A derivation of the Fluctuation-Dissipation Theorem for the microcanonical ensemble is presented using linear response theory. The theorem is stated as a relation between the frequency spectra of the symmetric correlation and response functions. When the system is not in the thermodinamic limit, this result can be viewed as an extension of the fluctuation-dissipation relations to a situation where dynamical fluctuations determine the response. Therefore, the relation presented here between equilibrium fluctuations and response can have a very different physical nature from the usual one in the canonical ensemble. These considerations imply that the Fluctuation-Dissipation Theorem is not restricted to the context of thermal equilibrium, where it is usually derived. Dispersion relations and sum rules are also obtained and discussed in the present case. Although analogous to the Kramers-Kronig relations, they are not related to the frequency spectrum but to the energy dependence of the response function.
Superstatistics is a "statistics" of "canonical-ensemble statistics". In analogy, we consider here a similar theoretical construct, but based upon the microcanonical ensemble. The mixing parameter is not the temperature but the index q associated with the non-extensive, power law entropy Sq.
We study the energy and entropies for $N$ independent harmonic oscillators in the microcanonical and the canonical ensembles in the Tsallis classical and the Tsallis quantum statistics of entropic parameter $q$, where $N$ is the number of the oscillators and the value of $q$ is larger than one. The energy and entropies are represented with the physical temperature, and the well-known expressions are obtained for the energy and Rényi entropy. The difference between the microcanonical and the canonical ensembles is the existence of the condition for $N$ and $q$ in the canonical ensemble: $N(q-1)…
We derive the microcanonical ensemble from the Maximum Entropy Principle (MEP) using the phase space volume entropy of P. Hertz. Maximizing this entropy with respect to the probability distribution with the constraints of normalization and average energy, we obtain the condition of constant energy. This approach is complementary to the traditional derivation of the microcanonical ensemble from the MEP using Shannon entropy and assuming a priori that the energy is constant which results in equal probabilities.
Shortened abstract: Microcanonical equilibrium macrostates are characterized as the solutions of a constrained minimization problem, while canonical equilibrium macrostates are characterized as the solutions of a related, unconstrained minimization problem. In Ellis, Haven, and Turkington (J. Stat. Phys. 101, 999, 2000) the problem of ensemble equivalence was completely solved at two separate, but related levels: the level of equilibrium macrostates, which focuses on relationships between the corresponding sets of equilibrium macrostates, and the thermodynamic level, which focuses on when the …
Evaporation/condensation transition of the Potts model on square lattice is numerically investigated by the Wang-Landau sampling method. Intrinsically system size dependent discrete transition between supersaturation state and phase-separation state is observed in the microcanonical ensemble by changing constrained internal energy. We calculate the microcanonical temperature, as a derivative of microcanonical entropy, and condensation ratio, and perform a finite size scaling of them to indicate clear tendency of numerical data to converge to the infinite size limit predicted by phenomenologica…
For a macroscopic, isolated quantum system in an unknown pure state, the expectation value of any given observable is shown to hardly deviate from the ensemble average with extremely high probability under generic equilibrium and nonequilibrium conditions. Special care is devoted to the uncontrollable microscopic details of the system state. For a subsystem weakly coupled to a large heat bath, the canonical ensemble is recovered under much more general and realistic assumptions than those implicit in the usual microcanonical description of the composite system at equilibrium.
Two recently proposed expressions for the computation of the entropy in the microcanonical ensemble are compared, and their equivalence is proved. These expressions are valid for a certain class of statistical mechanics systems, that can be called mean-field-like systems. Among these, this work considers only the systems with the most usual hamiltonian structure, given by a kinetic energy term plus interaction terms depending only on the configurational coordinates.
Boltzmann's entropy is slightly modified to make it suitable for discussing phase transitions in finite systems. As an example it is shown that the pendulum undergoes a second order phase transition when passing from a vibrational to a rotating state.
The main interest of the present work is the generalization of the Boltzmann-Gibbs distributions and the fluctuation theory based on the consideration of the reparametrization invariance of the microcanonical ensemble. This approach allows a novel interpretation of some anomalous phenomena observed in the non extensive systems like the existence of the negative specific heats as well as possibilities the enhancing of some Monte Carlo methods based on the Statistical Mechanics.
