Big Entropy Fluctuations in Statistical Equilibrium: The Macroscopic Kinetics

Large entropy fluctuations in an equilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2--freedom strongly chaotic Hamiltonian model described by the modified Arnold cat map. The rise and fall of a large separated fluctuation was shown to be described by the (regular and stable) "macroscopic" kinetics both fast (ballistic) and slow (diffusive). We abandoned a vague problem of "appropriate" initial conditions by observing (in a long run)spontaneous birth and death of arbitrarily big fluctuations for any initial state of our dynamical model. Statistics of the infinite chain of fluctuations, reminiscent to the Poincar\'e recurrences, was shown to be Poissonian. A simple empirical relation for the mean period between the fluctuations (Poincar\'e "cycle") has been found and confirmed in numerical experiments. A new representation of the entropy via the variance of only a few trajectories ("particles") is proposed which greatly facilitates the computation, being at the same time fairly accurate for big fluctuations. The relation of our results to a long standing debates over statistical "irreversibility" and the "time arrow" is briefly discussed too.Comment: Latex 2.09, 26 pages, 6 figure

The Information Geometry of the One-Dimensional Potts Model

In various statistical-mechanical models the introduction of a metric onto the space of parameters (e.g. the temperature variable, $\beta$, and the external field variable, $h$, in the case of spin models) gives an alternative perspective on the phase structure. For the one-dimensional Ising model the scalar curvature, ${\cal R}$, of this metric can be calculated explicitly in the thermodynamic limit and is found to be ${\cal R} = 1 + \cosh (h) / \sqrt{\sinh^2 (h) + \exp (- 4 \beta)}$. This is positive definite and, for physical fields and temperatures, diverges only at the zero-temperature, zero-field ``critical point'' of the model. In this note we calculate ${\cal R}$ for the one-dimensional $q$-state Potts model, finding an expression of the form ${\cal R} = A(q,\beta,h) + B (q,\beta,h)/\sqrt{\eta(q,\beta,h)}$, where $\eta(q,\beta,h)$ is the Potts analogue of $\sinh^2 (h) + \exp (- 4 \beta)$. This is no longer positive definite, but once again it diverges only at the critical point in the space of real parameters. We remark, however, that a naive analytic continuation to complex field reveals a further divergence in the Ising and Potts curvatures at the Lee-Yang edge.Comment: 9 pages + 4 eps figure

Shock Profiles for the Asymmetric Simple Exclusion Process in One Dimension

The asymmetric simple exclusion process (ASEP) on a one-dimensional lattice is a system of particles which jump at rates $p$ and $1-p$ (here $p>1/2$) to adjacent empty sites on their right and left respectively. The system is described on suitable macroscopic spatial and temporal scales by the inviscid Burgers' equation; the latter has shock solutions with a discontinuous jump from left density $\rho_-$ to right density $\rho_+$, $\rho_-<\rho_+$, which travel with velocity $(2p-1)(1-\rho_+-\rho_-)$. In the microscopic system we may track the shock position by introducing a second class particle, which is attracted to and travels with the shock. In this paper we obtain the time invariant measure for this shock solution in the ASEP, as seen from such a particle. The mean density at lattice site $n$, measured from this particle, approaches $\rho_{\pm}$ at an exponential rate as $n\to\pm\infty$, with a characteristic length which becomes independent of $p$ when $p/(1-p)>\sqrt{\rho_+(1-\rho_-)/\rho_-(1-\rho_+)}$. For a special value of the asymmetry, given by $p/(1-p)=\rho_+(1-\rho_-)/\rho_-(1-\rho_+)$, the measure is Bernoulli, with density $\rho_-$ on the left and $\rho_+$ on the right. In the weakly asymmetric limit, $2p-1\to0$, the microscopic width of the shock diverges as $(2p-1)^{-1}$. The stationary measure is then essentially a superposition of Bernoulli measures, corresponding to a convolution of a density profile described by the viscous Burgers equation with a well-defined distribution for the location of the second class particle.Comment: 34 pages, LaTeX, 2 figures are included in the LaTeX file. Email: [email protected], [email protected], [email protected]

Vortices in the two-dimensional Simple Exclusion Process

We show that the fluctuations of the partial current in two dimensional diffusive systems are dominated by vortices leading to a different scaling from the one predicted by the hydrodynamic large deviation theory. This is supported by exact computations of the variance of partial current fluctuations for the symmetric simple exclusion process on general graphs. On a two-dimensional torus, our exact expressions are compared to the results of numerical simulations. They confirm the logarithmic dependence on the system size of the fluctuations of the partialflux. The impact of the vortices on the validity of the fluctuation relation for partial currents is also discussed.Comment: Revised version to appear in Journal of Statistical Physics. Minor correction

