We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity, but population wise with statistical rate laws in their syntheses, degradations, spatial diffusion, individual state transitions, and interactions. Such a formal kinetic system in a small volume $V$, like a single cell, can be rigorously treated in terms of a Markov process describing its nonlinear kinetics as well as nonequilibrium thermodynamics at a mesoscopic scale. We introduce notions such as open, driven chemical systems, entropy production, free energy dissipation, etc. Then in the macroscopic limit, we illustrate how two new "laws", in terms of a generalized free energy of the mesoscopic stochastic dynamics, emerge. Detailed balance and complex balance are two special classes of "simple" nonlinear kinetics. Phase transition is intrinsically related to multi-stability and saddle-node bifurcation phenomenon, in the limits of time $t\rightarrow\infty$ and system's size $V\rightarrow\infty$. Using this approach, we re-articulate the notion of inanimate equilibrium branch of a system and nonequilibrium state of a living matter, as originally proposed by Nicolis and Prigogine, and seek a logic consistency between this viewpoint and that of P. W. Anderson and J. J. Hopfield's in which macroscopic law emerges through symmetry breaking.
Nonequilibrium thermodynamics (NET) investigates processes in systems out of global equilibrium. On a mesoscopic level, it provides a statistical dynamic description of various complex phenomena such as chemical reactions, ion transport, diffusion, thermochemical, thermomechanical and mechanochemical fluxes. In the present review, we introduce a mesoscopic stochastic formulation of NET by analyzing entropy production in several simple examples. The fundamental role of nonequilibrium steady-state cycle kinetics is emphasized. The statistical mechanics of Onsager's reciprocal relations in this c…
We derive a class of mesoscopic virial equations governing energy partition between conjugate position and momentum variables of individual degrees of freedom. They are shown to apply to a wide range of nonequilibrium steady states with stochastic (Langevin) and deterministic (Nosé--Hoover) dynamics, and to extend to collective modes for models of heat-conducting lattices. A generalised macroscopic virial theorem ensues upon summation over all degrees of freedom. This theorem allows for the derivation of nonequilibrium state equations that involve dissipative heat flows on the same footing wit…
We introduce axiomatically a complete thermodynamic formalism for a single macromolecule, either with or without detailed balance, in an isothermal ambient fluid based on its stochastic dynamics. With detailed balance, the novel theory yields mesoscopic, nonequilibrium generalizations for entropy and free energy of the macromolecule. Mesoscopic energy and entropy fluctuate. Expectation of entropy production equals zero if and only if the macromolecule is at thermal equilibrium, in which we show entropy still fluctuates but free energy is a constant. The entropy fluctuation a la L.D. Landau, pr…
We give the explicit structure of the functional governing the dynamical density and current fluctuations for a mesoscopic system in a nonequilibrium steady state. Its canonical form determines a generalised Onsager-Machlup theory. We assume that the system is described as a Markov jump process satisfying a local detailed balance condition such as typical for stochastic lattice gases and for chemical networks. We identify the entropy current and the traffic between the mesoscopic states as extra terms in the fluctuation functional with respect to the equilibrium dynamics. The density and curre…
We show that there exist a class of nonequilibrium systems for which a non-equilibrium analog of the Ginzburg-Landau (GL) functional can be constructed and propose the procedure for its derivation. As an example, we consider a small superconductor island of the size less than the coherence length in a stationary nonequlibrium state. We find the GL expansion of the free energy functional of such a system and analyze the dependence of the coefficients of the expansion upon the external drive and the non-equilibrium distribution functions.
