We revisit the Ornstein-Uhlenbeck (OU) process as the fundamental mathematical description of linear irreversible phenomena, with fluctuations, near an equilibrium. By identifying the underlying circulating dynamics in a stationary process as the natural generalization of classical conservative mechanics, a bridge between a family of OU processes with equilibrium fluctuations and thermodynamics is established through the celebrated Helmholtz theorem. The Helmholtz theorem provides an emergent macroscopic "equation of state" of the entire system, which exhibits a universal ideal thermodynamic behavior. Fluctuating macroscopic quantities are studied from the stochastic thermodynamic point of view and a non-equilibrium work relation is obtained in the macroscopic picture, which may facilitate experimental study and application of the equalities due to Jarzynski, Crooks, and Hatano and Sasa.
Emergence of deterministic and irreversible macroscopic behavior from deterministic and reversible microscopic dynamics is understood as a result of the law of large numbers. In this paper, we prove on the basis of the theory of algorithmic randomness that Martin-Löf random initial microstates satisfy an irreversible macroscopic law in the Kac infinite chain model. We find that the time-reversed state of a random state is not random as well as violates the macroscopic law.
In this paper we propose a novel approach to construct macroscopic balance equations and constitutive equations describing various irreversible phenomena. It is based on the general principles of non-equilibrium thermodynamics and consists of four basic steps: picking suitable state variables, choosing a strictly concave entropy function, separating entropy fluxes and production rates properly, and determining a dissipation matrix. Our approach takes the advantage of both EIT and GENERIC formalisms, and shows a direct correspondence with Levermore's moment closure hierarchies for the Boltzmann…
We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory. For Markov chains, this theory involves a non-linear relation between probability currents and their conjugate forces. Within this framework, we show how the forces can be split into two components, which are orthogonal to each other, in a generalised sense. This splitting allows a decomposition of the pathwise rate function into three terms, which have physical interpretations in t…
Glansdorff and Prigogine (1970) proposed a decomposition of the entropy production rate, which today is mostly known for Markov processes as the Hatano-Sasa approach. Their context was irreversible thermodynamics which, while ignoring fluctuations, still allows a somewhat broader treatment than the one based on the Master or Fokker-Planck equation. Glansdorff and Prigogine were the first to introduce a notion of excess entropy production rate $δ^2$EP and they suggested as sufficient stability criterion for a nonequilibrium macroscopic condition that $δ^2$EP be positive. We find for nonlinear d…
Even though irreversibility is one of the major hallmarks of any real life process, an actual understanding of irreversible processes remains still mostly semiempirical. In this paper we formulate a thermodynamic uncertainty principle for irreversible heat engines operating with an ideal gas as a working medium. In particular, we show that the time needed to run through such an irreversible cycle multiplied by the irreversible work lost in the cycle, is bounded from below by an irreducible and process-dependent constant that has the dimension of an action. The constant in question depends on a…
We study dynamical fluctuations in the macroscopic paths around the most probable path of the Kac ring model, which is a simple deterministic and reversible dynamical system exhibiting the macroscopic irreversible relaxation. We derive the form of the generating function for macroscopic paths and show that the small deviations are described by a discrete-time Ornstein-Uhlenbeck process. We also argue that the microscopic reversibility leads to the fluctuation relation of the rate function, and prove it based on the form of the generating function.
Based only on classical Hamiltonian dynamics, we prove the maximum work principle in a system where macroscopic dynamical degrees of freedom are intrinsically coupled to microscopic degrees of freedom. Unlike recent identities between irreversible work and free energy, such as in the Jarzynski relation, the macroscopic dynamics is not governed by an external action but undergoes the back reaction of the microscopic degrees of freedom. Our theorems cover such physical situations as impact between macroscopic bodies, thermodynamic machines, and molecular motors.
In this paper, the emergence of macroscopic-scale pseudo time-irreversibility is studied in the closed classical many-body system of pair interacting particles. First, exact continuum equations are derived to the Hamiltonian dynamics without the utilisation of statistical mechanics. Next, it is shown that the momentum density field incorporates the thermal degrees of freedom in the considered scaling limit, and therefore initial condition indicated pseudo time-irreversible solutions may exist to the dynamical equations. Numerical evidence for pseudo-irreversible thermal equilibration, heat and…
Molecular Dynamics and Statistical Mechanics make possible a particle-based understanding of Thermodynamics and Hydrodynamics, including the fascinating Loschmidt contradiction between time-reversible atomistic mechanics and the time-irreversible thermodynamic dissipation incorporated into macroscopic fluid and solid mechanics.
