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Derivation of a two-generator framework of nonequilibrium thermodynamics for quantum systems

Starting from the quantum description of isolated systems on the microscopic level we derive the two-generator formulation of nonequilibrium thermodynamics by means of the projection-operator technique. As a generalized canonical ensemble is employed, we obtain a convenient starting point for practical calculations in nonequilibrium thermodynamics; in particular, also in the classical limit. All dynamical material properties are contained in a canonical nonequilibrium correlation. However, the generalized canonical approach is inappropriate for systems with large fluctuations; possible steps toward a suitable generalization for quantum systems are discussed.

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Thermodynamic and structural aspects of the potential energy surface of simulated water.

Relations between the thermodynamics and dynamics of supercooled liquids approaching a glass transition is a topic of considerable interest. The potential energy surface of model liquids has been increasingly studied, since it provides a connection between the configurational component of the partition function on the one hand, and the system dynamics on the other. This connection is most obvious at low temperatures, where the motion of the system can be partitioned into vibrations within a basin of attraction and infrequent interbasin transitions. In this work, we present a description of the potential energy surface properties of supercooled liquid water. The dynamics of this model have been studied in great detail in recent years. We locate the minima sampled by the liquid by "quenches" from equilibrium configurations generated via molecular dynamics simulations, and then calculate the temperature and density dependence of the basin energy, degeneracy, and shape. The temperature dependence of the energy of the minima is qualitatively similar to simple liquids, but has anomalous density dependence. The unusual density dependence is also reflected in the configurational entropy, the thermodynamic measure of degeneracy. Finally, we study the structure of simulated water at the minima, which provides insight on the progressive tetrahedral ordering of the liquid on cooling.

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Legendre transform in the thermodynamics of flowing polymer solutions.

We propose a Legendre transform linking two different choices of nonequilibrium variables (viscous pressure tensor and configuration tensor) in the thermodynamics of flowing polymer solutions. This may avoid some current confusions in the analysis of thermodynamic effects in polymer solutions under flow.

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Thermodynamically consistent mesoscopic fluid particle model.

We present a finite volume Lagrangian discretization of the continuum equations of hydrodynamics through the Voronoi tessellation. We then show that a slight modification of these discrete equations satisfies the first and second laws of thermodynamics. This is done by casting the model into the GENERIC structure. The GENERIC structure ensures thermodynamic consistency and allows for the introduction of correct thermal fluctuations in simple terms. In this way, we obtain a consistent discrete model for Lagrangian fluctuating hydrodynamics. Simulation results are presented that show the validity of the model for simulating hydrodynamic problems at mesoscopic scales.

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Quantum thermodynamic cooling cycle.

The quantum-mechanical and thermodynamic properties of a three-level molecular cooling cycle are derived. An inadequacy of earlier models is rectified in accounting for the spontaneous emission and absorption associated with the coupling to the coherent driving field via an environmental reservoir. This additional coupling need not be dissipative, and can provide a thermal driving force-the quantum analog of classical absorption chillers. The dependence of the maximum attainable cooling rate on temperature, at ultralow temperatures, is determined and shown to respect the recently established fundamental bound based on the second and third laws of thermodynamics.

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Thermodynamic functions of harmonic Coulomb crystals.

Phonon frequency moments and thermodynamic functions (electrostatic and vibrational parts of the free energy, internal energy, and heat capacity) are calculated for bcc and fcc Coulomb crystals in the harmonic approximation with a fractional accuracy < or equivalent to 10(-5). Temperature dependence of thermodynamic functions is fitted by analytical formulas with an accuracy of a few parts in 10(5). The static-lattice (Madelung) part of the free energy is calculated with an accuracy of approximately 10(-12). The Madelung constant and frequency moments of hcp crystals are also computed.

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Mesoscopic nonequilibrium thermodynamics of single macromolecules and dynamic entropy-energy compensation.

