The local equilibrium approach previously developed by the Authors [J. Mabillard and P. Gaspard, J. Stat. Mech. (2020) 103203] for matter with broken symmetries is applied to crystalline solids. The macroscopic hydrodynamics of crystals and their local thermodynamic and transport properties are deduced from the microscopic Hamiltonian dynamics. In particular, the Green-Kubo formulas are obtained for all the transport coefficients. The eight hydrodynamic modes and their dispersion relation are studied for general and cubic crystals. In the same twenty crystallographic classes as those compatible with piezoelectricity, cross effects coupling transport between linear momentum and heat or crystalline order are shown to split the degeneracy of damping rates for modes propagating in opposite generic directions.
An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is considered in time or spacetime for nonequilibrium systems. In this approach, relationships have been established between nonequilibrium properties such as the transport coefficients, the thermodynamic entropy production, or the affinities, and quantities characterizing the microscopic Hamiltonian dynamics and the chaos or fluctuations it may generate. This …
With the guidance offered by nonequilibrium statistical thermodynamics, simulation techniques are elevated from brute-force computer experiments to systematic tools for extracting complete, redundancy-free and consistent coarse grained information for dynamic systems. We sketch the role and potential of Monte Carlo, molecular dynamics and Brownian dynamics simulations in the thermodynamic approach to coarse graining. A melt of entangled linear polyethylene molecules serves us as an illustrative example.
Entropy in nonequilibrium statistical mechanics is investigated theoretically so as to extend the well-established equilibrium framework to open nonequilibrium systems. We first derive a microscopic expression of nonequilibrium entropy for an assembly of identical bosons/fermions interacting via a two-body potential. This is performed by starting from the Dyson equation on the Keldysh contour and following closely the procedure of Ivanov, Knoll and Voskresensky [Nucl. Phys. A {\bf 672} (2000) 313]. The obtained expression is identical in form with an exact expression of equilibrium entropy and…
Using tools of nonequilibirum mechanics, we study a model of self-propelled hard rods on a substrate in two dimensions to quantify the interplay of self-propulsion and excluded-volume effects. We derive of a Smoluchowski equation for the configurational probability density of self-propelled rods that contains several modifications as compared to the familiar Smoluchowski equation for thermal rods. As a side-product of our work, we also present a purely dynamical derivation of the Onsager form of the mean field excluded volume interaction among thermal hard rods.
This paper derives a density matrix of the steady-state statistical mechanics compatible with the steady-state thermodynamics proposed by Oono and Paniconi [Prog. Theor. Phys. Suppl. {\bf 130}, 29 (1998)]. To this end, we adopt three plausible basic assumptions for uniform steady states: (i) equivalence between any two subsystems of the total, (ii) statistical independence between any two subsystems, and (iii) additivity of energy. With a suitable definition of energy, it is then shown that uniform steady states driven by mechanical forces may be described by the Gibbs distribution.
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…
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.
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…
This article is a brief Retrospective on the life and work of Robert W. Zwanzig, who formulated nonequilibrium statistical mechanics and who passed away in May of this year.
We analyze the dynamics of a simple but nontrivial classical Hamiltonian system of infinitely many coupled rotators. We assume that this infinite system is driven out of thermal equilibrium either because energy is injected by an external force (Case I), or because heat flows between two thermostats at different temperatures (Case II). We discuss several possible definitions of the entropy production associated with a finite or infinite region, or with a partition of the system into a finite number of pieces. We show that these definitions satisfy the expected bounds in terms of thermostat tem…
A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived merely based on the equal probability and ergodicity principles, free from any conclusions drawn on equilibrium statistical mechanics or local equilibrium hypothesis. The momentum space distribution is determined by a random walk argument, and the position space distribution is determined by employing the equal probability and ergodicity principles. The express…
Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized representation of microscopic details. We consider fluctuation-enhanced equations associated with Markov processes and elaborate the general recipes for evaluating dynamic material properties, which characterize force-flux constitutive laws, by statistical mechanics. Markov processes with continuous trajectories are conveniently characterized by stochastic diff…
A view on the physical meaning of the so called ergodic hypothesis: its role on the foundations of equilibrium statistical mechanics in mid '800, its interpretations and hints at its relevance for modern nonequilibrium statistical mechanics. Followed by appendices with detailed comments on the original papers.
