Searcharxiv⌕ Search

arXiv subjects

E. G. D. Cohen

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

At least 55 records · Page 3Linked to original sources
arXiv2003

Superstatistical generalization of the work fluctuation theorem

We derive a generalized version of the work fluctuation theorem for nonequilibrium systems with spatio-temporal temperature fluctuations. For chi-square distributed inverse temperature we obtain a generalized fluctuation theorem based on q-exponentials, whereas for other temperature distributions more complicated formulae arise. Since q-exponentials have a power law decay, the decay rate in this generalized fluctuation theorem is much slower than the conventional exponential decay. This implies that work fluctuations can be of relevance for the design of micro and nano structures, since the work done on the system is relatively much larger than in the conventional fluctuation theorem.

cond-mat.stat-mech↗
arXiv2003

Note on nonequilibrium stationary states and entropy

In transformations between nonequilibrium stationary states, entropy might be a not well defined concept. It might be analogous to the ``heat content'' in transformations in equilibrium which is not well defined either, if they are not isochoric ({\it i.e.} do involve mechanical work). Hence we conjecture that un a nonequilbrium stationary state the entropy is just a quantity that can be transferred or created, like heat in equilibrium, but has no physical meaning as ``entropy content'' as a property of the system.

cond-mat.stat-mech↗
arXiv2003

Extended Heat-Fluctuation Theorems for a System with Deterministic and Stochastic Forces

Heat fluctuations over a time τin a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic potential which is moved with constant velocity. Using a Langevin equation, we find the exact Fourier transform of the distribution of these fluctuations for all τ. By a saddle-point method we obtain analytical results for the inverse Fourier transform, which, for not too small τ, agree very well with numerical results from a sampling method as well as from the fast Fourier transform algorithm. Due to the interaction of the deterministic part of the motion of the particle in the mechanical potential with the stochastic part of the motion caused by the fluid, the conventional heat fluctuation theorem is, for infinite and for finite τ, replaced by an extended fluctuation theorem that differs noticeably and measurably from it. In particular, for large fluctuations, the ratio of the probability for absorption of heat (by the particle from the fluid) to the probability to supply heat (by the particle to the fluid) is much larger here than in the conventional fluctuation theorem.

cond-mat.stat-mech↗
arXiv2003

Non-equilibrium Thermodynamics and Fluctuations

In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit expressions for the ratio of the probability to find the system with a certain value of entropy (or heat) production to that of finding the opposite value. A similar theorem for the fluctuations of the work done on a system has recently been demonstrated experimentally for a simple system in a transient state, consisting of a Brownian particle in water, confined by a moving harmonic potential. In this paper we show that because of the interaction between the stochastic motion of the particle in water and its deterministic motion in the potential, very different new heat theorems are found than in the conventional case. One of the consequences of these new heat Fluctuation Theorems is that the ratio of the probability for the Brownian particle to absorb heat from rather than supply heat to the water is much larger than in the Conventional Fluctuation Theorem. This could be of relevance for micro/nano-technology.

cond-mat.stat-mech↗
arXiv2003

Comment on ``Reexamination of experimental tests of the fluctuation theorem" by Narayan and Dhar

Our result in cond-mat/0305147 that, instead of the conventional heat fluctuation theorem (FT), a new FT holds for heat fluctuations for a Brownian particle in a moving confining potential[Wang et al. 2002], was claimed to be disproved in a very recent preprint by Narayan and Dhar, cond-mat/0307148. This comment is meant to show that their assertion is not correct. The point is that they formulate their FT differently than we do ours. Effectively, their FT speaks about a physically irrelevant limiting case of our new FT. This implies that the two \FT s are not in contradiction with each other. Furthermore, we point out an incorrect assumption in their derivation.

cond-mat.stat-mech↗
arXiv2003

An Extension of the Fluctuation Theorem

Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is derived. For infinite time, this reduces to the conventional fluctuation theorem only for small fluctuations; for large fluctuations, it gives a much larger ratio of the probabilities of the particle to absorb rather than supply heat. This persists for finite times and should be observable in experiments similar to a recent one of Wang et al.