We introduce axiomatically a complete thermodynamic formalism for a single macromolecule, either with or without detailed balance, in an isothermal ambient fluid based on its stochastic dynamics. With detailed balance, the theory yields mesoscopic, nonequilibrium for entropy (Upsilon(t)) and free energy (Psi(t)) of the macromolecule. Upsilon(t) and Psi(t) fluctuate. Expectation (d/dt)E[Psi(t)]< or =0, "="holds if and only if the macromolecule is at thermal equilibrium, in which we show that Upsilon(t) still fluctuates but Psi(t) is a constant. The entropy fluctuation of Landau, E[(DeltaUpsilon(t))(2)], precisely matches the fluctuation in the internal energy, which in turn equals the fluctuation in heat dissipation. As a generalization of Clausius' classic result, the dynamic fluctuations in the entropy and energy of the macromolecule are exactly compensated at thermal equilibrium. For systems with detailed balance, Helmholtz free energy is shown to be the potential of Onsager's thermodynamic force.

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Phase behavior and thermodynamic anomalies of core-softened fluids.

We report extensive simulation studies of phase behavior in single component systems of particles interacting via a core-softened interparticle potential. Two recently proposed examples of such potentials are considered; one in which the hard core exhibits a shoulder [Sadr-Lahijany et al., Phys. Rev. Lett. 81, 4895 (1998)], and the other in which the softening takes the form of a linear ramp [Jagla, Phys. Rev. E 63, 061501 (2001)]. Using a combination of state-of-the-art Monte Carlo methods, we obtain the gas, liquid, and solid phase behavior of the shoulder model in two dimensions. We then focus on the thermodynamic anomalies of the liquid phase, namely, maxima in the density and compressibility as a function of temperature. Analysis of the finite-size behavior of these maxima suggests that, rather than stemming from a metastable liquid-liquid critical point, as previously supposed, they are actually induced by the quasicontinuous nature of the two dimensional freezing transition. For the ramp model in three dimensions, we confirm the existence of a stable liquid-liquid ("second") critical point occurring at higher pressure and lower temperature than the liquid-gas critical point. Both these critical points and portions of their associated coexistence curves are located to high precision. In contrast to the shoulder model, the observed thermodynamic anomalies of this model are found to be authentic, i.e., they are not engendered by an incipient new phase. We trace the locus of density and compressibility maxima, the former of which appears to terminate close to the second critical point.

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Failure of thermodynamics near a phase transition.

In the vicinity of a first-order phase transition, the equation of state might be different when the extensive variable is controlled instead of the intensive one, violating the uniqueness of thermodynamics. A sufficient condition for this nonequivalence to survive at the thermodynamical limit is worked out for classical systems. If energy consists of a kinetic and a potential part, the microcanonical ensemble does not converge towards the canonical ensemble when the kinetic heat capacity is larger than the modulus of the negative interaction heat capacity.

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Thermodynamics and structure of self-assembled networks.

We study a generic model of self-assembling chains that can branch and form networks with branching points (junctions) of arbitrary functionality. The physical realizations include physical gels, wormlike micelles, dipolar fluids, and microemulsions. The model maps the partition function of a solution of branched, self-assembling, mutually avoiding clusters onto that of a Heisenberg magnet in the mathematical limit of zero spin components. As for the calculation of thermodynamic properties as well as the scattering structure factor, the mapping rigorously accounts for all possible cluster configurations, except for closed rings. The model is solved in the mean-field approximation. It is found that despite the absence of any specific interaction between the chains, the presence of the junctions induces an effective attraction between the monomers, which in the case of threefold junctions leads to a first-order reentrant phase separation between a dilute phase consisting mainly of single chains, and a dense network, or two network phases. The model is then modified to predict the structural properties at the mean-field level. Independent of the phase separation, we predict a percolation (connectivity) transition at which an infinite network is formed. The percolation transition partially overlaps with the first-order transition, and is a continuous, nonthermodynamic transition that describes a change in the topology of the system. Our treatment that predicts both the thermodynamic phase equilibria as well as the spatial correlations in the system allows us to treat both the phase separation and the percolation threshold within the same framework. The density-density correlation has the usual Ornstein-Zernicke form at low monomer densities. At higher densities, a peak emerges in the structure factor, signifying the onset of medium-range order in the system. Implications of the results for different physical systems are discussed.

