Boltzmann's principle is used to select the "most probable" realization (macrostate) of an isolated or closed thermodynamic system, containing a small number of particles ($N \llsp \infty$), for both classical and quantum statistics. The inferred probability distributions provide the means to define intensive variables and construct thermodynamic relationships for small microcanonical systems, which do not satisfy the thermodynamic limit. This is of critical importance to nanoscience and quantum technology.
A thermodynamic expression for the analog of the canonical ensemble for nonequilibrium systems is described based on a purely information theoretical interpretation of entropy. As an application, it is shown that this nonequilibrium canonical distribution implies some important results from nonequilibrium thermodynamics, specifically, the fluctuation theorem and the Jarzynski-equality.
This short paper presents a nontechnical introduction to the problem of nonequivalent microcanonical and canonical ensembles. Both the thermodynamic and the macrostate levels of definition of nonequivalent ensembles are introduced. The many relationships that exist between these two levels are also explained in simple physical terms.
We develop a consistent stochastic thermodynamics for environments composed of thermodynamic reservoirs in an external conservative force field, that is environments described by the Generalized or Gibbs canonical ensemble. We demonstrate that small systems weakly coupled to such reservoirs exchange both heat and work by verifying a local detailed balance relation for the induced stochastic dynamics. Based on this analysis, we help to rationalize the observation that nonthermal reservoirs can increase the efficiency of thermodynamic heat engines.
We present general and rigorous results showing that the microcanonical and canonical ensembles are equivalent at all three levels of description considered in statistical mechanics - namely, thermodynamics, equilibrium macrostates, and microstate measures - whenever the microcanonical entropy is concave as a function of the energy density in the thermodynamic limit. This is proved for any classical many-particle systems for which thermodynamic functions and equilibrium macrostates exist and are defined via large deviation principles, generalizing many previous results obtained for specific cl…
We study the Bose-Einstein condensation phase transition in a weakly interacting gas through a perturbative analysis of finite systems. In both the grand canonical and the canonical ensembles, perturbation theory suffers from infrared divergences and cannot directly determine the transition temperature in the thermodynamic limit. However, in conjunction with finite size scaling, perturbation theory provides a powerful calculation tool. We implement it here to estimate a shift in the transition temperature in the canonical ensemble consistent with grand canonical calculations.
Motility-induced phase separation (MIPS) leads to cohesive active matter in the absence of cohesive forces. We present, extend and illustrate a recent generalized thermodynamic formalism which accounts for its binodal curve. Using this formalism, we identify both a generalized surface tension, that controls finite-size corrections to coexisting densities, and generalized forces, that can be used to construct new thermodynamic ensembles. Our framework is based on a nonequilibrium generalization of the Cahn-Hilliard equation and we discuss its application to active particles interacting either v…
The nonextensive statistical ensembles are revisited for the complex systems with long-range interactions and long-range correlations. An approximation, the value of nonextensive parameter (1-q) is assumed to be very tiny, is adopted for the limit of large particle number for most normal systems. In this case, Tsallis entropy can be expanded as a function of energy and particle number fluctuation, and thus the power-law forms of the generalized Gibbs distribution and grand canonical distribution can be derived. These new distribution functions can be applied to derive the free energy and grand…
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)…
For studying the thermodynamic properties of systems using statistical mechanics we propose an ensemble that lies in between the familiar canonical and microcanonical ensembles. From a comparative study of these ensembles we conclude that all these ensembles may not yield the same results even in the thermodynamic limit except at high temperatures. An investigation of the coupling between systems suggest that the state of thermodynamic equilibrium is a special case of statistical equilibrium. As a byproduct of this analysis we have obtained a general form for probability density function in an…
