Fluctuations of entropy production in the isokinetic ensemble

We discuss the microscopic definition of entropy production rate in a model of a dissipative system: a sheared fluid in which the kinetic energy is kept constant via a Gaussian thermostat. The total phase space contraction rate is the sum of two statistically independent contributions: the first one is due to the work of the conservative forces, is independent of the driving force and does not vanish at zero drive, making the system non-conservative also in equilibrium. The second is due to the work of the dissipative forces, and is responsible for the average entropy production; the distribution of its fluctuations is found to verify the Fluctuation Relation of Gallavotti and Cohen. The distribution of the fluctuations of the total phase space contraction rate also verify the Fluctuation Relation. It is compared with the same quantity calculated in the isoenergetic ensemble: we find that the two ensembles are equivalent, as conjectured by Gallavotti. Finally, we discuss the implication of our results for experiments trying to verify the validity of the FR.Comment: 8 pages, 4 figure

Saddles and dynamics in a solvable mean-field model

We use the saddle-approach, recently introduced in the numerical investigation of simple model liquids, in the analysis of a mean-field solvable system. The investigated system is the k-trigonometric model, a k-body interaction mean field system, that generalizes the trigonometric model introduced by Madan and Keyes [J. Chem. Phys. 98, 3342 (1993)] and that has been recently introduced to investigate the relationship between thermodynamics and topology of the configuration space. We find a close relationship between the properties of saddles (stationary points of the potential energy surface) visited by the system and the dynamics. In particular the temperature dependence of saddle order follows that of the diffusivity, both having an Arrhenius behavior at low temperature and a similar shape in the whole temperature range. Our results confirm the general usefulness of the saddle-approach in the interpretation of dynamical processes taking place in interacting systems.Comment: 7 pages, 8 figure

Generalized fluctuation relation and effective temperatures in a driven fluid

By numerical simulation of a Lennard-Jones like liquid driven by a velocity gradient \gamma we test the fluctuation relation (FR) below the (numerical) glass transition temperature T_g. We show that, in this region, the FR deserves to be generalized introducing a numerical factor X(T,\gamma)<1 that defines an ``effective temperature'' T_{FR}=T/X. On the same system we also measure the effective temperature T_{eff}, as defined from the generalized fluctuation-dissipation relation, and find a qualitative agreement between the two different nonequilibrium temperatures.Comment: Version accepted for publication on Phys.Rev.E; major changes, 1 figure adde

Topological Signature of First Order Phase Transitions

We show that the presence and the location of first order phase transitions in a thermodynamic system can be deduced by the study of the topology of the potential energy function, V(q), without introducing any thermodynamic measure. In particular, we present the thermodynamics of an analytically solvable mean-field model with a k-body interaction which -depending on the value of k- displays no transition (k=1), second order (k=2) or first order (k>2) phase transition. This rich behavior is quantitatively retrieved by the investigation of a topological invariant, the Euler characteristic, of some submanifolds of the configuration space. Finally, we conjecture a direct link between the Euler characteristic and the thermodynamic entropy.Comment: 6 pages, 2 figure

Topological properties of the mean field phi^4 model

We study the thermodynamics and the properties of the stationary points (saddles and minima) of the potential energy for a phi^4 mean field model. We compare the critical energy Vc (i.e. the potential energy V(T) evaluated at the phase transition temperature Tc) with the energy V{theta} at which the saddle energy distribution show a discontinuity in its derivative. We find that, in this model, Vc >> V{theta}, at variance to what has been found in the literature for different mean field and short ranged systems. By direct calculation of the energy Vs(T) of the ``inherent saddles'', i.e. the saddles visited by the equilibrated system at temperature T, we find that Vs(Tc) ~ V{theta}. Thus, we argue that the thermodynamic phase transition is related to a change in the properties of the inherent saddles rather then to a change of the topology of the potential energy surface at T=Tc. Finally, we discuss the approximation involved in our analysis and the generality of our method.Comment: 14 pages, 9 figure

