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 of validity than usually expected.
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.
Typically, in order to obtain finite-size scaling laws for quantities in the microcanonical ensemble, an assumption is taken as a starting point. In this paper, consistency of such a Microcanonical Finite-Size Scaling Assumption with its commonly accepted canonical counterpart is shown, which puts Microcanonical Finite-Size Scaling on a firmer footing.
We determine the maximal work extractable via a cyclic Hamiltonian process from a positive-temperature ($T>0$) microcanonical state of a $N\gg 1$ spin bath. The work is much smaller than the total energy of the bath, but can be still much larger than the energy of a single bath spin, e.g. it can scale as ${\cal O}(\sqrt{N\ln N})$. Qualitatively same results are obtained for those cases, where the canonical state is unstable (e.g., due to a negative specific heat) and the microcanonical state is the only description of equilibrium. For a system coupled to a microcanonical bath the concept of fr…
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 study a quantum spin system on the $d$-dimensional hypercubic lattice $Λ$ with $N=L^d$ sites with periodic boundary conditions. We take an arbitrary translation invariant short-ranged Hamiltonian. For this system, we consider both the canonical ensemble with inverse temperature $β_0$ and the microcanonical ensemble with the corresponding energy $U_N(β_0)$. For an arbitrary self-adjoint operator $\hat{A}$ whose support is contained in a hypercubic block $B$ inside $Λ$, we prove that the expectation values of $\hat{A}$ with respect to these two ensembles are close to each other for large $N$ …
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 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…
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 …
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…
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…
Two examples of Microcanonical Potts models, 2-dimensional nearest neighbor and mean field, are considered via exact enumeration of states and analytical asymptotic methods. In the interval of energies corresponding to a first order phase transition, both of these models exhibit a convex dip in the entropy vs energy plot and a region with negative specific heat within the dip. It is observed that in the nearest neighbor model the dip flattens and disappears as the lattice size grows, while in the mean field model the dip persists even in the limit of an infinite system. If formal transitions f…
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 microcanonical analysis is shown to be a powerful tool to characterize the protein folding transition and to neatly distinguish between good and bad folders. An off-lattice model with parameter chosen to represent polymers of these two types is used to illustrate this approach. Both canonical and microcanonical ensembles are employed. The required calculations were performed using parallel tempering Monte Carlo simulations. The most revealing features of the folding transition are related to its first-order-like character, namely, the S-bend pattern in the caloric curve, which gives rise t…
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 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…
By monitoring the sampling of states with different magnetizations in transition matrix procedures a family of accurate and easily implemented techniques are constructed that automatically control the variation of the temperature or energy as the calculation proceeds. The accuracy of the method for a single Markov chain exceeds that of standard transition matrix procedures that accumulate elements from multiple chains.
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…
We consider the problem of whether the canonical and microcanonical ensembles are locally equivalent for short-ranged quantum Hamiltonians of $N$ spins arranged on a $d$-dimensional lattices. For any temperature for which the system has a finite correlation length, we prove that the canonical and microcanonical state are approximately equal on regions containing up to $O(N^{1/(d+1)})$ spins. The proof rests on a variant of the Berry--Esseen theorem for quantum lattice systems and ideas from quantum information theory.
For more than 100 years, one of the central concepts in statistical mechanics has been the microcanonical ensemble, which provides a way of calculating the thermodynamic entropy for a specified energy. A controversy has recently emerged between two distinct definitions of the entropy based on the microcanonical ensemble: (1) The Boltzmann entropy, defined by the density of states at a specified energy, and (2) The Gibbs entropy, defined by the sum or integral of the density of states below a specified energy. A critical difference between the consequences of these definitions pertains to the c…
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…
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 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 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 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…
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…
For the spherical model with nearest-neighbour interactions, the microcanonical entropy s(e,m) is computed analytically in the thermodynamic limit for all accessible values of the energy e and the magnetization m per spin. The entropy function is found to be concave (albeit not strictly concave), implying that the microcanonical and the canonical ensembles are equivalent, despite the long-range nature of the spherical constraint the spins have to obey. Two transition lines are identified in the (e,m)-plane, separating a paramagnetic phase from a ferromagnetic and an antiferromagnetic one. The …
We investigate the effects of Hamiltonian and Langevin microscopic dynamics on the growth laws of domains in coarsening. Using a one-dimensional class of generalized $ϕ^4$ models with power-law decaying interactions, we show that the two dynamics exhibit scaling regimes characterized by different scaling laws for the coarsening dynamics. For Langevin dynamics, it concurs with the exponent of defect dynamics, while Hamiltonian dynamics reveals new scaling laws with distinct early-time and a late-time regimes. This new behaviour can be understood as an effect of energy conservation, which induce…
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…
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…
It is well known that a system, S, weakly coupled to a heat bath, B, is described by the canonical ensemble when the composite, S+B, is described by the microcanonical ensemble corresponding to a suitable energy shell. This is true both for classical distributions on the phase space and for quantum density matrices. Here we show that a much stronger statement holds for quantum systems. Even if the state of the composite corresponds to a single wave function rather than a mixture, the reduced density matrix of the system is canonical, for the overwhelming majority of wave functions in the subsp…
Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms that are based on canonical ensemble. According to our previous study, their proposal allows us to overcome slow sampling problems in systems that undergo any type of temperature-driven phase transition. After a comprehensive review about ideas and connections of this framework, we discuss the application a re-weighting technique to improve the accuracy of microcanonical calculations, specifically, the well-known multi-histograms method of Ferrenberg and Swendsen. As example of application, we reconsider the stu…
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.