Numerical simulations of systems at coexistence are known to yield unstable fields in some regions of the density parameters, as well as inequivalence of ensembles. The Van der Waals-like loops are attributed to effects of the interface between the coexisting phases, but the question of convexity remains unresolved. We recover the theory developed by Hill in the 1960's, and adapt it to include the interface free energy. Our adapted theory is verified through carefully planned simulations, and gives a thermodynamic description of the interface behaviour inside the coexistence region which resto…
Integrable quantum many-body systems are considered to equilibrate to generalized Gibbs ensembles (GGEs) characterized by the expectation values of integrals of motion. We study the dynamics of exactly solvable quadratic bosonic systems in the thermodynamic limit, and show a general mechanism for the relaxation to GGEs, in terms of the diagonal singularity. We show analytically and explicitly that a free bosonic system relaxes from a general (not necessarily Gaussian) initial state under certain physical conditions to a Gaussian GGE. We also show the relaxation to a Gaussian GGE in an exactly …
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…
The dynamics of stochastic systems, both classical and quantum, can be studied by analysing the statistical properties of dynamical trajectories. The properties of ensembles of such trajectories for long, but fixed, times are described by large-deviation (LD) rate functions. These LD functions play the role of dynamical free-energies: they are cumulant generating functions for time-integrated observables, and their analytic structure encodes dynamical phase behaviour. This "thermodynamics of trajectories" approach is to trajectories and dynamics what the equilibrium ensemble method of statisti…
Depending on the exact experimental conditions, the thermodynamic properties of physical systems can be related to one or more thermostatistical ensembles. Here, we survey the notion of thermodynamic temperature in different statistical ensembles, focusing in particular on subtleties that arise when ensembles become non-equivalent. The 'mother' of all ensembles, the microcanonical ensemble, uses entropy and internal energy (the most fundamental, dynamically conserved quantity) to derive temperature as a secondary thermodynamic variable. Over the past century, some confusion has been caused by …
We address the problem of the foundation of generalized ensembles in statistical physics. The approach is based on Boltzmann's concept of orthodes. These are the statistical ensembles that satisfy the heat theorem, according to which the heat exchanged divided by the temperature is an exact differential. This approach can be seen as a mechanical approach alternative to the well established information-theoretic one based on the maximization of generalized information entropy. Our starting point are the Tsallis ensembles which have been previously proved to be orthodes, and have been proved to …
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…
Markov chain Monte Carlo methods are primarily used for sampling from a given probability distribution and estimating multi-dimensional integrals based on the information contained in the generated samples. Whenever it is possible, more accurate estimates are obtained by combining Monte Carlo integration and integration by numerical quadrature along particular coordinates. We show that this variance reduction technique, referred to as conditioning in probability theory, can be advantageously implemented in \emph{expanded ensemble} simulations. These simulations aim at estimating thermodynamic …
We show that arbitrary phase space vector fields can be used to generate phase functions whose ensemble averages give the thermodynamic temperature. We describe conditions for the validity of these functions in periodic boundary systems and the Molecular Dynamics (MD) ensemble, and test them with a short-ranged potential MD simulation.
We study a classical integrable (Neumann) model describing the motion of a particle on the sphere, subject to harmonic forces. We tackle the problem in the infinite dimensional limit by introducing a soft version in which the spherical constraint is imposed only on average over initial conditions. We show that the Generalized Gibbs Ensemble captures the long-time averages of the soft model. We reveal the full dynamic phase diagram with extended, quasi-condensed, coordinate-, and coordinate and momentum-condensed phases. The scaling properties of the fluctuations allow us to establish in which …
It is often difficult to quantitatively determine if a new molecular simulation algorithm or software properly implements sampling of the desired thermodynamic ensemble. We present some simple statistical analysis procedures to allow sensitive determination of whether a de- sired thermodynamic ensemble is properly sampled. We demonstrate the utility of these tests for model systems and for molecular dynamics simulations in a range of situations, includ- ing constant volume and constant pressure simulations, and describe an implementation of the tests designed for end users.
