No Arabic abstract
Experiments show that macroscopic systems in a stationary nonequilibrium state exhibit long range correlations of the local thermodynamic variables. In previous papers we proposed a Hamilton-Jacobi equation for the nonequilibrium free energy as a basic principle of nonequilibrium thermodynamics. We show here how an equation for the two point correlations can be derived from the Hamilton-Jacobi equation for arbitrary transport coefficients for dynamics with both external fields and boundary reservoirs. In contrast with fluctuating hydrodynamics, this approach can be used to derive equations for correlations of any order. Generically, the solutions of the equation for the correlation functions are non-trivial and show that long range correlations are indeed a common feature of nonequilibrium systems. Finally, we establish a criterion to determine whether the local thermodynamic variables are positively or negatively correlated in terms of properties of the transport coefficients.
Systems with long-range interactions display a short-time relaxation towards Quasi Stationary States (QSSs) whose lifetime increases with system size. The application of Lynden-Bells theory of violent relaxation to the Hamiltonian Mean Field model leads to the prediction of out-of-equilibrium first and second order phase transitions between homogeneous (zero magnetization) and inhomogeneous (non-zero magnetization) QSSs, as well as an interesting phenomenon of phase re-entrances. We compare these theoretical predictions with direct $N$-body numerical simulations. We confirm the existence of phase re-entrance in the typical parameter range predicted from Lynden-Bells theory, but also show that the picture is more complicated than initially thought. In particular, we exhibit the existence of secondary re-entrant phases: we find un-magnetized states in the theoretically magnetized region as well as persisting magnetized states in the theoretically unmagnetized region.
In self-gravitating stars, two dimensional or geophysical flows and in plasmas, long range interactions imply a lack of additivity for the energy; as a consequence, the usual thermodynamic limit is not appropriate. However, by contrast with many claims, the equilibrium statistical mechanics of such systems is a well understood subject. In this proceeding, we explain briefly the classical approach to equilibrium and non equilibrium statistical mechanics for these systems, starting from first principles. We emphasize recent and new results, mainly a classification of equilibrium phase transitions, new unobserved equilibrium phase transition, and out of equilibrium phase transitions. We briefly discuss what we consider as challenges in this field.
This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a unified picture is emerging at the macroscopic level, applicable, in our view, to real phenomena where diffusion is the dominating physical mechanism. We rely mainly on an approach developed by the authors based on the study of dynamical large fluctuations in stationary states of open systems. The outcome of this approach is a theory connecting the non equilibrium thermodynamics to the transport coefficients via a variational principle. This leads ultimately to a functional derivative equation of Hamilton-Jacobi type for the non equilibrium free energy in which local thermodynamic variables are the independent arguments. In the first part of the paper we give a detailed introduction to the microscopic dynamics considered, while the second part, devoted to the macroscopic properties, illustrates many consequences of the Hamilton-Jacobi equation. In both parts several novelties are included.
Equilibrium is a rather ideal situation, the exception rather than the rule in Nature. Whenever the external or internal parameters of a physical system are varied its subsequent relaxation to equilibrium may be either impossible or take very long times. From the point of view of fundamental physics no generic principle such as the ones of thermodynamics allows us to fully understand their behaviour. The alternative is to treat each case separately. It is illusionary to attempt to give, at least at this stage, a complete description of all non-equilibrium situations. Still, one can try to identify and characterise some concrete but still general features of a class of out of equilibrium problems - yet to be identified - and search for a unified description of these. In this report I briefly describe the behaviour and theory of a set of non-equilibrium systems and I try to highlight common features and some general laws that have emerged in recent years.
We study two dimensional stripe forming systems with competing repulsive interactions decaying as $r^{-alpha}$. We derive an effective Hamiltonian with a short range part and a generalized dipolar interaction which depends on the exponent $alpha$. An approximate map of this model to a known XY model with dipolar interactions allows us to conclude that, for $alpha <2$ long range orientational order of stripes can exist in two dimensions, and establish the universality class of the models. When $alpha geq 2$ no long-range order is possible, but a phase transition in the KT universality class is still present. These two different critical scenarios should be observed in experimentally relevant two dimensional systems like electronic liquids ($alpha=1$) and dipolar magnetic films ($alpha=3$). Results from Langevin simulations of Coulomb and dipolar systems give support to the theoretical results.