Nonequilibrium statistical physics is concerned with a fundamental problem in physics, the phenomenon of irreversibility, which is not rigorously solved yet. Different approaches to the statistical mechanics of nonequilibrium processes are based on empirical assumptions but a rigorous, first principle theory is missing. An important contribution to describe irreversible behavior starting from reversible Hamiltonian dynamics was given by Zubarev who invented the method of the nonequilibrium statistical operator (NSO). We discuss this approach, in particular the extended von Neumann equation and the entropy concept. The method of NSO proved to be a general and universal approach to different nonequilibrium phenomena. Typical applications are the quantum master equation, kinetic theory, and linear response theory which are outlined and illustrated solving standard examples for reaction and transport processes. Some open questions are emphasized.
We discuss the condition for the validity of equilibrium quantum statistical mechanics in the light of recent developments in the understanding of classical and quantum chaotic motion. In particular, the ergodicity parameter is shown to provide the conditions under which quantum statistical distributions can be derived from the quantum dynamics of a classical ergodic Hamiltonian system.
The first part of the paper is devoted to the foundations, that is the mathematical and physical justification, of equilibrium statistical mechanics. It is a pedagogical attempt, mostly based on Khinchin's presentation, which purpose is to clarify some aspects of the development of statistical mechanics. In the second part, we discuss some recent developments that appeared out of equilibrium, such as fluctuation theorem and Jarzynski equality.
A critical examination of some basic conceptual issues in classical statistical mechanics is attempted, with a view to understanding the origins, structure and statuts of that discipline. Due attention is given to the interplay between physical and mathematical aspects, particularly regarding the role of probability theory. The focus is on the equilibrium case, which is currently better understood, serving also as a prelude for a further discussion of non-equilibrium statistical mechanics.
A chain of kinetic equations for non-equilibrium one-particle, two-particle and $ s $-particle distribution functions of particles which take into account nonlinear hydrodynamic fluctuations is proposed. The method of Zubarev non-equilibrium statistical operator with projection is used. Nonlinear hydrodynamic fluctuations are described with non-equilibrium distribution function of collective variables that satisfies generalized Fokker-Planck equation. On the basis of the method of collective variables, a scheme of calculation of non-equilibrium structural distribution function of collective va…
A two-temperature linear spin model is presented that allows an easily understandable introduction to non-equilibrium statistical physics. The model is one that includes the concepts that are typical of more realistic non-equilibrium models but that allows straightforward steady state solutions and, for small systems, development of the full time dependence for configuration probabilities. The model is easily accessible to upper-level undergraduate students, and also provides a good check for computer models of larger systems.
We constructed a model that evolved from a non-equilibrium state to an equilibrium state. The model only needs two basic coefficients, including self-similar coefficients and non-equilibrium coefficients. The coefficients of the model can be obtained directly from real data. The model can well represent the phenomena of anomalous diffusion, non-Gaussian distribution and so on in non-equilibrium complex systems. It is important to mention that the model is a global iterative model that can exhibit statistical physical properties on multiple time scales, as well as exhibiting long-term memory pr…
We present a new approach to far-from-equilibrium statistical mechanics, based on the concept of generalized entropy, which is a microscopically-defined generalization of Onsager-Machlup functional. In the case when a set of slow (adiabatic) variables can be chosen, our formalism yields a general form of the macroscopic evolution law (Generalized Langevin Equation) and extends Fluctuation Dissipative Theorem. It also provides for a simple understanding of recently-discovered Fluctuation Theorem
Problems in non equilibrium statistical physics are characterized by the absence of a fluctuation dissipation theorem. The usual analytic route for treating these vast class of problems is to use response fields in addition to the real fields that are pertinent to a given problem. This line of argument was introduced by Martin, Siggia and Rose. We show that instead of using the response field, one can, following the stochastic quantization of Parisi and Wu, introduce a fictitious time. In this extra dimension a fluctuation dissipation theorem is built in and provides a different outlook to pro…
The statistical mechanics of a one-dimensional Ising model in thermal equilibrium is well-established, textbook material. Yet, when driven far from equilibrium by coupling two sectors to two baths at different temperatures, it exhibits remarkable phenomena, including an unexpected 'freezing by heating.' These phenomena are explored through systematic numerical simulations. Our study reveals complicated relaxation processes as well as a crossover between two very different steady-state regimes.