We discuss a problem of optimization of the energetic efficiency of a simple rocked ratchet. We concentrate on a low-temperature case in which the particle's motion in a ratchet potential is deterministic. We show that the energetic efficiency of a ratchet working adiabatically is bounded from above by a value depending on the form of ratchet potential. The ratchets with strongly asymmetric potentials can achieve ideal efficiency of unity without approaching reversibility. On the other hand we show that for any form of the ratchet potential a set of time-protocols of the outer force exist unde…
We present numerical results obtained using a lattice-gas model with dynamical geometry defined by Hasslacher and Meyer (Int. J. Mod. Phys. C. 9 1597 (1998)). The (irreversible) macroscopic behaviour of the geometry (size) of the lattice is discussed in terms of a simple scaling theory and obtained numerically. The emergence of irreversible behaviour from the reversible microscopic lattice-gas rules is discussed in terms of the constraint that the macroscopic evolution be reproducible. The average size of the lattice exhibits power law growth with exponent 1/2 at late times. The deviation of t…
Recently a number of approaches has been developed to connect the microscopic dynamics of particle systems to the macroscopic properties of systems in nonequilibrium stationary states, via the theory of dynamical systems. This way a direct connection between dynamics and Irreversible Thermodynamics has been claimed to have been found. However, the main quantity used in these studies is a (coarse-grained) Gibbs entropy, which to us does not seem suitable, in its present form, to characterize nonequilibrium states. Various simplified models have also been devised to give explicit examples of how…
Dissipative effects in electromagnetism on macroscopic scales are examined by coarse graining the microscopic Maxwell equations with respect to time. We illustrate a procedure to derive the dissipative effects on the macroscopic scale by using a Green-Kubo type expression in terms of the microscopic fluctuations and the correlations between them. The resulting macroscopic Maxwell equations are formulated within the General Equation for the Non-Equilibrium Reversible-Irreversible Coupling (GENERIC) framework, accounting also for inhomogeneous temperature.
In this contribution we prove that the entropy of an N-body isolated system can not decrease and the entropy production should be non-negative provided the system possesses an equilibrium state. We define the entropy as a functional of the set of n-particle reduced density operators (n=0,....,N) generalizing the von Neumann fine-grained entropy formula. Additionally, as a consequence of our analysis we find the expression of the equilibrium n-particle reduced density operators which enter the definition of the entropy as well as the dissipated energy in an irreversible process.
Macroscopic many-body systems always exhibit irreversible behaviors together with the entropy increase. However, the underlying microscopic dynamics of the many-body system, either the (quantum) von Neumann or (classical) Liouville equation, guarantees the entropy of an isolated system does not change with time. Notice that, in practical measurements, usually it is the partial information (e.g., marginal distribution, few-body observable expectation) that is directly accessible to our observations, rather than the full ensemble state. But indeed such partial information is sufficient to give m…
From a viewpoint of stochastic thermodynamics, we derive equations that describe the collective dynamics near the order-disorder transition in the globally coupled XY model and near the synchronization-desynchronization transition in the Kuramoto model. A new way of thinking is to interpret the deterministic time evolution of a macroscopic variable as an external operation to a thermodynamic system. We then find that the irreversible work determines the equation for the collective dynamics. When analyzing the Kuramoto model, we employ a generalized concept of irreversible work which originates…
Critical phenomena in non-equilibrium systems have been studied by means of a wide variety of theoretical and experimental approaches. Mode-coupling, renormalization group, complex Lie algebras and diagrammatic techniques are some of the usual theoretical tools. Experimental studies include light and inelastic neutron scattering, X-ray photon correlation spectroscopy, microwave interferometry and several other techniques. Nevertheless no conclusive reatment has been developed from the basic principles of a thermodynamic theory of irreversible processes. We have developed a formalism in which w…
Recently, Kawaguchi and Nakayama (KN) [Phys. Rev. E {\bf 88}, 022147 (2013)] showed that the hidden entropy production associated with a coarse-graining procedure obeys the integral fluctuation theorem (IFT) if the original process does not involve any odd-parity variable that changes its sign under time reversal. This was interpreted as the evidence that odd-parity variables play an important role in the derivation of irreversible stochastic dynamics from time-reversible deterministic dynamics. In this Comment, we show that KN's approach is inadequate for describing the origin of irreversible…
