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Kobayashi M, Nakagawa N, Sasa SI. Control of Metastable States by Heat Flux in the Hamiltonian Potts Model. PHYSICAL REVIEW LETTERS 2023; 130:247102. [PMID: 37390420 DOI: 10.1103/physrevlett.130.247102] [Citation(s) in RCA: 1] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/23/2022] [Accepted: 05/15/2023] [Indexed: 07/02/2023]
Abstract
The local equilibrium thermodynamics is a basic assumption of macroscopic descriptions of the out of equilibrium dynamics for Hamiltonian systems. We numerically analyze the Hamiltonian Potts model in two dimensions to study the violation of the assumption for phase coexistence in heat conduction. We observe that the temperature of the interface between ordered and disordered states deviates from the equilibrium transition temperature, indicating that metastable states at equilibrium are stabilized by the influence of a heat flux. We also find that the deviation is described by the formula proposed in an extended framework of the thermodynamics.
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Affiliation(s)
- Michikazu Kobayashi
- School of Engeneering Science, Kochi University of Technology, Miyanoguchi 185, Tosayamada, Kami, Kochi 782-8502, Japan
| | - Naoko Nakagawa
- Department of Physics, Ibaraki University, Mito 310-8512, Japan
| | - Shin-Ichi Sasa
- Department of Physics, Kyoto University, Kyoto 606-8502 Japan
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2
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Calazans LF, Dickman R. Steady-state thermodynamics: Description equivalence and violation of reservoir independence. Phys Rev E 2023; 107:054102. [PMID: 37328988 DOI: 10.1103/physreve.107.054102] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/02/2023] [Accepted: 04/04/2023] [Indexed: 06/18/2023]
Abstract
For stochastic lattice models in spatially uniform nonequilibrium steady states, an effective thermodynamic temperature T and chemical potential μ can be defined via coexistence with heat and particle reservoirs. We verify that the probability distribution P_{N} for the number of particles in the driven lattice gas with nearest-neighbor exclusion in contact with a particle reservoir with dimensionless chemical potential µ^{*} possesses a large-deviation form in the thermodynamic limit. This implies that the thermodynamic properties determined in isolation (fixed particle number representation) and in contact with a particle reservoir (fixed dimensionless chemical potential representation) are equal. We refer to this as description equivalence. This finding motivates investigation of whether the effective intensive parameters so obtained depend on the nature of the exchange between system and reservoir. For example, a stochastic particle reservoir is usually taken to insert or remove a single particle in each exchange, but one may also consider a reservoir that inserts or removes a pair of particles in each event. In equilibrium, equivalence of pair and single-particle reservoirs is guaranteed by the canonical form of the probability distribution on configuration space. Remarkably, this equivalence is violated in nonequilibrium steady states, limiting the generality of steady-state thermodynamics based on intensive variables.
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Affiliation(s)
- Leonardo Ferreira Calazans
- Departamento de Física and National Institute of Science and Technology for Complex Systems, ICEx, Universidade Federal de Minas Gerais, C. P. 702, 30123-970 Belo Horizonte, Minas Gerais, Brazil
| | - Ronald Dickman
- Departamento de Física and National Institute of Science and Technology for Complex Systems, ICEx, Universidade Federal de Minas Gerais, C. P. 702, 30123-970 Belo Horizonte, Minas Gerais, Brazil
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3
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Sasa SI, Nakagawa N, Itami M, Nakayama Y. Stochastic order parameter dynamics for phase coexistence in heat conduction. Phys Rev E 2021; 103:062129. [PMID: 34271670 DOI: 10.1103/physreve.103.062129] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/30/2020] [Accepted: 05/29/2021] [Indexed: 06/13/2023]
Abstract
We propose a stochastic order parameter model for describing phase coexistence in steady heat conduction near equilibrium. By analyzing the stochastic dynamics with a nonequilibrium adiabatic boundary condition, where total energy is conserved over time, we derive a variational principle that determines thermodynamic properties in nonequilibrium steady states. The resulting variational principle indicates that the temperature of the interface between the ordered region and the disordered region becomes greater (less) than the equilibrium transition temperature in the linear response regime when the thermal conductivity in the ordered region is less (greater) than that in the disordered region. This means that a superheated ordered (supercooled disordered) state appears near the interface, which was predicted by an extended framework of thermodynamics proposed in Nakagawa and Sasa [Liquid-Gas Transitions in Steady Heat Conduction, Phys. Rev. Lett. 119, 260602 (2017)PRLTAO0031-900710.1103/PhysRevLett.119.260602.].
