Universal canonical entropy for gravitating systems

The thermodynamics of general relativistic systems with boundary, obeying a Hamiltonian constraint in the bulk, is determined solely by the boundary quantum dynamics, and hence by the area spectrum. Assuming, for large area of the boundary, (a) an area spectrum as determined by non-perturbative canonical quantum general relativity (NCQGR), (b) an energy spectrum that bears a power law relation to the area spectrum, (c) an area law for the leading order microcanonical entropy, leading thermal fluctuation corrections to the canonical entropy are shown to be logarithmic in area with a universal coefficient. Since the microcanonical entropy also has universal logarithmic corrections to the area law (from quantum space-time fluctuations, as found earlier) the canonical entropy then has a universal form including logarithmic corrections to the area law. This form is shown to be independent of the index appearing in assumption (b). The index, however, is crucial in ascertaining the domain of validity of our approach based on thermal equilibrium.     

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 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.     

Violation of the zeroth law of thermodynamics in systems with negative specific heat

We show that systems with negative specific heat can violate the zeroth law of thermodynamics. By both numerical simulations and by using exact expressions for free energy and microcanonical entropy, it is shown that if two systems with the same intensive parameters but with negative specific heat are thermally coupled, they undergo a process in which the total entropy increases irreversibly. The final equilibrium is such that two phases appear; that is, the subsystems have different magnetizations and internal energies at temperatures which are equal in both systems, but that can be different from the initial temperature.     

Thermodynamics based on the principle of least abbreviated action: Entropy production in a network of coupled oscillators

We present some novel thermodynamic ideas based on the Maupertuis principle. By considering Hamiltonians written in terms of appropriate action-angle variables we show that thermal states can be characterized by the action variables and by their evolution in time when the system is nonintegrable. We propose dynamical definitions for the equilibrium temperature and entropy as well as an expression for the nonequilibrium entropy valid for isolated systems with many degrees of freedom. This entropy is shown to increase in the relaxation to equilibrium of macroscopic systems with short-range interactions, which constitutes a dynamical justification of the Second Law of Thermodynamics. Several examples are worked out to show that this formalism yields the right microcanonical (equilibrium) quantities. The relevance of this approach to nonequilibrium situations is illustrated with an application to a network of coupled oscillators (Kuramoto model). We provide an expression for the entropy production in this system finding that its positive value is directly related to dissipation at the steady state in attaining order through synchronization.     

Microcanonical equilibrium properties of chiral liquid crystals—a Monte Carlo study

Chiral liquid crystals have been investigated by means of a multicanonical Monte Carlo approach in order to characterize their phase behaviour by microcanonical equilibrium properties. The liquid crystals were described by three-dimensional lattice systems with intermolecular interactions given by the chiral Lebwohl-Lasher potential. Self-determined boundary conditions have been applied in order to enable the formation of chiral phases with equilibrium pitch. Selected thermodynamic properties, e.g. microcanonical entropy, temperature, heat capacity and a set of order parameters have been determined with dependence on microcanonical total energy. A cholesteric phase with temperature-induced helix inversion could be proven where the helical superstructure of the single component system studied changed its handedness through an infinite-pitch system. The thermodynamical behaviour in the microcanonical ensemble was found to be very similar to the behaviour in the canonical ensemble. The study of microcanonical equilibrium properties by means of multicanonical Monte Carlo simulations was shown to be a powerful tool for the study of the phase behaviour of model liquid crystals.     

Quantum microcanonical entropy of a pair of observables

The quantum analogue of the classical theory of the joint microcanonical entropy of a pair of observables is investigated for a system of a large number of identical non-interacting subsystems. It is shown that the quantum joint entropy coincides with the classical joint entropy of an appropriately chosen auxiliary classical system, and known results for classical systems are applied to prove the equivalence of the quantum microcanonical and quantum canonical ensembles.     

