Consistent thermodynamic framework for interacting particles by neglecting thermal noise

Application of Cairns-Tsallis distribution to the dipole-type Hamiltonian mean-field model

We found that the rare distribution of velocities in quasisteady states of the dipole-type Hamiltonian mean-field model can be explained by the Cairns-Tsallis distribution, which has been used to describe nonthermal electron populations of some plasmas. This distribution gives us two interesting parameters which allow an adequate interpretation of the output data obtained through molecular dynamics simulations, namely, the characteristic parameter q of the so-called nonextensive systems and the α parameter, which can be seen as an indicator of the number of particles with nonequilibrium behavior in the distribution. Our analysis shows that fit parameters obtained for the dipole-type Hamiltonian mean-field simulated system are ad hoc with some nonthermality and nonextensivity constraints found by different authors for plasma systems described through the Cairns-Tsallis distribution.

Non-Additive Entropic Forms and Evolution Equations for Continuous and Discrete Probabilities

Increasing interest has been shown in the subject of non-additive entropic forms during recent years, which has essentially been due to their potential applications in the area of complex systems. Based on the fact that a given entropic form should depend only on a set of probabilities, its time evolution is directly related to the evolution of these probabilities. In the present work, we discuss some basic aspects related to non-additive entropies considering their time evolution in the cases of continuous and discrete probabilities, for which nonlinear forms of Fokker-Planck and master equations are considered, respectively. For continuous probabilities, we discuss an H-theorem, which is proven by connecting functionals that appear in a nonlinear Fokker-Planck equation with a general entropic form. This theorem ensures that the stationary-state solution of the Fokker-Planck equation coincides with the equilibrium solution that emerges from the extremization of the entropic form. At equilibrium, we show that a Carnot cycle holds for a general entropic form under standard thermodynamic requirements. In the case of discrete probabilities, we also prove an H-theorem considering the time evolution of probabilities described by a master equation. The stationary-state solution that comes from the master equation is shown to coincide with the equilibrium solution that emerges from the extremization of the entropic form. For this case, we also discuss how the third law of thermodynamics applies to equilibrium non-additive entropic forms in general. The physical consequences related to the fact that the equilibrium-state distributions, which are obtained from the corresponding evolution equations (for both continuous and discrete probabilities), coincide with those obtained from the extremization of the entropic form, the restrictions for the validity of a Carnot cycle, and an appropriate formulation of the third law of thermodynamics for general entropic forms are discussed.

Statistical dynamics of driven systems of confined interacting particles in the overdamped-motion regime

Systems consisting of confined, interacting particles doing overdamped motion admit an effective description in terms of nonlinear Fokker-Planck equations. The behavior of these systems is closely related to the _S power-law entropies and can be interpreted in terms of the _S-based thermostatistics. The connection between overdamped systems and the _S measures provides valuable insights on diverse physical problems, such as the dynamics of interacting vortices in type-II superconductors. The _S-thermostatistical approach to the study of many-body systems described by nonlinear Fokker-Planck equations has been intensively explored in recent years, but most of these efforts were restricted to systems affected by time-independent external potentials. Here, we extend this treatment to systems evolving under time-dependent external forces. We establish a lower bound on the work done by these forces when they drive the system during a transformation. The bound is expressed in terms of a free energy based on the _S entropy and is satisfied even if the driving forces are not derivable from a potential function. It constitutes a generalization, for systems governed by nonlinear Fokker-Planck equations involving general time-dependent external forces, of the H-theorem satisfied by these systems when the external forces arise from a time-independent potential.

Enthusiasm and Skepticism: Two Pillars of Science—A Nonextensive Statistics Case

Science and its evolution are based on complex epistemological structures. Two of the pillars of such a construction definitively are enthusiasm and skepticism, both being ingredients without which solid knowledge is hardly achieved and certainly not guaranteed. Our friend and colleague Jean Willy André Cleymans (1944–2021), with his open personality, high and longstanding interest for innovation, and recognized leadership in high-energy physics, constitutes a beautiful example of the former. Recently, Joseph I. Kapusta has generously and laboriously offered an interesting illustration of the latter pillar, in the very same field of physics, concerning the very same theoretical frame, namely, nonextensive statistical mechanics and the nonadditive q-entropies on which it is based. I present here a detailed analysis, point by point, of Kapusta’s 19 May 2021 talk and, placing the discussion in a sensibly wider and updated perspective, I refute his bold conclusion that indices q have no physical foundation.