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Affiliation(s)
- Shin-Ichi Sasa
- Department of Physics, Kyoto University, Kyoto 606-8502, Japan
| | - Naoko Nakagawa
- Department of Physics, Ibaraki University, Mito 310-8512, Japan
| | - Masato Itami
- Department of Physics, Nagoya University, Nagoya 464-8602, Japan
| | - Yohei Nakayama
- Department of Applied Physics, Tohoku University, Sendai 980-8579, Japan
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4
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Guioth J, Bertin E. Nonequilibrium grand-canonical ensemble built from a physical particle reservoir. Phys Rev E 2021; 103:022107. [PMID: 33736010 DOI: 10.1103/physreve.103.022107] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 07/22/2020] [Accepted: 01/12/2021] [Indexed: 11/07/2022]
Abstract
We introduce a nonequilibrium grand-canonical ensemble defined by considering the stationary state of a driven system of particles put in contact with a particle reservoir. When an additivity assumption holds for the large deviation function of density, a chemical potential of the reservoir can be defined. The grand-canonical distribution then takes a form similar to the equilibrium one. At variance with equilibrium, though, the probability weight is "renormalized" by a contribution coming from the contact, with respect to the canonical probability weight of the isolated system. A formal grand-canonical potential can be introduced in terms of a scaled cumulant generating function, defined as the Legendre-Fenchel transform of the large deviation function of density. The role of the formal Legendre parameter can be played, physically, by the chemical potential of the reservoir when the latter can be defined, or by a potential energy difference applied between the system and the reservoir. Static fluctuation-response relations naturally follow from the large deviation structure. Some of the results are illustrated on two different explicit examples, a gas of noninteracting active particles and a lattice model of interacting particles.
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Affiliation(s)
- Jules Guioth
- DAMTP, Centre for Mathematical Sciences, University of Cambridge, Wilberforce Road, Cambridge CB3 0WA, England, United Kingdom
| | - Eric Bertin
- Université Grenoble Alpes, CNRS, LIPhy, F-38000 Grenoble, France
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5
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Li J, Wang ZL. Fluctuation-dissipation analysis of nonequilibrium thermal transport at the hydrate dissociation interface. Phys Chem Chem Phys 2019; 21:23492-23500. [PMID: 31617505 DOI: 10.1039/c9cp04780h] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/21/2022]
Abstract
Herein, a nonequilibrium molecular-dynamics simulation in an NVE ensemble was performed to investigate the spontaneous dissociation of methane-hydrate when it came in contact with liquid water. The nonequilibrium in the interface region is linked to the dissociation process of the hydrate near the interface according to the Onsager's hypothesis. The simulated thickness of the interface was found to be close to the acoustic phonon mean path of methane hydrate and agreed with the reference value. The normalized heat flow autocorrelation function was introduced to study fluctuation-dissipation in terms of the thickness and moving velocity of the interface and the Stefan number. This helped to clearly identify three distinct hydrate-decomposition regimes dominated by sensible heat, latent heat and an intrinsically unstable lattice framework. It was found that the fluctuation-dissipation theory could express the nonequilibrium nature in the front two stages before the threshold was reached, and the dissociation rate increased in the latter stage; this was different from the case of thermal-driven dissociation. The Stefan number decreased rapidly with dissociation in the initial stage and then fluctuated in the intermediate stage; this was analogous to the fluctuation characteristics of the heat flow autocorrelation function. The Stefan number effect shows that thermal dissipation drives the hydrate dissociation and correlates fluctuation to the nonequilibrium nature. It was also found that a small Stefan number was enough to break up the residual hydrate soon after the threshold was achieved. The transient interfacial thermal resistance of the interfacial region was obtained as a typical value in the range of 10-7-10-9 m2 K W-1. This justifies that fluctuation-dissipation exists in the nonequilibrium process of hydrate dissociation either in terms of heat flux, as observed in this study, or the diffusion of guest molecules, as reported in other studies.
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Affiliation(s)
- Jia Li
- Department of Energy and Power Engineering, China University of Petroleum, Qingdao 266580, China.
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6
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Guioth J, Bertin E. Nonequilibrium chemical potentials of steady-state lattice gas models in contact: A large-deviation approach. Phys Rev E 2019; 100:052125. [PMID: 31870002 DOI: 10.1103/physreve.100.052125] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/09/2019] [Indexed: 06/10/2023]
Abstract
We introduce a general framework to describe the stationary state of two driven systems exchanging particles or mass through a contact, in a slow exchange limit. The definition of chemical potentials for the systems in contact requires that the large-deviation function describing the repartition of mass between the two systems is additive, in the sense of being a sum of contributions from each system. We show that this additivity property does not hold for an arbitrary contact dynamics, but is satisfied on condition that a macroscopic detailed balance condition holds at contact, and that the coarse-grained contact dynamics satisfies a factorization property. However, the nonequilibrium chemical potentials of the systems in contact keep track of the contact dynamics, and thus do not obey an equation of state. These nonequilibrium chemical potentials can be related either to the equilibrium chemical potential, or to the nonequilibrium chemical potential of the isolated systems. Results are applied both to an exactly solvable driven lattice gas model and to the Katz-Lebowitz-Spohn model using a numerical procedure to evaluate the chemical potential. The breaking of the additivity property is also illustrated on the exactly solvable model.
