A Langevin equation with state-dependent random force is considered. When the Helmholtz free energy is a nonincreasing function of time (the H-theorem), a generalized Einstein relation is obtained. A stochastic process of the Nosé--Hoover method is discussed on the basis of the Markovian approximation. It is found that the generalized Einstein relation holds for the Fokker--Planck equation associated with the stochastic Nosé--Hoover equation. The present result indicates that the Nosé--Hoover dynamics coarse-grained with time satisfies the H-theorem and therefore works as a heat bath.
We present numerical evidence supporting the validity of the Gallavotti-Cohen Fluctuation Theorem applied to the driven Lorentz gas with Nosé-Hoover thermostating. It is moreover argued that the asymptotic form of the fluctuation formula is independent of the amplitude of the driving force, in the limit where it is small.
We compare simulations performed using the Nosé-Hoover and the Langevin thermostats with the Hamiltonian dynamics of a long-range interacting system in contact with a reservoir. We find that while the statistical mechanics equilibrium properties of the system are recovered by all the different methods, the Nosé-Hoover and the Langevin thermostats fail in reproducing the nonequilibrium behavior of such Hamiltonian.
Ergodicity of the systems with Nosé-Hoover thermostat are studied. The dynamics of the heatbath variables are investigated and they can be periodic when the system has quick oscillation. The periodic behaviour of them causes the system to lose its ergodicity. The kinetic-moments method is also studied, and the heatbath variables in this method are found to be chaotic. The chaotic behaviour makes the whole system ergodic.
One-variable thermostats are studied as a generalization of the Nosé--Hoover method which is aimed to achieve Gibbs' canonical distribution with conserving the time-reversibility. A condition for equations of motion for the system with the thermostats is derived in the form of a partial differential equation. Solutions of this equation construct a family of thermostats including the Nosé--Hoover method as the minimal solution. It is shown that the one-variable thermostat coupled with the one-dimensional harmonic oscillator loses its ergodicity with large enough relaxation time. The present res…
The widely used Nose-Hoover chain (NHC) thermostat in molecular dynamics simulations is generally believed to impart the canonical distribution as well as quasi- (i.e., space filling) ergodicity on the thermostatted physical system (PS). Working with the standard single harmonic oscillator, we prove analytically that the two chain Nose-Hoover thermostat with unequal thermostat masses approach the standard Nose-Hoover dynamics and hence the PS loses its canonical and quasi-ergodic nature. We also show through numerical simulations over substantially long times that for certain Poincare sections…
Some paradoxical aspects of the Nosé and Nosé-Hoover dynamics of 1984 and Dettmann's dynamics of 1996 are elucidated. Phase-space descriptions of thermostated harmonic oscillator dynamics can be simultaneously expanding, incompressible, or contracting, as is described here by a variety of three- and four-dimensional phase-space models. These findings illustrate some surprising consequences when Liouville's continuity equation is applied to Hamiltonian flows.
To follow up recent work of Xiao-Song Yang on the Nosé-Hoover oscillator we consider Dettmann's harmonic oscillator, which relates Yang's ideas directly to Hamiltonian mechanics. We also use the Hoover-Holian oscillator to relate our mechanical studies to Gibbs' statistical mechanics. All three oscillators are described by a coordinate $q$ and a momentum $p$. Additional control variables $(ζ, ξ)$ vary the energy. Dettmann's description includes a time-scaling variable $s$, as does Nosé's original work. Time scaling controls the rates at which the $(q,p,ζ)$ variables change. The ergodic Hoover-…
In this paper we formulate Bulgac-Kusnezov constant temperature dynamics in phase space by means of non-Hamiltonian brackets. Two generalized versions of the dynamics are similarly defined: one where the Bulgac-Kusnezov demons are globally controlled by means of a single additional Nosé variable, and another where each demon is coupled to an independent Nosé-Hoover thermostat. Numerically stable and efficient measure-preserving time-reversible algorithms are derived in a systematic way for each case. The chaotic properties of the different phase space flows are numerically illustrated through …
While thermostated time evolutions stand on firm grounds and are widely used in classical molecular dynamics (MD) simulations, similar methods for quantum MD schemes are still lacking. In the special case of a quantum particle in a harmonic potential, it has been shown that the framework of coherent states permits to set up equations of motion for an isothermal quantum dynamics. In the present article, these results are generalized to indistinguishable quantum particles. We investigate the consequences of the (anti-)symmetry of the many-particle wavefunction which leads to quantum entangled di…
We study a stochastic perturbation of the Nosé-Hoover equation (called the Nosé-Hoover equation under Brownian heating) and show that the dynamics converges at a geometric rate to the augmented Gibbs measure in a weighted total variation distance. The joint marginal distribution of the position and momentum of the particles in turn converges exponentially fast in a similar sense to the canonical Boltzmann-Gibbs distribution. The result applies to a general number of particles interacting through wide class of potential functions, including the usual polynomial type as well as the singular Lenn…
Aspects of the Nosé and Nosé-Hoover dynamics developed in 1983-1984 along with Dettmann's closely related dynamics of 1996, are considered. We emphasize paradoxes associated with Liouville's Theorem. Our account is pedagogical, focused on the harmonic oscillator for simplicity, though exactly the same ideas can be, and have been, applied to manybody systems. Nosé, Nosé-Hoover, and Dettmann flows were all developed in order to access Gibbs' canonical ensemble directly from molecular dynamics. Unlike Monte Carlo algorithms dynamical flow models are often not ergodic and so can fail to reproduce …
In response to W. G. Hoover's comment [arXiv:1204.0312v2] on our work [arXiv:1203.5968], we show explicitly that the divergence of the velocity field associated with the Nosé-Hoover equations is nonzero, implying that those equations are not volume preserving, and hence, as often stated in the literature, are not Hamiltonian. We further elucidate that the trajectories {q(t)} generated by the Nosé-Hoover equations are generally not identical to those generated by Dettmann's Hamiltonian. Dettmann's Hamiltonian produces the same trajectories as the Nosé-Hoover equations only on a specific energy …
We discuss the transient and steady state fluctuation relation for a mechanical system in contact with two deterministic thermostats at different temperatures. The system is a modified Lorentz gas in which the fixed scatterers exchange energy with the gas of particles, and the thermostats are modelled by two Nosé-Hoover thermostats applied at the boundaries of the system. The transient fluctuation relation, which holds only for a precise choice of the initial ensemble, is verified at all times, as expected. Times longer than the mesoscopic scale, needed for local equilibrium to be settled, are…
We use nonequilibrium molecular dynamics to analyze and illustrate the qualitative differences between the one-thermostat and two-thermostat versions of equilibrium and nonequilibrium (heat-conducting) harmonic oscillators. Conservative nonconducting regions can coexist with dissipative heat conducting regions in phase space with exactly the same imposed temperature field.