Entropy of isolated quantum systems after a quench

A diagonal entropy, which depends only on the diagonal elements of the system's density matrix in the energy representation, has been recently introduced as the proper definition of thermodynamic entropy in out-of-equilibrium quantum systems. We study this quantity after an interaction quench in lattice hard-core bosons and spinless fermions, and after a local chemical potential quench in a system of hard-core bosons in a superlattice potential. The former systems have a chaotic regime, where the diagonal entropy becomes equivalent to the equilibrium microcanonical entropy, coinciding with the onset of thermalization. The latter system is integrable. We show that its diagonal entropy is additive and different from the entropy of a generalized Gibbs ensemble, which has been introduced to account for the effects of conserved quantities at integrability.     

A generalized thermodynamics for power-law statistics

We show that there exists a natural way to define a condition of generalized thermal equilibrium between systems governed by Tsallis thermostatistics, under the hypotheses that (i) the coupling between the systems is weak, (ii) the structure functions of the systems have a power-law dependence on the energy. It is found that the q values of two such systems at equilibrium must satisfy a relationship involving the respective numbers of degrees of freedom. The physical properties of a Tsallis distribution can be conveniently characterized by a new parameter η which can vary between 0 and +∞, these limits corresponding, respectively, to the two opposite situations of a microcanonical distribution and of a distribution with a predominant power-tail at high energies. We prove that the statistical expression of the thermodynamic functions is univocally determined by the requirements that (a) systems at thermal equilibrium have the same temperature, (b) the definitions of temperature and entropy are consistent with the second law of thermodynamics. We find that, for systems satisfying the hypotheses (i) and (ii) specified above, the thermodynamic entropy is given by Rényi entropy.     

Thermodynamics of rotating self-gravitating systems

We investigate the statistical equilibrium properties of a system of classical particles interacting via Newtonian gravity, enclosed in a three-dimensional spherical volume. Within a mean-field approximation, we derive an equation for the density profiles maximizing the microcanonical entropy and solve it numerically. At low angular momenta, i.e. for a slowly rotating system, the well-known gravitational collapse “transition” is recovered. At higher angular momenta, instead, rotational symmetry can spontaneously break down giving rise to more complex equilibrium configurations, such as double-clusters (“double stars”). We analyze the thermodynamics of the system and the stability of the different equilibrium configurations against rotational symmetry breaking, and provide the global phase diagram. Received 8 July 2002 Published online 15 October 2002 RID="a" ID="a"e-mail: demartino@hmi.de     

Phase Transition in Modified Newtonian Dynamics (MONDian) Self-Gravitating Systems

We study the statistical mechanics of binary systems under the gravitational interaction of the Modified Newtonian Dynamics (MOND) in three-dimensional space. Considering the binary systems in the microcanonical and canonical ensembles, we show that in the microcanonical systems, unlike the Newtonian gravity, there is a sharp phase transition, with a high-temperature homogeneous phase and a low-temperature clumped binary one. Defining an order parameter in the canonical systems, we find a smoother phase transition and identify the corresponding critical temperature in terms of the physical parameters of the binary system.     

Foundations of the quantum statistics of systems in equilibrium: A measuretheoretic approach

The fundamental equations of equilibrium quantum statistical mechanics are derived in the context of a measure-theoretic approach to the quantum mechanical ergodic problem. The method employed is an extension, to quantum mechanical systems, of the techniques developed by R. M. Lewis for establishing the foundations of classical statistical mechanics. The existence of a complete set of commuting observables is assumed, but no reference is made a priori to probability or statistical ensembles. Expressions for infinite-time averages in the microcanonical, canonical, and grand canonical ensembles are developed which reduce to conventional quantum statistical mechanics for systems in equilibrium when the total energy is the only conserved quantity. No attempt is made to extend the formalism at this time to deal with the difficult problem of the approach to equilibrium.     

