Big Entropy Fluctuations in Statistical Equilibrium: The Macroscopic Kinetics

Large entropy fluctuations in an equilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2--freedom strongly chaotic Hamiltonian model described by the modified Arnold cat map. The rise and fall of a large separated fluctuation was shown to be described by the (regular and stable) "macroscopic" kinetics both fast (ballistic) and slow (diffusive). We abandoned a vague problem of "appropriate" initial conditions by observing (in a long run)spontaneous birth and death of arbitrarily big fluctuations for any initial state of our dynamical model. Statistics of the infinite chain of fluctuations, reminiscent to the Poincar\'e recurrences, was shown to be Poissonian. A simple empirical relation for the mean period between the fluctuations (Poincar\'e "cycle") has been found and confirmed in numerical experiments. A new representation of the entropy via the variance of only a few trajectories ("particles") is proposed which greatly facilitates the computation, being at the same time fairly accurate for big fluctuations. The relation of our results to a long standing debates over statistical "irreversibility" and the "time arrow" is briefly discussed too.Comment: Latex 2.09, 26 pages, 6 figure

On the nonequilibrium entropy of large and small systems

Thermodynamics makes definite predictions about the thermal behavior of macroscopic systems in and out of equilibrium. Statistical mechanics aims to derive this behavior from the dynamics and statistics of the atoms and molecules making up these systems. A key element in this derivation is the large number of microscopic degrees of freedom of macroscopic systems. Therefore, the extension of thermodynamic concepts, such as entropy, to small (nano) systems raises many questions. Here we shall reexamine various definitions of entropy for nonequilibrium systems, large and small. These include thermodynamic (hydrodynamic), Boltzmann, and Gibbs-Shannon entropies. We shall argue that, despite its common use, the last is not an appropriate physical entropy for such systems, either isolated or in contact with thermal reservoirs: physical entropies should depend on the microstate of the system, not on a subjective probability distribution. To square this point of view with experimental results of Bechhoefer we shall argue that the Gibbs-Shannon entropy of a nano particle in a thermal fluid should be interpreted as the Boltzmann entropy of a dilute gas of Brownian particles in the fluid

Rigorous Proof of a Liquid-Vapor Phase Transition in a Continuum Particle System

We consider particles in ${\Bbb R}^d, d \geq 2$, interacting via attractive pair and repulsive four-body potentials of the Kac type. Perturbing about mean field theory, valid when the interaction range becomes infinite, we prove rigorously the existence of a liquid-gas phase transition when the interaction range is finite but long compared to the interparticle spacing.Comment: 11 pages, in ReVTeX, e-mail addresses: [email protected], [email protected], [email protected]

Thermodynamic entropy production fluctuation in a two dimensional shear flow model

We investigate fluctuations in the momentum flux across a surface perpendicular to the velocity gradient in a stationary shear flow maintained by either thermostated deterministic or by stochastic boundary conditions. In the deterministic system the Gallavotti-Cohen (GC)relation for the probability of large deviations, which holds for the phase space volume contraction giving the Gibbs ensemble entropy production, never seems to hold for the flux which gives the hydrodynamic entropy production. In the stochastic case the GC relation is found to hold for the total flux, as predicted by extensions of the GC theorem but not for the flux across part of the surface. The latter appear to satisfy a modified GC relation. Similar results are obtained for the heat flux in a steady state produced by stochastic boundaries at different temperatures.Comment: 9 postscript figure

The Information Geometry of the One-Dimensional Potts Model

In various statistical-mechanical models the introduction of a metric onto the space of parameters (e.g. the temperature variable, $\beta$, and the external field variable, $h$, in the case of spin models) gives an alternative perspective on the phase structure. For the one-dimensional Ising model the scalar curvature, ${\cal R}$, of this metric can be calculated explicitly in the thermodynamic limit and is found to be ${\cal R} = 1 + \cosh (h) / \sqrt{\sinh^2 (h) + \exp (- 4 \beta)}$. This is positive definite and, for physical fields and temperatures, diverges only at the zero-temperature, zero-field ``critical point'' of the model. In this note we calculate ${\cal R}$ for the one-dimensional $q$-state Potts model, finding an expression of the form ${\cal R} = A(q,\beta,h) + B (q,\beta,h)/\sqrt{\eta(q,\beta,h)}$, where $\eta(q,\beta,h)$ is the Potts analogue of $\sinh^2 (h) + \exp (- 4 \beta)$. This is no longer positive definite, but once again it diverges only at the critical point in the space of real parameters. We remark, however, that a naive analytic continuation to complex field reveals a further divergence in the Ising and Potts curvatures at the Lee-Yang edge.Comment: 9 pages + 4 eps figure

