arXiv subjects

E. G. D. Cohen

Publications and source records attributed to E. G. D. Cohen.

At least 37 records · Page 2Linked to original sources

arXiv2008

Fluctuation properties of an effective nonlinear system subject to Poisson noise

We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which in turn leads to singular features in the work distribution. On the basis of an analytic solution we find that the conventional fluctuation theorem is violated in this model, even though the distribution exhibits a large deviation form. Furthermore, we demonstrate that the interplay of the various time scales leads to critical behaviors, such as a negative fluctuation function and a divergence in the work distribution at the singularity. In a certain parameter regime large negative work fluctuations are more likely to occur than the corresponding positive ones, though the average work is always positive, in agreement with the second law.

cond-mat.stat-mech↗

arXiv2008

Entropy, Probability and Dynamics

Boltzmann's struggle with a derivation of the Second Law of Thermodynamics is sketched. So is his first derivation of the connection between entropy and probability in 1877. Planck's derivation and quantum mechanical modifications of Boltzmann's connection between entropy probability are given next. Then Einstein's objections to a purely probabilistic rather than a dynamical interpretation of entropy are discussed. Finally, the dynamical basis of the Sinai-Ruelle-Bowen distribution for very chaotic systems is sketched and appears to be an example of Einstein's dynamical interpretation of entropy.

physics.hist-ph↗

arXiv2008

Properties of Nonequilibrium Steady States: a Path Integral Approach

A number of properties of systems in a nonequilibrium steady state (NESS) are investigated by a generalization of the Onsager-Machlup (OM) path integral approach for systems in an equilibrium state (ES). A thermodynamics formally identical to that in an ES can be formulated, but with definitions of work and heat as those needed to maintain the NESS. In this approach, the heat plays a crucial role and is directly related to the different behavior of a system?s forward and backward paths in time in an appropriate function space. However, an ambiguity in the choice of the time- backward path corresponding to a given time-forward path prevents a unique general formal theory for systems in a NESS. Unique unambiguous physically acceptable physical results for a system in a NESS appear to be obtainable only after specifying the physical nonequilibrium parameters, which define a system in a NESS as part of a larger system. NESS systems are therefore fundamentally different from those in an ES. Furthermore, an example is given for a particular system that the fluctuations of a system in a NESS behave in many respects very differently from those in a system in an ES.

cond-mat.stat-mech↗

arXiv2008

Gaussian approximation to single particle correlations at and below the picosecond scale for Lennard-Jones and nanoparticle fluids

To describe short-time (picosecond) and small-scale (nanometre) transport in fluids, a Green's function approach was recently developed. This approach relies on an expansion of the distribution of single particle displacements around a Gaussian function, yielding an infinite series of correction terms. Applying a recent theorem [Van Zon and Cohen, J. Stat. Phys. 123, 1-37 (2006)] shows that for sufficiently small times the terms in this series become successively smaller, so that truncating the series near or at the Gaussian level might provide a good approximation. In the present paper, we derive a theoretical estimate for the time scale at which truncating the series at or near the Gaussian level could be supposed to be accurate for equilibrium nanoscale systems. In order to numerically estimate this time scale, the coefficients for the first few terms in the series are determined in computer simulations for a Lennard-Jones fluid, an isotopic Lennard-Jones mixture and a suspension of a Lennard-Jones-based model of nanoparticles in a Lennard-Jones fluid. The results suggest that for Lennard-Jones fluids an expansion around a Gaussian is accurate at time scales up to a picosecond, while for nanoparticles in suspension (a nanofluid), the characteristic time scale up to which the Gaussian is accurate becomes of the order of five to ten picoseconds.

cond-mat.stat-mech↗

arXiv2007

Fluctuation relation for a Lévy particle

We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the Lévy type. In the stationary regime, the probability density of the work is found to have ``fat'' power-law tails which assign a relatively high probability to large fluctuations compared with the case where the random forcing is Gaussian. These tails lead to a strong violation of existing fluctuation theorems, as the ratio of the probabilities of positive and negative work fluctuations of equal magnitude behaves in a non-monotonic way. Possible experiments that could probe these features are proposed.

cond-mat.stat-mech↗

arXiv2007

Nonequilibrium steady state thermodynamics and fluctuations for stochastic systems