An overview is given of recent advances in nonequilibrium statistical mechanics on the basis of the theory of Hamiltonian dynamical systems and in the perspective provided by the nanosciences. It is shown how the properties of relaxation toward a state of equilibrium can be derived from Liouville's equation for Hamiltonian dynamical systems. The relaxation rates can be conceived in terms of the so-called Pollicott-Ruelle resonances. In spatially extended systems, the transport coefficients can also be obtained from the Pollicott-Ruelle resonances. The Liouvillian eigenstates associated with th…
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and phenomena. They have been derived in deterministic and, later, in stochastic frameworks. Other results first obtained for stochastic processes, and later considered in deterministic dynamics, describe the temporal evolution of fluctuations. The field has grown beyond expectation: research works and different perspectives are proposed at an ever faster pace. …
Aspects of the modern dynamical systems approach to thermodynamics of stationary states out of equilibrium with attention to the original conceptions which arose at the beginnings of Statistical Mechanics
The effective approach to the foundation of the nonequilibrium statistical mechanics on the basis of dynamics was formulated by Bogoliubov in his seminal works. His ideas of reduced description were proved as very powerful and found a broad applicability to quite general time-dependent problems of physics and mechanics. In this paper we analyzed thoroughly the time evolution of open systems in context of the nonequilibrium statistical operator method (NSO). This method extends the statistical method of Gibbs to irreversible processes and incorporates the ideas of reduced description. The purpo…
A survey of the approach to Statistical Mechanics following Boltzmann's theory of ensembles and ergodic hypothesis leading to chaoticity as a unifying principle of equilibrium and nonequilibrium Statistical Mechanics.
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective analysis is applied to examine transport properties of a nonequilibrium Brownian process that is coupled to multiple thermal sources characterized by different temperatures. Distributions, moments, and correlation functions of a free particle that occur during upside and downside events are investigated for energy activation and energy relaxation processes, and al…
We propose a model for charge density waves in ring shaped crystals, which depicts frustration between intra- and inter-chain couplings coming from cylindrical bending. It is then mapped to a three dimensional uniformly frustrated XY model with one dimensional anisotropy in connectivity. The nonequilibrium relaxation dynamics is investigated by Monte Carlo simulations to find a phase transition which is quite different from that of usual whisker crystal. We also find that the low temperature state is a three dimensional phase vortex lattice with a two dimensional phase coherence in a cylindric…
The energy partitioning during activation and relaxation events under steady-state conditions for a Brownian particle driven by multiple thermal reservoirs of different local temperatures is investigated. Specifically, we apply the formalism derived in a previous article [G. T. Craven and A. Nitzan, J. Chem. Phys. 148, 044101 (2018)] to examine the thermal transport properties of two sub-ensembles of Brownian processes, distinguished at any given time by the specification that all the trajectories in each group have, at that time, energy either above (upside) or below (downside) a preselected …
There has been interest in finding a general variational principle for non-equilibrium statistical mechanics. We give evidence that Maximum Caliber (Max Cal) is such a principle. Max Cal, a variant of Maximum Entropy, predicts dynamical distribution functions by maximizing a path entropy subject to dynamical constraints, such as average fluxes. We first show that Max Cal leads to standard near-equilibrium results -including the Green-Kubo relations, Onsager's reciprocal relations of coupled flows, and Prigogine's principle of minimum entropy production -in a way that is particularly simple. Mo…
Understanding the rich spatial and temporal structures in nonequilibrium thermal environments is a major subject of statistical mechanics. Because universal laws, based on an ensemble of systems, are mute on an individual system, exploring nonequilibrium statistical mechanics and the ensuing universality in individual systems has long been of fundamental interest. Here, by adopting the wave description of microscopic motion, and combining the recently developed eigenchannel theory and the mathematical tool of the concentration of measure, we show that in a single complex medium, a universal sp…
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…
We consider the dynamics of a freely movable wall of mass $M$ with one degree of freedom that separates a long tube into two regions, each of which is filled with rarefied gas particles of mass $m$. The gases are initially prepared at equal pressure but different temperatures, and we assume that the pressure and temperature of gas particles before colliding with the wall are kept constant over time in each region. We elucidate the energetics of the setup on the basis of the local detailed balance condition, and then derive the expression for the heat transferred from each gas to the wall. Furt…