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Affiliation(s)
- Jules Guioth
- DAMTP, Centre for Mathematical Sciences, University of Cambridge, Wilberforce Road, Cambridge CB3 0WA, United Kingdom
- Université Grenoble Alpes, CNRS, LIPhy, F-38000 Grenoble, France
| | - Eric Bertin
- Université Grenoble Alpes, CNRS, LIPhy, F-38000 Grenoble, France
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7
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Guioth J, Bertin E. Lack of an equation of state for the nonequilibrium chemical potential of gases of active particles in contact. J Chem Phys 2019; 150:094108. [DOI: 10.1063/1.5085740] [Citation(s) in RCA: 17] [Impact Index Per Article: 3.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022] Open
Affiliation(s)
- Jules Guioth
- DAMTP, Centre for Mathematical Sciences, University of Cambridge, Wilberforce Road, Cambridge CB3 0WA, United Kingdom
- CNRS, LIPhy, Université Grenoble Alpes, F-38000 Grenoble, France
| | - Eric Bertin
- CNRS, LIPhy, Université Grenoble Alpes, F-38000 Grenoble, France
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8
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Ferreira Calazans L, Dickman R. Steady-state entropy: A proposal based on thermodynamic integration. Phys Rev E 2019; 99:032137. [PMID: 30999400 DOI: 10.1103/physreve.99.032137] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/16/2018] [Indexed: 11/07/2022]
Abstract
Defining an entropy function out of equilibrium is an outstanding challenge. For stochastic lattice models in spatially uniform nonequilibrium steady states, definitions of temperature T and chemical potential μ have been verified using coexistence with heat and particle reservoirs. For an appropriate choice of exchange rates, T and μ satisfy the zeroth law, marking an important step in the development of steady-state thermodynamics. These results suggest that an associated steady-state entropy S_{th} be constructed via thermodynamic integration, using relations such as (∂S/∂E)_{V,N}=1/T, ensuring that derivatives of S_{th} with respect to energy and particle number yield the expected intensive parameters. We determine via direct calculation the stationary nonequilibrium probability distribution of the driven lattice gas with nearest-neighbor exclusion, the Katz-Lebowitz-Spohn driven lattice gas, and a two-temperature Ising model so that we may evaluate the Shannon entropy S_{S} as well as S_{th} defined above. Although the two entropies are identical in equilibrium (as expected), they differ out of equilibrium; for small values of the drive, D, we find |S_{S}-S_{th}|∝D^{2}, as expected on the basis of symmetry. We verify that S_{th} is not a state function: changes ΔS_{th} depend not only on the initial and final points, but also on the path in parameter space. The inequivalence of S_{S} and S_{th} implies that derivatives of S_{S} are not predictive of coexistence. In other words, a nonequilibrium steady state is not determined by maximizing the Shannon entropy. Our results cast doubt on the possibility of defining a state function that plays the role of a thermodynamic entropy for nonequilibrium steady states.
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Affiliation(s)
- Leonardo Ferreira Calazans
- Departamento de Física and National Institute of Science and Technology for Complex Systems, ICEx, Universidade Federal de Minas Gerais, C.P. 702, 30123-970 Belo Horizonte, Minas Gerais, Brazil
| | - Ronald Dickman
- Departamento de Física and National Institute of Science and Technology for Complex Systems, ICEx, Universidade Federal de Minas Gerais, C.P. 702, 30123-970 Belo Horizonte, Minas Gerais, Brazil
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9
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Guioth J, Bertin E. Large deviations and chemical potential in bulk-driven systems in contact. ACTA ACUST UNITED AC 2018. [DOI: 10.1209/0295-5075/123/10002] [Citation(s) in RCA: 8] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/20/2022]
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10
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Solon AP, Stenhammar J, Cates ME, Kafri Y, Tailleur J. Generalized thermodynamics of phase equilibria in scalar active matter. Phys Rev E 2018; 97:020602. [PMID: 29548246 DOI: 10.1103/physreve.97.020602] [Citation(s) in RCA: 81] [Impact Index Per Article: 13.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/15/2016] [Indexed: 04/26/2023]
Abstract
Motility-induced phase separation (MIPS) arises generically in fluids of self-propelled particles when interactions lead to a kinetic slowdown at high densities. Starting from a continuum description of scalar active matter akin to a generalized Cahn-Hilliard equation, we give a general prescription for the mean densities of coexisting phases in flux-free steady states that amounts, at a hydrodynamics scale, to extremizing an effective free energy. We illustrate our approach on two well-known models: self-propelled particles interacting either through a density-dependent propulsion speed or via direct pairwise forces. Our theory accounts quantitatively for their phase diagrams, providing a unified description of MIPS.
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Affiliation(s)
- Alexandre P Solon
- Massachusetts Institute of Technology, Department of Physics, Cambridge, Massachusetts 02139, USA
| | - Joakim Stenhammar
- Division of Physical Chemistry, Lund University, 221 00 Lund, Sweden
| | - Michael E Cates
- DAMTP, Centre for Mathematical Sciences, University of Cambridge, Cambridge CB3 0WA, United Kingdom
| | - Yariv Kafri
- Department of Physics, Technion, Haifa 32000, Israel
| | - Julien Tailleur
- Université Paris Diderot, Sorbonne Paris Cité, MSC, UMR 7057 CNRS, 75205 Paris, France
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11
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Nakagawa N, Sasa SI. Liquid-Gas Transitions in Steady Heat Conduction. PHYSICAL REVIEW LETTERS 2017; 119:260602. [PMID: 29328708 DOI: 10.1103/physrevlett.119.260602] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/03/2017] [Indexed: 06/07/2023]
Abstract
We study liquid-gas transitions of heat conduction systems in contact with two heat baths under constant pressure in the linear response regime. On the basis of local equilibrium thermodynamics, we propose an equality with a global temperature, which determines the volume near the equilibrium liquid-gas transition. We find that the formation of the liquid-gas interface is accompanied by a discontinuous change in the volume when increasing the mean temperature of the baths. A supercooled gas near the interface is observed as a stable steady state.
