Orbital measures in non-equilibrium statistical mechanics: the Onsager relations

We assume that the properties of nonequilibrium stationary states of systems of particles can be expressed in terms of weighted orbital measures, i.e. through periodic orbit expansions. This allows us to derive the Onsager relations for systems of $N$ particles subject to a Gaussian thermostat, under the assumption that the entropy production rate is equal to the phase space contraction rate. Moreover, this also allows us to prove that the relevant transport coefficients are not negative. In the appendix we give an argument for the proper way of treating grazing collisions, a source of possible singularities in the dynamics.Comment: LaTeX, 14 pages, 1 TeX figure in the tex

The Gallavotti-Cohen Fluctuation Theorem for a non-chaotic model

We test the applicability of the Gallavotti-Cohen fluctuation formula on a nonequilibrium version of the periodic Ehrenfest wind-tree model. This is a one-particle system whose dynamics is rather complex (e.g. it appears to be diffusive at equilibrium), but its Lyapunov exponents are nonpositive. For small applied field, the system exhibits a very long transient, during which the dynamics is roughly chaotic, followed by asymptotic collapse on a periodic orbit. During the transient, the dynamics is diffusive, and the fluctuations of the current are found to be in agreement with the fluctuation formula, despite the lack of real hyperbolicity. These results also constitute an example which manifests the difference between the fluctuation formula and the Evans-Searles identity.Comment: 12 pages, submitted to Journal of Statistical Physic

Gibbs entropy and irreversible thermodynamics

Recently a number of approaches has been developed to connect the microscopic dynamics of particle systems to the macroscopic properties of systems in nonequilibrium stationary states, via the theory of dynamical systems. This way a direct connection between dynamics and Irreversible Thermodynamics has been claimed to have been found. However, the main quantity used in these studies is a (coarse-grained) Gibbs entropy, which to us does not seem suitable, in its present form, to characterize nonequilibrium states. Various simplified models have also been devised to give explicit examples of how the coarse-grained approach may succeed in giving a full description of the Irreversible Thermodynamics. We analyze some of these models pointing out a number of difficulties which, in our opinion, need to be overcome in order to establish a physically relevant connection between these models and Irreversible Thermodynamics.Comment: 19 pages, 4 eps figures, LaTeX2

The nonequilibrium Ehrenfest gas: a chaotic model with flat obstacles?

It is known that the non-equilibrium version of the Lorentz gas (a billiard with dispersing obstacles, electric field and Gaussian thermostat) is hyperbolic if the field is small. Differently the hyperbolicity of the non-equilibrium Ehrenfest gas constitutes an open problem, since its obstacles are rhombi and the techniques so far developed rely on the dispersing nature of the obstacles. We have developed analytical and numerical investigations which support the idea that this model of transport of matter has both chaotic (positive Lyapunov exponent) and non-chaotic steady states with a quite peculiar sensitive dependence on the field and on the geometry, not observed before. The associated transport behaviour is correspondingly highly irregular, with features whose understanding is of both theoretical and technological interest

The Langevin equation for systems with a preferred spatial direction

In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an external force. To do this, we extend the Langevin equation to include a bias, which is introduced by the external force and alters the Gaussian structure of the system's fluctuations. By solving this extended equation, we demonstrate that the statistical properties of the fluctuations in these systems can be predicted from physical observables, such as the temperature and the hydrodynamic gradients.Comment: 1 figur

Note on Phase Space Contraction and Entropy Production in Thermostatted Hamiltonian Systems

The phase space contraction and the entropy production rates of Hamiltonian systems in an external field, thermostatted to obtain a stationary state are considered. While for stationary states with a constant kinetic energy the two rates are formally equal for all numbers of particles N, for stationary states with constant total (kinetic and potential) energy this only obtains for large N. However, in both cases a large number of particles is required to obtain equality with the entropy production rate of Irreversible Thermodynamics. Consequences of this for the positivity of the transport coefficients and for the Onsager relations are discussed. Numerical results are presented for the special case of the Lorentz gas.Comment: 16 pages including 1 table and 3 figures. LaTeX forma

Nonequilibrium Langevin dynamics: a demonstration study of shear flow fluctuations in a simple fluid

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic Molecular Dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which is then numerically simulated and directly compared with the original physical system. By using these data, we study in detail the accuracy and precision of a second-order Langevin model for nonequilibrium physical systems, theoretically and computationally. In addition, an intriguing relation is found between an applied external force and cumulants of the resulting flow fluctuations. This is characterized by a linear dependence of athermal cumulant ratio, a new quantity introduced here

Time-dependence of the effective temperatures of a two-dimensional Brownian gyrator with cold and hot components

We consider a model of a two-dimensional molecular machine - called Brownian gyrator - that consists of two coordinates coupled to each other and to separate heat baths at temperatures respectively T x and T y . We consider the limit in which one component is passive, because its bath is 'cold', T x → 0, while the second is in contact with a 'hot' bath, T y > 0, hence it entrains the passive component in a stochastic motion. We derive an asymmetry relation as a function of time, from which time dependent effective temperatures can be obtained for both components. We find that the effective temperature of the passive element tends to a constant value, which is a fraction of T y , while the effective temperature of the driving component grows without bounds, in fact exponentially in time, as the steady-state is approached

Lyapunov spectra and nonequilibrium ensembles equivalence in 2D fluid mechanics

We perform numerical experiments to study the Lyapunov spectra of dynamical systems associated with the Navier–Stokes (NS) equation in two spatial dimensions truncated over the Fourier basis. Recently new equations, called GNS equations, have been introduced and conjectured to be equivalent to the NS equations at large Reynolds numbers. The Lyapunov spectra of the NS and of the corresponding GNS systems overlap, adding evidence in favor of the conjectured equivalence already studied and partially extended in previous papers. We make use of the Lyapunov spectra to study a fluctuation relation which had been proposed to extend the “fluctuation theorem” to strongly dissipative systems. Preliminary results towards the formulation of a local version of the fluctuation formula are also presented