We investigate the stationary and dynamic properties of the celebrated Nosé-Hoover dynamics of many-body interacting Hamiltonian systems, with an emphasis on the effect of inter-particle interactions. To this end, we consider a model system with both short- and long-range interactions. The Nosé-Hoover dynamics aims to generate the canonical equilibrium distribution of a system at a desired temperature by employing a set of time-reversible, deterministic equations of motion. A signature of canonical equilibrium is a single-particle momentum distribution that is Gaussian. We find that the equili…
"Stiff" differential equations are commonplace in engineering and dynamical systems. To solve them we need flexible integrators that can deal with rapidly-changing righthand sides. This tutorial describes the application of "adaptive" [ variable timestep ] integrators to "stiff" mechanical problems encountered in modern applications of Gibbs' 1902 statistical mechanics. Linear harmonic oscillators subject to nonlinear thermal constraints can exhibit either stiff or smooth dynamics. Two closely-related examples, Nosé's 1984 dynamics and Nosé-Hoover 1985 dynamics, are both based on Hamiltonian m…
We present a derivation of the Jarzynski identity and the Crooks fluctuation theorem for systems governed by deterministic dynamics that conserves the canonical distribution such as Hamiltonian dynamics, Nose-Hoover dynamics, Nose-Hoover chains and Gaussian isokinetic dynamics. The proof is based on a relation between the heat absorbed by the system during the non-equilibrium process and the Jacobian of the phase flow generated by the dynamics.
With the objective of demonstrating usefulness of thermostats in the study of dynamic critical phenomena in fluids, we present results for transport properties in a binary Lennard-Jones fluid that exhibits liquid-liquid phase transition. Results from the molecular dynamics simulations in canonical ensemble, with various thermostats, are compared with those from microcanonical ensemble. It is observed that the Nosé-Hoover and dissipative particle dynamics thermostats are useful for the calculations of mutual diffusivity and shear viscosity. The Nosé-Hoover thermostat, however, appears inadequat…
We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nosé-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average phase-space contraction rate vanishes, so that the stationary states are smooth. Nevertheless finite-time averages of the phase-space contraction rate have non-trivial fluctuations which we show satisfy a simple version of the Gallavotti-Cohen fluctuation theorem, complementary to the usual fluctuation theorem for non-equilibrium stationary states, and appropriat…
Nosé and Hoover's 1984 work showed that although Nosé and Nosé-Hoover dynamics were both consistent with Gibbs' canonical distribution neither dynamics, when applied to the harmonic oscillator, provided Gibbs' Gaussian distribution. Further investigations indicated that two independent thermostat variables are necessary, and often sufficient, to generate Gibbs' canonical distribution for an oscillator. Three successful time-reversible and deterministic sets of two-thermostat motion equations were developed in the 1990s. We analyze one of them here. It was developed by Martyna, Klein, and Tucke…
We derive a class of mesoscopic virial equations governing energy partition between conjugate position and momentum variables of individual degrees of freedom. They are shown to apply to a wide range of nonequilibrium steady states with stochastic (Langevin) and deterministic (Nosé--Hoover) dynamics, and to extend to collective modes for models of heat-conducting lattices. A generalised macroscopic virial theorem ensues upon summation over all degrees of freedom. This theorem allows for the derivation of nonequilibrium state equations that involve dissipative heat flows on the same footing wit…
It has recently been pointed out that Hamiltonian particle systems in constant magnetic fields satisfy generalized time-reversal symmetries that enable to prove useful statistical relationships based on equilibrium phase-space probability distributions without the need to invert, as commonly considered necessary, the magnetic field. Among these relations, that hold without need of Casimir modifications, one finds the standard linear response Green-Kubo relations, and consequently the Onsager reciprocal relations. Going beyond linear response is also possible, for instance in terms of transient…
In this paper we have studied a model for self-induced aggregation in Brownian particle incorporating the non-Markovian and non-Gaussian character of the associated random noise process. In this model the time evolution of each individual is guided by an over-damped Langevin equation of motion with a non-local drift resulting from the local unbalance distributions of the other individuals. Our simulation result shows that colored nose can induce the cluster formation even at large noise strength. Another observation is that critical noise strength grows very rapidly with increase of noise corr…
