Numerical simulation of stochastic dynamics of vortex filaments under action of random (Langevin) force is fulfilled. Calculations are performed on base of the full Biot--Savart law for different intensities of the Langevin force. A new algorithm, which is based on consideration of crossing lines, is used for vortex reconnection procedure. After some transient period the vortex tangle develops into the stationary state characterizing by the developed fluctuations of various physical quantities, such as total length, energy etc. We tested this state to learn whether or not it the thermodynamic equilibrium is reached. With the use of a special treatment, so called method of weighted histograms, we process the distribution energy of the vortex system. The results obtained demonstrate that the thermodynamical equilibrium state with the temperature obtained from the fluctuation dissipation theorem is really reached. PACS-numbers: 67.40.Vs 98.80.Cq 7.37.+q
In this communication we argue that the Vortex Lattice Melting scenario fails to explain several key experimental results published in the literature. From a careful analysis of these results we conclude that the Flux Line Lattice (FLL) does not melt along a material- and sample-dependent boundary $H_j(T)$ but the opposite, it de-couples from the superconducting matrix becoming more ordered. When the FLL depinning is sharp, the difference between the equilibrium magnetization $M_{eq}(T,H)$ of the pinned and unpinned FLL leads to the observed step-like change $ΔM_{eq}(T,H)$. We demonstrate that…
We study the stochastic behavior of a set of chaotic vortex loops appeared in imperfect Bose gas. Dynamics of Bose-gas is supposed to obey Gross-Pitaevskii equation with additional noise satisfying fluctuation-dissipation relation. The corresponding Fokker-Planck equation for probability functional has solution ${\cal P}(\{ψ({\bf r})\})={\cal N}\exp (-H\{ψ({\bf r)}\} /T),$ where $H\{ψ({\bf r})\} $ is the Ginzburg-Landau free energy. Considering vortex filaments as topological defects of field $ψ({\bf r})$ we derive a Langevin-type equation of motion of the line with the correspondingly transfo…
Ordering of the classical Heisenberg antiferromagnet on the triangular lattice is studied by means of a mean-field calculation, a scaling argument and a Monte Carlo simulation, with special attention to its vortex degree of freedom. The model exhibits a thermodynamic transition driven by the Z_2-vortex binding-unbinding, at which various thermodynamic quantities exhibit an essential singularity. The low-temperature state is a "spin-gel" state with a long but finite spin correlation length where the ergodicity is broken topologically. Implications to recent experiments on triangular-lattice Hei…
Externally driven glassy systems may undergo non-equilibrium phase transitions (NEPTs). In particular, ac-driven systems display special features, like those observed in the vortex matter of $\mathrm{NbSe_2}$, where oscillatory drives reorganize the system into partially ordered vortex lattices. We provide experimental evidence for this dynamic reorganization and we show an unambiguous signature of its connection with an NEPT driven by ac forces. We perform a scaling analysis and we estimate critical exponents for this transition. Our results share similarities with some glass-to-viscous-liqui…
Systems of nearly parallel, slender vortex filaments in which angular momentum is conserved are an important simplification of the Navier-Stokes equations where turbulence can be studied in statistical equilibrium. We study the canonical Gibbs distribution based on the Klein-Majda-Damodaran (KMD) model and find a divergence in the mean square vortex position from that of the point vortex model of Onsager at high temperature. We subsequently develop a free energy equation based on the non-interacting case, with a spherical constraint, which we approximate using the method of Kac-Berlin, adding …
We find a first order transition driven by the strength of non-equilibrium conditions of one-dimensional driven open condensates. Associated with this transition is a new stable non-equilibrium phase, space-time vortex turbulence, whose vortex density and quasiparticle distribution show strongly non-thermal behavior. Below the transition, we identify a new time scale associated with noise activated unbound space-time vortices, beyond which the temporal coherence function changes from a Kardar-Parisi-Zhang type subexponential to a disordered exponential decay. Experimental realization of the no…
