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.     

Conditional Expectations Relative to a Product State and the Corresponding Standard Potentials

For a lattice system with a finite number of Fermions and spins on each lattice point, conditional expectations relative to an even product state (such as Fermion Fock vacuum) are introduced and the corresponding standard potential for any given dynamics, or more generally for any given time derivative (at time 0) of strictly local operators, is defined, with the case of the tracial state previously treated as a special case. The standard potentials of a given time derivative relative to different product states are necessarily different but they are shown to give the same set of equilibrium states, where one can compare states satisfying the variational principle (for translation invariant states) or the local thermodynamical stability or the Gibbs condition, all in terms of the standard potential relative to different even product states.     

Irreversible thermodynamics of fluids

Irreversible thermodynamics of fluids is formulated based on a set of postulates. The theory thus constructed generalizes thermostatics and linear irreversible thermodynamics into the realm of nonlinear irreversible processes. In this theory the extended Gibbs relation and the entropy balance equation appear as a pair of mutually consistent equations under the postulates made. An equivalent theory is also formulated by replacing one of the postulates with another that is basically a variational principle. The variational principle yields the evolution equations for fluxes as the Euler equations that extremize the variational functional postulated. The local form of the extremized variational functional is the entropy balance equation for the irreversible processes in the system. Some further consequences of the theory are also considered. For example, nonequilibrium specific heats are shown to be at least quadratic functions of fluxes and reduce to the equilibrium specific heats in the limit of vanishing fluxes. In order to illustrate an example of possible applications, we have considered nonlinear transport processes in fluids. The connections of the present theory with other theories are discussed.     

强迫耗散系统的有序结构和系统的发展(Ⅰ)，最小熵产生原理和有序结构

一个系统的发展总是由不可逆热力过程和非线性动力过程所驱动.将大气动力学方程组同考虑了动能变化的Gibbs关系结合起来构建的熵平衡方程，才能更好地描述大气系统的不可逆热力过程和非线性动力过程.至今非平衡态热力学仅利用Onsager线性唯象关系证明了最小熵产生原理.利用新建立的熵平衡方程和大气动力学方程的性质证明，最小熵产生原理在热力学线性区和非线性区都是普遍成立的.且当热量输送平衡、水汽输送平衡和动量输送平衡时，系统达到不可逆过程最弱的最小熵产生热力学状态.当系统又是动力平衡且无平流时，这种最小熵产生态就是 关键词： 非线性热力学 熵产生 最小熵产生原理 有序结构     

Equilibrium states for a one dimensional lattice gas

The thermodynamic equilibrium state can be defined directly for an infinite system via an equilibrium condition or via the variational principle. Both definitions are used to calculate the equilibrium state for a one dimensional lattice gas with finite range interactions.     

Extremal properties of distribution function and statistical operator in equilibrium and nonequilibrium thermodynamics

It is shown that the distribution function and the statistical operator, in the case that the considered system is close to the equilibrium state, can be received by the method relying upon minimizing the information gain, which is connected with the transition of the system from a nonequilibrium state to the equilibrium state. For the systems far from equilibrium the nonequilibrium distribution function or the nonequilibrium statistical operator can be derived using a variational principle based on Jaynes' maximum entropy formalism including memory effects.     

Distribution of local entropy in the Hilbert space of bi-partite quantum systems: origin of Jaynes' principle

For a closed bi-partite quantum system partitioned into system proper and environment we interpret the microcanonical and the canonical condition as constraints for the interaction between those two subsystems. In both cases the possible pure-state trajectories are confined to certain regions in Hilbert space. We show that in a properly defined thermodynamical limit almost all states within those accessible regions represent states of some maximum local entropy. For the microcanonical condition this dominant state still depends on the initial state; for the canonical condition it coincides with that defined by Jaynes' principle. It is these states which thermodynamical systems should generically evolve into. Received 13 June 2002 / Received in final form 14 November 2002 Published online 4 February 2003 RID="a" ID="a"e-mail: jochen@theol.physik.uni-stuttgart.de     

On the Onsager Variation Principle and its Generalization for Nonlinear Irreversible Thermodynamics