The maximum entropy principle (MEP) apparently allows us to derive, or justify, fundamental results of equilibrium statistical mechanics. Because of this, a school of thought considers the MEP as a powerful and elegant way to make predictions in physics and other disciplines, which constitutes an alternative and more general method than the traditional ones of statistical mechanics. Actually, careful inspection shows that such a success is due to a series of fortunate facts that characterize the physics of equilibrium systems, but which are absent in situations not described by Hamiltonian dyn…
When Lenz proposed a simple model for phase transitions in magnetism, he couldn't have imagined that the "Ising model" was to become a jewel in field of equilibrium statistical mechanics. Its role spans the spectrum, from a good pedagogical example to a universality class in critical phenomena. A quarter century ago, Katz, Lebowitz and Spohn found a similar treasure. By introducing a seemingly trivial modification to the Ising lattice gas, they took it into the vast realms of non-equilibrium statistical mechanics. An abundant variety of unexpected behavior emerged and caught many of us by surp…
A unified viewpoint is presented in margin to the ``Work, dissipation and fluctuations in nonequilibrium physics'', Bruxelles 22-25 March, 2006, where the topics were discussed by various authors and it became clear the need that the very different viewpoints be consistently presented by their proponents.
Important models of nonequilibrium statistical physics (NESP) are limited by a commonly used, but often unrecognized, near-equilibrium approximation. Fokker-Planck and Langevin equations, the Einstein and random-flight diffusion models, and the Schnakenberg model of biochemical networks suppose that fluctuations are due to an ideal equilibrium bath. But far from equilibrium, this perfect bath concept does not hold. A more principled approach should derive the rate fluctuations from an underlying dynamical model, rather than assuming a particular form. Here, using Maximum Caliber as the underly…
A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. Superstatistics, introduced in works of Beck and Cohen [Physica A \textbf{322}, (2003), 267] as fluctuating quantities of intensive thermodynamical parameters, are obtained from the statistical distribution of lifetime (random time to the system degeneracy) considered as a thermodynamical parameter. …
This paper shows a simple implementation of the Histogram Method for extrapolations in Monte Carlo simulations, using the moments of the operators that define the energy, instead of their histogram. This implementation is suitable for extrapolation over several operators, a type of calculation that is hindered by computer memory limitations. Examples of this approach are given for the 2-D Ising model.
Given are a first principles derivation and formulation of the probabilistic concepts that underly equilibrium quantum statistical mechanics. The transition to non-equilibrium probability is traversed briefly.
