Introducing the Boltzmann distribution very early in a statistical thermodynamics course (in the spirit of Feynmann) has many didactic advantages, in particular that of easily deriving the Gibbs entropy formula. In this note, a short derivation is proposed from the fundamental postulate of statistical mechanics and basics calculations accessible to undergraduate students.
Alternative definitions are given of basic concepts of generalized thermostatistics. In particular, generalizations of Shannon's entropy, of the Boltzmann-Gibbs distribution, and of relative entropy are considered. Particular choices made in Tsallis' nonextensive thermostatistics are questioned.
We study a particle immersed in a heat bath, in the presence of an external force which decays at least as rapidly as $1/x$, for example a particle interacting with a surface through a Lennard-Jones or a logarithmic potential. As time increases, our system approaches a non-normalizable Boltzmann state. We study observables, such as the energy, which are integrable with respect to this asymptotic thermal state, calculating both time and ensemble averages. We derive a useful canonical-like ensemble which is defined out of equilibrium, using a maximum entropy principle, where the constraints are:…
General relationship between mean Boltzmann entropy and Gibbs entropy is established. It is found that their difference is equal to fluctuation entropy, which is a Gibbs-like entropy of macroscopic quantities. The ratio of the fluctuation entropy and mean Boltzmann, or Gibbs entropy vanishes in the thermodynamic limit for a system of distinguishable and independent particles. It is argued that large fluctuation entropy clearly indicates the limit where standard statistical approach should be modified, or extended using other methods like renormalization group.
We propose a generalisation of Gibbs' statistical mechanics into the domain of non-negligible phase space correlations. Derived are the probability distribution and entropy as a generalised ensemble average, replacing Gibbs-Boltzmann-Shannon's entropy definition enabling construction of new forms of statistical mechanics. The general entropy may also be of importance in information theory and data analysis. Application to generalised Lorentzian phase space elements yields the Gibbs-Lorentzian power law probability distribution and statistical mechanics. Details can be found in arXiv:1406.6639
As well known, Boltzmann-Gibbs statistics is the correct way of thermostatistically approaching ergodic systems. On the other hand, nontrivial ergodicity breakdown and strong correlations typically drag the system into out-of-equilibrium states where Boltzmann-Gibbs statistics fails. For a wide class of such systems, it has been shown in recent years that the correct approach is to use Tsallis statistics instead. Here we show how the dynamics of the paradigmatic conservative (area-preserving) standard map exhibits, in an exceptionally clear manner, the crossing from one statistics to the other…
We show that the generalized Boltzmann distribution is the only distribution for which the Gibbs-Shannon entropy equals the thermodynamic entropy. This result means that the thermodynamic entropy and the Gibbs-Shannon entropy are not generally equal, but rather than the equality holds only in the special case where a system is in equilibrium with a reservoir.
We implement a general numerical calculation that allows for a direct comparison between nonlinear Hamiltonian dynamics and the Boltzmann-Gibbs canonical distribution in Gibbs $Γ$-space. Using paradigmatic first-neighbor models, namely, the inertial XY ferromagnet and the Fermi-Pasta-Ulam $β$-model, we show that at intermediate energies the Boltzmann-Gibbs equilibrium distribution is a consequence of Newton second law (${\mathbf F}=m{\mathbf a}$). At higher energies we discuss partial agreement between time and ensemble averages.
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 …
Cold atoms in dissipative optical lattices have long been known to exhibit anomalous kinetics due to an effective nonlinear friction force. Here we show that confining the spatial motion of the atoms will lead to an anomalous non-Boltzmann-Gibbs equilibrium state, with a power law tail at large energies. Only in the limit of deep optical lattices, do we regain the Boltzmann-Gibbs state. For strong confinement relative to the damping, we find an explicit expression for the equilibrium phase-space distribution, which generally differs from the canonical Boltzmann-Gibbs state at all energies. Bot…
It is proved that the only additive and isotropic information measure that can depend on the probability distribution and also on its first derivative is a linear combination of the Boltzmann-Gibbs-Shannon and Fisher information measures. Power law equilibrium distributions are found as a result of the interaction of the two terms. The case of second order derivative dependence is investigated and a corresponding additive information measure is given.
