The Generalized Canonical Ensemble and Its Universal Equivalence with the Microcanonical Ensemble

This paper shows for a general class of statistical mechanical models that when the microcanonical and canonical ensembles are nonequivalent on a subset of values of the energy, there often exists a generalized canonical ensemble that satisfies a strong form of equivalence with the microcanonical ensemble that we call universal equivalence. The generalized canonical ensemble that we consider is obtained from the standard canonical ensemble by adding an exponential factor involving a continuous function g of the Hamiltonian. For example, if the microcanonical entropy is C², then universal equivalence of ensembles holds with g taken from a class of quadratic functions, giving rise to a generalized canonical ensemble known in the literature as the Gaussian ensemble. This use of functions g to obtain ensemble equivalence is a counterpart to the use of penalty functions and augmented Lagrangians in global optimization. linebreak Generalizing the paper by Ellis et al. [J. Stat. Phys. 101:999–1064 (2000)], we analyze the equivalence of the microcanonical and generalized canonical ensembles both at the level of equilibrium macrostates and at the thermodynamic level. A neat but not quite precise statement of one of our main results is that the microcanonical and generalized canonical ensembles are equivalent at the level of equilibrium macrostates if and only if they are equivalent at the thermodynamic level, which is the case if and only if the generalized microcanonical entropy s–g is concave. This generalizes the work of Ellis et al., who basically proved that the microcanonical and canonical ensembles are equivalent at the level of equilibrium macrostates if and only if they are equivalent at the thermodynamic level, which is the case if and only if the microcanonical entropy s is concave.     

Exact uncertainty approach in quantum mechanics and quantum gravity

The assumption that an ensemble of classical particles is subject to nonclassical momentum fluctuations, with the fluctuation uncertainty fully determined by the position uncertainty, has been shown to lead from the classical equations of motion to the Schrödinger equation. This ‘exact uncertainty’ approach may be generalised to ensembles of gravitational fields, where nonclassical fluctuations are added to the field momentum densities, of a magnitude determined by the uncertainty in the metric tensor components. In this way one obtains the Wheeler-DeWitt equation of quantum gravity, with the added bonus of a uniquely specified operator ordering. No a priori assumptions are required concerning the existence of wave functions, Hilbert spaces, Planck's constant, linear operators, etc. Thus this approach has greater transparency than the usual canonical approach, particularly in regard to the connections between quantum and classical ensembles. Conceptual foundations and advantages are emphasised.     

Partial equivalence of statistical ensembles and kinetic energy

The phenomenon of partial equivalence of statistical ensembles is illustrated by discussing two examples, the mean-field XY and the mean-field spherical model. The configurational parts of these systems exhibit partial equivalence of the microcanonical and the canonical ensemble. Furthermore, the configurational microcanonical entropy is a smooth function, whereas a nonanalytic point of the configurational free energy indicates the presence of a phase transition in the canonical ensemble. In the presence of a standard kinetic energy contribution, partial equivalence is removed and a nonanalyticity arises also microcanonically. Hence in contrast to the common belief, kinetic energy, even though a quadratic form in the momenta, has a nontrivial effect on the thermodynamic behaviour. As a by-product we present the microcanonical solution of the mean-field spherical model with kinetic energy for finite and infinite system sizes.     

Thermalization and Canonical Typicality in Translation-Invariant Quantum Lattice Systems

It has previously been suggested that small subsystems of closed quantum systems thermalize under some assumptions; however, this has been rigorously shown so far only for systems with very weak interaction between subsystems. In this work, we give rigorous analytic results on thermalization for translation-invariant quantum lattice systems with finite-range interaction of arbitrary strength, in all cases where there is a unique equilibrium state at the corresponding temperature. We clarify the physical picture by showing that subsystems relax towards the reduction of the global Gibbs state, not the local Gibbs state, if the initial state has close to maximal population entropy and certain non-degeneracy conditions on the spectrumare satisfied.Moreover,we showthat almost all pure states with support on a small energy window are locally thermal in the sense of canonical typicality. We derive our results from a statement on equivalence of ensembles, generalizing earlier results by Lima, and give numerical and analytic finite size bounds, relating the Ising model to the finite de Finetti theorem. Furthermore, we prove that global energy eigenstates are locally close to diagonal in the local energy eigenbasis, which constitutes a part of the eigenstate thermalization hypothesis that is valid regardless of the integrability of the model.     