In this paper, we formally demonstrate that the non-equilibrium density matrix developed by Hershfield for the steady state has the form of a McLennan-Zubarev non-equilibrium ensemble. The correction term in this pseudo equilibrium Gibbs-like ensemble is directly related to the entropy production in the quantum open system. The fact the both methods state that a non-equilibrium steady state can be mapped onto a pseudo-equilibrium, permits us to develop non-equilibrium quantities from formal expressions equivalent to the equilibrium case. We provide an example: the derivation of a non-equilibri…
A non-equilibrium statistical-thermodynamic approach to the study of a Fröhlich-Bose-Einstein condensation of magnons under radio-frequency radiation pumping is presented. Such a system displays a complex behavior consisting in steady-state conditions to the emergence of a synergetic dissipative structure resembling the Bose-Einstein condensation of systems in equilibium. A kind of "two fluid model" arises: the "normal" non-equilibrium structure and Fröhlich condensate or "non-equilibrium" one, which is shown to be an attractor to the system. We analyze some aspects of the irreversible thermod…
In this contribution we show that a suitably defined nonequilibrium entropy of an N-body isolated system is not a constant of the motion in general and its variation is bounded, the bounds determined by the thermodynamic entropy, i.e., the equilibrium entropy. We define the nonequilibrium entropy as a convex functional of the set of n-particle reduced distribution functions (n=0,......., N) generalizing the Gibbs fine-grained entropy formula. Additionally, as a consequence of our microscopic analysis we find that this nonequilibrium entropy behaves as a free entropic oscillator. In the approac…
In this paper we develop a general formalism of a path approach for non-equilibrium statistical mechanics. Firstly, we consider the classical Gibbs approach for states and find that this formalism is ineffective for non-equilibrium phenomena because it is based on a distribution of probabilities indirectly. Secondly, we develop a path formalism which is directly based on the distribution of probabilities and therefore significantly simplifies the analytical approach. The new formalism requires generalizing the 'static', state quantities of a system, like entropy or free energy potential, to th…
Showing that the location of the zeros of the partition function can be used to study phase transitions, Yang and Lee initiated an ambitious and very fruitful approach. We give an overview of the results obtained using this approach. After an elementary introduction to the Yang-Lee formalism, we summarize results concerning equilibrium phase transitions. We also describe recent attempts and breakthroughs in extending this theory to nonequilibrium phase transitions.
Neumann's principle (that the symmetry of a crystal measurement cannot be lower than that of its point-group) is a corner- stone of crystallography: were it false, then the technique of x-ray diffraction (double-helix, DNA) might well not exist. The literature variously regards its truth as obvious, intuitive, axiomatic or even impossible [10], without further analysis or proof. After identifying and correcting a false lead/start, we give a plausible proof of Neumann's principle, using group theory and quantum statistical mechanics.
It is supposed that the exponential multiplier in the method of the non-equilibrium statistical operator (Zubarev`s approach) can be considered as a distribution density of the past lifetime of the system, and can be replaced by an arbitrary distribution function. To specify this distribution the method of maximum entropy principle as in [Schönfeldt J-H, Jiminez N, Plastino A R, Plastino A, Casas M 2007 \textit{Physica A} \textbf{374} 573] is used. The obtained distribution is close to exponential one. Another approach to the maximum entropy principle, as in [Van der Straeten E and Beck C 2008…
In this work we revisit the problem of equilibration in isolated many-body interacting quantum systems. We pay particular attention to quantum chaotic Hamiltonians, and rather than focusing on the properties of the asymptotic states and how they adhere to the predictions of the Eigenstate Thermalization Hypothesis, we focus on the equilibration process itself, i.e., \emph{the road to equilibrium}. Along the road to equilibrium the diagonal ensembles obey an emergent form of the second law of thermodynamics and we provide an information theoretic proof of this fact. With this proof at hand we s…
A family of non-equilibrium statistical operators (NSO) is introduced which differ by the system lifetime distribution over which the quasi-equilibrium (relevant) distribution is averaged. This changes the form of the source in the Liouville equation, as well as the expressions for the kinetic coefficients, average fluxes, and kinetic equations obtained with use of NSO. It is possible to choose a class of lifetime distributions for which thermodynamic limiting transition and to tend to infinity of average lifetime of system is reduced to the result received at exponential distribution for life…
In this article we give an in depth overview of the recent advances in the field of equilibrium networks. After outlining this topic, we provide a novel way of defining equilibrium graph (network) ensembles. We illustrate this concept on the classical random graph model and then survey a large variety of recently studied network models. Next, we analyze the structural properties of the graphs in these ensembles in terms of both local and global characteristics, such as degrees, degree-degree correlations, component sizes, and spectral properties. We conclude with topological phase transitions …
