H-Theorems from Autonomous Equations

The H-theorem is an extension of the Second Law to a time-sequence of states that need not be equilibrium ones. In this paper we review and we rigorously establish the connection with macroscopic autonomy. If for a Hamiltonian dynamics for many particles, at all times the present macrostate determines the future macrostate, then its entropy is non-decreasing as a consequence of Liouville's theorem. That observation, made since long, is here rigorously analyzed with special care to reconcile the application of Liouville's theorem (for a finite number of particles) with the condition of autonomous macroscopic evolution (sharp only in the limit of infinite scale separation); and to evaluate the presumed necessity of a Markov property for the macroscopic evolution.Comment: 13 pages; v1 -> v2: Sec. 1-2 considerably rewritten, minor corrections in Sec. 3-

An extension of the Kac ring model

We introduce a unitary dynamics for quantum spins which is an extension of a model introduced by Mark Kac to clarify the phenomenon of relaxation to equilibrium. When the number of spins gets very large, the magnetization satisfies an autonomous equation as function of time with exponentially fast relaxation to the equilibrium magnetization as determined by the microcanonical ensemble. This is proven as a law of large numbers with respect to a class of initial data. The corresponding Gibbs-von Neumann entropy is also computed and its monotonicity in time discussed.Comment: 15 pages, v2 -> v3: minor typographic correctio

Quantum Macrostates, Equivalence of Ensembles and an H-Theorem

Before the thermodynamic limit, macroscopic averages need not commute for a quantum system. As a consequence, aspects of macroscopic fluctuations or of constrained equilibrium require a careful analysis, when dealing with several observables. We propose an implementation of ideas that go back to John von Neumann's writing about the macroscopic measurement. We apply our scheme to the relation between macroscopic autonomy and an H-theorem, and to the problem of equivalence of ensembles. In particular, we show how the latter is related to the asymptotic equipartition theorem. The main point of departure is an expression of a law of large numbers for a sequence of states that start to concentrate, as the size of the system gets larger, on the macroscopic values for the different macroscopic observables. Deviations from that law are governed by the entropy.Comment: 16 pages; v1 -> v2: Sec. 3 slightly rewritten, 2 references adde

Approach to ground state and time-independent photon bound for massless spin-boson models

It is widely believed that an atom interacting with the electromagnetic field (with total initial energy well-below the ionization threshold) relaxes to its ground state while its excess energy is emitted as radiation. Hence, for large times, the state of the atom+field system should consist of the atom in its ground state, and a few free photons that travel off to spatial infinity. Mathematically, this picture is captured by the notion of asymptotic completeness. Despite some recent progress on the spectral theory of such systems, a proof of relaxation to the ground state and asymptotic completeness was/is still missing, except in some special cases (massive photons, small perturbations of harmonic potentials). In this paper, we partially fill this gap by proving relaxation to an invariant state in the case where the atom is modelled by a finite-level system. If the coupling to the field is sufficiently infrared-regular so that the coupled system admits a ground state, then this invariant state necessarily corresponds to the ground state. Assuming slightly more infrared regularity, we show that the number of emitted photons remains bounded in time. We hope that these results bring a proof of asymptotic completeness within reach.Comment: 45 pages, published in Annales Henri Poincare. This archived version differs from the journal version because we corrected an inconsequential mistake in Section 3.5.1: to do this, a new paragraph was added after Lemma 3.

Non-equilibrium work relations

This is a brief review of recently derived relations describing the behaviour of systems far from equilibrium. They include the Fluctuation Theorem, Jarzynski's and Crooks' equalities, and an extended form of the Second Principle for general steady states. They are very general and their proofs are, in most cases, disconcertingly simple.Comment: Brief Summer School Lecture Note

'Return to equilibrium' for weakly coupled quantum systems: a simple polymer expansion

Recently, several authors studied small quantum systems weakly coupled to free boson or fermion fields at positive temperature. All the approaches we are aware of employ complex deformations of Liouvillians or Mourre theory (the infinitesimal version of the former). We present an approach based on polymer expansions of statistical mechanics. Despite the fact that our approach is elementary, our results are slightly sharper than those contained in the literature up to now. We show that, whenever the small quantum system is known to admit a Markov approximation (Pauli master equation \emph{aka} Lindblad equation) in the weak coupling limit, and the Markov approximation is exponentially mixing, then the weakly coupled system approaches a unique invariant state that is perturbatively close to its Markov approximation.Comment: 23 pages, v2-->v3: Revised version: The explanatory section 1.7 has changed and Section 3.2 has been made more explici

Fluctuation theorems for stochastic dynamics

Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived and investigated theoretically and experimentally. Significantly, we demonstrate, in the context of Markovian stochastic dynamics, how these different fluctuation theorems arise from a simple fundamental time-reversal symmetry of a certain class of observables. Appealing to the notion of Gibbs entropy allows for a microscopic definition of entropy production in terms of these observables. We work with the master equation approach, which leads to a mathematically straightforward proof and provides direct insight into the probabilistic meaning of the quantities involved. Finally, we point to some experiments that elucidate the practical significance of fluctuation relations.Comment: 48 pages, 2 figures. v2: minor changes for consistency with published versio

Fluctuations in Nonequilibrium Statistical Mechanics: Models, Mathematical Theory, Physical Mechanisms

The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and phenomena. They have been derived in deterministic and, later, in stochastic frameworks. Other results first obtained for stochastic processes, and later considered in deterministic dynamics, describe the temporal evolution of fluctuations. The field has grown beyond expectation: research works and different perspectives are proposed at an ever faster pace. Indeed, understanding fluctuations is important for the emerging theory of nonequilibrium phenomena, as well as for applications, such as those of nanotechnological and biophysical interest. However, the links among the different approaches and the limitations of these approaches are not fully understood. We focus on these issues, providing: a) analysis of the theoretical models; b) discussion of the rigorous mathematical results; c) identification of the physical mechanisms underlying the validity of the theoretical predictions, for a wide range of phenomena.Comment: 44 pages, 2 figures. To appear in Nonlinearity (2007

Relating the thermodynamic arrow of time to the causal arrow

Consider a Hamiltonian system that consists of a slow subsystem S and a fast subsystem F. The autonomous dynamics of S is driven by an effective Hamiltonian, but its thermodynamics is unexpected. We show that a well-defined thermodynamic arrow of time (second law) emerges for S whenever there is a well-defined causal arrow from S to F and the back-action is negligible. This is because the back-action of F on S is described by a non-globally Hamiltonian Born-Oppenheimer term that violates the Liouville theorem, and makes the second law inapplicable to S. If S and F are mixing, under the causal arrow condition they are described by microcanonic distributions P(S) and P(S|F). Their structure supports a causal inference principle proposed recently in machine learning.Comment: 10 page