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Thermodynamics of critical strange nonchaotic attractors.

The thermodynamic formalism is applied to dynamical attractors which have fractal geometry and on which all Lyapunov exponents are exactly zero. Such critical strange nonchaotic attractors (SNAs) which arise, for example, in the Harper system exhibit a static phase transition in the free energy. The Tsallis nonextensive entropy which is known to characterize the thermodynamics of systems with leading Lyapunov exponent zero is found to be subadditive for the critical states. These properties are shared by other quasiperiodic systems with critical SNAs.

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Regularly alternating spin-1/2 anisotropic XY chains: the ground-state and thermodynamic properties.

Using the Jordan-Wigner transformation and continued fractions we calculate rigorously the thermodynamic quantities for the spin-1/2 transverse Ising chain with periodically varying intersite interactions and/or on-site fields. We consider in detail the properties of the chains having a period of the transverse field modulation equal to 3. The regularly alternating transverse Ising chain exhibits several quantum phase transition points, where the number of transition points for a given period of alternation strongly depends on the specific set of the Hamiltonian parameters. The critical behavior in most cases is the same as for the uniform chain. However, for certain sets of the Hamiltonian parameters the critical behavior may be changed and weak singularities in the ground-state quantities appear. Due to the regular alternation of the Hamiltonian parameters the transverse Ising chain may exhibit plateaulike steps in the zero-temperature dependence of the transverse magnetization vs transverse field and many-peak temperature profiles of the specific heat. We compare the ground-state properties of regularly alternating transverse Ising and transverse XX chains and of regularly alternating quantum and classical chains. Making use of the corresponding unitary transformations we extend the elaborated approach to the study of thermodynamics of regularly alternating spin-1/2 anisotropic XY chains without field. We use the exact expression for the ground-state energy of such a chain of period 2 to discuss how the exchange interaction anisotropy destroys the spin-Peierls dimerized phase.

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Microcanonical calculations of excess thermodynamic properties of dense binary systems.

We derive a formulation to calculate the excess chemical potential of a fraction of N1 particles interacting with N2 particles of a different species. The excess chemical potential is calculated numerically from first principles by coupling molecular dynamics and Thomas-Fermi density functional theory to take into account the contribution arising from the quantum electrons on the forces acting on the ions. The choice of this simple functional is motivated by the fact that the present paper is devoted to the derivation and the validation of the method but more complicated functionals can and will be implemented in the future. This method is applied in the microcanonical ensemble, the most natural ensemble for molecular dynamics simulations. This avoids the introduction of a thermostat in the simulation and thus uncontrolled modifications of the trajectories calculated from the forces between particles. The calculations are conducted for three values of the input thermodynamic quantities, energy and density, and for different total numbers of particles in order to examine the uncertainties due to finite-size effects. This method and these calculations lie the basic foundation to study the thermodynamic stability of dense mixtures, without any a priori assumption on the degree of ionization of the different species.

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Saddle index properties, singular topology, and its relation to thermodynamic singularities for a phi4 mean-field model.

