Ensemble Dependence of the Transient Fluctuation Theorem

The Fluctuation Theorem gives an analytical expression for the probability of observing second law violating dynamical fluctuations, in nonequilibrium systems. At equilibrium statistical mechanical fluctuations are known to be ensemble dependent. In this paper we generalise the Transient and Steady State Fluctuation Theorems to various nonequilibrium dynamical ensembles. The Transient and Steady State Fluctuation Theorem for an isokinetic ensemble of isokinetic trajectories is tested using nonequilibrium molecular dynamics simulations of shear flow.Comment: 16 pages, 1 table, 4 figures; presentation of generalised formulae and discussion clarifie

The Fluctuation Theorem and Green-Kubo Relations

Green-Kubo and Einstein expressions for the transport coefficients of a fluid in a nonequilibrium steady state can be derived using the Fluctuation Theorem and by assuming the probability distribution of the time-averaged dissipative flux is Gaussian. These expressions are consistent with those obtained using linear response theory and are valid in the linear regime. It is shown that these expressions are however, not valid in the nonlinear regime where the fluid is driven far from equilibrium. We advance an argument for why these expression are only valid in the linear response, zero field limit.Comment: 32 pages, inc. 6 figures Discussion and notation improve

Statistical Mechanics of Time Independent Non-Dissipative Nonequilibrium States

We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the phase space may be divided into time independent, locally ergodic domains, we argue that within such domains the relative probabilities of microstates are given by the standard Boltzmann weights. In contrast to previous energy landscape treatments, that have been developed specifically for the glass transition, we do not impose an a priori knowledge of the inter-domain population distribution. Assuming that these domains are robust with respect to small changes in thermodynamic state variables we derive a variety of fluctuation formulae for these systems. We verify our theoretical results using molecular dynamics simulations on a model glass forming system. Non-equilibrium Transient Fluctuation Relations are derived for the fluctuations resulting from a sudden finite change to the system's temperature or pressure and these are shown to be consistent with the simulation results. The necessary and sufficient conditions for these relations to be valid are that the domains are internally populated by Boltzmann statistics and that the domains are robust. The Transient Fluctuation Relations thus provide an independent quantitative justification for the assumptions used in our statistical mechanical treatment of these systems.Comment: 17 pages, 4 figures, minor amendment

On the Application of the Gallavotti-Cohen Fluctuation Relation to Thermostatted Steady States Near Equilibrium

The fluctuation relation of the Gallavotti-Cohen Fluctuation Theorem (GCFT) concerns fluctuations in the phase space compression rate of dissipative, reversible dynamical systems. It has been proven for Anosov systems, but it is expected to apply more generally. This raises the question of which non-Anosov systems satisfy the fluctuation relation. We analyze time dependent fluctuations in the phase space compression rate of a class of N-particle systems that are at equilibrium or in near equilibrium steady states. This class does not include Anosov systems or isoenergetic systems, however, it includes most steady state systems considered in molecular dynamics simulations of realistic systems. We argue that the fluctuations of the phase space compression rate of these systems at or near equilibrium do not satisfy the fluctuation relation of the GCFT, although the discrepancies become somewhat smaller as the systems move further from equilibrium. In contrast, similar fluctuation relations for an appropriately defined dissipation function appear to hold both near and far from equilibrium.Comment: 46 pages, for publication in PR

Generalised Fluctuation Formula

We develop a General Fluctuation Formula for phase variables that are odd under time reversal. Simulations are used to verify the new formula.Comment: 10 pages, 5 figures, submitted to Procedings of the 3rd Tohwa University International Conference of Statistical Physics, Nov 8-12, 1999 (AIP Conferences Series

Material Adverse Change Clauses and Acquisition Dynamics

Material-Adverse-Change clauses (MACs) are present in over 90% of acquisition agreements. These clauses are the outcome of extensive negotiation and exhibit substantial cross-sectional variation in the number and types of events that are excluded from being ‘material adverse events’ (MAEs). MAEs are the underlying cause of more than 50% of acquisition terminations and 60% of acquisition renegotiations. Moreover, these renegotiations lead to substantial changes in the price offered to target shareholders (13-15%). We find that acquisitions with fewer MAE exclusions are characterized by wider arbitrage spreads (i.e., the difference between the price offered to target shareholders and the current market price of the target’s shares) during the acquisition period and are associated with higher offer premiums. We conclude that material adverse change clauses have an economically important impact on the dynamics of corporate acquisitions and stock prices during the acquisition period.Acquisitions, Contractual mechanisms, Material-Adverse-Change clause (MACs), Material-Adverse Event (MAE) exclusions, merger agreement, risk allocation, flexibility

A tale of two airfoils: resolvent-based modelling of an oscillator vs. an amplifier from an experimental mean

The flows around a NACA 0018 airfoil at a Reynolds number of 10250 and angles of attack of alpha = 0 (A0) and alpha = 10 (A10) are modelled using resolvent analysis and limited experimental measurements obtained from particle image velocimetry. The experimental mean velocity profiles are data-assimilated so that they are solutions of the incompressible Reynolds-averaged Navier-Stokes equations forced by Reynolds stress terms which are derived from experimental data. Spectral proper orthogonal decompositions (SPOD) of the velocity fluctuations and nonlinear forcing find low-rank behaviour at the shedding frequency and its higher harmonics for the A0 case. In the A10 case, low-rank behaviour is observed for the velocity fluctuations in two bands of frequencies. Resolvent analysis of the data-assimilated means identifies low-rank behaviour only in the vicinity of the shedding frequency for A0 and none of its harmonics. The resolvent operator for the A10 case, on the other hand, identifies two linear mechanisms whose frequencies are a close match with those identified by SPOD. It is also shown that the second linear mechanism, corresponding to the Kelvin-Helmholtz instability in the shear layer, cannot be identified just by considering the time-averaged experimental measurements as a mean flow due to the fact that experimental data are missing near the leading edge. The A0 case is classified as an oscillator where the flow is organised around an intrinsic instability while the A10 case behaves like an amplifier whose forcing is unstructured. For both cases, resolvent modes resemble those from SPOD when the operator is low-rank. To model the higher harmonics where this is not the case, we add parasitic resolvent modes, as opposed to classical resolvent modes which are the most amplified, by approximating the nonlinear forcing from limited triadic interactions of known resolvent modes.Comment: 32 pages, 23 figure

Maintenance & Repair in Science and Technology Studies

This essay contains an overview on worldwide researches on Maintenance and Repair topics in Science and Technology Studies