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Affiliation(s)
- Naoko Nakagawa
- Department of Physics, Ibaraki University, Mito 310-8512, Japan
| | - Shin-Ichi Sasa
- Department of Physics, Kyoto University, Kyoto 606-8502, Japan
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12
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Das A, Chatterjee S, Pradhan P, Mohanty PK. Additivity property and emergence of power laws in nonequilibrium steady states. Phys Rev E 2015; 92:052107. [PMID: 26651647 DOI: 10.1103/physreve.92.052107] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/20/2015] [Indexed: 11/07/2022]
Abstract
We show that an equilibriumlike additivity property can remarkably lead to power-law distributions observed frequently in a wide class of out-of-equilibrium systems. The additivity property can determine the full scaling form of the distribution functions and the associated exponents. The asymptotic behavior of these distributions is solely governed by branch-cut singularity in the variance of subsystem mass. To substantiate these claims, we explicitly calculate, using the additivity property, subsystem mass distributions in a wide class of previously studied mass aggregation models as well as in their variants. These results could help in the thermodynamic characterization of nonequilibrium critical phenomena.
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Affiliation(s)
- Arghya Das
- Department of Theoretical Sciences, S. N. Bose National Centre for Basic Sciences, Salt Lake, Kolkata 700098, India
| | - Sayani Chatterjee
- Department of Theoretical Sciences, S. N. Bose National Centre for Basic Sciences, Salt Lake, Kolkata 700098, India
| | - Punyabrata Pradhan
- Department of Theoretical Sciences, S. N. Bose National Centre for Basic Sciences, Salt Lake, Kolkata 700098, India
| | - P K Mohanty
- CMP Division, Saha Institute of Nuclear Physics, 1/AF Bidhan Nagar, Kolkata 700064, India.,Max Planck Institute for the Physics of Complex Systems, 01187 Dresden, Germany
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13
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Chatterjee A, Pradhan P, Mohanty PK. Cluster-factorized steady states in finite-range processes. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 92:032103. [PMID: 26465422 DOI: 10.1103/physreve.92.032103] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/20/2015] [Indexed: 06/05/2023]
Abstract
We study a class of nonequilibrium lattice models on a ring where particles hop in a particular direction, from a site to one of its (say, right) nearest neighbors, with a rate that depends on the occupation of all the neighboring sites within a range R. This finite-range process (FRP) for R=0 reduces to the well-known zero-range process (ZRP), giving rise to a factorized steady state (FSS) for any arbitrary hop rate. We show that, provided the hop rates satisfy a specific condition, the steady state of FRP can be written as a product of a cluster-weight function of (R+1) occupation variables. We show that, for a large class of cluster-weight functions, the cluster-factorized steady state admits a finite dimensional transfer-matrix formulation, which helps in calculating the spatial correlation functions and subsystem mass distributions exactly. We also discuss a criterion for which the FRP undergoes a condensation transition.
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Affiliation(s)
- Amit Chatterjee
- Condensed Matter Physics Division, Saha Institute of Nuclear Physics, 1/AF Bidhan Nagar, Kolkata 700064, India
| | - Punyabrata Pradhan
- Department of Theoretical Sciences, S. N. Bose National Centre for Basic Sciences, Block-JD, Sector-III, Salt Lake, Kolkata 700098, India
| | - P K Mohanty
- Condensed Matter Physics Division, Saha Institute of Nuclear Physics, 1/AF Bidhan Nagar, Kolkata 700064, India
- Max Planck Institute for the Physics of Complex Systems, Nöthnitzer Straße 38, D-01187 Dresden, Germany
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14
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Chatterjee S, Pradhan P, Mohanty PK. Zeroth law and nonequilibrium thermodynamics for steady states in contact. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 91:062136. [PMID: 26172690 DOI: 10.1103/physreve.91.062136] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/24/2014] [Indexed: 06/04/2023]
Abstract
We ask what happens when two nonequilibrium systems in steady state are kept in contact and allowed to exchange a quantity, say mass, which is conserved in the combined system. Will the systems eventually evolve to a new stationary state where a certain intensive thermodynamic variable, like equilibrium chemical potential, equalizes following the zeroth law of thermodynamics and, if so, under what conditions is it possible? We argue that an equilibriumlike thermodynamic structure can be extended to nonequilibrium steady states having short-ranged spatial correlations, provided that the systems interact weakly to exchange mass with rates satisfying a balance condition-reminiscent of a detailed balance condition in equilibrium. The short-ranged correlations would lead to subsystem factorization on a coarse-grained level and the balance condition ensures both equalization of an intensive thermodynamic variable as well as ensemble equivalence, which are crucial for construction of a well-defined nonequilibrium thermodynamics. This proposition is proved and demonstrated in various conserved-mass transport processes having nonzero spatial correlations.