Bose gases in one-dimensional harmonic trap

Thermodynamic quantities, occupation numbers and their fluctuations of a one-dimensional Bose gas confined by a harmonic potential are studied using different ensemble approaches. Combining number theory methods, a new approach is presented to calculate the occupation numbers of different energy levels in microcanonical ensemble. The visible difference of the ground state occupation number in grand-canonical ensemble and microcanonical ensemble is found to decrease by power law as the number of particles increases.     

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.     

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.     

Molecular dynamics and time reversibility

We present a time-symmetrical integer arithmetic algorithm for numerical (molecular dynamics) simulations of classical fluids. This algorithm is used to illustrate, through concrete examples, that time-asymmetric evolutions are typical for systems of many particles evolving according to reversible microscopic dynamics and to calculate the asymptotic behavior of the velocity autocorrelation function with an improved accuracy. The equivalence between equilibrium time averages and microcanonical ensemble averages is checked via two new sampling methods for computing microcanonical averages of classical systems.     

On the dispute between Boltzmann and Gibbs entropy

The validity of the concept of negative temperature has been recently challenged by arguing that the Boltzmann entropy (that allows negative temperatures) is inconsistent from a mathematical and statistical point of view, whereas the Gibbs entropy (that does not admit negative temperatures) provides the correct definition for the microcanonical entropy. Here we prove that the Boltzmann entropy is thermodynamically and mathematically consistent. Analytical results on two systems supporting negative temperatures illustrate the scenario we propose. In addition we numerically study a lattice system to show that negative temperature equilibrium states are accessible and obey standard statistical mechanics prediction.     

Thermodynamic theory of equilibrium fluctuations

The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of non-equilibrium entropy, a fundamental equation of state in the entropy representation, and a fluctuation postulate describing the probability distribution of macroscopic parameters of an isolated system. Although these elements introduce a statistical component that does not exist in classical thermodynamics, the logical structure of the theory is different from that of statistical mechanics and represents an expanded version of thermodynamics. Based on this theory, we present a regular procedure for calculations of equilibrium fluctuations of extensive parameters, intensive parameters and densities in systems with any number of fluctuating parameters. The proposed fluctuation formalism is demonstrated by four applications: (1) derivation of the complete set of fluctuation relations for a simple fluid in three different ensembles; (2) fluctuations in finite-reservoir systems interpolating between the canonical and micro-canonical ensembles; (3) derivation of fluctuation relations for excess properties of grain boundaries in binary solid solutions, and (4) derivation of the grain boundary width distribution for pre-melted grain boundaries in alloys. The last two applications offer an efficient fluctuation-based approach to calculations of interface excess properties and extraction of the disjoining potential in pre-melted grain boundaries. Possible future extensions of the theory are outlined.     

Linear response theory for thermodynamic properties

A fluctuation-dissipation theorem, connecting all thermodynamic response functions to equilibrium fluctuations in the microcanonical ensemble, is derived from classical mechanics. This particular problem is not included in the usual linear response scheme, since the relevant perturbations cannot be stated as additional terms in the Hamiltonian. In experiments where the only control parameter is the heat flow, dissipation is present in terms of an entropy flow from the system to the surroundings. As an example, the full frequency-dependent thermodynamic response matrix is extracted from simulations of a supercooled binary Lennard-Jones fluid. This fluid shows rather high relaxation strength of all response functions, except of the adiabatic compressibility. The low frequency limit of all thermodynamic susceptibilities increases as temperature is decreased along an isocore.     

Microcanonical analyses of peptide aggregation processes

We propose the use of microcanonical analyses for numerical studies of peptide aggregation transitions. Performing multicanonical Monte Carlo simulations of a simple hydrophobic-polar continuum model for interacting heteropolymers of finite length, we find that the microcanonical entropy behaves convex in the transition region, leading to a negative microcanonical specific heat. As this effect is also seen in first-order-like transitions of other finite systems, our results provide clear evidence for recent hints that the characterization of phase separation in first-order-like transitions of finite systems profits from this microcanonical view.