Thermodynamics with generalized ensembles: The class of dual orthodes

We address the problem of the foundation of generalized ensembles in statistical physics. The approach is based on Boltzmann's concept of orthodes. These are the statistical ensembles that satisfy the heat theorem, according to which the heat exchanged divided by the temperature is an exact differential. This approach can be seen as a mechanical approach alternative to the well established information-theoretic one based on the maximization of generalized information entropy. Our starting point are the Tsallis escort ensembles which have been previously proved to be orthodes, and have been proved to interpolate between canonical and microcanonical ensembles. Here we shall see that the Tsallis escort ensembles belong to a wider class of orthodes that include the most diverse types of ensembles. All such ensembles admit both a microcanonical-like parametrization (via the energy), and a canonical-like one (via the parameter β). For this reason we name them “dual”. One central result used to build the theory is a generalized equipartition theorem. The theory is illustrated with a few examples and the equivalence of all the dual orthodes is discussed.     

Extended gaussian ensemble solution and tricritical points of a system with long-range interactions

The gaussian ensemble and its extended version theoretically play the important role of interpolating ensembles between the microcanonical and the canonical ensembles. Here, the thermodynamic properties yielded by the extended gaussian ensemble (EGE) for the Blume-Capel (BC) model with infinite-range interactions are analyzed. This model presents different predictions for the first-order phase transition line according to the microcanonical and canonical ensembles. From the EGE approach, we explicitly work out the analytical microcanonical solution. Moreover, the general EGE solution allows one to illustrate in details how the stable microcanonical states are continuously recovered as the gaussian parameter γ is increased. We found out that it is not necessary to take the theoretically expected limit γ → ∞ to recover the microcanonical states in the region between the canonical and microcanonical tricritical points of the phase diagram. By analyzing the entropy as a function of the magnetization we realize the existence of unaccessible magnetic states as the energy is lowered, leading to a breaking of ergodicity.     

Combinatorial and Topological Analysis of the Ising Chain in a Field

We present an alternative solution of the Ising chain in a field under free and periodic boundary conditions, in the microcanonical, canonical, and grand canonical ensembles, from a unified combinatorial and topological perspective. In particular, the computation of the per-site entropy as a function of the energy unveils a residual value for critical values of the magnetic field, a phenomenon for which we provide a topological interpretation and a connection with the Fibonacci sequence. We also show that, in the thermodynamic limit, the per-site microcanonical entropy is equal to the logarithm of the per-site Euler characteristic. The canonical and grand canonical partition functions are identified as combinatorial generating functions of the microcanonical problem, which allows us to evaluate them. A detailed analysis of the magnetic field-dependent thermodynamics, including positive and negative temperatures, reveals interesting features. Finally, we emphasize that our combinatorial approach to the canonical ensemble allows exact computation of the thermally averaged value <????> of the Euler characteristic associated with the spin configurations of the chain, which is discontinuous at the critical fields, and whose thermal behavior is expected to determine the phase transition of the model. Indeed, our results show that the conjecture <????>?(T _C)?=?0, where T _C is the critical temperature, is valid for the Ising chain.     

Non-equivalence of Dynamical Ensembles and Emergent Non-ergodicity

Dynamical ensembles have been introduced to study constrained stochastic processes. In the microcanonical ensemble, the value of a dynamical observable is constrained to a given value. In the canonical ensemble a bias is introduced in the process to move the mean value of this observable. The equivalence between the two ensembles means that calculations in one or the other ensemble lead to the same result. In this paper, we study the physical conditions associated with ensemble equivalence and the consequences of non-equivalence. For continuous time Markov jump processes, we show that ergodicity guarantees ensemble equivalence. For non-ergodic systems or systems with emergent ergodicity breaking, we adapt a method developed for equilibrium ensembles to compute asymptotic probabilities while caring about the initial condition. We illustrate our results on the infinite range Ising model by characterizing the fluctuations of magnetization and activity. We discuss the emergence of non-ergodicity by showing that the initial condition can only be forgotten after a time that scales exponentially with the number of spins.