The thermodynamic $H-T$ phase diagram of Bi$_2$Sr$_2$CaCu$_2$O$_8$ was mapped by measuring local \emph{equilibrium} magnetization $M(H,T)$ in presence of vortex `shaking'. Two equally sharp first-order magnetization steps are revealed in a single temperature sweep, manifesting a liquid-solid-liquid sequence. In addition, a second-order glass transition line is revealed by a sharp break in the equilibrium $M(T)$ slope. The first- and second-order lines intersect at intermediate temperatures, suggesting the existence of four phases: Bragg glass and vortex crystal at low fields, glass and liquid …
We discuss the use of Langevin molecular dynamics in the investigation of the non-equilibrium properties of disordered vortex matter. Our special focus is set on values of system parameters that are realistic for disordered high-$T_c$ superconductors such as YBCO. Using a discretized elastic line model, we study different aspects of vortices far from thermal equilibrium. On the one hand we investigate steady-state properties of driven magnetic flux lines in a disordered environment, namely the current-voltage characteristics, the gyration radius, and the pinning time statistics. On the other h…
We study stochastic behavior of a single vortex loop appeared in imperfect Bose gas. Dynamics of Bose-condensate is supposed to obey Gross-Pitaevskii equation with additional noise satisfying fluctuation-dissipation relation. The corresponding Fokker-Planck equation for probability functional has a solution $\mathcal{P}(\{ψ(\mathbf{r})\})=\mathcal{N}\exp (-Hψ(\mathbf{r)} /T),$ where $Hψ(\mathbf{r})$ is a Ginzburg-Landau free energy. Considering a vortex filaments as a topological defects of the field $ψ(\mathbf{r})$ we derive a Langevin-type equation of motion of the line with correspondingly …
We study the evolution of 3d weakly interacting bosons at finite chemical potential with the stochastic Gross-Pitaevskii equation. We fully characterise the vortex network in an out of equilibrium. At high temperature the filament statistics are the ones of fully-packed loop models. The vortex tangle undergoes a geometric percolation transition within the thermodynamically ordered phase. After infinitely fast quenches across the thermodynamic critical point deep into the ordered phase, we identify a first approach towards the critical percolation state, a later coarsening process that does not…
By considering a thermodynamic force as gauge field, we extend constitutive equations of Onsager's non-equilibrium thermodynamics to non-linear equations. In Onsager's non-equilibrium thermodynamics, the thermodynamic force corresponds to a pure gauge, for which the constitutive equations are obtained by gauge fixing. If we extend the thermodynamic force from pure gauge to physical one, we obtain the non-linear constitutive equations of non-equilibrium thermodynamics.
It is known that equilibrium thermodynamics can be deduced from a constrained Fisher information extemizing process. We show here that, more generally, both non-equilibrium and equilibrium thermodynamics can be obtained from such a Fisher treatment. Equilibrium thermodynamics corresponds to the ground state solution, and non-equilibrium thermodynamics corresponds to excited state solutions, of a Schroedinger wave equation (SWE). That equation appears as an output of the constrained variational process that extremizes Fisher information. Both equilibrium- and non-equilibrium situations can ther…
Macroscopic thermodynamics of equilibrium is constructed for systems obeying power-law canonical distributions. With this, the connection between macroscopic thermodynamics and microscopic statistical thermodynamics is generalized. This is complementary to the Gibbs theorem for the celebrated exponential canonical distributions of systems in contact with a heat bath. Thereby, a thermodynamic basis is provided for power-law phenomena ubiquitous in nature.
A dynamical theory for the organization and dissipation of a current in a non-equilibrium fluid near equilibrium is presented. This is based on the Lyapunov exponents of the phase space of the system.
We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second, the definition of entropy production rate which is nonnegative and vanishes in thermodynamic equilibrium. Based on these assumptions we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium, and how the macroscopic laws are derived from the stochastic dynamics. These studies inc…
Classical gravitation is treated from the point of view of non-equilibrium thermodynamics. Gravitational potential is a thermodynamic state variable in a weakly nonlocal treatment. Entropy production is calculated and the simplest solution of the inequality with corresponding fluxes and forces is given. In case of ideal gravitation without dissipation one obtains the Poisson equation.
