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 ensembles, and re-derive in a simple way known and new product rules for their transition rates. A nonequilibrium diffusion model is used to illustrate these results.
Microcanonical analysis is a powerful method for studying phase transitions of finite-size systems. This method has been used so far only for studying phase transitions of equilibrium systems, which can be described by microcanonical entropy. I show that it is possible to perform microcanonical analysis of a nonequilibrium phase transition, by generalizing the concept of microcanonical entropy. One-dimensional asymmetric diffusion process is studied as an example where such a generalized entropy can be explicitly found, and the microcanonical method is used to analyze a nonequilibrium phase tr…
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…
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…
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 …
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…
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 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…
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…
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…
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 introduce a generalized Hamiltonian Mean Field Model (gHMF)-XY model with both linear and quadratic coupling between spins and explicit Hamiltonian dynamics. In addition to the usual paramagnetic and ferromagnetic phases, this model also possesses a nematic phase. The gHMF can be solved explicitly using Boltzmann-Gibbs (BG) statistical mechanics, in both canonical and microcanonical ensembles. However, when the resulting microcanonical phase diagram is compared with the one obtained using molecular dynamics simulations, it is found that the two are very different. We will present a dynamica…
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 …
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…
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.
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 …
We compute the internal energy of different Ising type models, both long-range and short-range, under Tsallis statistics using the microcanonical and the canonical ensembles and we discuss under which conditions both ensembles give equivalent results.
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…
We generalize an orthonormality relation between decay eigenmodes of equilibrium systems to nonequilibrium markovian generators which commute with their time-reversal. Viewing such modes as tangent vectors to the manifold of statistical ensembles, we relate the result to the choice of a coordinate patch which makes the Fisher-Rao metric euclidean at the invariant state, realizing a sort of statistical equivalence principle. Finally, we classify nonequilibrium systems according to their spectrum, arguing that a degenerate Fisher matrix is a signature of the insurgence of a class of phase transi…
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 $N$ …
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…
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…
The relation between two versions of so called non-equilibrium statistical operator method (NESOM), NESOM-1 due to Zubarev (1961) and NESOM-2 due to Zubarev and Kalashnikov (1970), is considered. It is proved that, once the balance equations of NESOM-2 are satisfied, those of NESOM-1 will be satisfied with the same set of the macro-parameters. The proof uses the convexity-type inequalities, and does not involve any assumptions additional to the rationales behind NESOM. However, converse statement cannot be proved within this technique. An extension of the proof to overall equivalence of the tw…
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…
We introduce the Fisher information in the basis of decay modes of Markovian dynamics, arguing that it encodes important information about the behavior of nonequilibrium systems. In particular we generalize an orthonormality relation between decay eigenmodes of detailed balanced systems to normal generators that commute with their time-reversal. Viewing such modes as tangent vectors to the manifold of statistical distributions, we relate the result to the choice of a coordinate patch that makes the Fisher-Rao metric Euclidean at the steady distribution, realizing a sort of statistical equivale…
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.
By using projection superoperators, we present a new derivation of the quantum master equation first obtained by the Authors in Phys. Rev. E {\bf 68}, 066112 (2003). We show that this equation describes the dynamics of a subsystem weakly interacting with an environment of finite heat capacity and initially described by a microcanonical distribution. After applying the rotating wave approximation to the equation, we show that the subsystem dynamics preserves the energy of the total system (subsystem plus environment) and tends towards an equilibrium state which corresponds to equipartition insi…
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…
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）
Two identities in statistical mechanics involving entropy differences (or ratios of density of states) at constant energy are derived. The first provides a nontrivial extension of the Jarzynski equality to the microcanonical ensemble [C. Jarzynski, Phys. Rev. Lett. 78, 2690 (1997)], which can be seen as a ``fast-switching'' version of the adiabatic switching method for computing entropies [M. Watanabe, W. P. Reinhardt, Phys. Rev. Lett. 65, 3301 (1990)]. The second is a thermodynamic integration formula analogous to a well-known expression for free energies, and follows after taking the quasist…
We briefly review some equilibrium and nonequilibrium properties of systems with long-range interactions. Such systems, which are characterized by a potential that weakly decays at large distances, have striking properties at equilibrium, like negative specific heat in the microcanonical ensemble, temperature jumps at first order phase transitions, broken ergodicity. Here, we mainly restrict our analysis to mean-field models, where particles globally interact with the same strength. We show that relaxation to equilibrium proceeds through quasi-stationary states whose duration increases with sy…
We investigate the general property of the energy fluctuation for the canonical ensemble in Tsallis statistics and the ensemble equivalence. By taking the ideal gas and the non-interacting harmonic oscillators as examples, we show that, when the particle number N is large enough, the relative fluctuation of the energy is proportional to 1/N in the new statistics, instead of square root of 1/N in Boltzmann-Gibbs statistics. Thus the equivalence between the microcanonical and the canonical ensemble still holds in Tsallis statistics.