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Affiliation(s)
- Sayani Chatterjee
- Department of Theoretical Sciences, S. N. Bose National Centre for Basic Sciences, Kolkata 700098, India
| | - Punyabrata Pradhan
- Department of Theoretical Sciences, S. N. Bose National Centre for Basic Sciences, Kolkata 700098, India
| | - P K Mohanty
- CMP Division, Saha Institute of Nuclear Physics, 1/AF Bidhan Nagar, Kolkata 700064, India
- Max Planck Institute for the Physics of Complex Systems, D-01187 Dresden, Germany
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15
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Dickman R. Failure of steady-state thermodynamics in nonuniform driven lattice gases. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 90:062123. [PMID: 25615060 DOI: 10.1103/physreve.90.062123] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/29/2014] [Indexed: 06/04/2023]
Abstract
To be useful, steady-state thermodynamics (SST) must be self-consistent and have predictive value. Consistency of SST was recently verified for driven lattice gases under global weak exchange. Here I verify consistency of SST under local (pointwise) exchange, but only in the limit of a vanishing exchange rate; for a finite exchange rate the coexisting systems have different chemical potentials. I consider the lattice gas with nearest-neighbor exclusion on the square lattice, with nearest-neighbor hopping, and with hopping to both nearest and next-nearest neighbors. I show that SST does not predict the coexisting densities under a nonuniform drive or in the presence of a nonuniform density provoked by a hard wall or nonuniform transition rates. The steady-state chemical potential profile is, moreover, nonuniform at coexistence, contrary to the basic principles of thermodynamics. Finally, I discuss examples of a pair of systems possessing identical steady states but which do not coexist when placed in contact. The results of these studies confirm the validity of SST for coexistence between spatially uniform systems but cast serious doubt on its consistency and predictive value in systems with a finite rate of particle exchange between coexisting regions exhibiting a nonuniform particle density.
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Affiliation(s)
- Ronald Dickman
- Departamento de Física and National Institute of Science and Technology for Complex Systems, ICEx, Universidade Federal de Minas Gerais, C. P. 702, 30123-970 Belo Horizonte, Minas Gerais, Brazil
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16
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Ray S, Bag BC. Shannon entropic temperature and its lower and upper bounds for non-Markovian stochastic dynamics. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 90:032103. [PMID: 25314391 DOI: 10.1103/physreve.90.032103] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/23/2014] [Indexed: 06/04/2023]
Abstract
In this article we have studied Shannon entropic nonequilibrium temperature (NET) extensively for a system which is coupled to a thermal bath that may be Markovian or non-Markovian in nature. Using the phase-space distribution function, i.e., the solution of the generalized Fokker Planck equation, we have calculated the entropy production, NET, and their bounds. Other thermodynamic properties like internal energy of the system, heat, and work, etc. are also measured to study their relations with NET. The present study reveals that the heat flux is proportional to the difference between the temperature of the thermal bath and the nonequilibrium temperature of the system. It also reveals that heat capacity at nonequilibrium state is independent of both NET and time. Furthermore, we have demonstrated the time variations of the above-mentioned and related quantities to differentiate between the equilibration processes for the coupling of the system with the Markovian and the non-Markovian thermal baths, respectively. It implies that in contrast to the Markovian case, a certain time is required to develop maximum interaction between the system and the non-Markovian thermal bath (NMTB). It also implies that longer relaxation time is needed for a NMTB compared to a Markovian one. Quasidynamical behavior of the NMTB introduces an oscillation in the variation of properties with time. Finally, we have demonstrated how the nonequilibrium state is affected by the memory time of the thermal bath.
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Affiliation(s)
- Somrita Ray
- Department of Chemistry, Visva-Bharati, Santiniketan 731 235, India
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17
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Dickman R, Motai R. Inconsistencies in steady-state thermodynamics. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 89:032134. [PMID: 24730817 DOI: 10.1103/physreve.89.032134] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/15/2013] [Indexed: 06/03/2023]
Abstract
We address the issue of extending thermodynamics to nonequilibrium steady states. Using driven stochastic lattice gases, we ask whether consistent definitions of an effective chemical potential μ, and an effective temperature Te, are possible. μ and Te are determined via coexistence, i.e., zero flux of particles and energy between the driven system and a reservoir. In the lattice gas with nearest-neighbor exclusion, temperature is not relevant, and we find that the effective chemical potential, a function of density and drive strength, satisfies the zeroth law, and correctly predicts the densities of coexisting systems. In the Katz-Lebowitz-Spohn driven lattice gas both μ and Te need to be defined. We show analytically that in this case the zeroth law is violated for Metropolis exchange rates, and determine the size of the violations numerically. The zeroth law appears to be violated for generic exchange rates. Remarkably, the system-reservoir coupling proposed by Sasa and Tasaki [J. Stat. Phys. 125, 125 (2006)] is free of inconsistencies, and the zeroth law holds. This is because the rate depends only on the state of the donor system, and is independent of that of the acceptor.
