Extending recent work on stress fluctuations in complex fluids and amorphous solids we describe in general terms the ensemble average $v(Δt)$ and the standard deviation $δv(Δt)$ of the variance $v[\mathbf{x}]$ of time series $\mathbf{x}$ of a stochastic process $x(t)$ measured over a finite sampling time $Δt$. Assuming a stationary, Gaussian and ergodic process, $δv$ is given by a functional $δv_G[h]$ of the autocorrelation function $h(t)$. $δv(Δt)$ is shown to become large and similar to $v(Δt)$ if $Δt$ corresponds to a fast relaxation process. Albeit $δv = δv_G[h]$ does not hold in general for non-ergodic systems, the deviations for common systems with many microstates are merely finite-size corrections. Various issues are illustrated for shear-stress fluctuations in simple coarse-grained model systems.
Focusing on non-ergodic macroscopic systems we reconsider the variances of time averages time-series. The total variance (direct average over all time-series) is known to be the sum of an internal variance (fluctuations within the meta-basins) and an external variance (fluctuations between meta-basins). It is shown that whenever the time-averaged observable can be expressed as a volume average of a local field the three variances can be written as volume averages of correlation functions with the total correlation function being the sum of an internal and an external correlation function. The …
We demonstrate the application of the circular cumulant approach for thermodynamically large populations of phase elements, where the Ott-Antonsen properties are violated by a multiplicative intrinsic noise. The infinite cumulant equation chain is derived for the case of a sinusoidal sensitivity of the phase to noise. For inhomogeneous populations, a Lorentzian distribution of natural frequencies is adopted. Two-cumulant model reductions, which serve as a generalization of the Ott-Antonsen ansatz, are reported. The accuracy of these model reductions and the macroscopic collective dynamics of t…
Evidently, physical experiments are practically reproducible even though the fully identical preparation of initial state wave functions is often far beyond experimental possibilities. It is thus natural to explore if and in which sense specific, uncontrollable features of initial wave functions are irrelevant for the observable course of an experiment. To this end we define ensembles of pure states which are then shown to generate extremely similar non-equilibrium dynamics of the expectation values of practically all standard observables. The ensembles are constructed to comply with some redu…
Before the thermodynamic limit, macroscopic averages need not commute for a quantum system. As a consequence, aspects of macroscopic fluctuations or of constrained equilibrium require a careful analysis, when dealing with several observables. We propose an implementation of ideas that go back to John von Neumann's writing about the macroscopic measurement. We apply our scheme to the relation between macroscopic autonomy and an H-theorem, and to the problem of equivalence of ensembles. In particular, we show how the latter is related to the asymptotic equipartition theorem. The main point of de…
Existing optimal estimators of nonequilibrium path-ensemble averages are shown to fall within the framework of extended bridge sampling. Using this framework, we derive a general minimal-variance estimator that can combine nonequilibrium trajectory data sampled from multiple path-ensembles to estimate arbitrary functions of nonequilibrium expectations. The framework is also applied to obtaining asymptotic variance estimates, which are a useful measure of statistical uncertainty. In particular, we develop asymptotic variance estimates pertaining to Jarzynski's equality for free energies and the…
At the core of equilibrium statistical mechanics lies the notion of statistical ensembles: a collection of microstates, each occurring with a given a priori probability that depends only on a few macroscopic parameters such as temperature, pressure, volume, and energy. In this review article, we discuss recent advances in establishing statistical ensembles for athermal materials. The broad class of granular and particulate materials is immune from the effects of thermal fluctuations because the constituents are macroscopic. In addition, interactions between grains are frictional and dissipativ…
Markov chain Monte Carlo methods are primarily used for sampling from a given probability distribution and estimating multi-dimensional integrals based on the information contained in the generated samples. Whenever it is possible, more accurate estimates are obtained by combining Monte Carlo integration and integration by numerical quadrature along particular coordinates. We show that this variance reduction technique, referred to as conditioning in probability theory, can be advantageously implemented in \emph{expanded ensemble} simulations. These simulations aim at estimating thermodynamic …
A quantum mechanical explanation of the relaxation to equilibrium is shown for macroscopic systems for nonintegrable cases and numerically verified. The macroscopic system is initially in an equilibrium state, subsequently externally perturbed during a finite time, and then isolated for a sufficiently long time. We show a quantitative explanation that the initial microcanonical state typically reaches to a state whose expectation values are well-approximated by the average over another microcanonical ensemble.
