No Arabic abstract
We study the response to perturbations in the thermodynamic limit of a network of coupled identical agents undergoing a stochastic evolution which, in general, describes non-equilibrium conditions. All systems are nudged towards the common centre of mass. We derive Kramers-Kronig relations and sum rules for the linear susceptibilities obtained through mean field Fokker-Planck equations and then propose corrections relevant for the macroscopic case, which incorporates in a self-consistent way the effect of the mutual interaction between the systems. Such an interaction creates a memory effect. We are able to derive conditions determining the occurrence of phase transitions specifically due to system-to-system interactions. Such phase transitions exist in the thermodynamic limit and are associated with the divergence of the linear response but are not accompanied by the divergence in the integrated autocorrelation time for a suitably defined observable. We clarify that such endogenous phase transitions are fundamentally different from other pathologies in the linear response that can be framed in the context of critical transitions. Finally, we show how our results can elucidate the properties of the Desai-Zwanzig model and of the Bonilla-Casado-Morillo model, which feature paradigmatic equilibrium and non-equilibrium phase transitions, respectively.
We construct a novel approach, based on thermodynamic geometry, to characterize first-order phase transitions from a microscopic perspective, through the scalar curvature in the equilibrium thermodynamic state space. Our method resolves key theoretical issues in macroscopic thermodynamic constructs, and furthermore characterizes the Widom line through the maxima of the correlation length, which is captured by the thermodynamic scalar curvature. As an illustration of our method, we use it in conjunction with the mean field Van der Waals equation of state to predict the coexistence curve and the Widom line. Where closely applicable, it provides excellent agreement with experimental data. The universality of our method is indicated by direct calculations from the NIST database.
We consider simple mean field continuum models for first order liquid-liquid demixing and solid-liquid phase transitions and show how the Maxwell construction at phase coexistence emerges on going from finite-size closed systems to the thermodynamic limit. The theories considered are the Cahn-Hilliard model of phase separation, which is also a model for the liquid-gas transition, and the phase field crystal model of the solid-liquid transition. Our results show that states comprising the Maxwell line depend strongly on the mean density with spatially localized structures playing a key role in the approach to the thermodynamic limit.
(abridged) In this paper, we present the issues we consider as essential as far as the statistical mechanics of finite systems is concerned. In particular, we emphasis our present understanding of phase transitions in the framework of information theory. Information theory provides a thermodynamically-consistent treatment of finite, open, transient and expanding systems which are difficult problems in approaches using standard statistical ensembles. As an example, we analyze is the problem of boundary conditions, which in the framework of information theory must also be treated statistically. We recall that out of the thermodynamical limit the different ensembles are not equivalent and in particular they may lead to dramatically different equation of states, in the region of a first order phase transition. We recall the recent progresses achieved in the understanding of first-order phase transition in finite systems: the equivalence between the Yang-Lee theorem and the occurrence of bimodalities in the intensive ensemble and the presence of inverted curvatures of the thermodynamic potential of the associated extensive ensemble.
Nonanalyticities of thermodynamic functions are studied by adopting an approach based on stationary points of the potential energy. For finite systems, each stationary point is found to cause a nonanalyticity in the microcanonical entropy, and the functional form of this nonanalytic term is derived explicitly. With increasing system size, the order of the nonanalytic term grows, leading to an increasing differentiability of the entropy. It is found that only asymptotically flat stationary points may cause a nonanalyticity that survives in the thermodynamic limit, and this property is used to derive an analytic criterion establishing the existence or absence of phase transitions. We sketch how this result can be employed to analytically compute transition energies of classical spin models.
We study the nature of the phase transition in the multifractal formalism of the harmonic measure of Diffusion Limited Aggregates (DLA). Contrary to previous work that relied on random walk simulations or ad-hoc models to estimate the low probability events of deep fjord penetration, we employ the method of iterated conformal maps to obtain an accurate computation of the probability of the rarest events. We resolve probabilities as small as $10^{-70}$. We show that the generalized dimensions $D_q$ are infinite for $q<q^*$, where $q^*= -0.17pm 0.02$. In the language of $f(alpha)$ this means that $alpha_{max}$ is finite. We present a converged $f(alpha)$ curve.