In this work, we demonstrate the inappropriateness of the Boltzmann-Gibbs log-formulation of the physical Clausius entropy $S$ in connecting thermodynamics and phase space statistics. To achieve our goal, we study thermodynamically the simple case of ideal gases embedded in a finite heat bath and compare the derived equations with the phase space statistical ones obtained within the canonical ensemble. We then show that the results of the aforementioned approaches contradict to each other even in the dilute gas limit (infinite heat bath) if we request the identification of the Boltmann-Gibbs f…
It has recurrently been proposed that the Boltzmann textbook definition of entropy $S(E)=k\ln Ω(E)$ in terms of the number of microstates $Ω(E)$ with energy $E$ should be replaced by the expression $S_G(E)=k\ln \sum_{E^\prime <E}{Ω(E^\prime )}$ examined by Gibbs. Here, we show that $S_G$ either is equivalent to $S$ in the macroscopic limit or becomes independent of the energy exponentially fast as the system size increases. The resulting exponential scaling makes the realistic use of $S_G$ unfeasible and leads in general to temperatures that are inconsistent with the notions of hot and cold.
The presence of multiplicative noise can alter measurements of forces acting on nanoscopic objects. Taking into account of multiplicative noise, we derive a series of non-equilibrium thermodynamical equalities as generalization of the Jarzynski equality, the detailed fluctuation theorem and the Hatano-Sasa's relation. Our result demonstrates that the Jarzynski equality and the detailed fluctuation theorem remains valid only for systems with the Boltzmann-Gibbs distribution at the equilibrium state, but the Hatano-Sasa's relation is robust with respect to the ambiguity on multiplicative noise.
The long standing contrast between Boltzmann's and Gibbs' approach to statistical thermodynamics has been recently rekindled by Dunkel and Hilbert [1], who criticize the notion of negative absolute temperature (NAT), as a misleading consequence of Boltzmann's definition of entropy. A different definition, due to Gibbs, has been proposed, which forbids NAT and makes the energy equipartition rigorous in arbitrary sized systems. The two approaches, however, are shown to converge to the same results in the thermodynamical limit. A vigorous debate followed ref.[1], with arguments against [2,3] and …
We analyze a gas of noninteracting fermions confined to a one-dimensional harmonic oscillator potential, with the aim of distinguishing between two proposed definitions of the thermodynamic entropy in the microcanonical ensemble, namely the standard Boltzmann entropy and the Gibbs (or volume) entropy. The distinction between these two definitions is crucial for systems with an upper bound on allowed energy levels, where the Boltzmann definition can lead to the notion of negative absolute temperature. Although negative temperatures do not exist for the system of fermions studied here, we still …
In a recent paper, Dunkel and Hilbert [Nature Physics 10, 67-72 (2014)] use an entropy definition due to Gibbs to provide a 'consistent thermostatistics' which forbids negative absolute temperatures. Here we argue that the Gibbs entropy fails to satisfy a basic requirement of thermodynamics, namely that when two bodies are in thermal equilibrium, they should be at the same temperature. The entropy definition due to Boltzmann does meet this test, and moreover in the thermodynamic limit can be shown to satisfy Dunkel and Hilbert's consistency criterion. Thus, far from being forbidden, negative t…
The Gibbs entropy of a macroscopic classical system is a function of a probability distribution over phase space, i.e., of an ensemble. In contrast, the Boltzmann entropy is a function on phase space, and is thus defined for an individual system. Our aim is to discuss and compare these two notions of entropy, along with the associated ensemblist and individualist views of thermal equilibrium. Using the Gibbsian ensembles for the computation of the Gibbs entropy, the two notions yield the same (leading order) values for the entropy of a macroscopic system in thermal equilibrium. The two approac…
We consider Boltzmann-Gibbs measures associated with log-correlated Gaussian fields as potentials and study their multifractal properties which exhibit phase transitions. In particular, the pre-freezing and freezing phenomena of the annealed exponent, predicted by Fyodorov using a modified replica-symmetry-breaking ansatz, are generalised to arbitrary dimension and verified using results from Gaussian multiplicative chaos theory.