Using the path integral approach to equilibrium statistical physics the effect of dissipation on Landau diamagnetism is calculated. The calculation clarifies the essential role of the boundary of the container in which the electrons move. Further, the derived result for diamagnetization also matches with the expression obtained from a time-dependent quantum Langevin equation in the asymptotic limit, provided a certain order is maintained in taking limits. This identification then unifies equilibrium and nonequilibrium statistical physics for a phenomenon like diamagnetism, which is inherently …
In order to specify a nonequilibrium steady state of a quantum wire (QWR), one must connect reservoirs to it. Since reservoirs should be large 2d or 3d systems, the total system is a large and inhomogeneous 2d or 3d system, in which e-e interactions have the same strength in all regions. However, most theories of interacting electrons in QWR considered simplified 1d models, in which reservoirs are absent or replaced with noninteracting 1d leads. We first discuss fundamental problems of such theories in view of nonequilibrium statistical mechanics. We then present formulations which are free fr…
We set up a mesoscopic theory for interacting Brownian particles embedded in a nonequilibrium environment, starting from the microscopic interacting many-body theory. Using nonequilibrium linear response theory, we characterize the effective dynamical interactions on the mesoscopic scale and the statistics of the nonequilibrium environmental noise, arising upon integrating out the fast degrees of freedom. As hallmarks of nonequilibrium, the breakdown of the fluctuation-dissipation and action-reaction relations for Brownian degrees of freedom are exemplified with two prototypical models for the…
Mesoscopic systems -- small electric circuits working in quantum regime -- offer us a unique experimental stage to explorer quantum transport in a tunable and precise way. The purpose of this Review is to show how they can contribute to statistical physics. We introduce the significance of fluctuation, or equivalently noise, as noise measurement enables us to address the fundamental aspects of a physical system. The significance of the fluctuation theorem (FT) in statistical physics is noted. We explain what information can be deduced from the current noise measurement in mesoscopic systems. A…
Hydrodynamics, a term apparently introduced by Daniel Bernoulli (1700-1783) to comprise hydrostatic and hydraulics, has a long history with several theoretical approaches. Here, after a descriptive introduction, we present so-called mesoscopic hydro-thermodynamics, which is also referred to as higher-order generalized hydrodynamics, built within the framework of a mechanical-statistical formalism. It consists of a description of the material and heat motion of fluids in terms of the corresponding densities and their associated fluxes of all orders. In this way, movements are characterized in t…
There are many functional contexts where it is desirable to maintain a mesoscopic system in a nonequilibrium state. However, such control requires an inherent energy dissipation. In this article, we unify and extend a number of works on the minimum energetic cost to maintain a mesoscopic system in a prescribed nonequilibrium distribution using ancillary control. For a variety of control mechanisms, we find that the minimum amount of energy dissipation necessary can be cast as an information-theoretic measure of distinguishability between the target nonequilibrium state and the underlying equil…
A thermodynamics for systems at a stationary states is formulated. It is based upon the assumption of the existence of local equilibrium in phase space which enables one to interpret the probability density ans its conjugated nonequilibrium chemical potential as a mesoscopic thermodynamic variables. The probability current is obtained from the entropy production related to the probability diffusion process and leads to the formulation of the Fokker-Planck equation. For the case of a gas of Brownian particles under steady flow in the dilute and concentrated regimes we derive nonequilibrium equa…
Matter agglomeration mesoscopic phenomena of irreversible type are well described by nonequilibrium thermodynamics formalism. The description assumes that the thermodynamic (internal) state variables are in local equilibrium, and uses the well known flux-force relations, with the Onsager coefficients involved, ending eventually up at a local conservation law of Fokker-Planck type. One of central problems arising when applying it to the matter agglomeration phenomena, quite generally termed nucleation-and-growth process, appears to be some physically accepted identification of entropic barriers…
Nonequilibrium steady state of isothermal biochemical cycle kinetics has been extensively studied, but much less investigated under non-isothermal conditions. However, once the heat exchange between subsystems is rather slow, the isothermal assumption of the whole system meets great challenge, which is indeed the case inside many kinds of living organisms. Here we generalize the nonequilibrium steady-state theory of isothermal biochemical cycle kinetics, in the master-equation models, to the situation in which the temperatures of subsystems can be far from uniform. We first obtain a new thermo…
We consider mesoscopic non-superconducting rings with an effective capacitance. We propose a Hamiltonian model describing magnetic flux in such rings. Next we incorporate dissipation and thermal fluctuations into our kinetic model. We consider kinetics in limiting regimes of strong and weak coupling to thermal bath.