The relaxation and complex magnetic susceptibility treatments of a spin-3/2 Blume-Capel model with quenched random crystal field on a two dimensional square lattice are investigated by a method combining the statistical equilibrium theory and the thermodynamics of linear irreversible processes. Generalized force and flux are defined in irreversible thermodynamics limit. The kinetic equation for the magnetization is obtained by using linear response theory. Temperature and also crystal field dependencies of the relaxation time are obtained in the vicinity of phase transition points. We found th…
Using a combination of molecular dynamics simulations and fundamental statistical mechanics, we analyze the position and velocity distribution of a trapped ion immersed in two ideal gases at differing temperatures. Such a system has been realized in the recently developed MOTion trap architecture. This system has the potential to serve as platform for studying nonequilibrium statistical mechanics in a controlled environment. As examples, we demonstrate a non-Maxwell Boltzmann velocity ionic distribution in the trap, the breakdown of the fluctuation-dissipation theorem, and position-velocity so…
The question of deriving general force/flux relationships that apply out of the linear response regime is a central topic of theories for nonequilibrium statistical mechanics. This work applies an information theory perspective to compute approximate force/flux relations and compares the result with traditional alternatives. If it can be said that there is a consensus on the form of response theories in driven, nonequilibrium transient dynamics, then that consensus is consistent with maximizing the entropy of a distribution over transition space. This agreement requires the problem of force/fl…
We propose a unified framework to study the turbulent transport problem from the perspective of nonequilibrium statistical mechanics. By combining Krarichnan's turbulence thermalization assumption and Ruelle's recent work on nonequilibrium statistical mechanics settings for fluids, we show that the equation for viscous fluid can be viewed as the non-canonical Hamiltonian system perturbed by different thermostats. This allows an analogy between the viscous fluid and the nonequilibrium heat conduction model where the Fourier modes can be regarded as the ''particles''. With this framework, we ref…
We are describing relations between Schrödinger's variational problem and Onsager's approach to nonequilibrium statistical mechanics. Although the second work on reciprocal relations and detailed balance has been published in the same year (1931) as the first one, the impact of Schrödinger's idea has not yet been considered in the classical context of Onsager.
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 …
For a given thermodynamic system, and a given choice of coarse-grained state variables, the knowledge of a force-flux constitutive law is the basis for any nonequilibrium modeling. In the first paper of this series we established how, by a generalization of the classical fluctuation-dissipation theorem (FDT), the structure of a constitutive law is directly related to the distribution of the fluctuations of the state variables. When these fluctuations can be expressed in terms of diffusion processes, one may use Green-Kubo-type coarse-graining schemes to find the constitutive laws. In this pape…
Development of steady state thermodynamics and statistical mechanics depends crucially on our ability to develop notions of equilibrium thermodynamics for nonequilibrium steady states (NESS). The present paper considers the development of heat capacity. A modified definition is proposed which continues to maintain the same relation to steady state Shannon entropy as in equilibrium, thus providing a thermodynamically consistent treatment of NESS heat capacity.
In modeling nonequilibrium systems one usually starts with a definition of the microscopic dynamics, e.g., in terms of transition rates, and then derives the resulting macroscopic behavior. We address the inverse question for a class of steady state systems, namely complex fluids under continuous shear flow: how does an externally imposed shear current affect the microscopic dynamics of the fluid? The answer can be formulated in the form of invariant quantities, exact relations for the transition rates in the nonequilibrium steady state, as discussed in a recent letter [A. Baule and R. M. L. E…
To study the solution growth of crystals composed of chiral organic molecules, a spin-one Ising lattice gas model is proposed. The model turns out to be equivalent to the Blume-Emery-Griffiths model, which shows an equilibrium chiral symmetry breaking at low temperatures. The kinetic Monte Carlo simulation of crystal growth, however, demonstrates that Ostwald ripening is a very slow process with a characteristic time proportional to the system size: The dynamics is nonergodic. It is then argued that by incorporating grinding dynamics, homochirality is achieved in a short time, independent of t…
We study a stochastic behavior of aerosols by the non-equilibrium statistical mechanics approach using the analytical approach of the Langevin equation. We firstly show that superdiffusion can possibly occur right after the emission, which may be attributed to the physical mechanism of the outbreak of the COVID-19 pandemic. We also provide clear evidence of the least required distance to prevent infections occurred by aerosols. In particular, the required distance to prevent aerosol infections is derived to be about 42 m when we assume Cauchy distribution as an initial velocity distribution. T…