Due to the equivalence of the statistical ensembles thermostatic properties of physical systems with short-range interactions can be calculated in different ensembles leading to the same physics. In particular, the ensemble equivalence holds for systems that undergo a continuous phase transition in the infinite volume limit so that the properties of the transition can also be investigated in the microcanonical approach. Considering as example the spherical model the ensemble equivalence is explicitly demonstrated by calculating the critical properties in the microcanonical ensemble and compari…
The positivity of the heat capacity is the hallmark of thermal stability of systems in thermodynamic equilibrium. We show that this property remains valid for systems with negative derivative of energy with respect to temperature, as happens to some system described by the microcanonical ensemble. The demonstration rests on considering a trajectory on the Gibbs equilibrium surface, and its projection on the entropy-energy plane. The Gibbs equilibrium surface has the convexity property, but the projection might lack this property, leading to a negative derivative of energy with respect to tempe…
We introduce a simple model of hard spheres with gravitational interactions, for which we study a suitable scaling limit. Usual extensive properties are maintained notwithstanding the long range of gravitational interaction. We show that a local thermalization spontaneously emerges within a microcanonical description of the stationary state. In the considered scaling limit, the resulting density profile can be determined in a hydrostatic approach.
The problem of integer partitions is addressed using the microcanonical approach which is based on the analogy between this problem in the number theory and the calculation of microstates of a many-boson system. For ordinary (one-dimensional) partitions, the correction to the leading asymptotic is obtained. The estimate for the number of two-dimensional (plane) partitions coincides with known asymptotic results.
Generalizations of the microcanonical and canonical ensembles for paths of Markov processes have been proposed recently to describe the statistical properties of nonequilibrium systems driven in steady states. Here we propose a theory of these ensembles that unifies and generalizes earlier results, and show how it is fundamentally related to the large deviation properties of nonequilibrium systems. Using this theory, we provide conditions for the equivalence of nonequilibrium ensembles, generalizing those found for equilibrium systems, construct driven physical processes that generate these en…
We compare phase transition(-like) phenomena in small model systems for both microcanonical and canonical ensembles. The model systems correspond to a few classical (non-quantum) point particles confined in a one-dimensional box and interacting via Lennard-Jones-type pair potentials. By means of these simple examples it can be shown already that the microcanonical thermodynamic functions of a small system may exhibit rich oscillatory behavior and, in particular, singularities (non-analyticities) separating different microscopic phases. These microscopic phases may be identified as different mi…
We develop a scaling theory for the finite-size critical behavior of the microcanonical entropy (density of states) of a system with a critically-divergent heat capacity. The link between the microcanonical entropy and the canonical energy distribution is exploited to establish the former, and corroborate its predicted scaling form, in the case of the 3d Ising universality class. We show that the scaling behavior emerges clearly when one accounts for the effects of the negative background constant contribution to the canonical critical specific heat. We show that this same constant plays a sig…
We numerically investigate quantum quenches of a nonintegrable hard-core Bose-Hubbard model to test the accuracy of the microcanonical ensemble in small isolated quantum systems. We show that, in a certain range of system size, the accuracy increases with the dimension of the Hilbert space $D$ as $1/D$. We ascribe this rapid improvement to the absence of correlations between many-body energy eigenstates as well as to the eigenstate thermalization. Outside of that range, the accuracy is found to scale as $1/\sqrt{D}$ and improves algebraically with the system size.
We illustrate a novel characterization of nonequivalent statistical mechanical ensembles using the mean-field Blume-Emery-Griffiths (BEG) model as a test model. The novel characterization takes effect at the level of the microcanonical and canonical equilibrium distributions of states. For this reason it may be viewed as a statistical characterization of nonequivalent ensembles which extends and complements the common thermodynamic characterization of nonequivalent ensembles based on nonconcave anomalies of the microcanonical entropy. By computing numerically both the microcanonical and canoni…
We study the fluctuation of the number of particles in ideal Bose-Einstein condensates, both within the canonical and the microcanonical ensemble. Employing the Mellin-Barnes transformation, we derive simple expressions that link the canonical number of condensate particles, its fluctuation, and the difference between canonical and microcanonical fluctuations to the poles of a Zeta function that is determined by the excited single-particle levels of the trapping potential. For the particular examples of one- and three-dimensional harmonic traps we explore the microcanonical statistics in detai…