We reconsider the Boltzmann-Gibbs statistical ensemble in thermodynamics using the multinomial coefficient approach. We show that an ensemble is defined by the determination of four statistical quantities, the element probabilities $p_i$, the configuration probabilities $P_j$, the entropy $S$ and the extremum constraints (EC). This distinction is of central importance for the understanding of the conditions under which a microcanonical, canonical and macrocanonical ensemble is defined. These three ensembles are characterized by the conservation of their sizes. A variation of the ensemble size …
Recently discovered identities in statistical mechanics have enabled the calculation of equilibrium ensemble averages from realizations of driven nonequilibrium processes, including single-molecule pulling experiments and analogous computer simulations. Challenges in collecting large data sets motivate the pursuit of efficient statistical estimators that maximize use of available information. Along these lines, Hummer and Szabo developed an estimator that combines data from multiple time slices along a driven nonequilibrium process to compute the potential of mean force. Here, we generalize th…
Microcanonical description is characterized by the presence of an internal symmetry closely related with the dynamical origin of this ensemble: the reparametrization invariance. Such symmetry possibilities the development of a non Riemannian geometric formulation within the microcanonical description of an isolated system, which leads to an unexpected generalization of the Gibbs canonical ensemble and the classical fluctuation theory for the open systems (where the inverse temperature and the total energy E behave as complementary thermodynamical quantities), the improvement of Monte Carlo sim…
In the present paper, the Tsallis statistics in the grand canonical ensemble was reconsidered in a general form. The thermodynamic properties of the nonrelativistic ideal gas of hadrons in the grand canonical ensemble was studied numerically and analytically in a finite volume and the thermodynamic limit. It was proved that the Tsallis statistics in the grand canonical ensemble satisfies the requirements of the equilibrium thermodynamics in the thermodynamic limit if the thermodynamic potential is a homogeneous function of the first order with respect to the extensive variables of state of the…
Two approaches to describe the thermodynamics of a subsystem that interacts with a thermal bath are considered. Within the first approach, the mean system energy $E_{S}$ is identified with the expectation value of the system Hamiltonian, which is evaluated with respect to the overall (system+bath) equilibrium distribution. Within the second approach, the system partition function $Z_{S}$ is considered as the fundamental quantity, which is postulated to be the ratio of the overall (system+bath) and the bath partition functions, and the standard thermodynamic relation $E_{S}=-d(\ln Z_{S})/dβ$ is…
Ensemble Inequivalence in Long-Range Quantum Spin Systems
ETH Zürich（苏黎世联邦理工学院）；Weizmann Institute of Science（魏茨曼科学研究所）；Istituto dei Sistemi Complessi, Consiglio Nazionale delle Ricerche（意大利国家研究委员会复杂系统研究所）；INFN Sezione di Firenze（佛罗伦萨国家核物理研究所）；SISSA（的里雅斯特国际高等研究院）
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…
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…
This paper presents a nonequilibrium thermodynamic model for the relaxation of a local, isolated system in nonequilibrium using the principle of steepest entropy ascent (SEA), which can be expressed as a variational principle in thermodynamic state space. The model is able to arrive at the Onsager relations for such a system. Since no assumption of local equilibrium is made, the conjugate fluxes and forces, which result, are intrinsic to the subspaces of the system's state space and are defined using the concepts of hypoequilibrium state and nonequilibrium intensive properties, which describe …
A pedagogical approach for deriving the statistical mechanical partition function, in a manner that emphasizes the key role of entropy in connecting the microscopic states to thermodynamics, is introduced. The connections between the combinatoric formula $S= k \ln W$ applied to the Gibbs construction, the Gibbs entropy, $S = -k \sum\limits_i p_i \ln p_i$, and the microcanonical entropy expression $S= k \ln Ω$ are clarified. The condition for microcanonical equilibrium, and the associated role of the entropy in the thermodynamic potential is shown to arise naturally from the postulate of equal …
The microscopic foundation of the generalized equilibrium statistical mechanics based on the Tsallis entropy is given by using the Gibbs idea of statistical ensembles of the classical and quantum mechanics. The equilibrium distribution functions are derived by the thermodynamic method based upon the use of the fundamental equation of thermodynamics and the statistical definition of the functions of the state of the system. It is shown that if the entropic index $ξ=1/(q-1)$ in the microcanonical ensemble is an extensive variable of the state of the system, then in the thermodynamic limit $\tild…
European Molecular Biology Laboratory（欧洲分子生物学实验室）；Heidelberg University（海德堡大学）；Utrecht University（乌得勒支大学）；Politecnico di Torino（都灵理工大学）；INFN, Sezione di Torino（意大利国家核物理研究所都灵分部）
A system in equilibrium does not evolve -- time independence is its telltale characteristic. However, in Newtonian physics the microstate of an individual system (a point in its phase space) evolves incessantly in accord with its equations of motion. Ensembles were introduced in XIX century to bridge that chasm between continuous motion of phase space points in Newtonian dynamics and stasis of thermodynamics: While states of individual classical systems inevitably evolve, a phase space distribution of such states -- an ensemble -- can be time-independent. I show that entanglement (e.g., with t…
In a pioneer work, John Nagle has shown that an Ising chain with competing short and long-range interactions displays second and first-order phase transitions separated by a tricritical point. More recently, it has been claimed that Nagle's model provides an example of the inequivalence between canonical and microcanonical calculations. We then revisit Nagle's original solution, as well as the usual formulation of the problem in a canonical ensemble, which lead to the same results. Also, in contrast to recent claims, we show that an alternative formulation in the microcanonical ensemble, with …
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.