Heat capacities of model systems with finite numbers of effective degrees of freedom are evaluated using canonical and microcanonical thermodynamics. Discrepancies between both approaches, which are observed even in the infinite-size limit, are particularly large in systems that exhibit an excited-state quantum phase transition. The corresponding irregularity of the spectrum generates a singularity in the microcanonical heat capacity and affects smoothly the canonical heat capacity.
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 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…
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 consider a microcanonical local algorithm to be applied on the $\pm J$ spin glass model. We have compared the results coming from a microcanonical Monte Carlo simulation with those from a canonical one: Thermalization times, spin glass susceptibilities and Binder parameters. For a fixed lattice size we found different results between the two thermodynamic ensembles, which tend to vanish at bigger volumes. Moreover, microcanonical thermalization times are longer than the canonical ones. Finally we have checked that one of the Guerra relations is satisfied with good precision for the two larg…
The anisotropic quantum Heisenberg model with Curie-Weiss-type interactions is studied analytically in several variants of the microcanonical ensemble. (Non)equivalence of microcanonical and canonical ensembles is investigated by studying the concavity properties of entropies. The microcanonical entropy s(e,m) is obtained as a function of the energy e and the magnetization vector m in the thermodynamic limit. Since, for this model, e is uniquely determined by m, the same information can be encoded either in s(m) or s(e,m1,m2). Although these two entropies correspond to the same physical settin…
Description length of canonical and microcanonical models
IMT School for Advanced Studies（IMT高等研究院）；Leiden University（莱顿大学）；INdAM-GNAMPA Istituto Nazionale di Alta Matematica（意大利高等数学国家研究所）；Scuola Normale Superiore（比萨高等师范学院）；Centrum Wiskunde & Informatica（荷兰数学与计算机科学中心）
We study the counterion condensation on a two dimensional charged disc in the limit of infinite dilution, and compare the energy-temperature relation obtained from the canonical free energy and microcanonical entropy. The microcanonical entropy is piecewise linear in energy, and is shown to be concave for all energies. As a result, even though the interactions are long-ranged, the energy-temperature relation and hence the counterion condensation transition points are identical in both the ensembles.
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.
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 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…
Motivated by the anisotropic long-range nature of the interactions between cold dipolar atoms or molecules in an optical lattice, we study the anisotropic quantum Heisenberg model with Curie-Weiss-type long-range interactions. Absence of a heat bath in optical lattice experiments suggests a study of this model within the microcanonical ensemble. The microcanonical entropy is calculated analytically, and nonequivalence of microcanonical and canonical ensembles is found for a range of anisotropy parameters. From the shape of the entropy it follows that the Curie-Weiss Heisenberg model is indisti…
A phase diagram is a graph in parameter space showing the phase boundaries of a many-particle system. Commonly, the control parameters are chosen to be those of the (generalized) canonical ensemble, such as temperature and magnetic field. However, depending on the physical situation of interest, the (generalized) microcanonical ensemble may be more appropriate, with the corresponding control parameters being energy and magnetization. We show that the phase diagram on this parameter space looks remarkably different from the canonical one. The general features of such a microcanonical phase diag…
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…
In this paper, we draw attention to the problem of phase transitions in systems with locally affine microcanonical entropy, in which partial equivalence of (microcanonical and canonical) ensembles is observed. We focus on a very simple spin model, that was shown to be an equilibrium statistical mechanics representation of the biased random walk. The model exhibits interesting discontinuous phase transitions that are simultaneously observed in the microcanonical, canonical, and grand canonical ensemble, although in each of these ensembles the transition occurs in a slightly different way. The d…
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…
This paper is a companion article to our previous paper (J. Stat. Phys. 119, 1283 (2005), cond-mat/0408681), which introduced a generalized canonical ensemble obtained by multiplying the usual Boltzmann weight factor $e^{-βH}$ of the canonical ensemble with an exponential factor involving a continuous function $g$ of the Hamiltonian $H$. We provide here a simplified introduction to our previous work, focusing now on a number of physical rather than mathematical aspects of the generalized canonical ensemble. The main result discussed is that, for suitable choices of $g$, the generalized canonic…
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.
We consider an application of probabilistic coupling techniques which provides explicit estimates for comparison of local expectation values between label permutation invariant states, for instance, between certain microcanonical, canonical, and grand canonical ensemble expectations. A particular goal is to obtain good bounds for how such errors will decay with increasing system size. As explicit examples, we focus on two well-studied mean-field models: the discrete model of a paramagnet and the mean-field spherical model of a continuum field, both of which are related to the Curie-Weiss model…