We use the work done on and the heat removed from a system to maintain it in a nonequilibrium steady state for a thermodynamic-like description of such a system as well as of its fluctuations. Based on a generalized Onsager-Machlup theory for nonequilibrium steady states we indicate two ambiguities, not present in an equilibrium state, in defining such work and heat: one due to a non-uniqueness of time-reversal procedures and another due to multiple possibilities to separate heat into work and an energy difference in nonequilibrium steady states. As a consequence, for such systems, the work and heat satisfy multiple versions of the first and second laws of thermodynamics as well as of their fluctuation theorems. Unique laws and relations appear only to be obtainable for concretely defined systems, using physical arguments to choose the relevant physical quantities. This is illustrated on a number of systems, including a Brownian particle in an electric field, a driven torsion pendulum, electric circuits and an energy transfer driven by a temperature difference.

cond-mat.stat-mech↗

arXiv2007

Superstatistics, thermodynamics, and fluctuations

A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary thermodynamics is recovered as a special case of the present theory, and corrections to it can be systematically evaluated. A generalization of Einstein's relation for fluctuations is presented using a maximum entropy condition.

cond-mat.stat-mech↗

arXiv2007

Inertial Effects in Nonequilibrium Work Fluctuations by a Path Integral Approach

Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the laboratory and comoving frames and prove the asymptotic fluctuation theorem for these works for any initial condition. Important and observable differences between the work fluctuations in the two frames appear for finite times and are discussed concretely for a nonequilibrium steady state initial condition. We also show that for finite times a time oscillatory behavior appears in the work distribution function for masses larger than a nonzero critical value.

cond-mat.stat-mech↗

arXiv2007

Stationary State Fluctuation Theorems for Driven Langevin Systems

Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the context of an exactly solvable model, namely a Brownian particle in a harmonic potential, which is dragged through the surrounding fluid. In this model, work fluctuations obey the conventional form of the fluctuation theorem while heat fluctuations satisfy an extended form. The connection with other work in recent literature is pointed out, and further generalizations are suggested.

cond-mat.stat-mech↗

arXiv2006

Short-time fluctuations of displacements and work

A recent theorem giving the initial behavior of very short-time fluctuations of particle displacements in classical many-body systems is discussed. It has applications to equilibrium and non-equilibrium systems, one of which is a series expansion of the distribution of work fluctuations around a Gaussian function. To determine the time-scale at which this series expansion is valid, we present preliminary numerical results for a Lennard-Jones fluid. These results suggest that the series expansion converges up to time scales on the order of a picosecond, below which a simple Gaussian function for the distribution of the displacements can be used.

cond-mat.stat-mech↗

arXiv2006

Onsager-Machlup theory for nonequilibrium steady states and fluctuation theorems

A generalization of the Onsager-Machlup theory from equilibrium to nonequilibrium steady states and its connection with recent fluctuation theorems are discussed for a dragged particle restricted by a harmonic potential in a heat reservoir. Using a functional integral approach, the probability functional for a path is expressed in terms of a Lagrangian function from which an entropy production rate and dissipation functions are introduced, and nonequilibrium thermodynamic relations like the energy conservation law and the second law of thermodynamics are derived. Using this Lagrangian function we establish two nonequilibrium detailed balance relations, which not only lead to a fluctuation theorem for work but also to one related to energy loss by friction. In addition, we carried out the functional integrals for heat explicitly, leading to the extended fluctuation theorem for heat. We also present a simple argument for this extended fluctuation theorem in the long time limit.

cond-mat.stat-mech↗

arXiv2006

Theorem on the Distribution of Short-Time Particle Displacements with Physical Applications

The distribution of the initial short-time displacements of particles is considered for a class of classical systems under rather general conditions on the dynamics and with Gaussian initial velocity distributions, while the positions could have an arbitrary distribution. This class of systems contains canonical equilibrium of a Hamiltonian system as a special case. We prove that for this class of systems the nth order cumulants of the initial short-time displacements behave as the 2n-th power of time for all n>2, rather than exhibiting an nth power scaling. This has direct applications to the initial short-time behavior of the Van Hove self-correlation function, to its non-equilibrium generalizations the Green's functions for mass transport, and to the non-Gaussian parameters used in supercooled liquids and glasses.