     

A special class of stationary flows for two-dimensional euler equations: A statistical mechanics description. Part II

We continue and conclude our analysis started in Part I (see [CLMP]) by discussing the microcanonical Gibbs measure associated to a N-vortex system in a bounded domain. We investigate the Mean-Field limit for such a system and study the corresponding Microcanonnical Variational Principle for the Mean-Field equation. We discuss and achieve the equivalence of the ensembles for domains in which we have the concentration at (–8)⁺ in the canonical framework. In this case we have the uniqueness of the solutions of the Mean-Field equation. For the other kind of domains, for large values of the energy, there is no equivalence, the entropy is not a concave function of the energy, and the Mean-field equation has more than one solution. In both situations, we have concentration when the energy diverges. The Microcanonical Mean Field Limit for the N-vortex system is proven in the case of equivalence of ensembles.Communicated by J.L. Lebowitz     

Covariance Structure Behind Breaking of Ensemble Equivalence in Random Graphs

For a random graph subject to a topological constraint, the microcanonical ensemble requires the constraint to be met by every realisation of the graph (‘hard constraint’), while the canonical ensemble requires the constraint to be met only on average (‘soft constraint’). It is known that breaking of ensemble equivalence may occur when the size of the graph tends to infinity, signalled by a non-zero specific relative entropy of the two ensembles. In this paper we analyse a formula for the relative entropy of generic discrete random structures recently put forward by Squartini and Garlaschelli. We consider the case of a random graph with a given degree sequence (configuration model), and show that in the dense regime this formula correctly predicts that the specific relative entropy is determined by the scaling of the determinant of the matrix of canonical covariances of the constraints. The formula also correctly predicts that an extra correction term is required in the sparse regime and in the ultra-dense regime. We further show that the different expressions correspond to the degrees in the canonical ensemble being asymptotically Gaussian in the dense regime and asymptotically Poisson in the sparse regime (the latter confirms what we found in earlier work), and the dual degrees in the canonical ensemble being asymptotically Poisson in the ultra-dense regime. In general, we show that the degrees follow a multivariate version of the Poisson–Binomial distribution in the canonical ensemble.     

Large Deviation Principles and Complete Equivalence and Nonequivalence Results for Pure and Mixed Ensembles

We consider a general class of statistical mechanical models of coherent structures in turbulence, which includes models of two-dimensional fluid motion, quasi-geostrophic flows, and dispersive waves. First, large deviation principles are proved for the canonical ensemble and the microcanonical ensemble. For each ensemble the set of equilibrium macrostates is defined as the set on which the corresponding rate function attains its minimum of 0. We then present complete equivalence and nonequivalence results at the level of equilibrium macrostates for the two ensembles. Microcanonical equilibrium macrostates are characterized as the solutions of a certain constrained minimization problem, while canonical equilibrium macrostates are characterized as the solutions of an unconstrained minimization problem in which the constraint in the first problem is replaced by a Lagrange multiplier. The analysis of equivalence and nonequivalence of ensembles reduces to the following question in global optimization. What are the relationships between the set of solutions of the constrained minimization problem that characterizes microcanonical equilibrium macrostates and the set of solutions of the unconstrained minimization problem that characterizes canonical equilibrium macrostates? In general terms, our main result is that a necessary and sufficient condition for equivalence of ensembles to hold at the level of equilibrium macrostates is that it holds at the level of thermodynamic functions, which is the case if and only if the microcanonical entropy is concave. The necessity of this condition is new and has the following striking formulation. If the microcanonical entropy is not concave at some value of its argument, then the ensembles are nonequivalent in the sense that the corresponding set of microcanonical equilibrium macrostates is disjoint from any set of canonical equilibrium macrostates. We point out a number of models of physical interest in which nonconcave microcanonical entropies arise. We also introduce a new class of ensembles called mixed ensembles, obtained by treating a subset of the dynamical invariants canonically and the complementary set microcanonically. Such ensembles arise naturally in applications where there are several independent dynamical invariants, including models of dispersive waves for the nonlinear Schrödinger equation. Complete equivalence and nonequivalence results are presented at the level of equilibrium macrostates for the pure canonical, the pure microcanonical, and the mixed ensembles.     