A critical aspect of quantum mechanics is the nonlocal nature of the wavefunction, a characteristic that may yield unexpected coupling of nominally-isolated systems. The capacity to detect this coupling can be vital in many situations, especially those in which its strength is weak. In this work we address this problem in the context of mesoscopic physics, by implementing an electron-wave realization of a Fano interferometer using pairs of coupled quantum point contacts (QPCs). Within this scheme, the discrete level required for a Fano resonance is provided by pinching off one of the QPCs, the…
The local scale invariance has been investigated in the nonequilibrium kinetic Ising model exhibiting absorbing phase transition of PC type in 1+1 dimension. Numerical evidence has been found for the satisfaction of this symmetry and estimates for the critical ageing exponents are given.
From a mathematical model that describes a complex chemical kinetic system of $N$ species and $M$ elementrary reactions in a rapidly stirred vessel of size $V$ as a Markov process, we show that a macroscopic chemical thermodynamics emerges as $V\rightarrow\infty$. The theory is applicable to linear and nonlinear reactions, closed systems reaching chemical equilibrium, or open, driven systems approaching to nonequilibrium steady states. A generalized mesoscopic free energy gives rise to a macroscopic chemical energy function $φ^{ss}(\vx)$ where $\vx=(x_1,\cdots,x_N)$ are the concentrations of t…
We show that a nominal temperature can be consistently and uniquely defined everywhere in the phase diagram of large classes of nonequilibrium kinetic Ising spin models. In addition, we confirm the recent proposal that, at critical points, the large-time ``fluctuation-dissipation ratio'' $X_\infty$ is a universal amplitude ratio and find in particular $X_\infty \approx 0.33(2)$ and $X_\infty = 1/2$ for the magnetization in, respectively, the two-dimensional Ising and voter universality classes.
When periodically driven by an external magnetic field, a spin system can enter a phase of steady entrained oscillations with nonequilibrium probability distribution function. We consider an arbitrary magnetic field switching its direction with frequency comparable with the spin-flip rate and show that the resulting nonequilibrium probability distribution can be related to the system equilibrium distribution in the presence of a constant magnetic field of the same magnitude. We derive convenient approximate expressions for this exact relation and discuss their implications.
Nonequilibrium kinetic Ising models evolving under the competing effect of spin flips at zero temperature and Kawasaki-type spin-exchange kinetics at infinite temperature T are investigated here in one dimension from the point of view of phase transition and critical behaviour. Branching annihilating random walks with an even number of offspring (on the part of the ferromagnetic domain boundaries), is a decisive process in forming the steady state of the system for a range of parameters, in the family of models considered. A wide variety of quantities characterize the critical behaviour of the…
We study a model of nonequilibrium quantum transport of particles and energy in a many-body system connected to mesoscopic Fermi reservoirs (the so-called meso-reservoirs). We discuss the conservation laws of particles and energy within our setup as well as the transport properties of quasi-periodic and disordered chains.
In the theory of noise processes for mesoscopic conductors, the relationship between shot noise and hot-electron noise is absolutely fundamental to understanding the underlying microscopic fluctuations. From the vantage point of orthodox microscopics and kinetics, their relation is a long way from being settled. Its resolution calls for the tools of many-body theory. We motivate the many-body approach to noise, review the analysis of conductance and current noise within linear diffusive theories, and discuss the smooth crossover between thermal noise and shot noise. We outline a kinetic theory…
The nonequilibrium dynamic phase transition, in the kinetic Ising model in presence of an oscillating magnetic field, has been studied both by Monte Carlo simulation (in two dimension) and by solving the meanfield dynamical equation of motion for the average magnetization. The temperature variations of hysteretic loss (loop area) and the dynamic correlation have been studied near the transition point. The transition point has been identified as the minimum-correlation point. The hysteretic loss becomes maximum above the transition point. An analytical formulation has been developed to analyse …
A statistical approach to a self-consistent description of kinetic and hydrodynamic processes in systems of interacting particles is formulated on the basis of the nonequilibrium statistical operator method by D.N.Zubarev. It is shown how to obtain the kinetic equation of the revised Enskog theory for a hard sphere model, the kinetic equations for multistep potentials of interaction and the Enskog-Landau kinetic equation for a system of charged hard spheres. The BBGKY hierarchy is analyzed on the basis of modified group expansions. Generalized transport equations are obtained in view of a self…
A consistent statistical description of kinetics and hydrodynamics of dusty plasma is proposed based on the Zubarev nonequilibrium statistical operator method. For the case of partial dynamics the nonequilibrium statistical operator and the generalized transport equations for a consistent description of kinetics of dust particles and hydrodynamics of electrons, ions and neutral atoms are obtained. In the approximation of weakly nonequilibrium process a spectrum of collective excitations of dusty plasma is investigated in the hydrodynamic limit.