Very recently, the validity of the concept of negative temperature has been challenged by several authors since they consider Boltzmann's entropy (that allows negative temperatures) inconsistent from a mathematical and statistical point of view, whereas they consider Gibbs' entropy (that does not admit negative temperatures) the correct definition for microcanonical entropy. In the present paper we prove that for systems with equivalence of the statistical ensembles Boltzmann entropy is the correct microcanonical entropy. Analytical results on two systems supporting negative temperatures, conf…
University of Copenhagen（哥本哈根大学）；Max Planck Institute for the Science of Light（马克斯·普朗克光科学研究所）；Friedrich-Alexander-Universität Erlangen-Nürnberg（埃尔朗根-纽伦堡大学）；University of Warwick（华威大学）；Technical University of Munich（慕尼黑工业大学）
We consider an overdamped Brownian particle subject to an asymptotically flat potential with a trap of depth $U_0$ around the origin. When the temperature is small compared to the trap depth ($ξ=k_B T/U_0 \ll 1$), there exists a range of timescales over which physical observables remain practically constant. This range can be very long, of the order of the Arrhenius factor ${\rm e}^{1/ξ}$. For these quasi-equilibrium states, the usual Boltzmann-Gibbs recipe does not work, since the partition function is divergent due to the flatness of the potential at long distances. However, we show that the…
In 1910 Einstein published a crucial aspect of his understanding of Boltzmann entropy. He essentially argued that the likelihood function of any system composed by two probabilistically independent subsystems {\it ought} to be factorizable into the likelihood functions of each of the subsystems. Consistently he was satisfied by the fact that Boltzmann (additive) entropy fulfills this epistemologically fundamental requirement. We show here that entropies (e.g., the $q$-entropy on which nonextensive statistical mechanics is based) which generalize the BG one through violation of its well known a…
We reconsider the Boltzmann-Gibbs statistical ensemble in thermodynamics using the multinomial coefficient approach. We show that an ensemble is defined by the determination of four statistical quantities, the element probabilities $p_i$, the configuration probabilities $P_j$, the entropy $S$ and the extremum constraints (EC). This distinction is of central importance for the understanding of the conditions under which a microcanonical, canonical and macrocanonical ensemble is defined. These three ensembles are characterized by the conservation of their sizes. A variation of the ensemble size …
There are three levels of description in classical statistical mechanics, the microscopic/dynamic, the macroscopic/statistical and the thermodynamic. At one end there is a well-used concept of equilibrium in thermodynamics and at the other dynamic equilibrium does not exist in measure-preserving reversible dynamic systems. Statistical mechanics attempts to situate equilibrium at the macroscopic level in the Boltzmann approach and at the statistical level in the Gibbs approach. The aim of this work is to propose a reconciliation between these approaches and to do so we need to reconsider the co…
Resolving the Debate Between Boltzmann and Gibbs Entropy: Relative Energy Window Eliminates Thermodynamic Inconsistencies and Allows Negative Absolute Temperatures
The second Tisza-Callen postulate of equilibrium thermodynamics states that for any system exists a function of the system's extensive parameters, called entropy, defined for all equilibrium states and having the property that the values assumed by the extensive parameters in the absence of a constraint are those that maximize the entropy over the manifold of constrained equilibrium states. By analyzing the evolution of systems of positive and negative absolute temperatures, we show that this postulate is satisfied by the Boltzmann formula for the entropy and is violated by the Gibbs formula. …
We brief{}ly review the connection between statistical mechanics and thermodynamics. We show that, in order to satisfy thermodynamics and its Legendre transformation mathematical frame, the celebrated Boltzmann-Gibbs~(BG) statistical mechanics is suff{}icient but not necessary. Indeed, the $N\to\infty$ limit of statistical mechanics is expected to be consistent with thermodynamics. For systems whose elements are generically independent or quasi-independent in the sense of the theory of probabilities, it is well known that the BG theory (based on the additive BG entropy) does satisfy this expec…
The Hamiltonian Mean-Field (HMF) model belongs to a broad class of statistical physics models with non-additive Hamiltonians that reveal many non-trivial properties, such as non-equivalence of statistical ensembles, ergodicity breaking, and negative specific heat. With this paper, we add to this set another intriguing feature, which is that of super-diffusive equilibrium dynamics. Using molecular dynamics techniques, we compare the diffusive properties of the HMF model in the quasi-stationary metastable state (QSS) and in the Boltzmann-Gibbs (BG) regime. In contrast to the current state of kno…
The $q$-sum $x \oplus_q y \equiv x+y+(1-q) xy$ ($x \oplus_1 y=x+y$) and the $q$-product $x\otimes_q y \equiv [x^{1-q} +y^{1-q}-1]^{\frac{1}{1-q}}$ ($x\otimes_1 y=x y$) emerge naturally within nonextensive statistical mechanics. We show here how they lead to two-parameter (namely, $q$ and $q^\prime$) generalizations of the logarithmic and exponential functions (noted respectively $\ln_{q,q^\prime}x$ and $e_{q,q^\prime}^{x}$), as well as of the Boltzmann-Gibbs-Shannon entropy $S_{BGS}\equiv -k \sum_{i=1}^Wp_i \ln p_i$ (noted $S_{q,q^\prime}$). The remarkable properties of the $(q,q^\prime)$-gene…