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Affiliation(s)
- Ronald Dickman
- Departamento de Física and National Institute of Science and Technology for Complex Systems, ICEx, Universidade Federal de Minas Gerais, C. P. 702, 30123-970 Belo Horizonte, Minas Gerais, Brazil
| | - Ricardo Motai
- Departamento de Física and National Institute of Science and Technology for Complex Systems, ICEx, Universidade Federal de Minas Gerais, C. P. 702, 30123-970 Belo Horizonte, Minas Gerais, Brazil
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18
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Ray S, Baura A, Bag BC. Nonequilibrium entropic temperature and its lower bound for quantum stochastic processes. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 89:032148. [PMID: 24730830 DOI: 10.1103/physreve.89.032148] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/30/2013] [Indexed: 06/03/2023]
Abstract
In this paper, we have studied the Shannon "entropic" nonequilibrium temperature (NET) of quantum Brownian systems. The Brownian particle is attached to either a bosonic or fermionic bath. Based on the Fokker-Planck description of the c-number quantum Langevin equation, we have calculated entropy production, NET, and their bounds. Entropy production (EP), the upper bound of entropy production (UBEP), and the deviation of the UBEP from EP monotonically decrease as functions of time to equilibrium value for both of the thermal baths. The deviation decreases with increase of temperature of the bosonic thermal bath, but it becomes larger as the temperature of the fermionic bath grows. We also observe that nonequilibrium temperature and its lower bound monotonically increase to equilibrium value with the progression of time. But their difference as a function of time shows an optimum behavior in most cases. Finally, we have observed that at long time, the entropic temperature (for a bosonic thermal bath) first increases nonlinearly as a function of thermodynamic temperature (TT) and, if the TT is appreciably large, then it grows linearly. But for the fermionic thermal bath, the entropic temperature decreases monotonically as a nonlinear function of thermodynamic temperature to zero value.
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Affiliation(s)
- Somrita Ray
- Department of Chemistry, Visva-Bharati, Santiniketan 731 235, India
| | - Alendu Baura
- Department of Chemistry, Visva-Bharati, Santiniketan 731 235, India
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Chatterjee S, Pradhan P, Mohanty PK. Gammalike mass distributions and mass fluctuations in conserved-mass transport processes. PHYSICAL REVIEW LETTERS 2014; 112:030601. [PMID: 24484126 DOI: 10.1103/physrevlett.112.030601] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/27/2013] [Indexed: 06/03/2023]
Abstract
We show that, in conserved-mass transport processes, the steady-state distribution of mass in a subsystem is uniquely determined from the functional dependence of variance of the subsystem mass on its mean, provided that the joint mass distribution of subsystems is factorized in the thermodynamic limit. The factorization condition is not too restrictive as it would hold in systems with short-ranged spatial correlations. To demonstrate the result, we revisit a broad class of mass transport models and its generic variants, and show that the variance of the subsystem mass in these models is proportional to the square of its mean. This particular functional form of the variance constrains the subsystem mass distribution to be a gamma distribution irrespective of the dynamical rules.
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Affiliation(s)
- Sayani Chatterjee
- Department of Theoretical Sciences, S. N. Bose National Centre for Basic Sciences, Block-JD, Sector-III, Salt Lake, Kolkata 700098, India
| | - Punyabrata Pradhan
- Department of Theoretical Sciences, S. N. Bose National Centre for Basic Sciences, Block-JD, Sector-III, Salt Lake, Kolkata 700098, India
| | - P K Mohanty
- CMP Division, Saha Institute of Nuclear Physics, 1/AF Bidhan Nagar, Kolkata 700064, India
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Seifert U. Stochastic thermodynamics, fluctuation theorems and molecular machines. REPORTS ON PROGRESS IN PHYSICS. PHYSICAL SOCIETY (GREAT BRITAIN) 2012; 75:126001. [PMID: 23168354 DOI: 10.1088/0034-4885/75/12/126001] [Citation(s) in RCA: 1191] [Impact Index Per Article: 99.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/18/2023]
Abstract
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation-dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production.
