Within the theory of statistical ensemble, the so-called $μPT$ ensemble describes equilibrium systems that exchange energy, particles, and volume with the surrounding. General, model-independent features of volume and particle number statistics are derived. Non-analytic points of the partition function are discussed in connection with divergent fluctuations and ensemble equivalence. Quantum and classical ideal gases, and a model of Bose gas with mean-field interactions are discussed as examples of the above considerations.
The dynamics of stochastic systems, both classical and quantum, can be studied by analysing the statistical properties of dynamical trajectories. The properties of ensembles of such trajectories for long, but fixed, times are described by large-deviation (LD) rate functions. These LD functions play the role of dynamical free-energies: they are cumulant generating functions for time-integrated observables, and their analytic structure encodes dynamical phase behaviour. This "thermodynamics of trajectories" approach is to trajectories and dynamics what the equilibrium ensemble method of statisti…
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such phenomena, we investigate a Langevin equation with diffusivity fluctuating between a fast and a slow state. We assume that the sojourn time distributions of these two states are given by power laws. It is shown that, for a non-equilibrium ensemble, the ensemble-averaged mean square displacement (MSD) shows transient subdiffusion. In contrast, the time-averaged MSD…
We study the grand-canonical ensemble with a fluctuating number of degrees of freedom in the context of generalized thermostatistics. Several choices of grand-canonical entropy functional are considered. The ideal gas is taken as an example.
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth or decay in time. In this study we compare computer simulations of the stochastic Langevin equation for this random diffusion process with analytical results. We explore the regimes of normal Brownian motion as well as anomalous diffusion in the sub- and superdiffusive regimes. We also consider effects of the inertial term on the particle motion. The invest…
We present a new algorithm for generating the equilibrium configurations of fluctuating continuous elastic filaments, based on a combination of statistical mechanics and differential geometry. We use this to calculate the distribution function of the end-to-end distance of filaments with nonvanishing spontaneous curvature and show that for small twist and large bending rigidities, there is an intermediate temperature range in which the filament becomes nearly completely stretched. We show that volume interactions can be incorporated into our algorithm, demonstrating this through the calculatio…
We introduce a finite-volume numerical scheme for solving stochastic gradient-flow equations. Such equations are of crucial importance within the framework of fluctuating hydrodynamics and dynamic density functional theory. Our proposed scheme deals with general free-energy functionals, including, for instance, external fields or interaction potentials. This allows us to simulate a range of physical phenomena where thermal fluctuations play a crucial role, such as nucleation and other energy-barrier crossing transitions. A positivity-preserving algorithm for the density is derived based on a h…
At the molecular level fluid motions are, by first principles, described by time reversible laws. On the other hand, the coarse grained macroscopic evolution is suitably described by the Navier-Stokes equations, which are inherently irreversible, due to the dissipation term. Here, a reversible version of three-dimensional Navier-Stokes is studied, by introducing a fluctuating viscosity constructed in such a way that enstrophy is conserved, along the lines of the paradigm of microcanonical versus canonical treatment in equilibrium statistical mechanics. Through systematic simulations we attack …
This work extends a recently developed mathematical theory of thermodynamics for Markov processes with, and more importantly, without detailed balance. We show that the Legendre transform in connection to ensemble changes in Gibbs' statistical mechanics can be derived from the stochastic theory. We consider the joint probability $p_{XY}$ of two random variables X and Y and the conditional probability $p_{X|Y=y^*}$, with $y^*=<Y>$ according to $p_{XY}$. The stochastic free energies of the XY system (fluctuating Y ensemble) and the $X|Y$ system (fixed Y ensemble) are related by the chain rule fo…
We consider a ubiquitous scenario where a fluctuating, semipermeable vesicle is embedded in solution while enclosing a fixed number of solute particles. The swelling with increasing number of particles or decreasing concentration of the outer solution exhibits a continuous phase transition from a fluctuating state to the maximum-volume configuration, whereupon appreciable pressure difference and surface tension build up. This criticality is unique to particle-encapsulating vesicles, whose volume and inner pressure both fluctuate. It implies a universal swelling behavior of such vesicles as the…
The present contribution deals with surface terms appearing immediately in distributions and partition functions of statistical ensembles. It is shown that all ensembles under study, including ordinary canonical and grand canonical ensembles, involve surface terms. For a canonical ensemble both surface and volume terms correspond to a closed system. For a grand canonical ensemble the volume term corresponds to an open system, while the surface one - to a closed one. Finally, for the recently introduced open statistical ensemble the specific feature of which is the consideration of some surroun…
Using a refractive index matching method, we investigate the trajectories of particles in a three dimensional granular packing submitted to cyclic shear deformation. The particle motion observed during compaction is not diffusive but exhibits transient cage effect, similar to the one observed in colloidal glasses. We precisely study the statistics of the step size between two successive cycles and observe that it is proportional to the shear amplitude. The link between the microscopic observations and the macroscopic evolution of the volume fraction during compaction is discussed.