This paper studies a mathematical formalism of nonequilibrium thermodynamics for chemical reaction models with $N$ species, $M$ reactions, and general rate law. We establish a mathematical basis for J. W. Gibbs' macroscopic chemical thermodynamics under G. N. Lewis' kinetic law of entire equilibrium (detailed balance in nonlinear chemistry kinetics). In doing so, the equilibrium thermodynamics is then naturally generalized to nonequilibrium settings without detailed balance. The kinetic models are represented by a Markovian jumping process. A generalized macroscopic chemical free energy functi…
This paper shows how mesoscopic nonequilibrium thermodynamics can be applied to condensation and evaporation. By extending the normal set of thermodynamic variables with two internal variables, we are able to give a new theoretical foundation for a mechanism of condensation that has been proposed from molecular simulation results. The flux does not follow a simple Arrhenius formula for small activation energies which are relevant here.
Unlike fluids at thermal equilibrium, biomolecular mixtures in living systems can sustain nonequilibrium steady states, in which active processes modify the conformational states of the constituent molecules. Despite qualitative similarities between liquid--liquid phase separation in these systems, the extent to which the phase-separation kinetics differ remains unclear. Here we show that inhomogeneous chemical reactions can alter the nucleation kinetics of liquid--liquid phase separation in a manner that is consistent with classical nucleation theory, but can only be rationalized by introduci…
Coulomb screening, together with degeneracy, is characteristic of the metallic electron gas. While there is little trace of its effects in transport and noise in the bulk, at mesoscopic scales the electronic fluctuations start to show appreciable Coulomb correlations. Within a strictly standard Boltzmann and Fermi-liquid framework, we analyze these phenomena and their relation to the mesoscopic fluctuation-dissipation theorem, which we prove. We identify two distinct screening mechanisms for mesoscopic fluctuations. One is the self-consistent response of the contact potential in a non-uniform …
The effects of locally broken spin symmetry are investigated in one dimensional nonequilibrium kinetic Ising systems via computer simulations and cluster mean field calculations. Besides a line of directed percolation transitions, a line of transitions belonging to N-component, two-offspring branching annihilating random-walk class (N-BARW2) is revealed in the phase diagram at zero branching rate. In this way a spin model for N-BARW2 transitions is proposed for the first time.
We point out that the phenomenon ``heating by freezing'' discovered in nonequilibrium simulations by Helbing, et al. (PRL 84, 1240 (2000)) extends to equilibrium systems as well. We argue that such reentrant fluctuation-driven freezing can, for example, be realized in two-dimensional colloidal systems subjected to a one-dimensional periodic potential.
We study the nonequilibrium dynamics of a mesoscopic metallic ring threaded by a time-dependent magnetic field and coupled to an electronic reservoir. We analyze the relation between the (non-stationary) real-time Keldysh and retarded Green functions and we find that, in the linear response regime with weak heat transfer to the environment, an effective temperature accounts for the modification of the equilibrium fluctuation-dissipation relation. We discuss possible extensions of this analysis.
A link between memory effects in quantum kinetic equations and nonequilibrium correlations associated with the energy conservation is investigated. In order that the energy be conserved by an approximate collision integral, the one-particle distribution function and the mean interaction energy are treated as independent nonequilibrium state parameters. The density operator method is used to derive a kinetic equation in second-order non-Markovian Born approximation and an evolution equation for the nonequilibrium quasi-temperature which is thermodynamically conjugated to the mean interaction en…
Nonequilibrium dynamics at interfaces is generally driven by a chemical potential. Here we demonstrate a generic technique to derive the basic equations of motion, boundary conditions and the chemical potential in a consistent way from fundamental variational principles. As a particular example, we consider a solid surface with elastodynamic effects, together with surface energy and tension. We apply the generic results to perform a linear stability analysis of a planar front subjected to uniaxial stress (Asaro-Tiller-Grinfeld instability), here also with surface tension.