Finite thermal conductivity in 1D models having zero Lyapunov exponents

Heat conduction in three types of 1D channels are studied. The channels consist of two parallel walls, right triangles as scattering obstacles, and noninteracting particles. The triangles are placed along the walls in three different ways: (a) periodic, (b) disordered in height, and (c) disordered in position. The Lyapunov exponents in all three models are zero because of the flatness of triangle sides. It is found numerically that the temperature gradient can be formed in all three channels, but the Fourier heat law is observed only in two disordered ones. The results show that there might be no direct connection between chaos (in the sense of positive Lyapunov exponent) and the normal thermal conduction.Comment: 4 PRL page

Numerical study of a non-equilibrium interface model

We have carried out extensive computer simulations of one-dimensional models related to the low noise (solid-on-solid) non-equilibrium interface of a two dimensional anchored Toom model with unbiased and biased noise. For the unbiased case the computed fluctuations of the interface in this limit provide new numerical evidence for the logarithmic correction to the subnormal L^(1/2) variance which was predicted by the dynamic renormalization group calculations on the modified Edwards-Wilkinson equation. In the biased case the simulations are in close quantitative agreement with the predictions of the Collective Variable Approximation (CVA), which gives the same L^(2/3) behavior of the variance as the KPZ equation.Comment: 15 pages revtex, 4 Postscript Figure

The grand canonical ABC model: a reflection asymmetric mean field Potts model

We investigate the phase diagram of a three-component system of particles on a one-dimensional filled lattice, or equivalently of a one-dimensional three-state Potts model, with reflection asymmetric mean field interactions. The three types of particles are designated as $A$, $B$, and $C$. The system is described by a grand canonical ensemble with temperature $T$ and chemical potentials $T\lambda_A$, $T\lambda_B$, and $T\lambda_C$. We find that for $\lambda_A=\lambda_B=\lambda_C$ the system undergoes a phase transition from a uniform density to a continuum of phases at a critical temperature $\hat T_c=(2\pi/\sqrt3)^{-1}$. For other values of the chemical potentials the system has a unique equilibrium state. As is the case for the canonical ensemble for this $ABC$ model, the grand canonical ensemble is the stationary measure satisfying detailed balance for a natural dynamics. We note that $\hat T_c=3T_c$, where $T_c$ is the critical temperature for a similar transition in the canonical ensemble at fixed equal densities $r_A=r_B=r_C=1/3$.Comment: 24 pages, 3 figure

Classical Coulomb Systems:Screening and Correlations Revisited

From the laws of macroscopic electrostatics of conductors (in particular the existence of screening) taken for granted, one can deduce universal properties for the thermal fluctuations in a classical Coulomb system at equilibrium. The universality is especially apparent in the long-range correlations of the electrical potentials and fields. The charge fluctuations are derived from the field fluctuations. This is a convenient way for studying the surface charge fluctuations on a conductor with boundaries. Explicit results are given for simple geometries. The potentials and the fields have Gaussian fluctuations, except for a short-distance cutoff.Comment: 17 pages,TE

Gravity and Nonequilibrium Thermodynamics of Classical Matter

Renewed interest in deriving gravity (more precisely, the Einstein equations) from thermodynamics considerations [1, 2] is stirred up by a recent proposal that 'gravity is an entropic force' [3] (see also [4]). Even though I find the arguments justifying such a claim in this latest proposal rather ad hoc and simplistic compared to the original one I would unreservedly support the call to explore deeper the relation between gravity and thermodynamics, this having the same spirit as my long-held view that general relativity is the hydrodynamic limit [5, 6] of some underlying theories for the microscopic structure of spacetime - all these proposals, together with that of [7, 8], attest to the emergent nature of gravity [9]. In this first paper of two we set the modest goal of studying the nonequilibrium thermodynamics of classical matter only, bringing afore some interesting prior results, without invoking any quantum considerations such as Bekenstein-Hawking entropy, holography or Unruh effect. This is for the sake of understanding the nonequilibrium nature of classical gravity which is at the root of many salient features of black hole physics. One important property of gravitational systems, from self-gravitating gas to black holes, is their negative heat capacity, which is the source of many out-of-the ordinary dynamical and thermodynamic features such as the non-existence in isolated systems of thermodynamically stable configurations, which actually provides the condition for gravitational stability. A related property is that, being systems with long range interaction, they are nonextensive and relax extremely slowly towards equilibrium. Here we explore how much of the known features of black hole thermodynamics can be derived from this classical nonequilibrium perspective. A sequel paper will address gravity and nonequilibrium thermodynamics of quantum fields [10].Comment: 25 pages essay. Invited Talk at Mariofest, March 2010, Rosario, Argentina. Festschrift to appear as an issue of IJMP

Rigorous Proof of a Liquid-Vapor Phase Transition in a Continuum Particle System

We consider particles in ${\Bbb R}^d, d \geq 2$, interacting via attractive pair and repulsive four-body potentials of the Kac type. Perturbing about mean field theory, valid when the interaction range becomes infinite, we prove rigorously the existence of a liquid-gas phase transition when the interaction range is finite but long compared to the interparticle spacing.Comment: 11 pages, in ReVTeX, e-mail addresses: [email protected], [email protected], [email protected]