The Boltzmann-Gibbs density, a central result of equilibrium statistical mechanics, relates the energy of a system in contact with a thermal bath to its equilibrium statistics. This relation is lost for non-thermal systems such as cold atoms in optical lattices, where the heat bath is replaced by the laser beams of the lattice. We investigate in detail the stationary phase-space probability for Sisyphus cooling under harmonic confinement. In particular, we elucidate whether the total energy of the system still describes its stationary state statistics. We find that this is true for the center …
The one-dimensional deterministic economic model recently studied by Gonzalez-Estevez et al. [Physica A 387, 4367 (2008)] is considered on a two-dimensional square lattice with periodic boundary conditions. In this model, the evolution of each agent is described by a map coupled with its nearest neighbors. The map has two factors: a linear term that accounts for the agent's own tendency to grow and an exponential term that saturates this growth through the control effect of the environment. The regions in the parameter space where the system displays Pareto and Boltzmann-Gibbs statistics are c…
By means of an effective potential associated to a constrained equilibrium measure and apt to study frozen systems, we investigate glassy freezing in simple liquids in the hypernetted chain (HNC) approximation. Differently from other classical approximations of liquid theory, freezing is naturally embedded in the HNC approximation. We get a detailed description of the freezing transition that is analogous to the one got in a large class of mean-field long range spin glass. We compare our findings with Monte Carlo simulations of the same system and conclude that many of the qualitative features…
Gibbsian statistical mechanics is extended into the domain of non-negligible {though non-specified} correlations in phase space while respecting the fundamental laws of thermodynamics. The appropriate Gibbsian probability distribution is derived and the physical temperature identified. Consistent expressions for the canonical partition function are given. In a first application, the corresponding Boltzmann, Fermi and Bose-Einstein distributions are obtained. It is shown that the latter lose their typical quantum properties, i.e. the degenerate Fermi state and Bose-Einstein condensation. These …
What is the best description that we can construct of a thermodynamic system that is not in equilibrium, given only one, or a few, extra parameters over and above those needed for a description of the same system at equilibrium? Here, we argue the most appropriate additional parameter is the non-equilibrium entropy of the system, and that we should not attempt to estimate the probability distribution of the system, but rather the metaprobability (or hyperensemble) that the system is described by a particular probability distribution. The result is an entropic distribution with two parameters, …
A deterministic system of interacting agents is considered as a model for economic dynamics. The dynamics of the system is described by a coupled map lattice with near neighbor interactions. The evolution of each agent results from the competition between two factors: the agent's own tendency to grow and the environmental influence that moderates this growth. Depending on the values of the parameters that control these factors, the system can display Pareto or Boltzmann-Gibbs statistical behaviors in its asymptotic dynamical regime. The regions where these behaviors appear are calculated on th…
In recent papers, several authors have claimed that a definition of the thermodynamic entropy in terms of the logarithm of a volume in phase space, originally suggested by Gibbs, is the only valid definition. Arguing from the Gibbs entropy, these authors claim that thermodynamics cannot be extended to include negative temperatures. However, the Gibbs entropy fails to satisfy the postulates of thermodynamics, leading to serious errors. In particular, predictions of the Gibbs entropy for systems with non-monotonic energy densities are incorrect. We show that the correct expression for the equili…
The long-standing puzzle surrounding the statistical mechanics of self-gravitating systems has not yet been solved successfully. We formulate a systematic theoretical framework of entropy-based statistical mechanics for spherically symmetric collisionless self-gravitating systems. We use an approach that is very different from that of the conventional statistical mechanics of short-range interaction systems. We demonstrate that the equilibrium states of self-gravitating systems consist of both mechanical and statistical equilibria, with the former characterized by a series of velocity-moment e…
Laboratory of Physics of the \'Ecole Normale Sup\'erieure, CNRS UMR 8023 \& PSL Research, Sorbonne Universit\'e, 24 rue Lhomond, 75005 Paris, France
Restricted Boltzmann Machines (RBM) are bi-layer neural networks used for the unsupervised learning of model distributions from data. The bipartite architecture of RBM naturally defines an elegant sampling procedure, called Alternating Gibbs Sampling (AGS), where the configurations of the latent-variable layer are sampled conditional to the data-variable layer, and vice versa. We study here the performance of AGS on several analytically tractable models borrowed from statistical mechanics. We show that standard AGS is not more efficient than classical Metropolis-Hastings (MH) sampling of the e…
We develop a general framework, based on Boltzmann transport theory, to analyze the distribution of wealth in societies. Within this framework we derive the distribution function of wealth by using a two-party trading model for the poor people while for the rich people a new model is proposed where interaction with wealthy entities (huge reservoir) is relevant. At equilibrium, the interaction with wealthy entities gives a power-law (Pareto-like) behavior in the wealth distribution while the two-party interaction gives a Boltzmann-Gibbs distribution.