We discuss the thermodynamics of closed quantum systems driven out of equilibrium by a change in a control parameter and undergoing a unitary process. We compare the work actually done on the system with the one that would be performed along ideal adiabatic and isothermal transformations. The comparison with the latter leads to the introduction of irreversible work, while that with the former leads to the introduction of inner friction. We show that these two quantities can be treated on equal footing, as both can be linked with the heat exchanged in thermalization processes and both can be ex…
Stochastic process is an essential tool for the investigation of the physical and life sciences at nanoscale. In the first-order stochastic processes widely used in chemistry and biology, only the flux of mass rather than that of heat can be well defined. Here we investigate the two macroscopic fluxes in second-order stochastic processes driven by position-dependent forces and temperature gradient. We prove that the thermodynamic equilibrium defined through the vanishing of macroscopic fluxes is equivalent to that defined via time reversibility at mesoscopic scale. In the small noise limit, we…
Entropy production for a system not in the thermodynamic limit is formulated using Hill's nanothermodynamics, in which a macroscopic ensemble of such systems is considered. External influence of the environment on the average nanosystem is connected to irreversible work with an explicit formula based on Jarzynsky equality. Entropy production retains its usual form as a sum of products of fluxes and forces and Onsager's symmetry principle is proven to hold for the average nanosystem if it is valid for the macroscopic ensemble, by two methods. The first one provides expressions that relate the c…
Describing particle transport at the macroscopic or mesoscopic level in non-ideal environments poses fundamental theoretical challenges in domains ranging from inter and intra-cellular transport in biology to diffusion in porous media. Yet, often the nature of the constraints coming from many-body interactions or reflecting a complex and confining environment are better understood and modeled at the microscopic level. In this paper we investigate the subtle link between microscopic exclusion processes and the mean-field equations that ensue from them in the continuum limit. We derive a general…
Macroscopic Thermodynamic Framework for the Mpemba Effect
School of Physics and Astronomy, Beijing Normal University（北京师范大学物理学院）；Key Laboratory of Multiscale Spin Physics (Beijing Normal University), Ministry of Education（教育部多尺度自旋物理重点实验室（北京师范大学））
We study an ideal Bose gas of N atoms contained in a box formed by two identical planar and parallel surfaces S, enclosed by a mantle of height a perpendicular to them. Calling r0 the mean atomic distance, we assume S >> r0^2 while a may be comparable to r0. In the bidimensional limit (a/r0 << 1) we find a macroscopic number of atoms in the condensate at temperatures T ~1/log(N); therefore, condensation cannot be described in terms of intensive quantities; in addition, it occurs at temperatures not too low in comparison to the tridimensional case. When condensation is present we also find a ma…
According to thermodynamics, the inevitable increase of entropy allows the past to be distinguished from the future. From this perspective, any clock must incorporate an irreversible process that allows this flow of entropy to be tracked. In addition, an integral part of a clock is a clockwork, that is, a system whose purpose is to temporally concentrate the irreversible events that drive this entropic flow, thereby increasing the accuracy of the resulting clock ticks compared to counting purely random equilibration events. In this article, we formalise the task of autonomous temporal probabil…
We study the off-diagonal current fluctuation in a macroscopic quantum system measured in an ideal manner that is as close as possible to the classical ideal measurement. We show rigorously that not only extended but also localized states contribute to the off-diagonal current fluctuation. This result contrasts with the fact that only the extended states affect the off-diagonal (Hall) conductivity and apparently contradicts the naive expectation from the fluctuation-dissipation theorem that might directly connect these two quantities. More specifically, we study the off-diagonal current fluctu…
For macroscopic quantum systems, we study what are measured when equilibrium fluctuations of macrovariables are measured in an ideal way that mimics classical ideal measurements as closely as possible. We find that the symmetrized time correlation (symTC) is always obtained for such measurements. As an important consequence, we show that the fluctuation-dissipation theorem (FDT) is partially violated as a relation between observed quantities in macroscopic quantum systems even if measurements are made in such an ideal way.
The derivation of macroscopic irreversible dynamics of nonequilibrium systems from microscopic equations was recently revisited from the point of view of infinitely extended quantum systems. Here we have briefly reviewed the $C^*$ algebra and its application to equilibrium systems as well as introduced some recent results on NESS. In addition, we have demonstrated the derivation of Landauer formula rigorously for quadratic systems but using a more physical presentation.