We use the non-equilibrium statistical field theory for classical particles recently developed by Mazenko and Das and Mazenko, together with the free generating functional for particles initially correlated in phase space derived in Bartelmann et al. to study the impact of initial correlations on the equation of state of real gases. We first show that we can reproduce the well known van der Waals equation of state for uncorrelated initial conditions using this approach. We then impose correlated initial conditions and study their qualitative and quantitative effect on the equation of state of …
The stochastic quantisation technique of Parisi and Wu is extended to study non-equilibrium statistical mechanics. We show that this scheme is capable of handling white as well as coloured noises. PACS numbers: 64.60.-i; 64.60.Ak; 64.60.Fr; 64.60.Ht
In this paper we investigate the applicability of non-equilibrium statistical mechanics to non-equilibrium damage phenomena. As an example, a fiber-bundle model with thermal noise and a fiber-bundle model with decay of fibers are considered. Initially we develop an analogy of the Gibbs formalism for nonequilibrium states. Later we switch from the approach of non-equilibrium states to the approach of non-equilibrium paths. Fluctuating behavior in the system is described in terms of effective temperature parameters. An equation of state and an analog of an energy-balance equation are obtained. A…
We argue that a particle language provides a conceptually simple framework for the description of anomalous equilibration in isolated quantum systems. We address this paradigm in the context of integrable models, which are those with particles that are stable against decay. In particular, we demonstrate that a complete description of equilibrium ensembles for interacting integrable models requires a formulation built from the mode occupation numbers of the underlying particle content, mirroring the case of non-interacting particles. This yields an intuitive physical interpretation of generaliz…
One of the key features of non-equilibrium steady states (NESS) is the presence of nontrivial probability currents. We propose a general classification of NESS in which these currents play a central distinguishing role. As a corollary, we specify the transformations of the dynamic transition rates which leave a given NESS invariant. The formalism is most transparent within a continuous time master equation framework since it allows for a general graph-theoretical representation of the NESS. We discuss the consequences of these transformations for entropy production, present several simple exam…
Kinetic equations governing time evolution of positions and momenta of atoms in extended systems are derived using quantum-classical ensembles within the Non-Equilibrium Statistical Operator Method (NESOM). Ions are treated classically, while their electrons quantum mechanically; however, the statistical operator is not factorised in any way and no simplifying assumptions are made concerning the electronic subsystem. Using this method, we derive kinetic equations of motion for the classical degrees of freedom (atoms) which account fully for the interaction and energy exchange with the quantum …
The Boltzmann and Gibbs approaches to statistical mechanics have very different definitions of equilibrium and entropy. The problems associated with this are discussed and it is suggested that they can be resolved, to produce a version of statistical mechanics incorporating both approaches, by redefining equilibrium not as a binary property (being/not being in equilibrium) but as a continuous property (degrees of equilibrium) measured by the Boltzmann entropy and by introducing the idea of thermodynamic-like behaviour for the Boltzmann entropy. The Kac ring model is used as an example to test …
We consider a d-dimensional crystal with an arbitrary harmonic interaction and an anharmonic on-site potential, with stochastic Langevin heat bath at each site. We develop an integral formalism for the correlation functions that is suitable for the study of their relaxation (time decay) as well as their behavior in space. Furthermore, in a perturbative analysis, for the one-dimensional system with weak coupling between the sites and small quartic anharmonicity, we investigate the steady state and show that the Fourier's law holds. We also obtain an expression for the thermal conductivity (for …
We consider a paradigmatic model describing the one-dimensional motion of $N$ rotators coupled through a mean-field interaction, and subject to the perturbation of an external magnetic field. The latter is shown to significantly alter the system behaviour, driving the emergence of ensemble inequivalence in the out-of-equilibrium phase, as signalled by a negative (microcanonical) magnetic susceptibility. The thermodynamic of the system is analytically discussed, building on a maximum entropy scheme justified from first principles. Simulations confirm the adequacy of the theoretical picture. Ens…
We report the complete statistical treatment of a system of particles interacting via Newtonian forces in continuous boundary-driven flow, far from equilibrium. By numerically time-stepping the force-balance equations of a model fluid we measure occupancies and transition rates in simulation. The high-shear-rate simulation data verify the invariant quantities predicted by our statistical theory, thus demonstrating that a class of non-equilibrium steady states of matter, namely sheared complex fluids, is amenable to statistical treatment from first principles.