We have studied needle shaped three-dimensional classical spin systems with purely dipolar interactions in the microcanonical ensemble, using both numerical simulations and analytical approximations. We have observed spontaneous magnetization for different finite cubic lattices. The transition from the paramagnetic to the ferromagnetic phase is shown to be first-order. For two lattice types we have observed magnetization flips in the phase transition region. In some cases, gaps in the accessible values of magnetization appear, a signature of the ergodicity breaking found for systems with long-…
We show that the configurational probability distribution of a classical gas always belongs to the q-exponential family. Hence, the configurational subsystem is non-extensive in the sense of Tsallis. One of the consequences of this observation is that the thermodynamics of the configurational subsystem is uniquely determined up to a scaling function. As an example we consider a system of non-interacting harmonic oscillators. In this example, the scaling function can be determined from the requirement that in the limit of large systems the microcanonical temperature of the configurational subsy…
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 on…
The Microcanonical Ensemble computer simulation method (MCE) is used to evaluate the perturbation terms $A_i$ of the Helmholtz free energy of a Square-Well (SW) fluid. The MCE method offers a very efficient and accurate procedure for the determination of perturbation terms of discrete-potential systems such as the SW fluid and surpass the standard NVT Canonical Ensemble Monte Carlo method, allowing the calculation of the first six expansion terms. Results are presented for the case of a SW potential with attractive ranges $1.1 \le λ\le 1.8$. Using semiempirical representation of the MCE values…
An analytical method to compute thermodynamic properties of a given Hamiltonian system is proposed. This method combines ideas of both dynamical systems and ensemble approaches to thermodynamics, providing de facto a possible alternative to traditional Ensemble methods. Thermodynamic properties are extracted from effective motion equations. These equations are obtained by introducing a general variational principle applied to an action averaged over a statistical ensemble of paths defined on the constant energy surface. The method is applied first to the one dimensional (β)-FPU chain and to th…
We calculate the thermodynamic entropy of the mean-field $ϕ^4$ spin model in the microcanonical ensemble as a function of the energy and magnetization of the model. The entropy and its derivative are obtained from the theory of large deviations, as well as from Rugh's microcanonical formalism, which is implemented by computing averages of suitable observables in microcanonical molecular dynamics simulations. Our main finding is that the entropy is a concave function of the energy for all values of the magnetization, but is nonconcave as a function of the magnetization for some values of the en…
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 ensembl…
We calculate exactly both the microcanonical and canonical thermodynamic functions (TDFs) for a one-dimensional model system with piecewise constant Lennard-Jones type pair interactions. In the case of an isolated $N$-particle system, the microcanonical TDFs exhibit (N-1) singular (non-analytic) microscopic phase transitions of the formal order N/2, separating N energetically different evaporation (dissociation) states. In a suitably designed evaporation experiment, these types of phase transitions should manifest themselves in the form of pressure and temperature oscillations, indicating cool…
We investigate the p-spin model with Gaussian-distributed random interactions in the microcanonical ensemble using the replica theory. For p=2, there are only second-order phase transitions and we recover the results of Sherrington and Kirkpatrick obtained in the canonical ensemble. For p > 2, the transition between the ferromagnetic and paramagnetic phases is of first order, and the microcanonical and canonical ensembles give different results. We also discuss the ensemble inequivalence of the random energy model, corresponding to the limit p => infinity. This is the first systematic treatmen…
Classical spin systems with nonadditive long-range interactions are studied in the microcanonical ensemble. It is expected that the entropy of such a system is identical to that of the corresponding mean-field model, which is called "exactness of the mean-field theory". It is found out that this expectation is not necessarily true if the microcanonical ensemble is not equivalent to the canonical ensemble in the mean-field model. Moreover, necessary and sufficient conditions for exactness of the mean-field theory are obtained. These conditions are investigated for two concrete models, the α-Pot…
We develop a regularization of the quantum microcanonical ensemble, called a Gaussian ensemble, which can be used for derivation of the canonical ensemble from microcanonical principles. The derivation differs from the usual methods by giving an explanation for the, at the first sight unreasonable, effectiveness of the canonical ensemble when applied to certain small, isolated, systems. This method also allows a direct identification between the parameters of the microcanonical and the canonical ensemble and it yields simple indicators and rigorous bounds for the effectiveness of the approxima…
