Temperature in and out of equilibrium: a review of concepts, tools and attempts

We review the general aspects of the concept of temperature in equilibrium and non-equilibrium statistical mechanics. Although temperature is an old and well-established notion, it still presents controversial facets. After a short historical survey of the key role of temperature in thermodynamics and statistical mechanics, we tackle a series of issues which have been recently reconsidered. In particular, we discuss different definitions and their relevance for energy fluctuations. The interest in such a topic has been triggered by the recent observation of negative temperatures in condensed matter experiments. Moreover, the ability to manipulate systems at the micro and nano-scale urges to understand and clarify some aspects related to the statistical properties of small systems (as the issue of temperature's "fluctuations"). We also discuss the notion of temperature in a dynamical context, within the theory of linear response for Hamiltonian systems at equilibrium and stochastic models with detailed balance, and the generalised fluctuation-response relations, which provide a hint for an extension of the definition of temperature in far-from-equilibrium systems. To conclude we consider non-Hamiltonian systems, such as granular materials, turbulence and active matter, where a general theoretical framework is still lacking.Comment: Review article, 137 pages, 12 figure

Brownian motion: a paradigm of soft matter and biological physics

This is a pedagogical introduction to Brownian motion on the occasion of the 100th anniversary of Einstein's 1905 paper on the subject. After briefly reviewing Einstein's work in its contemporary context, we pursue some lines of further developments and applications in soft condensed matter and biology. Over the last century Brownian motion became promoted from an odd curiosity of marginal scientific interest to a guiding theme pervading all of the modern (live) sciences.Comment: 30 pages, revie

A Stochastic Immersed Boundary Method for Fluid-Structure Dynamics at Microscopic Length Scales

In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with stiffness in the system of equations by handling systematically the statistical contributions of the fastest dynamics of the fluid and immersed structures over long time steps. An important feature of the numerical method is that time steps can be taken in which the degrees of freedom of the fluid are completely underresolved, partially resolved, or fully resolved while retaining a good level of accuracy. Error estimates in each of these regimes are given for the method. A number of theoretical and numerical checks are furthermore performed to assess its physical fidelity. For a conservative force, the method is found to simulate particles with the correct Boltzmann equilibrium statistics. It is shown in three dimensions that the diffusion of immersed particles simulated with the method has the correct scaling in the physical parameters. The method is also shown to reproduce a well-known hydrodynamic effect of a Brownian particle in which the velocity autocorrelation function exhibits an algebraic tau^(-3/2) decay for long times. A few preliminary results are presented for more complex systems which demonstrate some potential application areas of the method.Comment: 52 pages, 11 figures, published in journal of computational physic

Field-theoretic methods

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that facilitates the computation of such correlation functions and moments, and furthermore allows a systematic development of perturbation expansions and other useful approximative schemes. It is explained how nonlinear stochastic processes may be mapped onto exponential probability distributions, whose weights are determined by continuum field theory actions. Such mappings are madeexplicit for (1) stochastic interacting particle systems whose kinetics is defined through a microscopic master equation; and (2) nonlinear Langevin stochastic differential equations which provide a mesoscopic description wherein a separation of time scales between the relevant degrees of freedom and background statistical noise is assumed. Several well-studied examples are introduced to illustrate the general methodology.Comment: Article for the Encyclopedia of Complexity and System Science, B. Meyers (Ed.), Springer-Verlag Berlin, 200

Long-range correlations in non-equilibrium systems: Lattice gas automaton approach

In systems removed from equilibrium, intrinsic microscopic fluctuations become correlated over distances comparable to the characteristic macroscopic length over which the external constraint is exerted. In order to investigate this phenomenon, we construct a microscopic model with simple stochastic dynamics using lattice gas automaton rules that satisfy local detailed balance. Because of the simplicity of the automaton dynamics, analytical theory can be developed to describe the space and time evolution of the density fluctuations. The exact equations for the pair correlations are solved explicitly in the hydrodynamic limit. In this limit, we rigorously derive the results obtained phenomenologically by fluctuating hydrodynamics. In particular, the spatial algebraic decay of the equal-time fluctuation correlations predicted by this theory is found to be in excellent agreement with the results of our lattice gas automaton simulations for two different types of boundary conditions. Long-range correlations of the type described here appear generically in dynamical systems that exhibit large scale anisotropy and lack detailed balance.Comment: 23 pages, RevTeX; to appear in Phys. Rev.