We discuss the physical meaning and significance of statistical forces on quasi-static probes in first order around detailed balance for driven media. Exploiting the quasi-static energetics and the structure of (McLennan) steady nonequilibrium ensembles, we find that the statistical force obtains a nonequilibrium correction deriving from the excess work of driving forces on the medium in its relaxation after probe displacement. This reformulates, within a more general context, the recent result by N. Nakagawa (Phys. Rev. E 90, 022108 (2014)) on thermodynamic aspects of weakly nonequilibrium ad…
For a paradigmatic case, the standard map, we discuss how the statistical description of the approach to equilibrium is related to the sensitivity to the initial conditions of the system. Using a numerical analysis we present an anomalous scenario that may give some insight on the foundations of the Tsallis' statistical mechanics.
A geometric approach to the friction phenomena is presented. It is based on the holographic view which has recently been popular in the theoretical physics community. We see the system in one-dimension-higher space. The heat-producing phenomena are most widely treated by using the non-equilibrium statistical physics. We take 2 models of the earthquake. The dissipative systems are here formulated from the geometric standpoint. The statistical fluctuation is taken into account by using the (generalized) Feynman's path-integral.
We derive an equilibrium statistical theory for the macroscopic description of a ferromagnetic material at positive finite temperatures. Our formulation describes the most-probable equilibrium macrostates that yield a coherent deterministic large-scale picture varying at the size of the domain, as well as it captures the effect of random spin fluctuations caused by the thermal noise. We discuss connections of the proposed formulation to the Landau-Lifschitz theory and to the studies of domain formation based on Monte Carlo lattice simulations.
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 …
This note presents a minimal approach to the origin of life, following standard ideas. We pay special attention to the point of view of non-equilibrium statistical mechanics, and in particular to detailed balance. As a consequence we propose a characterization of pre-biological states.
We study the formation of coherent structures in a system with long-range interactions where particles moving on a circle interact through a repulsive cosine potential. Non equilibrium structures are shown to correspond to statistical equilibria of an effective dynamics, which is derived using averaging techniques. This simple behavior might be a prototype of others observed in more complicated systems with long-range interactions, like two-dimensional incompressible fluids or self-gravitating systems.
It has been observed empirically that two dimensional vortices tend to cluster forming a giant vortex. To account for this observation Onsager introduced a concept of negative absolute temperature in equilibrium statistical mechanics. In this Letter we will show that in the thermodynamic limit a system of interacting vortices does not relax to the thermodynamic equilibrium, but becomes trapped in a non-equilibrium stationary state. We will show that the vortex distribution in this non-equilibrium stationary state has a characteristic core-halo structure, which can be predicted {\it a priori}. …
We suggest a certain statistical interpretation for the entropy produced in driven thermodynamic processes. The exponential function of half irreversible entropy re-weights the probability of the standard Ornstein-Uhlenbeck-type thermodynamic fluctuations.(We add a proof of the standard Fluctuation Theorem which represents a more natural interpretation.)