In this work a novel method to evaluate the liquid-vapor critical temperature using a generalization of the Microcanonical-ensemble computer simulation method (MCE) is presented. The isotherms of the chemical potential versus densities are obtained for a square-well (SW) fluid with interaction range $λ/σ= 1.5$: From these curves it can be extracted the critical temperature for different system sizes observing the change of the slope from the chemical potential's curve in the critical region as function of the temperature. Working with different systems sizes and Finite Size Scaling (FSS) Theor…
We study the problem of ensemble equivalence in spin systems with short-range interactions under the existence of a first-order phase transition. The spherical model with nonlinear nearest-neighbour interactions is solved exactly both for canonical and microcanonical ensembles. The result reveals apparent ensemble inequivalence at the first-order transition point in the sense that the microcanonical entropy is non-concave as a function of the energy and consequently the specific heat is negative. In order to resolve the paradox, we show that an unconventional saddle point should be chosen in t…
We compare the transition barrier that accompanies a first-order phase transition in the canonical and microcanonical ensemble. This is directly encoded in the probability distributions of standard Metropolis Monte Carlo simulations and a proper microcanonical sampling technique. For the example of droplet formation, we find that in both ensembles the transition barrier scales as expected but that the barrier is much smaller in the microcanonical ensemble. In addition its growth with system size is weaker which will enhance this difference for larger systems. We provide an intuitive physical e…
By using projection superoperators, we present a new derivation of the quantum master equation first obtained by the Authors in Phys. Rev. E {\bf 68}, 066112 (2003). We show that this equation describes the dynamics of a subsystem weakly interacting with an environment of finite heat capacity and initially described by a microcanonical distribution. After applying the rotating wave approximation to the equation, we show that the subsystem dynamics preserves the energy of the total system (subsystem plus environment) and tends towards an equilibrium state which corresponds to equipartition insi…
The phenomenon of partial equivalence of statistical ensembles is illustrated by discussing two examples, the mean-field XY and the mean-field spherical model. The configurational parts of these systems exhibit partial equivalence of the microcanonical and the canonical ensemble. Furthermore, the configurational microcanonical entropy is a smooth function, whereas a nonanalytic point of the configurational free energy indicates the presence of a phase transition in the canonical ensemble. In the presence of a standard kinetic energy contribution, partial equivalence is removed and a nonanalyti…
Microcanonical ensemble theory of bosons is derived from quantum mechanics by making use of a hidden gauge structure. The relative phase interaction associated with this gauge structure, described by the Pegg-Barnett formalism, is shown to lead to perfect decoherence in the thermodynamics limit and the principle of equal a priori probability, simultaneously.
The Ensemble of trajectories $x(0 \leq t \leq T)$ produced by the Markov generator $M$ can be considered as 'Canonical' for the following reasons : (C1) the probability of the trajectory $x(0 \leq t \leq T)$ can be rewritten as the exponential of a linear combination of its relevant empirical time-averaged observables $E_n$, where the coefficients involving the Markov generator are their fixed conjugate parameters; (C2) the large deviations properties of these empirical observables $E_n$ for large $T$ are governed by the explicit rate function $I^{[2.5]}_M (E_.) $ at Level 2.5, while in the th…
The equivalence of thermodynamic results in the canonical and the microcanonical ensembles has been questioned in some calculations for spin models with long-range interactions. We show that these claims of inequivalence are related to an inadequate definition of the independent (density) variables in the microcanonical ensemble. We illustrate this point with the example of a simple spin-1 ideal paramagnet, and then revisit the original calculations of Barré, Mukamel, and Ruffo, for a mean-field spin-1 Blume-Capel model. If the microcanonical ensemble is defined in terms of adequate density va…
In this paper, we consider the volume enclosed by the microcanonical ensemble in phase space as a statistical ensemble. This can be interpreted as an intermediate image between the microcanonical and the canonical pictures. By maintaining the ergodic hypothesis over this ensemble, that is, the equiprobability of all its accessible states, the equivalence of this ensemble in the thermodynamic limit with the microcanonical and the canonical ensembles is suggested by means of geometrical arguments. The Maxwellian and the Boltzmann-Gibbs distributions are obtained from this formalism. In the appen…
Starting from the quantum mechanics for $N$ particles, we show that we can directly derive the microcanonical ensemble average of the physical quantity $A$ by using only the long time average and the equal probability assumption for the equal energy states. The system is considered to be embedded in the outer world and we describe them in terms of the density matrix method.