Nonlinear Fokker-Planck Equation for an Overdamped System with Drag Depending on Direction

We investigate a one-dimensional, many-body system consisting of particles interacting via repulsive, short-range forces, and moving in an overdamped regime under the effect of a drag force that depends on direction. That is, particles moving to the right do not experience the same drag as those moving to the left. The dynamics of the system, effectively described by a non-linear, Fokker–Planck equation, exhibits peculiar features related to the way in which the drag force depends on velocity. The evolution equation satisfies an H-theorem involving the Sq nonadditive entropy, and admits particular, exact, time-dependent solutions closely related, but not identical, to the q-Gaussian densities. The departure from the canonical, q-Gaussian shape is related to the fact that in one spatial dimension, in contrast to what occurs in two or more spatial dimensions, the drag’s dependence on direction entails that its dependence on velocity is necessarily (and severely) non-linear. The results reported here provide further evidence of the deep connections between overdamped, many-body systems, non-linear Fokker–Planck equations, and the Sq-thermostatistics.

Multispecies effects in the equilibrium and out-of-equilibrium thermostatistics of overdamped motion

Progress has been recently made, both theoretical and experimental, regarding the thermostatistics of complex systems of interacting particles or agents (species) obeying a nonlinear Fokker-Planck dynamics. However, major advances along these lines have been restricted to systems consisting of only one type of species. The aim of the present contribution is to overcome that limitation, going beyond single-species scenarios. We investigate the dynamics of overdamped motion in interacting and confined many-body systems having two or more species that experience different intra- and interspecific forces in a regime where forces arising from standard thermal noise can be neglected. Even though these forces are neglected, the behavior of the system can be analyzed in terms of an appropriate thermostatistical formalism. By recourse to a mean-field treatment, we derive a set of coupled nonlinear Fokker-Planck equations governing the behavior of these systems. We obtain an H theorem for this Fokker-Planck dynamics and discuss in detail an example admitting an exact, analytical stationary solution.

Beyond Boltzmann-Gibbs-Shannon in Physics and Elsewhere

The pillars of contemporary theoretical physics are classical mechanics, Maxwell electromagnetism, relativity, quantum mechanics, and Boltzmann–Gibbs (BG) statistical mechanics –including its connection with thermodynamics. The BG theory describes amazingly well the thermal equilibrium of a plethora of so-called simple systems. However, BG statistical mechanics and its basic additive entropy SBG started, in recent decades, to exhibit failures or inadequacies in an increasing number of complex systems. The emergence of such intriguing features became apparent in quantum systems as well, such as black holes and other area-law-like scenarios for the von Neumann entropy. In a different arena, the efficiency of the Shannon entropy—as the BG functional is currently called in engineering and communication theory—started to be perceived as not necessarily optimal in the processing of images (e.g., medical ones) and time series (e.g., economic ones). Such is the case in the presence of generic long-range space correlations, long memory, sub-exponential sensitivity to the initial conditions (hence vanishing largest Lyapunov exponents), and similar features. Finally, we witnessed, during the last two decades, an explosion of asymptotically scale-free complex networks. This wide range of important systems eventually gave support, since 1988, to the generalization of the BG theory. Nonadditive entropies generalizing the BG one and their consequences have been introduced and intensively studied worldwide. The present review focuses on these concepts and their predictions, verifications, and applications in physics and elsewhere. Some selected examples (in quantum information, high- and low-energy physics, low-dimensional nonlinear dynamical systems, earthquakes, turbulence, long-range interacting systems, and scale-free networks) illustrate successful applications. The grounding thermodynamical framework is briefly described as well.

Equilibrium States in Two-Temperature Systems

Systems characterized by more than one temperature usually appear in nonequilibrium statistical mechanics. In some cases, e.g., glasses, there is a temperature at which fast variables become thermalized, and another case associated with modes that evolve towards an equilibrium state in a very slow way. Recently, it was shown that a system of vortices interacting repulsively, considered as an appropriate model for type-II superconductors, presents an equilibrium state characterized by two temperatures. The main novelty concerns the fact that apart from the usual temperature T, related to fluctuations in particle velocities, an additional temperature θ was introduced, associated with fluctuations in particle positions. Since they present physically distinct characteristics, the system may reach an equilibrium state, characterized by finite and different values of these temperatures. In the application of type-II superconductors, it was shown that θ≫T, so that thermal effects could be neglected, leading to a consistent thermodynamic framework based solely on the temperature θ. In the present work, a more general situation, concerning a system characterized by two distinct temperatures θ1 and θ2, which may be of the same order of magnitude, is discussed. These temperatures appear as coefficients of different diffusion contributions of a nonlinear Fokker-Planck equation. An H-theorem is proven, relating such a Fokker-Planck equation to a sum of two entropic forms, each of them associated with a given diffusion term; as a consequence, the corresponding stationary state may be considered as an equilibrium state, characterized by two temperatures. One of the conditions for such a state to occur is that the different temperature parameters, θ1 and θ2, should be thermodynamically conjugated to distinct entropic forms, S1 and S2, respectively. A functional Λ[P]≡Λ(S1[P],S2[P]) is introduced, which presents properties characteristic of an entropic form; moreover, a thermodynamically conjugated temperature parameter γ(θ1,θ2) can be consistently defined, so that an alternative physical description is proposed in terms of these pairs of variables. The physical consequences, and particularly, the fact that the equilibrium-state distribution, obtained from the Fokker-Planck equation, should coincide with the one from entropy extremization, are discussed.