Understanding under what conditions it is possible to construct equivalent ensembles is key to advancing our ability to connect microscopic and macroscopic properties of non-equilibrium statistical mechanics. In the case of fluid dynamical systems, one issue is to test whether different models for viscosity lead to the same macroscopic properties of the fluid systems in different regimes. Such models include, besides the standard choice of constant viscosity, cases where the time symmetry of the evolution equations is exactly preserved, as it must be in the corresponding microscopic systems, w…
In how far does an non-equilibrium initial ensemble evolve towards a stationary long time behavior for an isolated macroscopic quantum system? We demonstrate that deviations from a steady state indeed become unmeasurably small or exceedingly rare after initial transients have died out under the following conditions: The Hamilonian does not exhibit exceedingly large degeneracies of energy eigenvalues and energy gaps. A large number of energy levels is significantly populated by the initial ensemble. The system is observed by a measurement device with a reasonably bound working range compared to…
We propose a new approach to justify the use of the microcanonical ensemble for isolated macroscopic quantum systems. Since there are huge number of independent observables in a macroscopic system, we cannot see all of them. Actually what we observe can be written in a rather simple combination of local observables. Considering this limitation, we show that almost all states in a energy shell are practically indistinguishable from one another, and hence from the microcanonical ensemble. In particular, the expectation value of a macroscopic observable is very close to its microcanonical ensembl…
Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we provide a novel mechanism for the enhancement of diffusion in a random energy landscape. When the variance of the waiting time diverges, in contrast to the bias-free case the dynamics with bias becomes superdiffusive. In the superdiffusive regime, we find a distinct initial ensemble dependence of the diffusivity. We show that the time-averaged variance converges to the corresponding ensemble-averaged variance, i.e., ergodicity is preserved. Ho…
For a macroscopic, isolated quantum system in an unknown pure state, the expectation value of any given observable is shown to hardly deviate from the ensemble average with extremely high probability under generic equilibrium and nonequilibrium conditions. Special care is devoted to the uncontrollable microscopic details of the system state. For a subsystem weakly coupled to a large heat bath, the canonical ensemble is recovered under much more general and realistic assumptions than those implicit in the usual microcanonical description of the composite system at equilibrium.
Kinetic energy fluctuations and specific heat in generalized ensembles
Research Center in the intersection of Plasma Physics, Matter and Complexity (P 2 mc), Comisión Chilena de Energía Nuclear（等离子体物理、物质与复杂性交叉研究中心，智利核能委员会）；Departamento de Física y Astronomía, Facultad de Ciencias Exactas, Universidad Andres Bello（安第斯贝尔纳多·乌尼韦斯德洛大学精确科学学院物理与天文学系）
When described in a grand canonical ensemble, a finite Coulomb system exhibits charge fluctuations. These fluctuations are studied in the case of a classical (i.e. non-quantum) system with no macroscopic average charge. Assuming the validity of macroscopic electrostatics gives, on a three-dimensional finite large conductor of volume $V$, a mean square charge $<Q^2>$ which goes as $V^{1/3}$. More generally, in a short-circuited capacitor of capacitance $C$, made of two conductors, the mean square charge on one conductor is $<Q^2>=TC$, where $T$ is the temperature and $C$ the capacitance of the …
In this paper we take a fresh look at the long standing issue of the nature of macroscopic density fluctuations in the grand canonical treatment of the Bose-Einstein condensation (BEC). Exploiting the close analogy between the spherical and mean-spherical models of magnetism with the canonical and grand canonical treatment of the ideal Bose gas, we show that BEC stands for different phenomena in the two ensembles: an ordering transition of the type familiar from ferromagnetism in the canonical ensemble and condensation of fluctuations, i.e. growth of macroscopic fluctuations in a single degree…
We study the evolution of the distribution of eigenvalues of $N\times N$ matrix ensembles subject to a change of variances of its matrix elements. Our results indicate that the evolution of the probability density is governed by a Fokker- Planck equation similar to the one governing the time-evolution of the particle- distribution in Wigner-Dyson gas, with relative variances now playing the role of time. This is also similar to the Fokker-Planck equation for the distribution of eigenvalues of a $N\times N$ matrix subject to a random perturbation taken from the standard Gaussian ensembles with …
For $m$ number of bosons, carrying spin ($\cs=\spin$) degree of freedom, in $Ω$ number of single particle orbitals, each doubly degenerate, we introduce and analyze embedded Gaussian orthogonal ensemble of random matrices generated by random two-body interactions that are spin ($S$) scalar [BEGOE(2)-$\cs$]. Embedding algebra for the BEGOE(2)-$\cs$ ensemble and also for BEGOE(1+2)-$\cs$ that includes the mean-field one-body part is $U(2Ω) \supset U(Ω) \otimes SU(2)$ with SU(2) generating spin. A method for constructing the ensembles in fixed-($m,S$) spaces has been developed. Numerical calculat…
Here, we analyze in natural time $χ$, the slow propagation of a macroscopic crack in brittle heterogeneous materials through sudden jumps and energy release events which are power law distributed with universal exponents. This macroscopic crack growth is currently believed to exhibit similar characteristics with the seismicity associated with earthquakes. Considering that the crack front is self affine and exhibits Family-Vicsek universal scaling, we show that the variance $κ_1 (\equiv\langle χ^2\rangle -\langle χ\rangle^2)$ of natural time is equal to 0.0686, which almost coincides with the v…
We study the quantum corrections to the Gross-Pitaevskii equation for two weakly linked Bose-Einstein condensates. The goals are: 1) to investigate dynamical regimes at the borderline between the classical and quantum behaviour of the bosonic field; 2) to search for new macroscopic quantum coherence phenomena not observable with other superfluid/superconducting systems. Quantum fluctuations renormalize the classical Josephson oscillation frequencies. Large amplitude phase oscillations are modulated, exhibiting collapses and revivals. We describe a new inter-well oscillation mode, with a vanish…
An exact map was established by Lacroix-A-Chez-Toine, Majumdar, and Schehr in [44] between the $N$ complex eigenvalues of complex non-Hermitian random matrices from the Ginibre ensemble, and the positions of $N$ non-interacting Fermions in a rotating trap in the ground state. An important quantity is the statistics of the number of Fermions $\mathcal{N}_a$ in a disc of radius $a$. Extending the work [44] covering Gaussian and rotationally invariant potentials $Q$, we present a rigorous analysis in planar complex and symplectic ensembles, which both represent 2D Coulomb gases. We show that the …