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Affiliation(s)
- Udo Seifert
- II. Institut für Theoretische Physik, Universität Stuttgart, 70550 Stuttgart, Germany
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Narayanan KR, Srinivasa AR. Shannon-entropy-based nonequilibrium "entropic" temperature of a general distribution. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 85:031151. [PMID: 22587082 DOI: 10.1103/physreve.85.031151] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/25/2010] [Revised: 05/31/2011] [Indexed: 05/31/2023]
Abstract
The concept of temperature is one of the key ideas in describing the thermodynamical properties of systems. In classical statistical mechanics of ideal gases, the notion of temperature can be described in at least two different ways: the kinetic temperature (related to the average kinetic energy of the particles) and the thermodynamic temperature (related to the ratio between infinitesimal changes in entropy and energy). For the Boltzmann distribution, the two notions lead to the same result. However, for nonequilibrium phenomena, while the kinetic temperature has been commonly used both for theoretical and simulation purposes, there appears to be no corresponding general definition of thermodynamic or entropic temperature. In this paper, we consider the statistical or Shannon entropy of a system and use the "de Bruijn identity" from information theory (see Appendix A 2 for a derivation of this identity) to show that it is possible to define a "Shannon temperature" or "entropic temperature" T for a nonequilibrium system as the ratio between the average curvature of the Hamiltonian function associated with the system and the trace of the Fisher information matrix of the nonequilibrium probability distribution (see Appendix A 1 for a definition of the Fisher information). We show that this definition subsumes many other attempts at defining entropic temperatures for nonequilibrium systems and is not restricted to equilibrium or near equilibrium systems. Intuitively, the gist of our approach is to use the Shannon or Gibbs entropy of a system and make use of the relation dS=dQ(rev)/T as a definition of temperature. We achieve this by positing a statistical notion of infinitesimal heating as the addition of uncorrelated random variables (in a special way). As an example of the utility of such a definition, we obtain the nonequilibrium entropic temperature for a system satisfying the Langevin equations. For such a system, we show that while the kinetic temperature is related to the changes in the energy of the system, the entropic or Shannon temperature is related to the changes in the entropy of the system. We show that this notion, together with the well known Cramer-Rao inequality in statistics demonstrates the validity of the second law of thermodynamics for such a nonequilibrium system.
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Affiliation(s)
- K R Narayanan
- Department of Electrical Engineering, Texas A&M University, College Station, Texas 77843, USA
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Pradhan P, Seifert U. Thermodynamic theory of phase transitions in driven lattice gases. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 84:051130. [PMID: 22181391 DOI: 10.1103/physreve.84.051130] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/28/2011] [Revised: 10/18/2011] [Indexed: 05/31/2023]
Abstract
We formulate an approximate thermodynamic theory of the phase transition in driven lattice gases with attractive nearest-neighbor interactions. We construct the van der Waals equation of state for a driven system where a nonequilibrium chemical potential can be expressed as a function of density and driving field. A Maxwell's construction leads to the phase transition from a homogeneous fluid phase to the coexisting phases of gas and liquid.
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Affiliation(s)
- Punyabrata Pradhan
- II. Institut für Theoretische Physik, Universität Stuttgart, Stuttgart D-70550, Germany
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Pradhan P, Ramsperger R, Seifert U. Approximate thermodynamic structure for driven lattice gases in contact. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 84:041104. [PMID: 22181084 DOI: 10.1103/physreve.84.041104] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/04/2011] [Indexed: 05/31/2023]
Abstract
For a class of nonequilibrium systems, called driven lattice gases, we study what happens when two systems are kept in contact and allowed to exchange particles with the total number of particles conserved. For both attractive and repulsive nearest-neighbor interactions among particles and for a wide range of parameter values, we find that, to a good approximation, one could define an intensive thermodynamic variable, such as the equilibrium chemical potential, that determines the final steady state for two initially separated driven lattice gases brought into contact. However, due to nontrivial contact dynamics, there are also observable deviations from this simple thermodynamic law. To illustrate the role of the contact dynamics, we study a variant of the zero-range process and discuss how the deviations could be explained by a modified large-deviation principle. We identify an additional contribution to the large-deviation function, which we call the excess chemical potential, for the variant of the zero-range process as well as the driven lattice gases. The excess chemical potential depends on the specifics of the contact dynamics and is in general a priori unknown. A contact dependence implies that, even though an intensive variable may equalize, the zeroth law could still be violated.
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Affiliation(s)
- Punyabrata Pradhan
- II. Institut für Theoretische Physik, Universität Stuttgart, Stuttgart D-70550, Germany
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Pradhan P, Amann CP, Seifert U. Nonequilibrium steady states in contact: approximate thermodynamic structure and zeroth law for driven lattice gases. PHYSICAL REVIEW LETTERS 2010; 105:150601. [PMID: 21230880 DOI: 10.1103/physrevlett.105.150601] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/22/2010] [Revised: 09/03/2010] [Indexed: 05/30/2023]
Abstract
We explore driven lattice gases for the existence of an intensive thermodynamic variable which could determine "equilibration" between two nonequilibrium steady-state systems kept in weak contact. In simulations, we find that these systems satisfy surprisingly simple thermodynamic laws, such as the zeroth law and the fluctuation-response relation between the particle-number fluctuation and the corresponding susceptibility remarkably well. However, at higher densities, small but observable deviations from these laws occur due to nontrivial contact dynamics and the presence of long-range spatial correlations.
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Affiliation(s)
- Punyabrata Pradhan
- II. Institut für Theoretische Physik, Universität Stuttgart, Stuttgart 70550, Germany
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Martens K, Bertin E, Droz M. Entropy-based characterizations of the observable dependence of the fluctuation-dissipation temperature. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2010; 81:061107. [PMID: 20866378 DOI: 10.1103/physreve.81.061107] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/12/2010] [Indexed: 05/29/2023]
Abstract
The definition of a nonequilibrium temperature through generalized fluctuation-dissipation relations relies on the independence of the fluctuation-dissipation temperature from the observable considered. We argue that this observable independence is deeply related to the uniformity of the phase-space probability distribution on the hypersurfaces of constant energy. This property is shown explicitly on three different stochastic models, where observable dependence of the fluctuation-dissipation temperature arises only when the uniformity of the phase-space distribution is broken. The first model is an energy transport model on a ring, with biased local transfer rules. In the second model, defined on a fully connected geometry, energy is exchanged with two heat baths at different temperatures, breaking the uniformity of the phase-space distribution. Finally, in the last model, the system is connected to a zero temperature reservoir, and preserves the uniformity of the phase-space distribution in the relaxation regime, leading to an observable-independent temperature.
