system, i.e., this profile occurs with probability 1 when N. The probability of microscopic configurations corresponding to some other profile (x), x=i/N, has the asymptotic form exp[–N ({})]; is the large deviation functional. In contrast to equilibrium systems, for which _eq({}) is just the integral of the appropriately normalized local free energy density, the we find here for the nonequilibrium system is a nonlocal function of . This gives rise to the long range correlations in the SNS predicted by fluctuating hydrodynamics and suggests similar non-local behavior of in general SNS, where the long range correlations have been observed experimentally.     

Duality and Hidden Symmetries in Interacting Particle Systems

In the context of Markov processes, both in discrete and continuous setting, we show a general relation between duality functions and symmetries of the generator. If the generator can be written in the form of a Hamiltonian of a quantum spin system, then the “hidden” symmetries are easily derived. We illustrate our approach in processes of symmetric exclusion type, in which the symmetry is of SU(2) type, as well as for the Kipnis-Marchioro-Presutti (KMP) model for which we unveil its SU(1,1) symmetry. The KMP model is in turn an instantaneous thermalization limit of the energy process associated to a large family of models of interacting diffusions, which we call Brownian energy process (BEP) and which all possess the SU(1,1) symmetry. We treat in details the case where the system is in contact with reservoirs and the dual process becomes absorbing.     

Kinetic Theory of Area-Preserving Maps. Application to the Standard Map in the Diffusive Regime

The evolution of the distribution function of a dynamical system governed by a general two-dimensional area-preserving iterative map is studied by the methods of nonequilibrium statistical mechanics. A closed, non-Markovian master equation determines the angle-averaged distribution function (the density profile). The complementary, angle-dependent part (the fluctuations) is expressed as a non-Markovian functional of the density profile. Whenever there exist two widely separated intrinsic time scales, the master equation can be markovianized, yielding an asymptotic kinetic equation. The general theory is applied to the standard map in the diffusive regime, i.e., for large stochasticity parameter and large scale length. The non-Markovian master equation can be written and solved analytically in this approximation. The two characteristic time scales are exhibited. This permits the thorough study of the evolution of the density profile, its tendency toward the Markovian approximation, and eventually toward a diffusive Gaussian packet. The evolution of the fluctuations is also described in detail. The various relaxation processes are governed asymptotically by a single diffusion coefficient, which is calculated analytically. This model appears as a testing bench for the study of kinetic equations. The various previous approaches to this problem are reviewed and critically discussed.     

Entropy Production in Nonlinear,Thermally Driven Hamiltonian Systems

We consider a finite chain of nonlinear oscillators coupled at its ends to two infinite heat baths which are at different temperatures. Using our earlier results about the existence of a stationary state, we show rigorously that for arbitrary temperature differences and arbitrary couplings, such a system has a unique stationary state. (This extends our earlier results for small temperature differences.) In all these cases, any initial state will converge (at an unknown rate) to the stationary state. We show that this stationary state continually produces entropy. The rate of entropy production is strictly negative when the temperatures are unequal and is proportional to the mean energy flux through the system     

Deriving a kinetic uncertainty relation for piecewise deterministic processes: from classical to quantum

From the perspective of Markovian piecewise deterministic processes (PDPs), we investigate the derivation of a kinetic uncertainty relation (KUR), which was originally proposed in Markovian open quantum systems. First, stationary distributions of classical PDPs are explicitly constructed. Then, a tilting method is used to derive a rate functional of large deviations. Finally, based on an improved approximation scheme, we recover the KUR. These classical results are directly extended to the open quantum systems. We use a driven two-level quantum system to exemplify the quantum results.     

The initial distribution in classical statistical mechanics

This paper presents arguments proving that several kinds of experimental preparation procedures for classical systems lead in certain limits to initial distributions that are functions only of macroscopic variables.This research was supported by the U.S. Air Force Office of Scientific Research under Contract F44620-72-C-0072.     

Note on Two Theorems in Nonequilibrium Statistical Mechanics

An attempt is made to clarify the difference between a theorem derived by Evans and Searles in 1994 on the statistics of trajectories in phase space and a theorem proved by the authors in 1995 on the statistics of fluctuations on phase space trajectory segments in a nonequilibrium stationary state.     

Field Theory of Critical Behavior in Driven Diffusive Systems with Quenched Disorder

We present a field-theoretic renormalization-group study for the critical behavior of a uniformly driven diffusive system with quenched disorder, which is modeled by different kinds of potential barriers between sites. Due to their symmetry properties, these different realizations of the random potential barriers lead to three different models for the phase transition to transverse order and to one model for the phase transition to longitudinal order all belonging to distinct universality classes. In these four models, which have different upper critical dimensions d _c, we find the critical scaling behavior of the vertex functions in spatial dimensions d<d _c. The deviation from purely diffusive behavior is characterized by the anomaly exponent , which we calculate at first and second order, respectively, in =d _c–d. In each model turns out to be positive, which means superdiffusive spread of density fluctuations in the driving force direction.