Towards a nonequilibrium thermodynamics: a self-contained macroscopic description of driven diffusive systems

In this paper we present a self-contained macroscopic description of diffusive systems interacting with boundary reservoirs and under the action of external fields. The approach is based on simple postulates which are suggested by a wide class of microscopic stochastic models where they are satisfied. The description however does not refer in any way to an underlying microscopic dynamics: the only input required are transport coefficients as functions of thermodynamic variables, which are experimentally accessible. The basic postulates are local equilibrium which allows a hydrodynamic description of the evolution, the Einstein relation among the transport coefficients, and a variational principle defining the out of equilibrium free energy. Associated to the variational principle there is a Hamilton-Jacobi equation satisfied by the free energy, very useful for concrete calculations. Correlations over a macroscopic scale are, in our scheme, a generic property of nonequilibrium states. Correlation functions of any order can be calculated from the free energy functional which is generically a non local functional of thermodynamic variables. Special attention is given to the notion of equilibrium state from the standpoint of nonequilibrium.Comment: 21 page

Level 2.5 large deviations for continuous time Markov chains with time periodic rates

We consider an irreducible continuous time Markov chain on a finite state space and with time periodic jump rates and prove the joint large deviation principle for the empirical measure and flow and the joint large deviation principle for the empirical measure and current. By contraction we get the large deviation principle of three types of entropy production flow. We derive some Gallavotti-Cohen duality relations and discuss some applications.Comment: 37 pages. corrected versio

Non equilibrium current fluctuations in stochastic lattice gases

We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach for density fluctuations developed in previous articles. More precisely, we establish a large deviation principle for a space-time fluctuation $j$ of the empirical current with a rate functional \mc I (j). We then estimate the probability of a fluctuation of the average current over a large time interval; this probability can be obtained by solving a variational problem for the functional \mc I . We discuss several possible scenarios, interpreted as dynamical phase transitions, for this variational problem. They actually occur in specific models. We finally discuss the time reversal properties of \mc I and derive a fluctuation relationship akin to the Gallavotti-Cohen theorem for the entropy production.Comment: 36 Pages, No figur

Minimum dissipation principle in stationary non equilibrium states

We generalize to non equilibrium states Onsager's minimum dissipation principle. We also interpret this principle and some previous results in terms of optimal control theory. Entropy production plays the role of the cost necessary to drive the system to a prescribed macroscopic configuration

Quantitative analysis of Clausius inequality

In the context of driven diffusive systems, for thermodynamic transformations over a large but finite time window, we derive an expansion of the energy balance. In particular, we characterize the transformations which minimize the energy dissipation and describe the optimal correction to the quasi-static limit. Surprisingly, in the case of transformations between homogeneous equilibrium states of an ideal gas, the optimal transformation is a sequence of inhomogeneous equilibrium states.Comment: arXiv admin note: text overlap with arXiv:1404.646

Large deviation approach to non equilibrium processes in stochastic lattice gases

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and can be studied rigorously providing a source of challenging mathematical problems. In this way, some principles of wide validity have been obtained leading to interesting physical consequences.Comment: Extended version of the lectures given by G. Jona-Lasinio at the 9th Brazilian school of Probability, August 200

On the long range correlations of thermodynamic systems out of equilibrium

Experiments show that macroscopic systems in a stationary nonequilibrium state exhibit long range correlations of the local thermodynamic variables. In previous papers we proposed a Hamilton-Jacobi equation for the nonequilibrium free energy as a basic principle of nonequilibrium thermodynamics. We show here how an equation for the two point correlations can be derived from the Hamilton-Jacobi equation for arbitrary transport coefficients for dynamics with both external fields and boundary reservoirs. In contrast with fluctuating hydrodynamics, this approach can be used to derive equations for correlations of any order. Generically, the solutions of the equation for the correlation functions are non-trivial and show that long range correlations are indeed a common feature of nonequilibrium systems. Finally, we establish a criterion to determine whether the local thermodynamic variables are positively or negatively correlated in terms of properties of the transport coefficients.Comment: 4 page

Macroscopic current fluctuations in stochastic lattice gases

We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach to density fluctuations developed in previous articles. More precisely, we derive large deviation estimates for the space--time fluctuations of the empirical current which include the previous results. Large time asymptotic estimates for the fluctuations of the time average of the current, recently established by Bodineau and Derrida, can be derived in a more general setting. There are models where we have to modify their estimates and some explicit examples are introduced.Comment: 4 pages, LaTeX, Changed conten