Thermodynamic framework for the ground state of a simple quantum system

The ground state of a two-level system (associated with probabilities p and 1-p, respectively) defined by a general Hamiltonian H[over ̂]=H[over ̂]_{0}+λV[over ̂] is studied. The simple case characterized by λ=0, whose Hamiltonian H[over ̂]_{0} is represented by a diagonal matrix, is well established and solvable within Boltzmann-Gibbs statistical mechanics; in particular, it follows the third law of thermodynamics, presenting zero entropy (S_{BG}=0) at zero temperature (T=0). Herein it is shown that the introduction of a perturbation λV[over ̂] (λ>0) in the Hamiltonian may lead to a nontrivial ground state, characterized by an entropy S[p] (with S[p]≠S_{BG}[p]), if the Hermitian operator V[over ̂] is represented by a 2×2 matrix, defined by nonzero off-diagonal elements V_{12}=V_{21}=-z, where z is a real positive number. Hence, this new term in the Hamiltonian, presenting V_{12}≠0, may produce physically significant changes in the ground state, and especially, it allows for the introduction of an effective temperature θ (θ∝λz), which is shown to be a parameter conjugated to the entropy S. Based on this, one introduces an infinitesimal heatlike quantity, δQ=θdS, leading to a consistent thermodynamic framework, and by proposing an infinitesimal form for the first law, a Carnot cycle and thermodynamic potentials are obtained. All results found are very similar to those of usual thermodynamics, through the identification T↔θ, and particularly the form for the efficiency of the proposed Carnot Cycle. Moreover, S also follows a behavior typical of a third law, i.e., S→0, when θ→0.

Nonlinear inhomogeneous Fokker-Planck equations: Entropy and free-energy time evolution

We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is expressed in terms of an entropic functional and an auxiliary potential, both derived from the coefficients of the equation. With reference to the introduced entropic functional, we discuss the entropy production in a relaxation process towards equilibrium. The properties of the stationary solutions of the considered Fokker-Planck equations are also discussed.

Repulsive particles under a general external potential: Thermodynamics by neglecting thermal noise

A recent proposal of an effective temperature θ, conjugated to a generalized entropy s_{q}, typical of nonextensive statistical mechanics, has led to a consistent thermodynamic framework in the case q=2. The proposal was explored for repulsively interacting vortices, currently used for modeling type-II superconductors. In these systems, the variable θ presents values much higher than those of typical room temperatures T, so that the thermal noise can be neglected (T/θ≃0). The whole procedure was developed for an equilibrium state obtained after a sufficiently long-time evolution, associated with a nonlinear Fokker-Planck equation and approached due to a confining external harmonic potential, ϕ(x)=αx^{2}/2 (α>0). Herein, the thermodynamic framework is extended to a quite general confining potential, namely ϕ(x)=α|x|^{z}/z (z>1). It is shown that the main results of the previous analyses hold for any z>1: (i) The definition of the effective temperature θ conjugated to the entropy s_{2}. (ii) The construction of a Carnot cycle, whose efficiency is shown to be η=1-(θ_{2}/θ_{1}), where θ_{1} and θ_{2} are the effective temperatures associated with two isothermal transformations, with θ_{1}>θ_{2}. The special character of the Carnot cycle is indicated by analyzing another cycle that presents an efficiency depending on z. (iii) Applying Legendre transformations for a distinct pair of variables, different thermodynamic potentials are obtained, and furthermore, Maxwell relations and response functions are derived. The present approach shows a consistent thermodynamic framework, suggesting that these results should hold for a general confining potential ϕ(x), increasing the possibility of experimental verifications.

Thermostatistics of a damped bimodal particle

We study the thermostatistics of a damped bimodal particle, i.e., a particle of mass m subject to a work reservoir that is analytically represented by the telegraph noise. Because of the colored nature of the noise, it does not fit the Lévy-Itô class of stochastic processes, making this system an instance of a nonequilibrium system in contact with a non-Gaussian external reservoir. We obtain the statistical description of the position and velocity, namely in the stationary state, as well as the (time-dependent) statistics of the energy fluxes in the system considering no constraints on the telegraph noise features. With that result we are able to give an account of the statistical properties of the large deviations of the injected and dissipated power that can change from sub-Gaussianity to super-Gaussianity depending on the color of the noise. By properly defining an effective temperature for this system, T, we are capable of obtaining an equivalent entropy production-exchange rate equal to the ratio between the dissipation of the medium, γ, and the mass of the particle, m, a relation that concurs with the case of a standard thermal reservoir at temperature, T=T.