cond-mat.stat-mech↗
arXiv2003

Phase transitions and topology changes in configuration space

The relation between thermodynamic phase transitions in classical systems and topological changes in their configuration space is discussed for two physical models and contains the first exact analytic computation of a topologic invariant (the Euler characteristic) of certain submanifolds in the configuration space of two physical models. The models are the mean-field XY model and the one-dimensional XY model with nearest-neighbor interactions. The former model undergoes a second-order phase transition at a finite critical temperature while the latter has no phase transitions. The computation of this topologic invariant is performed within the framework of Morse theory. In both models topology changes in configuration space are present as the potential energy is varied; however, in the mean-field model there is a particularly "strong" topology change, corresponding to a big jump in the Euler characteristic, connected with the phase transition, which is absent in the one-dimensional model with no phase transition. The comparison between the two models has two major consequences: i) it lends new and strong support to a recently proposed topological approach to the study of phase transitions; ii) it allows us to conjecture which particular topology changes could entail a phase transition in general. We also discuss a simplified illustrative model of the topology changes connected to phase transitions using of two-dimensional surfaces, and a possible direct connection between topological invariants and thermodynamic quantities.

cond-mat.stat-mech↗
arXiv2002

Stationary and Transient Work-Fluctuation Theorems for a Dragged Brownian Particle

Recently Wang et al. carried out a laboratory experiment, where a Brownian particle was dragged through a fluid by a harmonic force with constant velocity of its center. This experiment confirmed a theoretically predicted work related integrated (I) Transient Fluctuation Theorem (ITFT), which gives an expression for the ratio for the probability to find positive or negative values for the fluctuations of the total work done on the system in a given time in a transient state. The corresponding integrated stationary state fluctuation theorem (ISSFT) was not observed. Using an overdamped Langevin equation and an arbitrary motion for the center of the harmonic force, all quantities of interest for these theorems and the corresponding non-integrated ones (TFT and SSFT, resp.) are theoretically explicitly obtained in this paper. While the (I)TFT is satisfied for all times, the (I)SSFT only holds asymptotically in time. Suggestions for further experiments with arbitrary velocity of the harmonic force and in which also the ISSFT could be observed, are given. In addition, a non-trivial long-time relation between the ITFT and the ISSFT was discovered, which could be observed experimentally, especially in the case of a resonant circular motion of the center of the harmonic force.

cond-mat.stat-mech↗
arXiv2002

Superstatistics

We consider nonequilibrium systems with complex dynamics in stationary states with large fluctuations of intensive quantities (e.g. the temperature, chemical potential, or energy dissipation) on long time scales. Depending on the statistical properties of the fluctuations, we obtain different effective statistical mechanics descriptions. Tsallis statistics is one, but other classes of generalized statistics are obtained as well. We show that for small variance of the fluctuations all these different statistics behave in a universal way.

cond-mat.stat-mech↗
arXiv2001

Collapse in $1/r^α$ interacting systems

Collapse, or a gravitational-like phase transition is studied in a microcanonical ensemble of particles with an attractive $1/r^α$ potential. A mean field continuous integral equation is used to determine a saddle-point density profile that extremizes the entropy functional. For all $0<α<3$, a critical energy is determined below which the entropy of the system exhibits a discontinuous jump. If an effective short-range cutoff is applied, the entropy jump is finite; if not, the entropy diverges to $+\infty$. A stable integral equation solution represents a state with maximal entropy; the reverse is always true only for a modified integral equation introduced here.

cond-mat.stat-mech↗
arXiv2001

Phase transitions as topology changes in configuration space: an exact result

The phase transition in the mean-field XY model is shown analytically to be related to a topological change in its configuration space. Such a topology change is completely described by means of Morse theory allowing a computation of the Euler characteristic--of suitable submanifolds of configuration space--which shows a sharp discontinuity at the phase transition point, also at finite N. The present analytic result provides, with previous work, a new key to a possible connection of topological changes in configuration space as the origin of phase transitions in a variety of systems.

cond-mat.stat-mech↗
arXiv2001

On first-order phase transition in microcanonical and canonical non-extensive systems