The Onsager variation principle is examined from the viewpoint of the thermodynamic analogue of the D'Alembert principle in mechanics when the irreversible processes are linear and thus the system is near equilibrium. The thermodynamic D'Alembert principle is shown to be a precursor to the Onsager variation principle. The thermodynamic D'Alembert principle is then generalised to the cases of nonlinear irreversible processes occurring removed from equilibrium and a generalised form of the Onsager variation principle is obtained under some restricting conditions. The restricted variation principle so deduced has an accompanying exact differential form generalising the Clausius entropy differential (equilibrium Gibbs relations) and contains in it the essence of the thermodynamics of irreversible processes in systems where non-linear transport processes occur. An example is given for the nonlinear dissipation function in the variation functional. The evolution equations for fluxes are shown to yield those known in the literature.     

Equilibrium between anisotropic normal and pion-condensed nuclear matter

The properties of the pion-condensed phase of nuclear matter are investigated at finite temperatures in the framework of a relativistic field theory. The solution of the field equations and the expectation value of the energy-momentum tensor are calculated in the mean-field approximation. It is observed that the self-consistent set of equations for the amplitudes of the mesonic fields obtained directly from the field equations are identical with the conditions of thermodynamical equilibrium. The pressure of the pion-condensed phase is found to be isotropic in thermodynamical equilibrium.

The possibility of phase equilibrium between pion-condensed and anisotropic normal nuclear matter is studied. The nuclear matter produced in heavy-ion collisions is anisotropic and it is far from thermodynamical equilibrium. During the collision process the anisotropy is decreasing and the system approaches thermodynamical equilibrium. It is shown that non-equilibrated pion- condensed nuclear matter may have the same anisotropy as the normal one and they may be in phase equilibrium during the whole collision process. This circumstance allows us to draw the following conclusion: if there is a chance at all for the phase transition from normal to pion- condensed phase then the anisotropy inevitably produced in heavy-ion collisions does not prevent this transition.     

Concepts of stability and symmetry in irreversible thermodynamics. I

Concepts of stability and symmetry in irreversible thermodynamics are developed through the analysis of system energy flows. The excess power function, derived from a local energy conservation equation, is shown to yield necessary and sufficient stability criteria for linear and nonlinear irreversible processes. In the absence of symmetry-destroying external forces, the linear range may be characterized by a set of phenomenological coefficient symmetries relating coupled forces and displacements, velocities, and accelerations, whereas rotational phenomena in nonlinear processes may be characterized by skew-symmetric components of the phenomenological coefficients. A physical interpretation of the nature of the skew-symmetric parts is given and the variational principle of minimum dissipation of energy is related to a stability criterion.     

A new approach to irreversibility from maximum entropy estimation

This paper deals with the study of some irreversible processes like slow heating of a thermodynamic system or of inhomogeneity, i.e. spatially local equilibrium in it, based on the principle of maximum entropy estimation, in a stochastic model.     

On a heuristic point of view related to quantum nonequilibrium statistical mechanics

In this paper I propose a new way for counting the microstates of a system out of equilibrium. As, according to quantum mechanics, things happen as if a given particle can be found in more than one state at once, I extend this concept to propose the coherent access by a particle to the available states of a system. By coherent access I mean the possibility for the particle to act as if it is populating more than one microstate at once. This hypothesis has experimental implications, since the thermodynamical probability and, as a consequence, the Bose-Einstein distribution as well as the argument of the Boltzmann factor is modified.     

Analytical solutions describing the phase separation driven by a free energy functional containing a long-range interaction term

We are primarily concerned with the variational problem with long-range interaction. This functional represents the Gibbs free energy of the microphase separation of diblock copolymer melts. The critical points of this variational problem can be regarded as the thermodynamic equilibrium state of the phase separation phenomenon. Experimentally it is well-known in the diblock copolymer problem that the final equilibrium state prefers periodic structures such as lamellar, column, spherical, double-diamond geometries and so on. We are interested in the characterization of the periodic structure of the global minimizer of the functional (corresponding to the strong segregation limit). In this paper we completely determine the principal part of the asymptotic expansion of the period with respect to epsilon (interfacial thickness), namely, we estimate the higher order error term of the period with respect to epsilon in a mathematically rigorous way in one space dimension. Moreover, we decide clearly the dependency of the constant of proportion upon the ratio of the length of two homopolymers and upon the quench depth. In the last section, we study the time evolution of the system. We first study the linear stability of spatially homogeneous steady state and derive the most unstable wavelength, if it is unstable. This is related to spinodal decomposition. Then, we numerically investigate the time evolution equation (the gradient flow of the free energy), and see that the free energy has many local minimizers and the system have some kind of sensitivity about initial data. (c) 1999 American Institute of Physics.     

