Generalized canonical ensembles and ensemble equivalence

This paper is a companion article to our previous paper (J. Stat. Phys. 119, 1283 (2005), cond-mat/0408681), which introduced a generalized canonical ensemble obtained by multiplying the usual Boltzmann weight factor $e^{-\beta H}$ of the canonical ensemble with an exponential factor involving a continuous function $g$ of the Hamiltonian $H$. We provide here a simplified introduction to our previous work, focusing now on a number of physical rather than mathematical aspects of the generalized canonical ensemble. The main result discussed is that, for suitable choices of $g$, the generalized canonical ensemble reproduces, in the thermodynamic limit, all the microcanonical equilibrium properties of the many-body system represented by $H$ even if this system has a nonconcave microcanonical entropy function. This is something that in general the standard ($g=0$) canonical ensemble cannot achieve. Thus a virtue of the generalized canonical ensemble is that it can be made equivalent to the microcanonical ensemble in cases where the canonical ensemble cannot. The case of quadratic $g$-functions is discussed in detail; it leads to the so-called Gaussian ensemble.Comment: 8 pages, 4 figures (best viewed in ps), revtex4. Changes in v2: Title changed, references updated, new paragraph added, minor differences with published versio

Possible thermodynamic structure underlying the laws of Zipf and Benford

We show that the laws of Zipf and Benford, obeyed by scores of numerical data generated by many and diverse kinds of natural phenomena and human activity are related to the focal expression of a generalized thermodynamic structure. This structure is obtained from a deformed type of statistical mechanics that arises when configurational phase space is incompletely visited in a severe way. Specifically, the restriction is that the accessible fraction of this space has fractal properties. The focal expression is an (incomplete) Legendre transform between two entropy (or Massieu) potentials that when particularized to first digits leads to a previously existing generalization of Benford's law. The inverse functional of this expression leads to Zipf's law; but it naturally includes the bends or tails observed in real data for small and large rank. Remarkably, we find that the entire problem is analogous to the transition to chaos via intermittency exhibited by low-dimensional nonlinear maps. Our results also explain the generic form of the degree distribution of scale-free networks.Comment: To be published in European Physical Journal

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

Current fluctuations in stochastic systems with long-range memory

We propose a method to calculate the large deviations of current fluctuations in a class of stochastic particle systems with history-dependent rates. Long-range temporal correlations are seen to alter the speed of the large deviation function in analogy with long-range spatial correlations in equilibrium systems. We give some illuminating examples and discuss the applicability of the Gallavotti-Cohen fluctuation theorem.Comment: 10 pages, 1 figure. v2: Minor alterations. v3: Very minor alterations for consistency with published version appearing at http://stacks.iop.org/1751-8121/42/34200

Methods for calculating nonconcave entropies

Five different methods which can be used to analytically calculate entropies that are nonconcave as functions of the energy in the thermodynamic limit are discussed and compared. The five methods are based on the following ideas and techniques: i) microcanonical contraction, ii) metastable branches of the free energy, iii) generalized canonical ensembles with specific illustrations involving the so-called Gaussian and Betrag ensembles, iv) restricted canonical ensemble, and v) inverse Laplace transform. A simple long-range spin model having a nonconcave entropy is used to illustrate each method.Comment: v1: 22 pages, IOP style, 7 color figures, contribution for the JSTAT special issue on Long-range interacting systems. v2: Open problem and references added, minor typos corrected, close to published versio

Path integral approach to random motion with nonlinear friction

Using a path integral approach, we derive an analytical solution of a nonlinear and singular Langevin equation, which has been introduced previously by P.-G. de Gennes as a simple phenomenological model for the stick-slip motion of a solid object on a vibrating horizontal surface. We show that the optimal (or most probable) paths of this model can be divided into two classes of paths, which correspond physically to a sliding or slip motion, where the object moves with a non-zero velocity over the underlying surface, and a stick-slip motion, where the object is stuck to the surface for a finite time. These two kinds of basic motions underlie the behavior of many more complicated systems with solid/solid friction and appear naturally in de Gennes' model in the path integral framework.Comment: 18 pages, 3 figure

Entropy of non-equilibrium stationary measures of boundary driven TASEP

Prova tipográficaWe examine the entropy of non-equilibrium stationary states of boundary driven totally asymmetric simple exclusion processes. As a consequence, we obtain that the Gibbs-Shannon entropy of the non equilibrium stationary state converges to the Gibbs-Shannon entropy of the local equilibrium state. Moreover, we prove that its fluctuations are Gaussian, except when the mean displacement of particles produced by the bulk dynamics agrees with the particle flux induced by the density reservoirs in the maximal phase regime.FCT, Égid

Brownian motion with dry friction: Fokker-Planck approach

We solve a Langevin equation, first studied by de Gennes, in which there is a solid-solid or dry friction force acting on a Brownian particle in addition to the viscous friction usually considered in the study of Brownian motion. We obtain both the time-dependent propagator of this equation and the velocity correlation function by solving the associated time-dependent Fokker-Planck equation. Exact results are found for the case where only dry friction acts on the particle. For the case where both dry and viscous friction forces are present, series representations of the propagator and correlation function are obtained in terms of parabolic cylinder functions. Similar series representations are also obtained for the case where an external constant force is added to the Langevin equation.Comment: 18 pages, 13 figures (in color

Large deviations in boundary-driven systems: Numerical evaluation and effective large-scale behavior

We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we show that the probability density of a slowly varying configuration can be captured with a small number of long wave-length modes. For a configuration which varies rapidly in space this description can be complemented by a local equilibrium assumption

Chaotic Observer-based Synchronization Under Information Constraints

Limit possibilities of observer-based synchronization systems under information constraints (limited information capacity of the coupling channel) are evaluated. We give theoretical analysis for multi-dimensional drive-response systems represented in the Lurie form (linear part plus nonlinearity depending only on measurable outputs). It is shown that the upper bound of the limit synchronization error (LSE) is proportional to the upper bound of the transmission error. As a consequence, the upper and lower bounds of LSE are proportional to the maximum rate of the coupling signal and inversely proportional to the information transmission rate (channel capacity). Optimality of the binary coding for coders with one-step memory is established. The results are applied to synchronization of two chaotic Chua systems coupled via a channel with limited capacity.Comment: 7 pages, 6 figures, 27 reference