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

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

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

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

Nonconcave entropies in multifractals and the thermodynamic formalism

We discuss a subtlety involved in the calculation of multifractal spectra when these are expressed as Legendre-Fenchel transforms of functions analogous to free energy functions. We show that the Legendre-Fenchel transform of a free energy function yields the correct multifractal spectrum only when the latter is wholly concave. If the spectrum has no definite concavity, then the transform yields the concave envelope of the spectrum rather than the spectrum itself. Some mathematical and physical examples are given to illustrate this result, which lies at the root of the nonequivalence of the microcanonical and canonical ensembles. On a more positive note, we also show that the impossibility of expressing nonconcave multifractal spectra through Legendre-Fenchel transforms of free energies can be circumvented with the help of a generalized free energy function, which relates to a recently introduced generalized canonical ensemble. Analogies with the calculation of rate functions in large deviation theory are finally discussed.Comment: 9 pages, revtex4, 3 figures. Changes in v2: sections added on applications plus many new references; contains an addendum not contained in published versio

Mean-field driven first-order phase transitions in systems with long-range interactions

We consider a class of spin systems on $\Z^d$ with vector valued spins (\bS_x) that interact via the pair-potentials J_{x,y} \bS_x\cdot\bS_y. The interactions are generally spread-out in the sense that the $J_{x,y}$'s exhibit either exponential or power-law fall-off. Under the technical condition of reflection positivity and for sufficiently spread out interactions, we prove that the model exhibits a first-order phase transition whenever the associated mean-field theory signals such a transition. As a consequence, e.g., in dimensions $d\ge3$, we can finally provide examples of the 3-state Potts model with spread-out, exponentially decaying interactions, which undergoes a first-order phase transition as the temperature varies. Similar transitions are established in dimensions $d=1,2$ for power-law decaying interactions and in high dimensions for next-nearest neighbor couplings. In addition, we also investigate the limit of infinitely spread-out interactions. Specifically, we show that once the mean-field theory is in a unique ``state,'' then in any sequence of translation-invariant Gibbs states various observables converge to their mean-field values and the states themselves converge to a product measure.Comment: 57 pages; uses a (modified) jstatphys class fil

Glauber Dynamics for the mean-field Potts Model

We study Glauber dynamics for the mean-field (Curie-Weiss) Potts model with $q\geq 3$ states and show that it undergoes a critical slowdown at an inverse-temperature $\beta_s(q)$ strictly lower than the critical $\beta_c(q)$ for uniqueness of the thermodynamic limit. The dynamical critical $\beta_s(q)$ is the spinodal point marking the onset of metastability. We prove that when $\beta<\beta_s(q)$ the mixing time is asymptotically $C(\beta, q) n \log n$ and the dynamics exhibits the cutoff phenomena, a sharp transition in mixing, with a window of order $n$. At $\beta=\beta_s(q)$ the dynamics no longer exhibits cutoff and its mixing obeys a power-law of order $n^{4/3}$. For $\beta>\beta_s(q)$ the mixing time is exponentially large in $n$. Furthermore, as $\beta \uparrow \beta_s$ with $n$, the mixing time interpolates smoothly from subcritical to critical behavior, with the latter reached at a scaling window of $O(n^{-2/3})$ around $\beta_s$. These results form the first complete analysis of mixing around the critical dynamical temperature --- including the critical power law --- for a model with a first order phase transition.Comment: 45 pages, 5 figure