The method of the nonequilibrium statistical operator developed by D. N. Zubarev is employed to analyse and derive generalized transport and kinetic equations. The degrees of freedom in solids can often be represented as a few interacting subsystems (electrons, spins, phonons, nuclear spins, etc.). Perturbation of one subsystem may produce a nonequilibrium state which is then relaxed to an equilibrium state due to the interaction between particles or with a thermal bath. The generalized kinetic equations were derived for a system weakly coupled to a thermal bath to elucidate the nature of tran…
The generalized transport equations for a consistent description of kinetic and hydrodynamic processes in dense gases and liquids are considered. The inner structure of the generalized transport kernels for these equations is established. It is shown how in this approach to obtain the transport equation of molecular hydrodynamics. For the model potential of interaction presented as a sum of the hard spheres potential and certain long-range potential a spectrum of collective modes in the system is investigated.
The dynamic phase transition has been studied in the two dimensional kinetic Ising model in presence of a time varying (sinusoidal) magnetic field by Monte Carlo simulation. The nature (continuous or discontinuous) of the transition is characterized by studying the distribution of the order parameter and the temperature variation of the fourth order cumulant. For the higher values of the field amplitude, the transition observed is discontinuous and it is continuous for lower values of the field amplitude, indicating the existence of a tricritical point (separating the nature of the transition)…
We investigate, using the noise reduction technique, the asymptotic universality class of the well-studied nonequilibrium limited mobility atomistic solid-on-solid surface growth models introduced by Wolf and Villain (WV) and Das Sarma and Tamborenea (DT) in the context of kinetic surface roughening in ideal molecular beam epitaxy. We find essentially all the earlier conclusions regarding the universality class of DT and WV models to be severely hampered by slow crossover and extremely long lived transient effects. We identify the correct asymptotic universality class(es) which differs from ea…
The two-dimensional steady-state Boltzmann equation for hard-disk molecules in the presence of a temperature gradient has been solved explicitly to second order in density and the temperature gradient. The two-dimensional equation of state and some physical quantities are calculated from it and compared with those for the two-dimensional steady-state Bhatnagar-Gross-Krook(BGK) equation and information theory. We have found that the same kind of qualitative differences as the three-dimensional case among these theories still appear in the two-dimensional case.
It has been established in nineteen seventies that in nonequilibrium case the pair collisions generate non-zero two-particle correlations which are non-diagonal in momentum space and give the essential contribution to the current fluctuations of hot electrons. It is shown here that this correlations give also a contribution to the collision integral, i.e., to kinetic properties of nonequilibrium gas. The expression for electron energy loss rate P via phonons is re-derived in detail from this point of view. The contribution of the non-diagonal part of the nonequilibrium pair correlator to phono…
We report a kinetic Monte Carlo modeling study of nanocrystal layer sintering. Features that are of interest for the dynamics of the layer as a whole, especially the morphology of the evolving structure, are considered. It is found that the kinetics of sintering is not entirely a local process, with the layer morphology affected by the kinetics in a larger than few-particle neighborhood. Consideration of a single layer of particles makes the numerics manageable and allows visualization of the results, as well as numerical simulations of several realizations for statistical averaging of propert…
The significance of the recent finding of the velocity distribution function of the steady-state Boltzmann equation under a steady heat current obtained by Kim and Haykawa (J. Phys. Soc. Jpn. {\bf 72}, 1904 (2003)) is discussed. Through the stability analysis, it seems that the steady solution is stable. One of possible applications to the nonequiliburium Knudsen effect in which one cell at equilibrium is connected to another cell under the steady heat conduction is discussed. This solution apparently shows that steady-state thermodynamics proposed by Sasa and Tasaki cannot be used in a naive …
We report the nonequilibrium dynamical phase transition (NDPT) appearing in a kinetic Ising spin system (ISS) subject to the joint application of a deterministic external field and the stochastic mutually correlated noises simultaneously. A time-dependent Ginzburg-Landau stochastic differential equation, including an oscillating modulation and the correlated multiplicative and additive white noises, was addressed and the numerical solution to the relevant Fokker-Planck equation was presented on the basis of an average-period approach of driven field. The correlated white noises and the determi…
We study a nonequilibrium Ising model that stochastically evolves under the simultaneous operation of several spin-flip mechanisms. In other words, the local magnetic fields change sign randomly with time due to competing kinetics. This dynamics models a fast and random diffusion of disorder that takes place in dilute metallic alloys when magnetic ions diffuse. We performe Monte Carlo simulations on cubic lattices up to L=60. The system exhibits ferromagnetic and paramagnetic steady states. Our results predict first-order transitions at low temperatures and large disorder strengths, which corr…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a system by specifying the stochastic processes are written down. The expressions for the nonequilibrium entropy, temperature and entropy production are obtained, which at small values of fluxes coincide with those derived within the frame of extended irreversible thermodynamics. The expressions generalizing the Maxwell-Cattaneo relations of extended irrevers…
A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical expression for the average velocity, mobility, and diffusion rate. The bistable kinetics and escape rate from a metastable state in the overdamped region are studied consequently. By numerical simulation we then demonstrate that our analytical escape rate is in good agreement with that of numerical result.