Ensemble inequivalence in random graphs

We present a complete analytical solution of a system of Potts spins on a random k-regular graph in both the canonical and microcanonical ensembles, using the Large Deviation Cavity Method (LDCM). The solution is shown to be composed of three different branches, resulting in a non-concave entropy function. The analytical solution is confirmed with numerical Metropolis and Creutz simulations and our results clearly demonstrate the presence of a region with negative specific heat and, consequently, ensemble inequivalence between the canonical and microcanonical ensembles.     

Equivalence of ensembles in quantum lattice systems: States

The general analysis of the equivalence of ensembles in quantum lattice systems, which was undertaken in paper I of this series, is continued.The properties of equilibrium states are considered in a variational sense. It is then shown that there exists a canonical as well as a microcanonical variational formulation of equilibrium both of which are equivalent to the grandcanonical formulation.Equilibrium states are constructed both in the canonical and in the microcanonical formalism by means of suitable limiting procedures.It is shown, in particular, that the invariant equilibrium states for a given energy and density are those for which the maximum of the mean entropy is reached. The mean entropy thus obtained coincides with the microcanonical entropy.     

The Tensors of the Averaged Relative Energy–Momentum and Angular Momentum in General Relativity and Some of Their Applications

There exist different kinds of averaging of the differences of the energy–momentum and angular momentum in normal coordinates NC(P) which give tensorial quantities. The obtained averaged quantities are equivalent mathematically because they differ only by constant scalar dimensional factors. One of these averaging was used in our papers [J. Garecki, Rep. Math. Phys. 33, 57 (1993); Int. J. Theor. Phys. 35, 2195 (1996); Rep. Math. Phys. 40, 485 (1997); J. Math. Phys. 40, 4035 (1999); Rep. Math. Phys. 43, 397 (1999); Rep. Math. Phys. 44, 95 (1999); Ann. Phys. (Leipzig) 11, 441 (2002); M.P. Dabrowski and J. Garecki, Class. Quantum. Grar. 19, 1 (2002)] giving the canonical superenergy and angular supermomentum tensors. In this paper we present another averaging of the differences of the energy–momentum and angular momentum which gives tensorial quantities with proper dimensions of the energy–momentum and angular momentum densities. We have called these tensorial quantities “the averaged relative energy–momentum and angular momentum tensors”. These tensors are very closely related to the canonical superenergy and angular supermomentum tensors and they depend on some fundamental length L > 0. The averaged relative energy–momentum and angular momentum tensors of the gravitational field obtained in the paper can be applied, like the canonical superenergy and angular supermomentum tensors, to coordinate independent analysis (local and in special cases also global) of this field. Up to now we have applied the averaged relative energy–momentum tensors to analyze vacuum gravitational energy and momentum and to analyze energy and momentum of the Friedman (and also more general, only homogeneous) universes. The obtained results are interesting, e.g., the averaged relative energy density is positive definite for the all Friedman and other universes which have been considered in this paper.      

Nucleon internal structure: a new set of quark, gluon momentum, angular momentum operators and parton distribution functions

It is unavoidable to deal with the quark and gluon momentum and angular momentum contributions to the nucleon momentum and spin in the study of nucleon internal structure. However we never have the quark and gluon momentum, orbital angular momentum and gluon spin operators which satisfy both the gauge invariance and the canonical momentum and angular momentum commutation relation. The conflicts between the gauge invariance and canonical quantization requirement of these operators are discussed. A new set of quark and gluon momentum, orbital angular momentum and spin operators, which satisfy both the gauge invariance and canonical momentum and angular momentum commutation relation, are proposed. The key point to achieve such a proper decomposition is to separate the gauge field into the pure gauge and the gauge covariant parts. The same conflicts also exist in QED and quantum mechanics and have been solved in the same manner. The impacts of this new decomposition to the nucleon internal structure are discussed.     

General constraints on the ionic eos

Abstract

From statistical mechanics one obtains exactly, relative to zeros of energy and entropy at zero temperature, several terms in the high-temperature expansion for the ionic contribution to the equation of state. By standard thermodynamics we relate the temperature independent terms of the high-temperature expansion for the entropy and internal energy to the -1 and 0 moments, respectively, of the specific heat. If we assume that we understand the solid region, this exact high-temperature information then paradoxically constrains the area and general shape of the specific heat curve in the difficult region above melting but below ideal gas. We outline this reasoning and a model that realizes the constraints.     