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Affiliation(s)
- Kirsten Martens
- Université de Lyon, Université Lyon 1, Laboratoire de Physique de la Matière Condensée et des Nanostructures, CNRS, UMR 5586, 43 Boulevard du 11 Novembre 1918, F-69622 Villeurbanne Cedex, France
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Martens K, Bertin E, Droz M. Dependence of the fluctuation-dissipation temperature on the choice of observable. PHYSICAL REVIEW LETTERS 2009; 103:260602. [PMID: 20366301 DOI: 10.1103/physrevlett.103.260602] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/18/2009] [Revised: 11/06/2009] [Indexed: 05/29/2023]
Abstract
On general grounds, a nonequilibrium temperature can be consistently defined from generalized fluctuation-dissipation relations only if it is independent of the observable considered. We argue that the dependence on the choice of observable generically occurs when the phase-space probability distribution is nonuniform on constant energy shells. We relate quantitatively this observable dependence to a fundamental characteristics of nonequilibrium systems, namely, the Shannon entropy difference with respect to the equilibrium state with the same energy. This relation is illustrated on a mean-field model in contact with two heat baths at different temperatures.
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Affiliation(s)
- Kirsten Martens
- Department of Theoretical Physics, University of Geneva, CH-1211 Geneva 4, Switzerland
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Gao GJ, Blawzdziewicz J, O'Hern CS. Geometrical families of mechanically stable granular packings. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2009; 80:061303. [PMID: 20365164 DOI: 10.1103/physreve.80.061303] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/03/2009] [Indexed: 05/29/2023]
Abstract
We enumerate and classify nearly all of the possible mechanically stable (MS) packings of bidipserse mixtures of frictionless disks in small sheared systems. We find that MS packings form continuous geometrical families, where each family is defined by its particular network of particle contacts. We also monitor the dynamics of MS packings along geometrical families by applying quasistatic simple shear strain at zero pressure. For small numbers of particles (N<16), we find that the dynamics is deterministic and highly contracting. That is, if the system is initialized in a MS packing at a given shear strain, it will quickly lock into a periodic orbit at subsequent shear strain, and therefore sample only a very small fraction of the possible MS packings in steady state. In studies with N>16, we observe an increase in the period and random splittings of the trajectories caused by bifurcations in configuration space. We argue that the ratio of the splitting and contraction rates in large systems will determine the distribution of MS-packing geometrical families visited in steady state. This work is part of our long-term research program to develop a master-equation formalism to describe macroscopic slowly driven granular systems in terms of collections of small subsystems.
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Affiliation(s)
- Guo-Jie Gao
- Department of Mechanical Engineering, Yale University, New Haven, Connecticut 06520-8284, USA
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Wang HQ, Menon N. Heating mechanism affects equipartition in a binary granular system. PHYSICAL REVIEW LETTERS 2008; 100:158001. [PMID: 18518152 DOI: 10.1103/physrevlett.100.158001] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/18/2007] [Indexed: 05/26/2023]
Abstract
Two species of particles in a binary granular system typically do not have the same mean kinetic energy, in contrast to the equipartition of energy required in equilibrium. We investigate the role of the heating mechanism in determining the extent of nonequipartition of kinetic energy. In most experiments, different species are unequally heated at the boundaries. We show by event-driven simulations that differential boundary heating affects nonequipartition even in the bulk of the system. This conclusion is fortified by studying numerical and solvable stochastic models without spatial degrees of freedom. In both cases, even in the limit where heating events are rare compared to collisions, the effect of the heating mechanism persists.
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Affiliation(s)
- Hong-Qiang Wang
- Department of Physics, University of Massachusetts, Amherst, MA 01003-3720, USA.
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Shokef Y, Shulkind G, Levine D. Isolated nonequilibrium systems in contact. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2007; 76:030101. [PMID: 17930185 DOI: 10.1103/physreve.76.030101] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/01/2007] [Indexed: 05/25/2023]
Abstract
We investigate a solvable model for energy-conserving nonequilibrium steady states. The time-reversal asymmetry of the dynamics leads to the violation of detailed balance and to ergodicity breaking, as manifested by the presence of dynamically inaccessible states. Two such systems in contact do not reach the same effective temperature if standard definitions are used. However, we identify the effective temperature that controls energy flow. Although this operational temperature does reach a common value upon contact, the total entropy of the joint system can decrease.
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Affiliation(s)
- Yair Shokef
- Department of Physics and Astronomy, University of Pennsylvania, Philadelphia, Pennsylvania 19104, USA
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