First, we analyze trajectories inside the Feigenbaum attractor and obtain the atypical weak sensitivity to initial conditions and loss of information associated to their dynamics. We identify the Mori singularities in its Lyapunov spectrum with the appearance of a special value for the entropic index q of the Tsallis statistics. Secondly, the dynamics of iterates at the noise-perturbed transition to chaos is shown to exhibit the characteristic elements of the glass transition, e.g. two-step relaxation, aging, subdiffusion and arrest. The properties of the bifurcation gap induced by the noise a…
We prove that information-theoretic maximum entropy (MaxEnt) approach to canonical ensemble is mathematically equivalent to the classic approach of Boltzmann, Gibbs and Darwin-Fowler. The two approaches, however, "interpret" a same mathematical theorem differently; most notably observing mean-energy in the former and energy conservation in the latter. However, applying the same MaxEnt method to grand canonical ensemble fails; while carefully following the classic approach based on Boltzmann's microcanonical {\em equal probability a priori} produces the correct statistics: One does not need to …
For a dynamical system far from equilibrium, one has to deal with empirical probabilities defined through time-averages, and the main problem is then how to formulate an appropriate statistical thermodynamics. The common answer is that the standard functional expression of Boltzmann-Gibbs for the entropy should be used, the empirical probabilities being substituted for the Gibbs measure. Other functional expressions have been suggested, but apparently with no clear mechanical foundation. Here it is shown how a natural extension of the original procedure employed by Gibbs and Khinchin in defini…
Machine learning algorithms often take inspiration from established results and knowledge from statistical physics. A prototypical example is the Boltzmann machine algorithm for supervised learning, which utilizes knowledge of classical thermal partition functions and the Boltzmann distribution. Recently, a quantum version of the Boltzmann machine was introduced by Amin, et. al., however, non-commutativity of quantum operators renders the training process by minimizing a cost function inefficient. Recent advances in the study of non-equilibrium quantum integrable systems, which never thermaliz…
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…
This contribution is dedicated to dilucidating the role of the Gibbs entropy in the discussion of the emergence of irreversibility in the macroscopic world from the microscopic level. By using an extension of the Onsager theory to the phase space we obtain a generalization of the Liouville equation describing the evolution of the distribution vector in the form of a master equation. This formalism leads in a natural way to the breaking of the BBGKY hierarchy. As a particular case we derive the Boltzmann equation.
The issue of the thermodynamics of a system of distinguishable particles is discussed in this paper. In constructing the statistical mechanics of distinguishable particles from the definition of Boltzmann entropy, it is found that the entropy is not extensive. The inextensivity leads to the so-called Gibbs paradox in which the mixing entropy of two identical classical gases increases. Lots of literature from different points of view were created to resolve the paradox. In this paper, starting from the Boltzmann entropy, we present the thermodynamics of the system of distinguishable particles. …
Regardless of studies and debates over a century, the statistical origin of the second law of thermodynamics still remains illusive. One essential obstacle is the lack of a proper theoretical formalism for non-equilibrium entropy. Here I revisit the seminal ideas about non-equilibrium statistical entropy due to Boltzmann and due to Gibbs, and synthesize them into a coherent and precise framework. Using this framework, I clarify the anthropomorphic principle of entropy, and analyze the evolution of entropy for classical Hamiltonian systems under different experimental setups. I find that evolut…
We use a Hamiltonian dynamics to discuss the statistical mechanics of long-lasting quasi-stationary states particularly relevant for long-range interacting systems. Despite the presence of an anomalous single-particle velocity distribution, we find that the Central Limit Theorem implies the Boltzmann expression in Gibbs' $Γ$-space. We identify the nonequilibrium sub-manifold of $Γ$-space characterizing the anomalous behavior and show that by restricting the Boltzmann-Gibbs approach to this sub-manifold we obtain the statistical mechanics of the quasi-stationary states.
A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the coordinate space. The proposed new class of Random Matrix ensembles is an extension of the above Gaussian ensembles and it is analogous to the canonical Gibbs ensemble governed by Maxwell-Boltzmann's distribution in phase space. The thermodynamical magnitudes of partition function, intrinsic energy, free energy of Helmholtz, free energy of Gibbs, enthalpy, …
In ordinary Boltzmann-Gibbs thermostatistics, the relative entropy expression plays the role of generalized free energy, providing the difference between the off-equilibrium and equilibrium free energy terms associated with Boltzmann-Gibbs entropy. In this context, we studied whether this physical meaning can be given to Rényi relative entropy definition found in the literature from a generalized thermostatistical point of view. We find that this is possible only in the limit as $q$ approaches to 1. This shows that Rényi relative entropy has a physical (thermostatistical) meaning only when the…