Configurational entropy of adsorbed rigid rods: Theory and Monte Carlo simulations

The configurational entropy of straight rigid rods of length k (k-mers) adsorbed on square, honeycomb, and triangular lattices is studied by combining theory and Monte Carlo (MC) simulations in grand canonical and canonical ensembles. Three theoretical models to treat k-mer adsorption on two-dimensional lattices have been discussed: (i) the Flory-Huggins approximation and its modification to address linear adsorbates; (ii) the well-known Guggenheim-DiMarzio approximation; and (iii) a simple semi-empirical model obtained by combining exact one-dimensional calculations, its extension to higher dimensions and Guggenheim-DiMarzio approach. On the other hand, grand canonical and canonical MC calculations of the configurational entropy were obtained by using a thermodynamic integration technique. In the second case, the method relies upon the definition of an artificial Hamiltonian associated with the system of interest for which the entropy of a reference state can be exactly known. Thermodynamic integration is then applied to calculate the entropy in a given state of the system of interest. Comparisons between MC simulations and theoretical results were used to test the accuracy and reliability of the models studied.     

Grand Canonical Ensembles of Sparse Networks and Bayesian Inference

Maximum entropy network ensembles have been very successful in modelling sparse network topologies and in solving challenging inference problems. However the sparse maximum entropy network models proposed so far have fixed number of nodes and are typically not exchangeable. Here we consider hierarchical models for exchangeable networks in the sparse limit, i.e., with the total number of links scaling linearly with the total number of nodes. The approach is grand canonical, i.e., the number of nodes of the network is not fixed a priori: it is finite but can be arbitrarily large. In this way the grand canonical network ensembles circumvent the difficulties in treating infinite sparse exchangeable networks which according to the Aldous-Hoover theorem must vanish. The approach can treat networks with given degree distribution or networks with given distribution of latent variables. When only a subgraph induced by a subset of nodes is known, this model allows a Bayesian estimation of the network size and the degree sequence (or the sequence of latent variables) of the entire network which can be used for network reconstruction.     

Tight Uniform Continuity Bounds for Quantum Entropies: Conditional Entropy,Relative Entropy Distance and Energy Constraints

We present a bouquet of continuity bounds for quantum entropies, falling broadly into two classes: first, a tight analysis of the Alicki–Fannes continuity bounds for the conditional von Neumann entropy, reaching almost the best possible form that depends only on the system dimension and the trace distance of the states. Almost the same proof can be used to derive similar continuity bounds for the relative entropy distance from a convex set of states or positive operators. As applications, we give new proofs, with tighter bounds, of the asymptotic continuity of the relative entropy of entanglement, E_R, and its regularization \({E_R^{\infty}}\), as well as of the entanglement of formation, E_F. Using a novel “quantum coupling” of density operators, which may be of independent interest, we extend the latter to an asymptotic continuity bound for the regularized entanglement of formation, aka entanglement cost, \({E_C=E_F^{\infty}}\). Second, we derive analogous continuity bounds for the von Neumann entropy and conditional entropy in infinite dimensional systems under an energy constraint, most importantly systems of multiple quantum harmonic oscillators. While without an energy bound the entropy is discontinuous, it is well-known to be continuous on states of bounded energy. However, a quantitative statement to that effect seems not to have been known. Here, under some regularity assumptions on the Hamiltonian, we find that, quite intuitively, the Gibbs entropy at the given energy roughly takes the role of the Hilbert space dimension in the finite-dimensional Fannes inequality.     

Dimension and Dynamical Entropy for Metrized <Emphasis Type="Italic">C</Emphasis><Superscript><Emphasis Type="Italic">*</Emphasis></Superscript>-Algebras

 We introduce notions of dimension and dynamical entropy for unital C ^* -algebras ``metrized' by means of , which are complex-scalar versions of the Lip-norms constitutive of Rieffel's compact quantum metric spaces. Our examples involve the UHF algebras and noncommutative tori. In particular we show that the entropy of a noncommutative toral automorphism with respect to the canonical coincides with the topological entropy of its commutative analogue. Received: 13 February 2002 / Accepted: 20 August 2002 Published online: 22 November 2002