We present a detailed study of the kinetic cluster growth process during gelation of weakly attractive colloidal particles by means of experiments on critical Casimir attractive colloidal systems, simulations and analytical theory. In the experiments and simulations, we follow the mean coordination number of the particles during the growth of clusters to identify an attractive-strength independent cluster evolution as a function of mean coordination number. We relate this cluster evolution to the kinetic attachment and detachment rates of particles and particle clusters. We find that single-pa…
A nonequilibrium thermodynamic theory demonstrating an induction effect of a statistical nature is presented. We have shown that this thermodynamic induction can arise in a class of systems that have variable kinetic coefficients (VKC). In particular if a kinetic coefficient associated with a given thermodynamic variable depends on another thermodynamic variable then we have derived an expression that can predict the extent of the induction. The amount of induction is shown to be proportional to the square of the driving force. The nature of the intervariable coupling for the induction effect …
The adiabatic piston problem is solved at the mesoscale using a Kinetic Theory approach. The problem is to determine the evolution towards equilibrium of two gases separated by a wall with only one degree of freedom (the adiabatic piston). A closed system of equations for the distribution functions of the gases conditioned to a position of the piston and the distribution function of the piston is derived from the Liouville equation, under the assumption of a generalized molecular chaos. It is shown that the resulting kinetic description has the canonical equilibrium as a steady-state solution.…
We study cold dilute gases made of bosonic atoms, showing that in the mean-field one-dimensional regime they support stable out-of-equilibrium states. Starting from the 3D Boltzmann-Vlasov equation with contact interaction, we derive an effective 1D Landau-Vlasov equation under the condition of a strong transverse harmonic confinement. We investigate the existence of out-of-equilibrium states, obtaining stability criteria similar to those of classical plasmas.
We generalize an idea in the works of Landauer and Bennett on computations, and Hill's in chemical kinetics, to emphasize the importance of kinetic cycles in mesoscopic nonequilibrium thermodynamics (NET). For continuous stochastic systems, a NET in phase space is formulated in terms of cycle affinity $\nabla\wedge\big(\mathbf{D}^{-1}\mathbf{b}\big)$ and vorticity potential $\mathbf{A}(\mathbf{x})$ of the stationary flux $\mathbf{J}^{*}=\nabla\times\mathbf{A}$. Each bivectorial cycle couples two transport processes represented by vectors and gives rise to Onsager's reciprocality; the scalar pr…
A kinetic approach based on a modified chain of BBGKI equations for nonequilibrium particle distribution functions was used to describe the ion transfer processes in the ionic solution -- porous medium system. A generalized kinetic equation of the revised Enskog--Vlasov--Landau theory for the nonequilibrium ion distribution function in the model of charged solid spheres is obtained, taking into account attractive short-range interactions for the ionic solution -- porous medium system.
The nonequilibrium dynamic phase transition in ferromagnetic systems is reviewed. Very recent results of dynamic transition in kinetic Ising model and that in Heisenberg ferromagnet is discussed.