Two examples of Microcanonical Potts models, 2-dimensional nearest neighbor and mean field, are considered via exact enumeration of states and analytical asymptotic methods. In the interval of energies corresponding to a first order phase transition, both of these models exhibit a convex dip in the entropy vs energy plot and a region with negative specific heat within the dip. It is observed that in the nearest neighbor model the dip flattens and disappears as the lattice size grows, while in the mean field model the dip persists even in the limit of an infinite system. If formal transitions from microcanonical to canonical ensembles and back are performed for an infinite but non-extensive system, the convex dip in the microcanonical entropy plot disappears.

cond-mat.stat-mech↗
arXiv2000

Note on chaos and diffusion

Using standard definitions of chaos (as positive Kolmogorov-Sinai entropy) and diffusion (that multiple time distribution functions are Gaussian), we show numerically that both chaotic and nonchaotic systems exhibit diffusion, and hence that there is no direct logical connection between the two properties. This extends a previous result for two time distribution functions.

nlin.CD↗
arXiv2000

Microscopic chaos and diffusion

We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of models involving a single particle moving in two dimensions and colliding with fixed scatterers. We find that a number of microscopically nonchaotic models exhibit diffusion, and that the standard methods of chaotic time series analysis are ill suited to the problem of distinguishing between chaotic and nonchaotic microscopic dynamics. However, we show that periodic orbits play an important role in our models, in that their different properties in chaotic and nonchaotic systems can be used to distinguish such systems at the level of time series analysis, and in systems with absorbing boundaries. Our findings are relevant to experiments aimed at verifying the existence of chaoticity and related dynamical properties on a microscopic level in diffusive systems.

nlin.CD↗
arXiv1999

Geometric approach to Hamiltonian dynamics and statistical mechanics

This paper is a review of results which have been recently obtained by applying mathematical concepts drawn, in particular, from differential geometry and topology, to the physics of Hamiltonian dynamical systems with many degrees of freedom of interest for statistical mechanics. The first part of the paper concerns the applications of methods used in classical differential geometry to study the chaotic dynamics of Hamiltonian systems. Starting from the identity between the trajectories of a dynamical system and the geodesics in its configuration space, a geometric theory of chaotic dynamics can be developed, which sheds new light on the origin of chaos in Hamiltonian systems. In fact, it appears that chaos can be induced not only by negative curvatures, as was originally surmised, but also by positive curvatures, provided the curvatures are fluctuating along the geodesics. In the case of a system with a large number of degrees of freedom it is possible to give an analytical estimate of the largest Lyapunov exponent by means of a geometric model independent of the dynamics. In the second part of the paper the phenomenon of phase transitions is addressed and it is here that topology comes into play. In fact, when a system undergoes a phase transition, the fluctuations of the configuration-space curvature exhibit a singular behavior at the phase transition point, which can be qualitatively reproduced using geometric models. In these models the origin of the singular behavior of the curvature fluctuations appears to be caused by a topological transition in configuration space. This leads us to put forward a Topological Hypothesis (TH). The content of the TH is that phase transitions would be related at a deeper level to a change in the topology of the configuration space of the system.

cond-mat.stat-mech↗
arXiv1999

Note on the Kaplan-Yorke dimension and linear transport coefficients

A number of relations between the Kaplan-Yorke dimension, phase space contraction, transport coefficients and the maximal Lyapunov exponents are given for dissipative thermostatted systems, subject to a small external field in a nonequilibrium stationary state. A condition for the extensivity of phase space dimension reduction is given. A new expression for the transport coefficients in terms of the Kaplan-Yorke dimension is derived. Alternatively, the Kaplan-Yorke dimension for a dissipative macroscopic system can be expressed in terms of the transport coefficients of the system. The agreement with computer simulations for an atomic fluid at small shear rates is very good.

cond-mat.stat-mech↗
arXiv1999

Microscopic chaos from Brownian motion?

A recent experiment on Brownian motion has been interpreted to exhibit direct evidence for microscopic chaos. In this note we demonstrate that virtually identical results can be obtained numerically using a manifestly microscopically nonchaotic system.

chao-dyn↗