A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through thermodynamical space to one following Liouvillean evolution. In this contribution the approach is extended in such a way that it can be applied to a wide range of practical non-equilibrium statistical systems such as those arising in turbulence but also to a general class of statistical physics models. The new methodology allows for application to autonomous dynamica…
The incomplete nonextensive statistics in the canonical and microcanonical ensembles is explored in the general case and in a particular case for the ideal gas. By exact analytical results for the ideal gas it is shown that taking the thermodynamic limit, with $z=q/(1-q)$ being an extensive variable of state, the incomplete nonextensive statistics satisfies the requirements of equilibrium thermodynamics. The thermodynamical potential of the statistical ensemble is a homogeneous function of the first degree of the extensive variables of state. In this case, the incomplete nonextensive statistic…
The probability operator for a generic non-equilibrium quantum system is derived. The corresponding stochastic, dissipative Schrödinger equation is also given. The dissipative and stochastic propagators are linked by the fluctuation-dissipation theorem that is derived from the unitary condition on the time propagator. The dissipative propagator is derived from thermodynamic force and entropy fluctuation operators that are in general non-linear.
Recently, new thermodynamic inequalities have been obtained, which set bounds on the quadratic fluctuations of intensive observables of statistical mechanical systems in terms of the Bogoliubov - Duhamel inner product and some thermal average values. It was shown that several well-known inequalities in equilibrium statistical mechanics emerge as special cases of these results. On the basis of the spectral representation, lower and upper bounds on the one-sided fidelity susceptibility were derived in analogous terms. Here, these results are reviewed and presented in a unified manner. In additio…
A multicanonical formalism is introduced to describe statistical equilibrium of complex systems exhibiting a hierarchy of time and length scales, where the hierarchical structure is described as a set of nested "internal heat reservoirs" with fluctuating "temperatures." The probability distribution of states at small scales is written as an appropriate averaging of the large-scale distribution (the Boltzmann-Gibbs distribution) over these effective internal degrees of freedom. For a large class of systems the multicanonical distribution is given explicitly in terms of generalized hypergeometri…
Oceanic geostrophic turbulence is mostly forced at the surface, yet strong bottom-trapped flows are commonly observed along topographic anomalies. Here we consider the case of a freely evolving, initially surface-intensified velocity field above a topographic bump, and show that the self-organization into a bottom-trapped current can result from its turbulent dynamics. Using equilibrium statistical mechanics, we explain this phenomenon as the most probable outcome of turbulent stirring. We compute explicitly a class of solutions characterized by a linear relation between potential vorticity an…
Statistical Gauge Theory of Structural Glasses: Equilibrium Scenarios and Glass-Forming Ability
IMET UB RAS（俄罗斯科学院乌拉尔分院金属物理研究所）；Ural Federal University（乌拉尔联邦大学）；HPPI（高温等离子体物理研究所）；N. L. Dukhov Research Institute of Automatics (VNIIA)（N.L.杜霍夫自动技术研究院）
This thesis is devoted to the study of dynamical properties of diluted models. These are mean field statistical mechanics systems, but with finite local connectivity. Among other reasons, the interest for these models arises from their deep relationship with combinatorial optimization problems, random $K$-satisfiability for instance. Several analytical descriptions of their out of equilibrium regime are described. This regime can be due to long relaxation times in glassy phases, lack of detailed balance condition for optimization algorithms, or transient relaxation from an arbitrary initial co…
Two-dimensional turbulent flows, and to some extent, geophysical flows, are systems with a large number of degrees of freedom, which, albeit fluctuating, exhibit some degree of organization: coherent structures emerge spontaneously at large scales. In this short course, we show how the principles of equilibrium statistical mechanics apply to this problem and predict the condensation of energy at large scales and allow for computing the resulting coherent structures. We focus on the structure of the theory using the language of large deviation theory.
The Renyi statistics in the canonical and microcanonical ensembles is examined in the general case and in particular for the ideal gas. In the microcanonical ensemble the Renyi statistics is equivalent with the Boltzmann-Gibbs statistics. By the exact analytical results for the ideal gas, it is shown that in the canonical ensemble in the thermodynamic limit the Renyi statistics is also equivalent with the Boltzmann-Gibbs statistics. Furthermore it satisfies the requirements of the equilibrium thermodynamics, i.e. the thermodynamical potential of the statistical ensemble is a homogeneous functi…