In nonadditive systems, like small systems or like long-range interacting systems even in the thermodynamic limit, ensemble inequivalence can be related to the occurrence of negative response functions, this in turn being connected with anomalous concavity properties of the thermodynamic potentials associated to the various ensembles. We show how the type and number of negative response functions depend on which of the quantities E, V and N (energy, volume and number of particles) are constrained in the ensemble. In particular, we consider the unconstrained ensemble in which E, V and N fluctua…
The so-called $χ^{2}$-superstatistics of Beck and Cohen (BC) is employed to investigate the infinite-range Blume-Capel model, a well-known representative system displaying inequivalence of canonical and microcanonical phase diagrams. While not being restricted to any of those particular thermodynamic limits, our analytical result can smoothly recover both canonical and microcanonical ensemble solutions as its nonextensive parameter $q$ is properly tuned. Additionally, we compare our findings to ones previously obtained from a generalized canonical framework named Extended Gaussian ensemble (EG…
The original canonical ensemble formalism for the nonextensive entropy thermostatistics is reconsidered. It is shown that the unambiguous connection of the statistical mechanics with the equilibrium thermodynamics is provided if the entropic parameter $1/(q-1)$ is an extensive variable of the state. Based on a particular example of the perfect gas, it is proved that the Tsallis thermostatistics meets all the requirements of equilibrium thermodynamics in the thermodynamic limit. In particular, the entropy of the system is extensive and the temperature is intensive. However, for finite systems b…
This paper presents a nonequilibrium, first-principles, thermodynamic-ensemble based model for the relaxation process of interacting non-equilibrium systems. This model is formulated using steepest-entropy-ascent quantum thermodynamics (SEAQT) and its equation of motion for a grand canonical ensemble and is applied to a many particle system of classical or indistinguishable particles. Two kinds of interactions are discussed, including pure heat diffusion and heat and mass diffusion together. Since no local equilibrium assumption is made, the conjugate fluxes and forces are intrinsic to the sub…
The Renyi statistics in the canonical and microcanonical ensembles is examined in the general case and in particular for the ideal gas. In the microcanonical ensemble the Renyi statistics is equivalent with the Boltzmann-Gibbs statistics. By the exact analytical results for the ideal gas, it is shown that in the canonical ensemble in the thermodynamic limit the Renyi statistics is also equivalent with the Boltzmann-Gibbs statistics. Furthermore it satisfies the requirements of the equilibrium thermodynamics, i.e. the thermodynamical potential of the statistical ensemble is a homogeneous functi…
We discuss partition function of 2d CFTs decorated by higher qKdV charges in the thermodynamic limit when the size of the spatial circle goes to infinity. In this limit the saddle point approximation is exact and at infinite central charge generalized partition function can be calculated explicitly. We show that leading 1/c corrections to free energy can be reformulated as a sum over Young tableaux which we calculate for the first two qKdV charges. Next, we compare generalized ensemble with the "eigenstate ensemble" that consists of a single primary state. At infinite central charge the ensemb…
Long chains of the HP lattice protein model are studied by the Multi-Self-Overlap Ensemble(MSOE) Monte Carlo method, which was developed recently by the authors. MSOE successfully finds the lowest energy states reported before for sequences of the chain length $N=42\sim 100$ in two and three dimensions. Moreover, MSOE realizes the lowest energy state that ever found in a case of N=100. Finite-temperature properties of these sequences are also investigated by MSOE. Two successive transitions are observed between the native and random coil states. Thermodynamic analysis suggests that the ground …
Local Shannon entropy lies at the heart of modern thermodynamics, with much discussion of trajectory-dependent entropy production. When taken at both boundaries of a process in phase space, it reproduces the second law of thermodynamics over a finite time interval for small scale systems. However, given that entropy is an ensemble property, it has never been clear how one can assign such a quantity locally. Given such a fundamental omission in our knowledge, we construct a new ensemble composed of trajectories reaching an individual microstate, and show that locally defined entropy, informatio…