Crossover between Equilibrium and Shear-controlled Dynamics in Sheared Liquids

We present a numerical simulation study of a simple monatomic Lennard-Jones liquid under shear flow, as a function of both temperature and shear rate. By investigating different observables we find that i) It exists a line in the (temperature-shear) plane that sharply marks the boarder between an ``equilibrium'' and a ``shear-controlled'' region for both the dynamic and the thermodynamic quantities; and ii) Along this line the structural relaxation time, is proportional to the inverse shear rate, i.e. to the typical time-scale introduced by the shear flow. Above the line the liquid dynamics is unaffected by the shear flow, while below it both temperature and shear rate control the particle motion.Comment: 14 pages, 5 figure

Glassy behavior of light

We study the nonlinear dynamics of a multi-mode random laser using the methods of statistical physics of disordered systems. A replica-symmetry breaking phase transition is predicted as a function of the pump intensity. We thus show that light propagating in a random non-linear medium displays glassy behavior, i.e. the photon gas has a multitude of metastable states and a non vanishing complexity, corresponding to mode-locking processes in random lasers. The present work reveals the existence of new physical phenomena, and demonstrates how nonlinear optics and random lasers can be a benchmark for the modern theory of complex systems and glasses.Comment: 5 pages, 1 figur

Dynamics and geometric properties of the k-Trigonometric model

We analyze the dynamics and the geometric properties of the Potential Energy Surfaces (PES) of the k-Trigonometric Model (kTM), defined by a fully-connected k-body interaction. This model has no thermodynamic transition for k=1, a second order one for k=2, and a first order one for k>2. In this paper we i) show that the single particle dynamics can be traced back to an effective dynamical system (with only one degree of freedom); ii) compute the diffusion constant analytically; iii) determine analytically several properties of the self correlation functions apart from the relaxation times which we calculate numerically; iv) relate the collective correlation functions to the ones of the effective degree of freedom using an exact Dyson-like equation; v) using two analytical methods, calculate the saddles of the PES that are visited by the system evolving at fixed temperature. On the one hand we minimize |grad V|^2, as usually done in the numerical study of supercooled liquids and, on the other hand, we compute the saddles with minimum distance (in configuration space) from initial equilibrium configurations. We find the same result from the two calculations and we speculate that the coincidence might go beyond the specific model investigated here.Comment: 36 pages, 13 figure

Glassy behavior of light in random lasers

A theoretical analysis [Angelani et al., Phys. Rev. Lett. 96, 065702 (2006)] predicts glassy behaviour of light in a nonlinear random medium. This implies slow dynamics related to the presence of many metastable states. We consider very general equations (that also apply to other systems, like Bose-Condensed gases) describing light in a disordered non-linear medium and through some approximations we relate them to a mean-field spin-glass-like model. The model is solved by the replica method, and replica-symmetry breaking phase transition is predicted. The transition describes a mode-locking process in which the phases of the modes are locked to random (history and sample-dependent) values. The results are based on very general theory, and embrace a variety of physical phenomena.Comment: 21 pages, 3 figures. Revised and enlarged version. To be published in Physical Review

Work and heat fluctuations in two-state systems: a trajectory thermodynamics formalism

Two-state models provide phenomenological descriptions of many different systems, ranging from physics to chemistry and biology. We investigate work fluctuations in an ensemble of two-state systems driven out of equilibrium under the action of an external perturbation. We calculate the probability density P(W) that a work equal to W is exerted upon the system along a given non-equilibrium trajectory and introduce a trajectory thermodynamics formalism to quantify work fluctuations in the large-size limit. We then define a trajectory entropy S(W) that counts the number of non-equilibrium trajectories P(W)=exp(S(W)/kT) with work equal to W. A trajectory free-energy F(W) can also be defined, which has a minimum at a value of the work that has to be efficiently sampled to quantitatively test the Jarzynski equality. Within this formalism a Lagrange multiplier is also introduced, the inverse of which plays the role of a trajectory temperature. Our solution for P(W) exactly satisfies the fluctuation theorem by Crooks and allows us to investigate heat-fluctuations for a protocol that is invariant under time reversal. The heat distribution is then characterized by a Gaussian component (describing small and frequent heat exchange events) and exponential tails (describing the statistics of large deviations and rare events). For the latter, the width of the exponential tails is related to the aforementioned trajectory temperature. Finite-size effects to the large-N theory and the recovery of work distributions for finite N are also discussed. Finally, we pay particular attention to the case of magnetic nanoparticle systems under the action of a magnetic field H where work and heat fluctuations are predicted to be observable in ramping experiments in micro-SQUIDs.Comment: 28 pages, 14 figures (Latex