Princeton University（普林斯顿大学）；Laboratoire de Physique de l’École Normale Supérieure, CNRS, ENS & Université PSL（巴黎高等师范学院物理实验室，法国国家科学研究中心，巴黎文理研究大学）；University of Geneva（日内瓦大学）
This paper describes the development and analysis of finite-volume methods for the Landau-Lifshitz Navier-Stokes (LLNS) equations and related stochastic partial differential equations in fluid dynamics. The LLNS equations incorporate thermal fluctuations into macroscopic hydrodynamics by the addition of white-noise fluxes whose magnitudes are set by a fluctuation-dissipation relation. Originally derived for equilibrium fluctuations, the LLNS equations have also been shown to be accurate for non-equilibrium systems. Previous studies of numerical methods for the LLNS equations focused primarily …
Exact expressions for ensemble averaged Madelung energies of finite volumes are derived. The extrapolation to the thermodynamic limit converges unconditionally and can be used as a parameter-free real-space summation method of Madelung constants. In the large volume limit, the surface term of the ensemble averaged Madelung energy has a universal form, independent of the crystal structure. The scaling of the Madelung energy with system size provides a simple explanation for the structural phase transition observed in cesium halide clusters.
We select n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We analyze each ensemble of stock returns by extracting its first four central moments. We observe that these moments are fluctuating in time and are stochastic processes themselves. We characterize the statistical properties of central moments by investigating their probability density function and temporal correlation properties.
Long-range interacting systems may exhibit ensemble inequivalence and can possibly attain equilibrium states under completely open conditions, for which energy, volume and number of particles simultaneously fluctuate. Here we consider a modified version of the Thirring model for self-gravitating systems with attractive and repulsive long-range interactions in which particles are treated as hard spheres in dimension d=1,2,3. Equilibrium states of the model are studied under completely open conditions, in the unconstrained ensemble, by means of both Monte Carlo simulations and analytical methods…
Using X-ray tomography, we experimentally investigate granular packings subject to mechanical tapping for three types of beads with different friction coefficients. We validate Edwards volume ensemble in these three-dimensional granular systems and establish a granular version of thermodynamic zeroth law. Within Edwards framework, we also explicitly clarify how friction influences granular statistical mechanics as modifying the density of states, which allows us to determine the entropy as a function of packing fraction and friction subsequently. Additionally, we obtain a granular jamming phas…
Completely open systems can exchange heat, work, and matter with the environment. While energy, volume, and number of particles fluctuate under completely open conditions, the equilibrium states of the system, if they exist, can be specified using the temperature, pressure, and chemical potential as control parameters. The unconstrained ensemble is the statistical ensemble describing completely open systems and the replica energy is the appropriate free energy for these control parameters from which the thermodynamics must be derived. It turns out that macroscopic systems with short-range inte…
A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model immiscible binary mixtures. Excluded volume interactions between the two components are modeled by stochastic multiparticle collisions which depend on the local velocities and densities. Momentum and energy are conserved locally, and entropically driven phase separation occurs for high collision rates. An explicit expression for the equation of state is derived, and the concentration dependence of the bulk free energy is shown to be the same as that of the Widom-Rowlinson model. Ana…
Depending on the exact experimental conditions, the thermodynamic properties of physical systems can be related to one or more thermostatistical ensembles. Here, we survey the notion of thermodynamic temperature in different statistical ensembles, focusing in particular on subtleties that arise when ensembles become non-equivalent. The 'mother' of all ensembles, the microcanonical ensemble, uses entropy and internal energy (the most fundamental, dynamically conserved quantity) to derive temperature as a secondary thermodynamic variable. Over the past century, some confusion has been caused by …
We derive the microcanonical ensemble from the Maximum Entropy Principle (MEP) using the phase space volume entropy of P. Hertz. Maximizing this entropy with respect to the probability distribution with the constraints of normalization and average energy, we obtain the condition of constant energy. This approach is complementary to the traditional derivation of the microcanonical ensemble from the MEP using Shannon entropy and assuming a priori that the energy is constant which results in equal probabilities.