In statistical physics, the challenging combinatorial enumeration of the configurations of a system subject to hard constraints (microcanonical ensemble) is mapped to a mathematically easier calculation where the constraints are softened (canonical ensemble). However, the mapping is exact only when the size of the system is infinite and if the property of ensemble equivalence (EE), i.e. the asymptotic identity of canonical and microcanonical large deviations, holds. For finite systems, or when EE breaks down, statistical physics is currently believed to provide no answer to the combinatorial p…
Devising a statistical mechanics framework for jammed granular materials is a challenging task as those systems do not share some important properties required to characterize them with statistical thermodynamics tools. In a recent paper [Asenjo et al. PRL, 2014], a new definition of a granular entropy, that puts the protocol used to generate the packings at its roots, has been proposed. Following up these results, it is shown that the protocol used in [Asenjo et al. PRL, 2014] can be recast as a canonical ensemble with a particular value of the temperature. Signature of gaussianity for large …
A Hamiltonian model living in a bounded phase space and with long-range interactions is studied. It is shown, by analytical computations, that there exists an energy interval in which the microcanonical entropy is a decreasing convex function of the total energy, meaning that ensemble equivalence is violated in a negative-temperature regime. The equilibrium properties of the model are then investigated by molecular dynamics simulations: first, the caloric curve is reconstructed for the microcanonical ensemble and compared to the analytical prediction, and a generalized Maxwell-Boltzmann distri…
The relation between thermostats of "isoenergetic" and "frictionless" kind is studied and their equivalence in the thermodynamic limit is proved in space dimension $d=1,2$ and, for special geometries, $d=3$.
I discuss the validity of a result put forward recently by Chomaz and Gulminelli [Physica A 330 (2003) 451] concerning the equivalence of two definitions of first-order phase transitions. I show that distributions of zeros of the partition function fulfilling the conditions of the Yang-Lee Theorem are not necessarily associated with nonconcave microcanonical entropy functions or, equivalently, with canonical distributions of the mean energy having a bimodal shape, as claimed by Chomaz and Gulminelli. In fact, such distributions of zeros can also be associated with concave entropy functions and…
In the present paper the conditions for the validity of the Tsallis' Statistics are analyzed. The same has been done following the analogy with the traditional case: starting from the microcanonical description of the systems and taking into account their self-similarity scaling properties in the thermodynamic limit, it is analyzed the necessary conditions for the equivalence of microcanonical ensemble with the Tsallis' generalization of the canonical ensemble. It is shown that the Tsallis' Statistics is appropriate for the macroscopic description of systems with potential scaling laws of the …
The relation between thermodynamic phase transitions in classical systems and topology changes in their state space is discussed for systems in which equivalence of statistical ensembles does not hold. As an example, the spherical model with mean field-type interactions is considered. Exact results for microcanonical and canonical quantities are compared with topological properties of a certain family of submanifolds of the state space. Due to the observed ensemble inequivalence, a close relation is expected to exist only between the topological approach and one of the statistical ensembles. I…
Breaking of ensemble equivalence between the microcanonical ensemble and the canonical ensemble may occur for random graphs whose size tends to infinity, and is signaled by a non-zero specific relative entropy of the two ensembles. In [3] and [4] it was shown that breaking occurs when the constraint is put on the degree sequence (configuration model). It is not known what is the effect on the relative entropy when the number of constraints is reduced, i.e., when only part of the nodes are constrained in their degree (and the remaining nodes are left unconstrained). Intuitively, the relative en…
Dynamical ensembles have been introduced to study constrained stochastic processes. In the microcanonical ensemble, the value of a dynamical observable is constrained to a given value. In the canonical ensemble a bias is introduced in the process to move the mean value of this observable. The equivalence between the two ensembles means that calculations in one or the other ensemble lead to the same result. In this paper, we study the physical conditions associated with ensemble equivalence and the consequences of non-equivalence. For continuous time Markov jump processes, we show that ergodici…
We study stochastic processes in which the trajectories are constrained so that the process realises a large deviation of the unconstrained process. In particular we consider stochastic bridges and the question of inequivalence of path ensembles between the microcanonical ensemble, in which the end points of the trajectory are constrained, and the canonical or s ensemble in which a bias or tilt is introduced into the process. We show how ensemble inequivalence can be manifested by the phenomenon of temporal condensation in which the large deviation is realised in a vanishing fraction of the du…