We review recent progress on the zero-range process, a model of interacting particles which hop between the sites of a lattice with rates that depend on the occupancy of the departure site. We discuss several applications which have stimulated interest in the model such as shaken granular gases and network dynamics, also we discuss how the model may be used as a coarse-grained description of driven phase-separating systems. A useful property of the zero-range process is that the steady state has a factorised form. We show how this form enables one to analyse in detail condensation transitions,…
For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by molecular dynamics simulations. Our results consistently extend Onsager-Machlup fluctuation theory for systems in thermal equilibrium. Connections with the principles of Statistical Mechanics due to Boltzmann and Gibbs are discussed. At last, the modulated Gaussian distribution is of potential interest for other statistical disciplines, which make use of the Large …
As a rough model for the collective motions of cells and organisms we develop here the statistical mechanics of swarms of self-propelled particles. Our approach is closely related to the recently developed theory of active Brownian motion and the theory of canonical-dissipative systems. Free motion and motion of a swarms confined in an external field is studied. Briefly the case of particles confined on a ring and interacting by repulsive forces is studied. In more detail we investigate self-confinement by Morse-type attracting forces. We begin with pairs N = 2; the attractors and distribution…
The aim of this review is to provide better understanding of a few approaches that have been proposed for treating nonequilibrium (time-dependent) processes in statistical mechanics with the emphasis on the inter-relation between theories. The ensemble method, as it was formulated by J. W. Gibbs, have the great generality and the broad applicability to equilibrium statistical mechanics. Different macroscopic environmental constraints lead to different types of ensembles, with particular statistical characteristics. In the present work, the statistical theory of nonequilibrium processes which i…
In this article, we present a concise and self-contained introduction to nonequilibrium statistical mechanics with quantum field theory by considering an ensemble of interacting identical bosons or fermions as an example. Readers are assumed to be familiar with the Matsubara formalism of equilibrium statistical mechanics such as Feynman diagrams, the proper self-energy, and Dyson's equation. The aims are threefold: (i) to explain the fundamentals of nonequilibrium quantum field theory as simple as possible on the basis of the knowledge of the equilibrium counterpart; (ii) to elucidate the hier…
The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as they often yield valuable information about the large fluctuations of a random system around its most probable state or trajectory. In the context of equilibrium statistical mechanics, the theory of large deviations provides exponential-order estimates of probabilities that refine and generalize Einstein's theory of fluctuations. This review explores this and…
Recent developments in statistical mechanics have allowed the estimation of equilibrium free energies from the statistics of work measurements during processes that drive the system out of equilibrium. Here a different class of processes is considered, wherein the system is prepared and released from a nonequilibrium state, and no external work is involved during its observation. For such ``clamp-and-release'' processes, a simple strategy for the estimation of equilibrium free energies is offered. The method is illustrated with numerical simulations, and analyzed in the context of tethered sin…
Predicting nonequilibrium fluctuations requires a knowledge of nonequilibrium distribution functions. Despite the distributions' fractal character some theoretical results, "Fluctuation Theorems", reminiscent of but distinct from, Gibbs' equilibrium statistical mechanics and the Central Limit Theorem, have been established away from equilibrium and applied to simple models. We summarize the simplest of these results for a Gaussian-thermostated Galton Board problem, a field-driven mass point moving through a periodic array of hard-disk scatterers. The billion-collision trillion-timestep data we…
The non-equilibrium Fokker-Planck dynamics in an arbitrary force field $\vec f(\vec r)$ in dimension $N$ is revisited via the correspondence with the non-hermitian quantum mechanics in a scalar potential $V(\vec r)$ and a vector potential $\vec A(\vec r)$. The relevant parameters of irreversibility are then the $\frac{N(N-1)}{2}$ magnetic matrix elements $B_{nm}(\vec x ) =-B_{mn} (\vec x ) = \partial_n A_m (\vec x ) - \partial_m A_n (\vec x )$, while it is enlightening to explore the corresponding gauge transformations of the vector potential $\vec A(\vec r) $. This quantum interpretation is e…
Besides the growing interest in old concepts like temperature and entropy at the nanoscale, theories of relaxation and transport have recently regained a lot of attention. With the electronic circuits and computer chips getting smaller and smaller, a fresh look should be appropriate on the equilibrium and nonequilibrium thermodynamics at small length scales far below the thermodynamic limit, i.e. on the theoretical understanding of original macroscopic processes, e.g. transport of energy, heat, charge, mass, magnetization etc. Only from the foundations of a theory its limits of applicability m…
An analogy is developed between the breaking of space-inversion symmetry in equilibrium statistical mechanics and the breaking of time-reversal symmetry in nonequilibrium statistical mechanics. In this way, similar relationships characterizing fluctuations are obtained in both contexts.