Thermodynamic length is a path function that generalizes the notion of length to the surface of thermodynamic states. Here, we show how to measure thermodynamic length in far-from-equilibrium single molecule experiments using the work fluctuation relations. For these microscopic systems, it proves necessary to define the thermodynamic length in terms of the Fisher information. Consequently, the thermodynamic length can be directly related to the magnitude of fluctuations about equilibrium. The work fluctuation relations link the work and the free energy change during an external perturbation o…
In this work we propose a new algorithm for the computation of statistical equilibrium quantities on a cubic lattice when both an energy and a statistical temperature are involved. We demonstrate that the pivot algorithm used in situations such as protein folding works well for a small range of temperatures near the polymeric case, but it fails in other situations. The new algorithm, using localized transformations, seems to perform well for all possible temperature values. Having reliably approximated the values of equilibrium energy, we also propose an efficient way to compute equilibrium en…
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations. Statistical distributions that describe the behavior of energy and lifetime are used. Entropy and obtained thermodynamic relations are compared with the results of Extended Irreversible thermodynamics, where as an additional parameter selected fluxes. Explicit expressions are obtained for average lifetime and conjugate thermodynamic quantity. It is shown that, when …
A strengthened Lindblad inequality has been proved. We have applied this result for proving a generalized $H$-theorem in non equilibrium thermodynamics. Information processing also can be considered as some thermodynamic process. From this point of view we have proved a strengthened data processing inequality in quantum information theory.
Small thermodynamic systems exhibit peculiar behavior different from that observed in long-scale systems. Non-equilibrium processes taking place in those systems are strongly influenced by the presence of fluctuations which can be large. Contributions to the free energy which vanish at the infinite number of particles limit cannot be neglected and may exert an important influence on the dynamics. We show that in spite of these important differences, the method of non-equilibrium thermodynamics still applies when reducing the size of the system. By using this method, assumption of local equilib…
The reformulation of nonequilibirum thermodynamics, to include the treatment of thermodynamic fluctuations, is applied to the hydrodynamic fluctuations of a simple fluid. It is shown that the nonequilibrium thermodynamic scheme leads to the explicit form of the Fokker-Planck equation which describes the time behaviour of the probability distribution function of these hydrodynamic fluctuations as well as the irreversible processes which are connected with this behaviour.
Validity of local equilibrium has been questioned for non-equilibrium systems which are characterized by delayed response. In particular, for systems with non-zero thermodynamic inertia, the assumption of local equilibrium leads to negative values of the entropy production, which is in contradiction with the second law of thermodynamics. In this paper we address this question by suggesting a variational formulation of irreversible evolution of a system with non-zero thermodynamic inertia. We introduce the Lagrangian, which depends on the properties of the normal and the so-called "mirror-image…
We consider the problem of constructing a thermodynamic theory of non-equilibrium steady states as a formal extension of the equilibrium theory. Specifically, studying a particular system, we attempt to construct a phenomenological theory describing the interplay between heat and mechanical work that takes place during operations through which the system undergoes transitions between non-equilibrium steady states. We find that, in contrast to the case of the equilibrium theory, apparently, there exists no systematic way within a phenomenological formulation to describe the work done by the sys…
We study the dynamics of vortices in a two-dimensional, non-equilibrium system, described by the compact Kardar-Parisi-Zhang equation, after a sudden quench across the critical region. Our exact numerical solution of the phase-ordering kinetics shows that the unique interplay between non-equilibrium and the variable degree of spatial anisotropy leads to different critical regimes. We provide an analytical expression for the vortex evolution, based on scaling arguments, which is in agreement with the numerical results, and confirms the form of the interaction potential between vortices in this …
We study the dynamic and thermodynamic origin of non-canonical equilibria, and we discuss their connection with the generalized central limit theorem and the micro-canonical Boltzmann principle. We reach the conclusion that the zeroth law of thermodynamics and the Boltzmann principle are fulfilled thanks to an apparent fault turned into a benefit: the dynamic approach can only produce a truncated form of inverse power law equilibrium.
Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under time-independent nonlinear transformation of variables. Assuming instantaneous detailed balance, we derive expressions for various thermodynamic functions, including work, heat, entropy production, and free energy, both at ensemble level and at trajectory level, and prove the second law of thermodynamics for arbitrary non-equilibrium processes. We relate time-reversal…
Ehrenfest urns with interaction that are connected in a ring is considered as a paradigm model for non-equilibrium thermodynamics and is shown to exhibit two distinct non-equilibrium steady states (NESS) of uniform and non-uniform particle distributions. As the inter-particle attraction varies, a first order non-equilibrium phase transition occurs between these two NESSs characterized by a coexistence regime. The phase boundaries, the NESS particle distributions near saddle points and the associated particle fluxes, average urn population fractions, and the relaxational dynamics to the NESSs a…
We derive a universal thermodynamic uncertainty relation (TUR) that applies to an arbitrary observable in a general Markovian system. The generality of our result allows us to make two findings: (1) for an arbitrary out-of-equilibrium system, both the entropy production and the \textit{degree of non-stationarity} are required to tightly bound the strength of a thermodynamic current; (2) by removing the antisymmetric constraint on observables, the TUR in physics and a fundamental inequality in theoretical finance can be unified in a single framework.
Thermodynamic Length in Stochastic Thermodynamics of Far-From-Equilibrium Systems: Unification of Fluctuation Relation and Thermodynamic Uncertainty Relation
The objective of this paper is to unravel any relations that may exist between turbulent shear flows and statistical mechanics, through a detailed numerical investigation in the simplest case where both can be well defined. The shear flow considered for the purpose is the 2D temporal mixing layer, which is a time-dependent flow that is statistically homogeneous in the streamwise direction (x) and evolves from a plane vortex sheet in the direction normal to it (y) in a periodic-in-x domain with period L. The connections to statistical mechanics are explored by revisiting, via extensive computer…
The extension of equilibrium thermodynamics to non-equilibrium systems is based on the assumption of "local equilibrium," followed by the assumption that an entropy-density function may be defined, and that this entropy-density would have the same functional dependence on the local densities, (u,v,n), as the total entropy S on the variables (U,V,N). In this article we question the validity of all the assumptions made in the theory of non-equilibrium thermodynamics. We find that the assumption of "local equilibrium" is ill-founded, that it is not clear how to define an entropy-density function,…
We study the speed of fluctuation of a quantum system around its thermodynamic equilibrium state, and show that the speed will be extremely small for almost all times in typical thermodynamic cases. The setting considered here is that of a quantum system couples to a bath, both jointly described as a closed system. This setting, is the same as the one considered in [N. Linden et al., Phys. Rev. E 79:061103 (2009)] and the ``thermodynamic equilibrium state'' refers to a situation that includes the usual thermodynamic equilibrium case, as well as far more general situations.
On the basis of Langevin equation the optimal SUSY field scheme is formulated to discribe a non-equilibrium thermodynamic system with quenched disorder and non-ergodicity effects. Thermodynamic and isothermal susceptibilities, memory parameter and irreversible response are determined at different temperatures and quenched disorder intensities.
A framework for the non-equilibrium thermodynamics of glasses is discussed. It also explains the non-equilibrium thermodynamics of a black hole isolated from matter. The first and second laws of black dynamics and black hole thermodynamics are shown to coincide, while the third laws deal with different issues.
Starting from the second law of thermodynamics applied to an isolated system consisting of the system surrounded by an extremely large medium, we formulate a general non-equilibrium thermodynamic description of the system when it is out of equilibrium. We then apply it to study the structural relaxation in glasses and establish the phenomenology behind the concept of the fictive temperature and of the empirical Tool-Narayanaswamy equation on firmer theoretical foundation.
The theory of phenomenological Non-equilibrium Thermodynamics is extended by includimg stochastic processes in order to account for recently derived thermodynamical relations such as the Jarzynski equality. Four phenomenological axioms are postulated resulting in a phenomenological interpretation of Jarzynski's equality. Especially, considering the class of Jarzynski processes Jarzynski's equality follows from the axiom that the statistical average of the exponential work is protocol independent.