In this paper, we view fluctuating fronts made of particles on a one-dimensional lattice as an extreme value problem. The idea is to denote the configuration for a single front realization at time $t$ by the set of co-ordinates $\{k_i(t)\}\equiv[k_1(t),k_2(t),...,k_{N(t)}(t)]$ of the constituent particles, where $N(t)$ is the total number of particles in that realization at time $t$. When $\{k_i(t)\}$ are arranged in the ascending order of magnitudes, the instantaneous front position can be denoted by the location of the rightmost particle, i.e., by the extremal value $k_f(t)=\text{max}[k_1(t)…
We have obtained an exact expression for the phase-space volume corresponding to a microcanonical ensemble of systems under center of mass, total linear and angular momenta conservation constraints, and arbitrary constraints on the coordinates of particles of the system. Methods are suggested to calculate the phase-space volume and density of states from the mean kinetic energy and mean inverse kinetic energy. Methods to control equilibrium in simulations are also presented. We have derived exact formulae for several thermodynamic response functions. It is shown how to obtain the phase-space v…
It is shown that for any ensemble, whether classical or quantum, continuous or discrete, there is only one measure of the "volume" of the ensemble that is compatible with several basic geometric postulates. This volume measure is thus a preferred and universal choice for characterising the inherent spread, dispersion, localisation, etc, of the ensemble. Remarkably, this unique "ensemble volume" is a simple function of the ensemble entropy, and hence provides a new geometric characterisation of the latter quantity. Applications include unified, volume-based derivations of the Holevo and Shannon…
Fluctuation theorems are a class of equalities that express universal properties of the probability distribution of a fluctuating path functional such as heat, work or entropy production over an ensemble of trajectories during a non-equilibrium process with a well-defined initial distribution. Jinwoo and Tanaka (Jinwoo, L.; Tanaka, H. Sci. Rep. 2015, 5, 7832) have shown that work fluctuation theorems hold even within an ensemble of paths to each state, making it clear that entropy and free energy of each microstate encode heat and work, respectively, within the conditioned set. Here we show th…
The spectral principle of Connes and Chamseddine is used as a starting point to define a discrete model for Euclidean quantum gravity. Instead of summing over ordinary geometries, we consider the sum over generalized geometries where topology, metric and dimension can fluctuate. The model describes the geometry of spaces with a countable number $n$ of points, and is related to the Gaussian unitary ensemble of Hermitian matrices. We show that this simple model has two phases. The expectation value $<n>$, the average number of points in the universe, is finite in one phase and diverges in the ot…
Two alternative routes are taken to derive, on the basis of the dynamics of a finite number of dumbbells, viscoelasticity in terms of a conformation tensor with fluctuations. The first route is a direct approach using stochastic calculus only, and it serves as a benchmark for the second route, which is guided by thermodynamic principles. In the latter, the Helmholtz free energy and a generalized relaxation tensor play a key role. It is shown that the results of the two routes agree only if a finite-size contribution to the Helmholtz free energy of the conformation tensor is taken into account.…
We derive the microcanonical partition function of the ideal relativistic quantum gas of spinless bosons in a quantum field framework as an expansion over fixed multiplicities. Our calculation generalizes well known expressions in literature in that it does not introduce any large volume approximation and it is valid at any volume. We discuss the issues concerned with the definition of the microcanonical ensemble for a free quantum field at volumes comparable with the Compton wavelength and provide a consistent prescription of calculating the microcanonical partition function, which is finite …
We study the price dynamics of stocks traded in a financial market by considering the statistical properties both of a single time series and of an ensemble of stocks traded simultaneously. We use the $n$ stocks traded in the New York Stock Exchange to form a statistical ensemble of daily stock returns. For each trading day of our database, we study the ensemble return distribution. We find that a typical ensemble return distribution exists in most of the trading days with the exception of crash and rally days and of the days subsequent to these extreme events. We analyze each ensemble return …
We analyze ensemble in which energy (E), temperature (T) and multiplicity (N) can all fluctuate and with the help of nonextensive statistics we propose a relation connecting all fluctuating variables. It generalizes Lindhard's thermodynamic uncertainty relations known in literature.
This is the first of a series of three articles that treats fracture localization as a critical phenomenon. This first article establishes a statistical mechanics based on ensemble averages when fluctuations through time play no role in defining the ensemble. Ensembles are obtained by dividing a huge rock sample into many mesoscopic volumes. Because rocks are a disordered collection of grains in cohesive contact, we expect that once shear strain is applied and cracks begin to arrive in the system, the mesoscopic volumes will have a wide distribution of different crack states. These mesoscopic …
This paper illustrates how the tools of equilibrium statistical mechanics can help to explain a far-from-equilibrium problem: the jamming transition in frictionless granular materials. Edwards ideas consist of proposing a statistical ensemble of volume and stress fluctuations through the thermodynamic notion of entropy, compactivity, X, and angoricity, A (two temperature-like variables). We find that Edwards thermodynamics is able to describe the jamming transition (J-point). Using the ensemble formalism we elucidate the following: (i)We test the combined volume-stress ensemble by comparing th…
We investigate the isobar of an ideal Bose gas confined in a cubic box within the grand canonical ensemble, for a large yet finite number of particles, N. After solving the equation of the spinodal curve, we derive precise formulae for the supercooling and the superheating temperatures which reveal an N^{-1/3} or N^{-1/4} power correction to the known Bose-Einstein condensation temperature in the thermodynamic limit. Numerical computations confirm the accuracy of our analytical approximation, and further show that the isobar zigzags on the temperature-volume plane if N is greater than or equal…
We show that the ground states of the three-dimensional XXZ Heisenberg ferromagnet with a 111 interface have excitations localized in a subvolume of linear size R with energies bounded by O(1/R^2). As part of the proof we show the equivalence of ensembles for the 111 interface states in the following sense: In the thermodynamic limit the states with fixed magnetization yield the same expectation values for gauge invariant local observables as a suitable grand canonical state with fluctuating magnetization. Here, gauge invariant means commuting with the total third component of the spin, which …