cond-mat.stat-mech↗

arXiv2005

Theorem on the Distribution of Short Time Single Particle Displacements

The distribution of the initial very short-time displacements of a single particle is considered for a class of classical systems with Gaussian initial velocity distributions and arbitrary initial particle positions. A very brief sketch is given of a rather intricate and lengthy proof that for this class of systems the nth order cumulants behave as t^{2n} for all n>2, rather than as t^{n}. We also briefly discuss some physical consequences for liquids.

cond-mat.stat-mech↗

arXiv2005

Atmospheric turbulence and superstatistics

Nonequilibrium systems with large-scale fluctuations of a suitable system parameter are often effectively described by a superposition of two statistics, a superstatistics. Here we illustrate this concept by analysing experimental data of fluctuations in atmospheric wind velocity differences at Florence airport.

cond-mat.stat-mech↗

arXiv2005

Green's functions and hydrodynamics for isotopic binary diffusion

We study classical binary fluid mixtures in which densities vary on very short time (ps) and length (nm) scales, such that hydrodynamics does not apply. In a pure fluid with a localized heat pulse the breakdown of hydrodynamics was overcome using Green's functions which connect the initial densities to those at later times. Numerically it appeared that for long times the results from the Green's functions would approach hydrodynamics. In this paper we extend the Green's functions theory to binary mixtures. For the case of isothermal isobaric mutual diffusion in isotopic binary mixtures and ideal binary mixtures, which is easier to handle than heat conduction yet still non-trivial, we show analytically that in the Green's function approach one recovers hydrodynamic behaviour at long time scales provided the system reaches local equilibrium at long times. This is a first step toward giving the Green's function theory a firmer basis because it can for this case be considered as an extension of hydrodynamics.

cond-mat.stat-mech↗

arXiv2004

Weak and strong chaos in FPU models and beyond

We briefly review some of the most relevant results that our group obtained in the past, while investigating the dynamics of the Fermi-Pasta-Ulam (FPU) models. A first result is the numerical evidence of the existence of two different kinds of transitions in the dynamics of the FPU models: i) a Stochasticity Threshold (ST), characterized by a value of the energy per degree of freedom below which the overwhelming majority of the phase space trajectories are regular (vanishing Lyapunov exponents). It tends to vanish as the number N of degrees of freedom is increased. ii) a Strong Stochasticity Threshold (SST), characterized by a value of the energy per degree of freedom at which a crossover appears between two different power laws of the energy dependence of the largest Lyapunov exponent, which phenomenologically corresponds to the transition between weakly and strongly chaotic regimes. It is stable with N. A second result is the development of a Riemannian geometric theory to explain the origin of Hamiltonian chaos. The starting of this theory has been motivated by the inadequacy of the approach based on homoclinic intersections to explain the origin of chaos in systems of arbitrarily large N, or arbitrarily far from quasi-integrability, or displaying a transition between weak and strong chaos. Finally, a third result stems from the search for the transition between weak and strong chaos in systems other than FPU. Actually, we found that a very sharp SST appears as the dynamical counterpart of a thermodynamic phase transition, which in turn has led, in the light of the Riemannian theory of chaos, to the development of a topological theory of phase transitions.

cond-mat.stat-mech↗

arXiv2004

Note on the Jarzynski Equality

The Jarzynski Equality relates the free energy difference between two equilibrium states of a system to the average of the work over all irreversible paths to go from one state to the other. We claim that the derivation of this equality is flawed, introducing an ad hoc and unjustified weighting factor which handles improperly the heat exchange with a heat bath. Therefore Liphardt et al's experiment cannot be viewed as a confirmation of this equality, although the numerical deviations between the two are small. However, the Jarzynski Equality may well be a useful approximation, e.g. in measurements on single molecules in solution.

cond-mat.stat-mech↗

arXiv2004

Power and heat fluctuation theorems for electric circuits

Using recent fluctuation theorems from nonequilibrium statistical mechanics, we extend the theory for voltage fluctuations in electric circuits to power and heat fluctuations. They could be of particular relevance for the functioning of small circuits. This is done for a parallel resistor and capacitor with a constant current source for which we use the analogy with a Brownian particle dragged through a fluid by a moving harmonic potential, where circuit-specific analogues are needed on top of the Brownian-Nyquist analogy. The results may also hold for other circuits as another example shows.

cond-mat.stat-mech↗