We present our numerical study on quantum thermodynamics of the resonant level model subjected to non-equilibrium condition as well as external driving. Following our previous work on non-equilibrium quantum thermodynamics (Phys. Rev. B 101, 184304 [2020]), we expand the density operator into a series of power in the driving speed, where we can determine the non-adiabatic thermodynamic quantities. Particularly, we calculate the non-equilibrium entropy production rate as well as higher order non-adiabatic corrections to the energy and/or population. In the limit of weak system-bath coupling, ou…
Consistent perturbation theory for thermodynamical quantities in type II superconductors in magnetic field at low temperatures is developed. It is complementary to the existing expansion valid at high temperatures. Magnetization and specific heat are calculated to two loop order and compare well to existing Monte Carlo simulations and experiments.
Theory alternative to the vortex lattice melting theories is advertised. The vortex lattice melting theories are science fiction cond-mat/9811051 because the Abrikosov state is not the vortex lattice with crystalline long-range order. Since the fluctuation correction to the Abrikosov solution is infinite in the thermodynamic limit (K.Maki and H.Takayama, 1972) any fluctuation theory of the mixed state should consider a superconductor with finite sizes. Such nonperturbative theory for the easiest case of two-dimensional superconductor in the lowest Landau level approximation is presented in thi…
The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations are large, the discrete Chemical Master Equation can be approximated with a continuous diffusion process, like the Chemical Langevin Equation or Low Noise Approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the Chemical Master Equation. We find that a stochastic-thermodynamic descr…
We consider a closed quantum system, initially at thermal equilibrium, driven by arbitrary external parameters. We derive a lower bound on the entropy production which we express in terms of the Bures angle between the nonequilibrium and the corresponding equilibrium state of the system. The Bures angle is an angle between mixed quantum states and defines a thermodynamic length valid arbitrarily far from equilibrium. As an illustration, we treat the case of a time-dependent harmonic oscillator for which we obtain analytic expressions for generic driving protocols.
We discuss the relevance of geometric concepts in the theory of stochastic differential equations for applications to the theory of non-equilibrium thermodynamics of small systems. In particular, we show how the Eells-Elworthy-Malliavin covariant construction of the Wiener process on a Riemann manifold provides a physically transparent formulation of optimal control problems of finite-time thermodynamic transitions. Based on this formulation, we turn to an evaluative discussion of recent results on optimal thermodynamic control and their interpretation.
In equilibrium, disorder conspires with topological defects to redefine the ordered states of matter in systems as diverse as crystals, superconductors and liquid crystals. Far from equilibrium, however, the consequences of quenched disorder on active condensed matter remain virtually uncharted. Here, we reveal a state of strongly disordered active matter with no counterparts in equilibrium: a dynamical vortex glass. Combining high-content microfluidic experiments and theory, we show how colloidal flocks collectively cruise through disorder without relaxing the topological singularities of the…
It has been observed empirically that two dimensional vortices tend to cluster forming a giant vortex. To account for this observation Onsager introduced a concept of negative absolute temperature in equilibrium statistical mechanics. In this Letter we will show that in the thermodynamic limit a system of interacting vortices does not relax to the thermodynamic equilibrium, but becomes trapped in a non-equilibrium stationary state. We will show that the vortex distribution in this non-equilibrium stationary state has a characteristic core-halo structure, which can be predicted {\it a priori}. …
We present a model independent, operator algebraic approach to non-equilibrium quantum thermodynamics within the framework of two-dimensional Conformal Field Theory. Two infinite reservoirs in equilibrium at their own temperatures and chemical potentials are put in contact through a defect line, possibly by inserting a probe. As time evolves, the composite system then approaches a non-equilibrium steady state that we describe. In particular, we re-obtain recent formulas of Bernard and Doyon.
The quantum Nash equilibrium in the thermodynamic limit is studied for games like quantum Prisoner's dilemma and the quantum game of chicken. A phase transition is seen in both games as a function of the entanglement in the game. We observe that for maximal entanglement irrespective of the classical payoffs, a majority of players choose Quantum strategy over Defect in the thermodynamic limit.