Time-reversal had always been assumed to be a symmetry of physics at the fundamental level. In this paper we will explore the violations of time-reversal symmetry at the fundamental level and the consequences on thermodynamic systems. First, we will argue from from current physics that the universe dynamics is not time-reversal invariant. Second, we will argue that any thermodynamic system cannot be isolated from the rest of the universe. We then discuss how these two make the dynamics of thermodynamics systems very weakly irreversible at the classical and quantum level. Since time-reversal is…
The controversial problem of an isolated system with an internal adiabatic wall is investigated with the use of a simple microscopic model and the Boltzmann equation. In the case of two infinite volume one-dimensional ideal fluids separated by a piston whose mass is equal to the mass of the fluid particles we obtain a rigorous explicit stationary non-equilibrium solution of the Boltzmann equation. It is shown that at equal pressures on both sides of the piston, the temperature difference induces a non-zero average velocity, oriented toward the region of higher temperature. It thus turns out th…
We study quantum measurements of temporal equilibrium fluctuations in macroscopic quantum systems. It is shown that the fluctuation-dissipation theorem, as a relation between observed quantities, is partially violated in quantum systems, even if measurements are made in an ideal way that emulates classical ideal measurements as closely as possible. This is a genuine quantum effect that survives on a macroscopic scale. We also show that the state realized during measurements of temporal equilibrium fluctuations is a `squeezed equilibrium state,' which is macroscopically identical to the pre-mea…
Concepts of everyday use like energy, heat, and temperature have acquired a precise meaning after the development of thermodynamics. Thermodynamics provides the basis for understanding how heat and work are related and with the general rules that the macroscopic properties of systems at equilibrium follow. Outside equilibrium and away from macroscopic regimes most of those rules cannot be applied directly. Here we present recent developments that extend the applicability of thermodynamic concepts deep into mesoscopic and irreversible regimes. We show how the probabilistic interpretation of the…
A sudden change in the macroscopic parameters of a system will cause it to depart from equilibrium. In this paper we study how a lack of change can also inform of such a departure, and allow for work extraction. Potential events that are unrealized can provide information pertaining the microstates of the system, essentially playing the role of a passive Maxwell demon, thereby allowing one to infer details about the microstate probability distribution. Here, we first qualitatively argue that this effect is present and consequential in almost every physical system, but is ignored in the standar…
All of the basic microsopic physical laws are time reversible. In contrast, the second law of thermodynamics, which is a macroscopic physical representation of the world, is able to describe irreversible processes in an isolated system through the change of entropy S larger than 0. It is the attempt of the present manuscript to bridge the microscopic physical world with its macrosocpic one with an alternative approach than the statistical mechanics theory of Gibbs and Boltzmann. It is proposed that time is discrete with constant step size. Its consequence is the presence of time irreversibilit…
In the paper, "Time & clocks: A thermodynamic approach" Lucia and Grisolia describe the connections between the physical nature of time and macroscopic irreversibility in thermodynamics. They also discuss the possibility of constructing a thermodynamic clock that links the two, through an approach based on the behaviour of a black body. Their work primarily focuses on the macroscopic irreversibilty, and their attempt to define 'thermodynamic time' is grounded on the concepts from non-equilibrium thermodynamics such as, entropy generation and time-dependent thermodynamic fluxes - in and out of …
To illustrate Boltzmann's construction of an entropy function that is defined for a microstate of a macroscopic system, we present here the simple example of the free expansion of a one dimensional gas of non-interacting point particles. The construction requires one to define macrostates, corresponding to macroscopic variables. We define a macrostate $M$ by specifying the fraction of particles in rectangular boxes $Δx Δv$ of the single particle position-velocity space $\{x,v\}$. We verify that when the number of particles is large the Boltzmann entropy, $S_B(t)$, of a typical microstate of a …
We introduce unique class of cyclic quantum thermal machines (QTMs) which can maximize their performance at the finite value of cycle duration $τ$ where they are most irreversible. These QTMs are based on single-stroke thermodynamic cycles realized by the non-equilibrium steady state (NESS) of the so-called Periodically Refreshed Baths (PReB) process. We find that such QTMs can interpolate between standard collisional QTMs, which consider repeated interactions with single-site environments, and autonomous QTMs operated by simultaneous coupling to multiple macroscopic baths. We discuss the phys…
Carnot's four-part ideal-gas cycle includes both isothermal and adiabatic expansions and compressions. Analyzing this cycle provides the fundamental basis for statistical thermodynamics. We explore the cycle here from a pedagogical view in order to promote understanding of the macroscopic thermodynamic entropy, the state function associated with thermal energy changes. From the alternative microscopic viewpoint the Hamiltonian ${\cal H}(q,p)$ is the energy and entropy is the (logarithm of the) phase-space volume $Ω$ associated with a macroscopic state. We apply two novel forms of Hamiltonian m…