Shock Profiles for the Asymmetric Simple Exclusion Process in One Dimension

The asymmetric simple exclusion process (ASEP) on a one-dimensional lattice is a system of particles which jump at rates $p$ and $1-p$ (here $p>1/2$) to adjacent empty sites on their right and left respectively. The system is described on suitable macroscopic spatial and temporal scales by the inviscid Burgers' equation; the latter has shock solutions with a discontinuous jump from left density $\rho_-$ to right density $\rho_+$, $\rho_-<\rho_+$, which travel with velocity $(2p-1)(1-\rho_+-\rho_-)$. In the microscopic system we may track the shock position by introducing a second class particle, which is attracted to and travels with the shock. In this paper we obtain the time invariant measure for this shock solution in the ASEP, as seen from such a particle. The mean density at lattice site $n$, measured from this particle, approaches $\rho_{\pm}$ at an exponential rate as $n\to\pm\infty$, with a characteristic length which becomes independent of $p$ when $p/(1-p)>\sqrt{\rho_+(1-\rho_-)/\rho_-(1-\rho_+)}$. For a special value of the asymmetry, given by $p/(1-p)=\rho_+(1-\rho_-)/\rho_-(1-\rho_+)$, the measure is Bernoulli, with density $\rho_-$ on the left and $\rho_+$ on the right. In the weakly asymmetric limit, $2p-1\to0$, the microscopic width of the shock diverges as $(2p-1)^{-1}$. The stationary measure is then essentially a superposition of Bernoulli measures, corresponding to a convolution of a density profile described by the viscous Burgers equation with a well-defined distribution for the location of the second class particle.Comment: 34 pages, LaTeX, 2 figures are included in the LaTeX file. Email: [email protected], [email protected], [email protected]

Heat conduction in one dimensional nonintegrable systems

Two classes of 1D nonintegrable systems represented by the Fermi-Pasta-Ulam (FPU) model and the discrete $\phi^4$ model are studied to seek a generic mechanism of energy transport in microscopic level sustaining macroscopic behaviors. The results enable us to understand why the class represented by the $\phi^4$ model has a normal thermal conductivity and the class represented by the FPU model does not even though the temperature gradient can be established.Comment: 4 Revtex Pages, 4 Eps figures included, to appear in Phys. Rev. E, March 200

Finite thermal conductivity in 1D models having zero Lyapunov exponents

Heat conduction in three types of 1D channels are studied. The channels consist of two parallel walls, right triangles as scattering obstacles, and noninteracting particles. The triangles are placed along the walls in three different ways: (a) periodic, (b) disordered in height, and (c) disordered in position. The Lyapunov exponents in all three models are zero because of the flatness of triangle sides. It is found numerically that the temperature gradient can be formed in all three channels, but the Fourier heat law is observed only in two disordered ones. The results show that there might be no direct connection between chaos (in the sense of positive Lyapunov exponent) and the normal thermal conduction.Comment: 4 PRL page

Ordering and Demixing Transitions in Multicomponent Widom-Rowlinson Models

We use Monte Carlo techniques and analytical methods to study the phase diagram of multicomponent Widom-Rowlinson models on a square lattice: there are M species all with the same fugacity z and a nearest neighbor hard core exclusion between unlike particles. Simulations show that for M between two and six there is a direct transition from the gas phase at z < z_d (M) to a demixed phase consisting mostly of one species at z > z_d (M) while for M \geq 7 there is an intermediate ``crystal phase'' for z lying between z_c(M) and z_d(M). In this phase, which is driven by entropy, particles, independent of species, preferentially occupy one of the sublattices, i.e. spatial symmetry but not particle symmetry is broken. The transition at z_d(M) appears to be first order for M \geq 5 putting it in the Potts model universality class. For large M the transition between the crystalline and demixed phase at z_d(M) can be proven to be first order with z_d(M) \sim M-2 + 1/M + ..., while z_c(M) is argued to behave as \mu_{cr}/M, with \mu_{cr} the value of the fugacity at which the one component hard square lattice gas has a transition, and to be always of the Ising type. Explicit calculations for the Bethe lattice with the coordination number q=4 give results similar to those for the square lattice except that the transition at z_d(M) becomes first order at M>2. This happens for all q, consistent with the model being in the Potts universality class.Comment: 26 pages, 15 postscript figure

The grand canonical ABC model: a reflection asymmetric mean field Potts model

We investigate the phase diagram of a three-component system of particles on a one-dimensional filled lattice, or equivalently of a one-dimensional three-state Potts model, with reflection asymmetric mean field interactions. The three types of particles are designated as $A$, $B$, and $C$. The system is described by a grand canonical ensemble with temperature $T$ and chemical potentials $T\lambda_A$, $T\lambda_B$, and $T\lambda_C$. We find that for $\lambda_A=\lambda_B=\lambda_C$ the system undergoes a phase transition from a uniform density to a continuum of phases at a critical temperature $\hat T_c=(2\pi/\sqrt3)^{-1}$. For other values of the chemical potentials the system has a unique equilibrium state. As is the case for the canonical ensemble for this $ABC$ model, the grand canonical ensemble is the stationary measure satisfying detailed balance for a natural dynamics. We note that $\hat T_c=3T_c$, where $T_c$ is the critical temperature for a similar transition in the canonical ensemble at fixed equal densities $r_A=r_B=r_C=1/3$.Comment: 24 pages, 3 figure