We investigate the potential energy surface of a phi(4) model with infinite range interactions. All stationary points can be uniquely characterized by three real numbers alpha(+) , alpha(0) , alpha(-) with alpha(+) + alpha(0) + alpha(-) =1 , provided that the interaction strength mu is smaller than a critical value. The saddle index n(s) is equal to alpha(0) and its distribution function has a maximum at n(max)(s) =1/3 . The density p (e) of stationary points with energy per particle e , as well as the Euler characteristic chi (e) , are singular at a critical energy e(c) (mu) , if the external field H is zero. However, e(c) (mu) not equal upsilon(c) (mu) , where upsilon(c) (mu) is the mean potential energy per particle at the thermodynamic phase transition point T(c) . This proves that previous claims that the topological and thermodynamic transition points coincide is not valid, in general. Both types of singularities disappear for H not equal 0 . The average saddle index n (s) as function of e decreases monotonically with e and vanishes at the ground state energy, only. In contrast, the saddle index n(s) as function of the average energy e ( n(s) ) is given by n(s) ( e ) =1+4 e (for H=0 ) that vanishes at e =-1/4> upsilon(0) , the ground state energy.

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Path integrals and fluctuations in irreversible thermodynamics.

We express the set of stochastic differential equations which describe fluctuations in linear irreversible thermodynamics in terms of path integrals. The stochastic terms which are added to the linearized macroscopic equations have a correlation matrix that is singular, which implies that the straightforward formulation of the problem in terms of path integrals fails. We therefore begin by constructing a path-integral representation which is valid whether or not the correlation matrix is singular. We apply this to linearized irreversible thermodynamics, but the technique is designed to be applicable to more general versions of the theory. The approach emphasizes the role of the response and correlation functions as basic elements of the theory, and we calculate these quantities explicitly for the case of density fluctuations in a fluid.

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Closed form for the equations of chemically reacting flows under local thermodynamic equilibrium.

We present a closed form for the governing equations of chemically reacting flows under local thermodynamic equilibrium, which rigorously takes into account effects of elemental (de)mixing. To this end, we show that when chemistry is fast, the diffusion fluxes of elements and species enthalpies can be expressed as explicit linear functions of gradients of elemental mass fractions and temperature. Our formulation is a natural extension of classical work on local equilibrium flows by other authors and yields results equivalent with a recent fully rigorous mathematical theory in a straightforward and physically appealing manner. The obtained set of equations is well-suited for numerical implementations and does not require the computationally expensive evaluation of thermodynamic derivatives using finite differences. The new transport coefficients that appear in the equations allow quantitative predictions and help to gain deeper insight into the physics of chemically reacting flows at and near local equilibrium.

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Thermodynamics, structure, and dynamics of water confined between hydrophobic plates.

We perform molecular dynamics simulations of 512 waterlike molecules that interact via the TIP5P potential and are confined between two smooth hydrophobic plates that are separated by 1.10 nm. We find that the anomalous thermodynamic properties of water are shifted to lower temperatures relative to the bulk by approximately 40 K. The dynamics and structure of the confined water resemble bulk water at higher temperatures, consistent with the shift of thermodynamic anomalies to lower temperature. Because of this T shift, our confined water simulations (down to T=220 K) do not reach sufficiently low temperature to observe a liquid-liquid phase transition found for bulk water at T approximately 215 K using the TIP5P potential, but we see inflections in isotherms at lower temperatures presumably due to the presence of a liquid-liquid critical point. We find that the different crystalline structures that can form for two different separations of the plates, 0.7 and 1.10 nm, have no counterparts in the bulk system, and we discuss the relevance to experiments on confined water.

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Nonequilibrium thermodynamics for open systems.

We develop the general equation for the nonequilibrium reversible-irreversible coupling (GENERIC) framework of nonequilibrium thermodynamics for open systems. A clear distinction between bulk and boundary contributions to the Poisson and dissipative brackets employed to generate reversible and irreversible contributions to time evolution from energy and entropy allows us to formulate the bulk equations as well as the exchange and interaction with the environment directly. The full brackets keep all the structure and hence the predictive power of the original GENERIC for isolated systems. The straightforward procedure is illustrated for hydrodynamics of open systems. Boltzmann's kinetic equation is discussed as a further example. In the Appendix, the thermodynamic treatment of surface excess variables at walls and their role in boundary conditions for the bulk variables is exemplified for a diffusion cell.

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