No Arabic abstract
Systems with long-range interactions display a short-time relaxation towards Quasi Stationary States (QSS) whose lifetime increases with the system size. In the paradigmatic Hamiltonian Mean-field Model (HMF) out-of-equilibrium phase transitions are predicted and numerically detected which separate homogeneous (zero magnetization) and inhomogeneous (nonzero magnetization) QSS. In the former regime, the velocity distribution presents (at least) two large, symmetric, bumps, which cannot be self-consistently explained by resorting to the conventional Lynden-Bell maximum entropy approach. We propose a generalized maximum entropy scheme which accounts for the pseudo-conservation of additional charges, the even momenta of the single particle distribution. These latter are set to the asymptotic values, as estimated by direct integration of the underlying Vlasov equation, which formally holds in the thermodynamic limit. Methodologically, we operate in the framework of a generalized Gibbs ensemble, as sometimes defined in statistical quantum mechanics, which contains an infinite number of conserved charges. The agreement between theory and simulations is satisfying, both above and below the out of equilibrium transition threshold. A precedently unaccessible feature of the QSS, the multiple bumps in the velocity profile, is resolved by our new approach.
The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of incomplete information. But such a framework can be more compelling if it is underpinned by dynamical arguments, and we show how this can be provided by stochastic thermodynamics, where an explicit link is made between the production of entropy and the stochastic dynamics of a system coupled to an environment. The separation of entropy production into three components allows us to select a stationary state by maximising the change, averaged over all realisations of the motion, in the principal relaxational or nonadiabatic component, equivalent to requiring that this contribution to the entropy production should become time independent for all realisations. We show that this recovers the usual equilibrium probability density function (pdf) for a conservative system in an isothermal environment, as well as the stationary nonequilibrium pdf for a particle confined to a potential under nonisothermal conditions, and a particle subject to a constant nonconservative force under isothermal conditions. The two remaining components of entropy production account for a recently discussed thermodynamic anomaly between over- and underdamped treatments of the dynamics in the nonisothermal stationary state.
Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on the inferred state probabilities is unknown. To that end, we derive the transition probabilities and the stationary distribution of a maximum {it path} entropy Markov process subject to state- and path-dependent constraints. The stationary distribution reflects a competition between path multiplicity and imposed constraints and is significantly different from the Boltzmann distribution. We illustrate our results with a particle diffusing on an energy landscape. Connections with the path integral approach to diffusion are discussed.
In this paper we give explicit examples of power-law correlated stationary Markovian processes y(t) where the stationary pdf shows tails which are gaussian or exponential. These processes are obtained by simply performing a coordinate transformation of a specific power-law correlated additive process x(t), already known in the literature, whose pdf shows power-law tails 1/x^a. We give analytical and numerical evidence that although the new processes (i) are Markovian and (ii) have gaussian or exponential tails their autocorrelation function still shows a power-law decay <y(t) y(t+T)>=1/T^b where b grows with a with a law which is compatible with b=a/2-c, where c is a numerical constant. When a<2(1+c) the process y(t), although Markovian, is long-range correlated. Our results help in clarifying that even in the context of Markovian processes long-range dependencies are not necessarily associated to the occurrence of extreme events. Moreover, our results can be relevant in the modeling of complex systems with long memory. In fact, we provide simple processes associated to Langevin equations thus showing that long-memory effects can be modeled in the context of continuous time stationary Markovian processes.
A principle of hierarchical entropy maximization is proposed for generalized superstatistical systems, which are characterized by the existence of three levels of dynamics. If a generalized superstatistical system comprises a set of superstatistical subsystems, each made up of a set of cells, then the Boltzmann-Gibbs-Shannon entropy should be maximized first for each cell, second for each subsystem, and finally for the whole system. Hierarchical entropy maximization naturally reflects the sufficient time-scale separation between different dynamical levels and allows one to find the distribution of both the intensive parameter and the control parameter for the corresponding superstatistics. The hierarchical maximum entropy principle is applied to fluctuations of the photon Bose-Einstein condensate in a dye microcavity. This principle provides an alternative to the master equation approach recently applied to this problem. The possibility of constructing generalized superstatistics based on a statistics different from the Boltzmann-Gibbs statistics is pointed out.