Active systems evade the rules of equilibrium thermodynamics by constantly dissipating energy at the level of their microscopic components. This energy flux stems from the conversion of a fuel, present in the environment, into sustained individual motion. It can lead to collective effects without any equilibrium equivalent, such as a phase separation for purely repulsive particles, or a collective motion (flocking) for aligning particles. Some of these effects can be rationalized by using equilibrium tools to recapitulate nonequilibrium transitions. An important challenge is then to delineate …
We study the distribution of the minimum free energy (MFE) for the Turner model of pseudoknot free RNA secondary structures over ensembles of random RNA sequences. In particular, we are interested in those rare and intermediate events of unexpected low MFEs. Generalized ensemble Markov-chain Monte Carlo methods allow us to explore the rare-event tail of the MFE distribution down to probabilities like $10^{-70}$ and to study the relationship between the sequence entropy and structural properties for sequence ensembles with fixed MFEs. Entropic and structural properties of those ensembles are co…
We propose a Gaussian ensemble as a description of the long-time dynamics of isolated quantum integrable systems. Our approach extends the Generalized Gibbs Ensemble (GGE) by incorporating fluctuations of integrals of motion. It is asymptotically exact in the classical limit irrespective of the system size and, under appropriate conditions, in the thermodynamic limit irrespective of the value of Planck's constant. Moreover, it captures quantum corrections near the classical limit, finite size corrections near the thermodynamic limit, and is valid in the presence of non-local interactions. The …
The reaction coordinate describing a transition between reactant and product is a fundamental concept in the theory of chemical reactions. Within transition-path theory, a quantitative definition of the reaction coordinate is found in the committor, which is the probability that a trajectory initiated from a given microstate first reaches the product before the reactant. Here we develop an information-theoretic origin for the committor and show how selecting transition paths from the equilibrium ensemble induces entropy production which exactly equals the information that system dynamics provi…
Schrödinger suggested that thermodynamical functions cannot be based on the gratuitous allegation that quantum-mechanical levels (typically the orthogonal eigenstates of the Hamiltonian operator) are the only allowed states for a quantum system [E. Schrödinger, Statistical Thermodynamics (Courier Dover, Mineola, 1967)]. Different authors have interpreted this statement by introducing density distributions on the space of quantum pure states with weights obtained as functions of the expectation value of the Hamiltonian of the system. In this work we focus on one of the best known of these distr…
In bulk systems the calculation of the main thermodynamic quantities leads to the same expectation values in the thermodynamic limit, regardless of the choice of the statistical ensemble. Single linear molecules can be still regarded as statistical systems, where the thermodynamic limit is represented by infinitely long chains. The question of equivalence between different ensembles is not at all obvious and has been addressed in the literature, with sometimes contradicting conclusions. We address this problem by studying the scaling properties of the ensemble difference for two different chai…
Based on the properties of exponential distribution families we analyze the Fisher information of the Gibbs canonical ensemble to construct a new state function for simple systems with no mechanical work. Such a function possesses nice symmetry properties with respect to Legendre transform and provides a connection with previous alternative formulations of thermodynamics, most notably the work by Biot, Serrin and Frieden and collaborators. Logical extensions to systems with mechanical work may similarly consider generalized Gibbs ensembles.
We address the thermodynamics (equilibrium density profiles, phase diagram, instability analysis...) and the collapse of a self-gravitating gas of Brownian particles in D dimensions, in both canonical and microcanonical ensembles. In the canonical ensemble, we derive the analytic form of the density scaling profile which decays as f(x)=x^{-α}, with alpha=2. In the microcanonical ensemble, we show that f decays as f(x)=x^{-α_{max}}, where α_{max} is a non-trivial exponent. We derive exact expansions for alpha_{max} and f in the limit of large D. Finally, we solve the problem in D=2, which displ…
It is demonstrated that in many thermodynamic textbooks the equivalence of the different ensembles is achieved in the thermodynamic limit. In this present work we remark the inequivalence of microcannonical and canonical ensembles in a finite ultracold system at low energies. We calculate the microcanonical momentum distribution function (MDF) in a system of identical fermions (bosons). We find that, the microcanonical MDF deviates from the canonical one, which is the Fermi-Dirac (Bose-Einstein) function, in a finite system at low energies where the single-particle density of states and its in…