Der harmonische Oszillator an der Oszillationsschwelle Untersuchungen unter dem Aspekt der Phasenübergänge

The harmonic oscillator with positive feed-back is a system far away from thermal equilibrium. Nevertheless, it can be treated as a thermodynamical system when replacing the temperature by the degree of feed-back. Thereby a kind of thermodynamical potentials can be calculated. At the oscillatory threshold all characteristics of 2nd or higher order phase transitions appear, stationary ones as well as dynamical ones. This is shown by calculations and experiments.     

Large Deviations for the Boundary Driven Symmetric Simple Exclusion Process

The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in nonequilibrium, namely for nonreversible systems. In this paper we consider a simple example of a nonequilibrium situation, the symmetric simple exclusion process in which we let the system exchange particles with the boundaries at two different rates. We prove a dynamical large deviation principle for the empirical density which describes the probability of fluctuations from the solutions of the hydrodynamic equation. The so-called quasi potential, which measures the cost of a fluctuation from the stationary state, is then defined by a variational problem for the dynamical large deviation rate function. By characterizing the optimal path, we prove that the quasi potential can also be obtained from a static variational problem introduced by Derrida, Lebowitz, and Speer.     

Local information‐distance thermodynamics of molecular fragments

The Fisher information contained in a probability distribution is summarized. The corresponding measures of the information distance, relative to the reference probability density, are introduced and discussed. These concepts are designed as analogues of the Kullback‐Leibler directed divergence and Kullback's divergence. For these alternative measures of the missing information the equilibrium (“stockholder”) scheme of Hirshfeld, of a division of the molecular electron density into the subsystem components, is derived from the minimum principle of the local or global entropy deficiency relative to the free‐subsystem (“promolecule”) reference. The local information distance densities are used to describe instantaneous electron distributions in molecular subsystems within a thermodynamic‐like approach to the density fluctuations and irreversible processes. The key concepts of such a local irreversible “thermodynamics” are introduced. They include the corresponding local affinities (forces) and the conjugate fluxes (responses), which together determine the local entropy deficiency source. These quantities depend on the adopted measure of the information distance and selected state‐parameters. For each such representation the relevant Onsager‐type reciprocity relations can be derived, which reflect the symmetries between the linear effects of affinities on fluxes.     

On entropy production

We investigate the case of a dynamical system when irreversible time evolution is generated by a nonHermitian superoperator on the states of the system. We introduce a generalized scalar product which can be used to construct a monotonically changing functional of the state, a generalized entropy. This will depend on the level of system dynamics described by the evolution equation. In this paper we consider the special case when the irreversibility derives from imbedding the system of interest into a thermal reservoir. The ensuing time evolution is shown to be compatible both with equilibrium thermodynamics and the entropy production near the final steady state. In particular, Prigogine’s principle of minimum entropy production is discussed. Also the limit of zero temperature is considered. We present comments on earlier treatments.     

Unconventional Hamilton-type variational principles for analytical mechanics

According to the basic idea of classical yin-yang complementarity and modern dual-complementarity, in a simple and unified new way proposed by Luo, the un-conventional Hamilton-type variational principles of holonomic conservative system in analytical mechanics can be established systematically. This unconventional Hamilton-type variational principle can fully characterize the initial-value problem of analytical mechanics, so that it is an important innovation for the Hamilton-type variational principle. In this paper, an important integral relation is given, which can be considered as the expression of the generalized principle of virtual work for analytical mechanics in mechanics. Based on this relation, it is possible not only to obtain the principle of virtual work of holonomic conservative system in analytical mechanics, but also to derive systematically the complementary functionals for three-field and two-field unconventional variational principles, and the functional for the one-field one by the generalized Legendre transformation given in this paper. Further, with this new approach, the intrinsic relationship among various principles can be explained clearly. Meanwhile, the unconventional Hamilton-type variational principles of nonholonomic conservative system in analytical mechanics can also be established systematically in this paper.