It is generally believed that, in the thermodynamic limit, the microcanonical description as a function of energy coincides with the canonical description as a function of temperature. However, various examples of systems for which the microcanonical and canonical ensembles are not equivalent have been identified. A complete theory of this intriguing phenomenon is still missing. Here we show that ensemble nonequivalence can manifest itself also in random graphs with topological constraints. We find that, while graphs with a given number of links are ensemble-equivalent, graphs with a given deg…
The microcanonical entropy s(e,m) as a function of the energy e and the magnetization m is computed analytically for the anisotropic quantum Heisenberg model with Curie-Weiss-type interactions. The result shows a number of interesting properties which are peculiar to long-range interacting systems, including nonequivalence of ensembles and partial equivalence. Furthermore, from the shape of the entropy it follows that the Curie-Weiss Heisenberg model is indistinguishable from the Curie-Weiss Ising model in canonical thermodynamics, although their microcanonical thermodynamics in general differ…
Exact solutions are obtained for the mean-field spherical model, with or without an external magnetic field, for any finite or infinite number N of degrees of freedom, both in the microcanonical and in the canonical ensemble. The canonical result allows for an exact discussion of the loci of the Fisher zeros of the canonical partition function. The microcanonical entropy is found to be nonanalytic for arbitrary finite N. The mean-field spherical model of finite size N is shown to be equivalent to a mixed isovector/isotensor sigma-model on a lattice of two sites. Partial equivalence of statisti…
Let $P_n$ and $Q_n$ be two probability measures representing two different probabilistic models of some system (e.g., an $n$-particle equilibrium system, a set of random graphs with $n$ vertices, or a stochastic process evolving over a time $n$) and let $M_n$ be a random variable representing a 'macrostate' or 'global observable' of that system. We provide sufficient conditions, based on the Radon-Nikodym derivative of $P_n$ and $Q_n$, for the set of typical values of $M_n$ obtained relative to $P_n$ to be the same as the set of typical values obtained relative to $Q_n$ in the limit $n\rightar…
We study the equivalence of microcanonical and canonical ensembles in continuous systems, in the sense of the convergence of the corresponding Gibbs measures. This is obtained by proving a local central limit theorem and a local large deviations principle. As an application we prove a formula due to Lebowitz-Percus-Verlet. It gives mean square fluctuations of an extensive observable, like the kinetic energy, in a classical micro canonical ensemble at fixed energy.
Understanding under what conditions it is possible to construct equivalent ensembles is key to advancing our ability to connect microscopic and macroscopic properties of non-equilibrium statistical mechanics. In the case of fluid dynamical systems, one issue is to test whether different models for viscosity lead to the same macroscopic properties of the fluid systems in different regimes. Such models include, besides the standard choice of constant viscosity, cases where the time symmetry of the evolution equations is exactly preserved, as it must be in the corresponding microscopic systems, w…
In systems with long-range interactions, since energy is a non-additive quantity, ensemble inequivalence can arise: it is possible that different statistical ensembles lead to different equilibrium descriptions, even in the thermodynamic limit. The microcanonical ensemble should be considered the physically correct equilibrium distribution as long as the system is isolated. The canonical ensemble, on the other hand, can always be defined mathematically, but it is quite natural to wonder to which physical situations it does correspond. We show numerically and, in some cases, analytically, that …
An isolated quantum system is considered, prepared in a nonequilibrium initial state. In order to uniquely define the system dynamics, one has to construct a representative statistical ensemble. From the principle of least action it follows that the role of the evolution generator is played by a grand Hamiltonian, but not merely by its energy part. A theorem is proved expressing the commutators of field operators with operator products through variational derivatives of these products. A consequence of this theorem is the equivalence of the variational equations for field operators with the He…
Equilibrium is characterized by its fundamental properties such as the detailed balance, the fluctuation-dissipation relation, and no heat dissipation. Based on the stochastic thermodynamics, we show that these three properties are equivalent to each other in conventional Langevin thermal systems with microscopic reversibility. Thus, a conventional steady state has either all three properties (equilibrium) or none of them (nonequilibrium). In contrast, with velocity-dependent forces breaking the microscopic reversibility, we prove that the detailed balance and the fluctuation-dissipation relat…
It is well known that long-range interactions pose serious problems for the formulation of statistical mechanics. We show in this paper that ensemble equivalence is violated in a simple mean-field model of N fully coupled classical rotators with repulsive interaction (antiferromagnetic XY model). While in the canonical ensemble the rotators are randomly dispersed over all angles, in the microcanonical ensemble a bi-cluster of rotators separated by angle $π$, forms in the low energy limit. We attribute this behavior to the extreme degeneracy of the ground state: only one harmonic mode is presen…
