Nonconcave entropies from generalized canonical ensembles

It is well-known that the entropy of the microcanonical ensemble cannot be calculated as the Legendre transform of the canonical free energy when the entropy is nonconcave. To circumvent this problem, a generalization of the canonical ensemble which allows for the calculation of nonconcave entropies was recently proposed. Here, we study the mean-field Curie-Weiss-Potts spin model and show, by direct calculations, that the nonconcave entropy of this model can be obtained by using a specific instance of the generalized canonical ensemble known as the Gaussian ensemble.Comment: 5 pages, RevTeX4, 3 figures (best viewed in ps

Negative magnetic susceptibility and nonequivalent ensembles for the mean-field ϕ4\phi^4 spin model

We calculate the thermodynamic entropy of the mean-field $\phi^4$ spin model in the microcanonical ensemble as a function of the energy and magnetization of the model. The entropy and its derivative are obtained from the theory of large deviations, as well as from Rugh's microcanonical formalism, which is implemented by computing averages of suitable observables in microcanonical molecular dynamics simulations. Our main finding is that the entropy is a concave function of the energy for all values of the magnetization, but is nonconcave as a function of the magnetization for some values of the energy. This last property implies that the magnetic susceptibility of the model can be negative when calculated microcanonically for fixed values of the energy and magnetization. This provides a magnetization analog of negative heat capacities, which are well-known to be associated in general with the nonequivalence of the microcanonical and canonical ensembles. Here, the two ensembles that are nonequivalent are the microcanonical ensemble in which the energy and magnetization are held fixed and the canonical ensemble in which the energy and magnetization are fixed only on average by fixing the temperature and magnetic field.Comment: 14 pages, 4 figures, 2 appendices, REVTeX

The extended gaussian ensemble and metastabilities in the Blume-Capel model

The Blume-Capel model with infinite-range interactions presents analytical solutions in both canonical and microcanonical ensembles and therefore, its phase diagram is known in both ensembles. This model exhibits nonequivalent solutions and the microcanonical thermodynamical features present peculiar behaviors like nonconcave entropy, negative specific heat, and a jump in the thermodynamical temperature. Examples of nonequivalent ensembles are in general related to systems with long-range interactions that undergo canonical first-order phase transitions. Recently, the extended gaussian ensemble (EGE) solution was obtained for this model. The gaussian ensemble and its extended version can be considered as a regularization of the microcanonical ensemble. They are known to play the role of an interpolating ensemble between the microcanonical and the canonical ones. Here, we explicitly show how the microcanonical energy equilibrium states related to the metastable and unstable canonical solutions for the Blume-Capel model are recovered from EGE, which presents a concave "extended" entropy as a function of energy.Comment: 6 pages, 5 eps figures. Presented at the XI Latin American Workshop on Nonlinear Phenomena, October 05-09 (2009), B\'uzios (RJ), Brazil. To appear in JPC

Ensemble inequivalence in random graphs

We present a complete analytical solution of a system of Potts spins on a random k-regular graph in both the canonical and microcanonical ensembles, using the Large Deviation Cavity Method (LDCM). The solution is shown to be composed of three different branches, resulting in an non-concave entropy function.The analytical solution is confirmed with numerical Metropolis and Creutz simulations and our results clearly demonstrate the presence of a region with negative specific heat and, consequently, ensemble inequivalence between the canonical and microcanonical ensembles.Comment: 9 pages, 3 figure

Extended gaussian ensemble solution and tricritical points of a system with long-range interactions

The gaussian ensemble and its extended version theoretically play the important role of interpolating ensembles between the microcanonical and the canonical ensembles. Here, the thermodynamic properties yielded by the extended gaussian ensemble (EGE) for the Blume-Capel (BC) model with infinite-range interactions are analyzed. This model presents different predictions for the first-order phase transition line according to the microcanonical and canonical ensembles. From the EGE approach, we explicitly work out the analytical microcanonical solution. Moreover, the general EGE solution allows one to illustrate in details how the stable microcanonical states are continuously recovered as the gaussian parameter $\gamma$ is increased. We found out that it is not necessary to take the theoretically expected limit $\gamma \to \infty$ to recover the microcanonical states in the region between the canonical and microcanonical tricritical points of the phase diagram. By analyzing the entropy as a function of the magnetization we realize the existence of unaccessible magnetic states as the energy is lowered, leading to a treaking of ergodicity.Comment: 8 pages, 5 eps figures. Title modified, sections rewritten, tricritical point calculations added. To appear in EPJ

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

Limit Theorems and Coexistence Probabilities for the Curie-Weiss Potts Model with an external field

The Curie-Weiss Potts model is a mean field version of the well-known Potts model. In this model, the critical line $\beta = \beta_c (h)$ is explicitly known and corresponds to a first order transition when $q > 2$. In the present paper we describe the fluctuations of the density vector in the whole domain $\beta \geqslant 0$ and $h \geqslant 0$, including the conditional fluctuations on the critical line and the non-Gaussian fluctuations at the extremity of the critical line. The probabilities of each of the two thermodynamically stable states on the critical line are also computed. Similar results are inferred for the Random-Cluster model on the complete graph.Comment: 17 page

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

Asymptotics of the mean-field Heisenberg model

We consider the mean-field classical Heisenberg model and obtain detailed information about the total spin of the system by studying the model on a complete graph and sending the number of vertices to infinity. In particular, we obtain Cramer- and Sanov-type large deviations principles for the total spin and the empirical spin distribution and demonstrate a second-order phase transition in the Gibbs measures. We also study the asymptotics of the total spin throughout the phase transition using Stein's method, proving central limit theorems in the sub- and supercritical phases and a nonnormal limit theorem at the critical temperature.Comment: 44 page

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 non-trivial 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.Comment: 21 pages, 11 figure