Using the theory of large deviations, we analyze the phase transition structure of the Curie-Weiss-Potts spin model, which is a mean-field approximation to the Potts model. This analysis is carried out both for the canonical ensemble and the microcanonical ensemble. Besides giving explicit formulas for the microcanonical entropy and for the equilibrium macrostates with respect to the two ensembles, we analyze ensemble equivalence and nonequivalence at the level of equilibrium macrostates, relating these to concavity and support properties of the microcanonical entropy. The Curie-Weiss-Potts mo…
Systems with long range interactions in general are not additive, which can lead to an inequivalence of the microcanonical and canonical ensembles. The microcanonical ensemble may show richer behavior than the canonical one, including negative specific heats and other non-common behaviors. We propose a classification of microcanonical phase transitions, of their link to canonical ones, and of the possible situations of ensemble inequivalence. We discuss previously observed phase transitions and inequivalence in self-gravitating, two-dimensional fluid dynamics and non-neutral plasmas. We note a…
We show how to generalise the zero temperature Lanczos method for calculating dynamical correlation functions to finite temperatures. The key is the microcanonical ensemble, which allows us to replace the involved canonical ensemble with a single appropriately chosen state; in the thermodynamic limit it provides the same physics as the canonical ensemble but with the evaluation of a single expectation value. We can employ the same system sizes as for zero temperature, but whereas the statistical fluctuations present in small systems are prohibitive, the spectra of the largest system sizes are …
We propose a tensor network algorithm for the efficient sampling of quantum pure states belonging to a generalized microcanonical ensemble. The algorithm consists in an adaptation of the power method to a recently introduced ensemble of random matrix product states. The microcanonical ensemble that we consider is characterized by the fact that the participating energy eigenstates are not required to have identical statistical weight. To test the method we apply it to the Heisenberg model with an external magnetic field, and we find that the magnetization curves, due to the microcanonical const…
Given physical systems, counting rule for their statistical mechanical descriptions need not be unique, in general. It is shown that this nonuniqueness leads to the existence of various canonical ensemble theories which equally arise from the definite microcanonical basis. Thus, the Gibbs theorem for canonical ensemble theory is not universal, and the maximum entropy principle is to be appropriately modefied for each physical context.
In this work we extend the applicability of the microcanonical ensemble simulation method, originally proposed to study the Ising model (A. Hüller and M. Pleimling, Int. Journal of Modern Physics C, 13, 947 (2002), arxiv:cond-mat/0110090), to the case of simple fluids. An algorithm is developed by measuring the transition rates probabilities between macroscopic states, that has as advantage with respect to conventional Monte Carlo NVT (MC-NVT) simulations that a continuous range of temperatures are covered in a single run. For a given density, this new algorithm provides the inverse temperatur…
It is typically assumed, without justification, that a weak coupling between a system and a bath is a necessary condition for the equivalence of a canonical ensemble and a microcanonical ensemble. For instance, in a canonical ensemble, temperature emerges if the system and the bath are uncoupled or weakly coupled. We investigate the validity region of this weak coupling approximation, using a coupled composite-spin system. Our results show that the spin coupling strength can be as large as the level spacing of the system, indicating that the weak coupling approximation has a much wider region …
We derive the microcanonical partition function of the ideal relativistic quantum gas with fixed intrinsic angular momentum as an expansion over fixed multiplicities. We developed a group theoretical approach by generalizing known projection techniques to the Poincare' group. Our calculation is carried out in a quantum field framework and applies to particles with any spin. It extends known results in literature in that it does not introduce any large volume approximation and it takes particle spin fully into account. We provide expressions of the microcanonical partition function at fixed mul…
The development of reliable methods for estimating microcanonical averages constitutes an important issue in statistical mechanics. One possibility consists of calculating a given microcanonical quantity by means of typical relations in the grand-canonical ensemble. But given that distinct ensembles are equivalent only at the thermodynamic limit, a natural question is if finite size effects would prevent such procedure. In this work we investigate thoroughly this query in different systems yielding first and second order phase transitions. Our study is carried out from the direct comparison wi…
We study fluctuations of the number of Bose condensed atoms in weakly interacting homogeneous and trapped gases. For a homogeneous system we apply the particle-number-conserving formulation of the Bogoliubov theory and calculate the condensate fluctuations within the canonical and the microcanonical ensembles. We demonstrate that, at least in the low-temperature regime, predictions of the particle-number-conserving and traditional, nonconserving theory are identical, and lead to the anomalous scaling of fluctuations. Furthermore, the microcanonical fluctuations differ from the canonical ones b…
A microcanonical first order transition, connecting a clustered to a homogeneous phase, is studied from both the thermodynamic and dynamical point of view for a N-body Hamiltonian system with infinite-range couplings. In the microcanonical ensemble specific heat can be negative, but besides that, a microcanonical first order transition displays a temperature discontinuity as the energy is varied continuously (a dual phenomenon to the latent heat in the canonical ensemble). In the transition region, the entropy per particle exhibits, as a function of the order parameter, two relative maxima sep…
Microcanonical thermodynamics (MCTh) is contrasted to canonical thermodynamics (CTh). At phase transitions of 1.order the two ensembles are NOT equivalent even in the thermodynamic limit . Energy fluctuations do not vanish and phase separations are suppressed in CTh. A proper treatment of fluctuations is neccessary. MCTh allows to address even isolated small systems where phase transitions can be clearly classified into first order and continuous ones. The microcanonical caloric curve T(E) determines the transition temperature, latent heat AND surface entropy/tension. For systems of ca.1000 Na…
