Non-equilibrium thermodynamics and statistical mechanics ... - GBV

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Non-Equilibrium Thermodynamics and. Statistical Mechanics. Foundations and Applications. Phil Attard. OXFORD. UNIVERSITY PRESSĀ ...
Non-Equilibrium Thermodynamics Statistical Mechanics Foundations and

Applications

Phil Attard

OXFORD UNIVERSITY PRESS

and

Detailed Contents

1

Prologue 1.1

1.2

1.3

1.4

1.5

Entropy Time

Dependent Systems

4

The Second Law is Timeless

5

1.2.2

The Second

5

Entropy

Nature of

7

1.3.1

Probability Frequency

8

1.3.2

Credibility

1.3.3

Measure

1.3.4

Determination of Randomness

States, Entropy,

9 11

and

14

Macrostates and Microstates

1.4.2

Weight

1.4.3

Entropy

1.4.4

Transitions and the Second

1.4.5

The Continuum

and

12

Probability

1.4.1

14 15

Probability

17 20

Entropy

25

Reservoirs

1.5.2

26

27

Equilibrium Systems State

Non-Equilibrium Steady

Fluctuation 2.1

1

1.2.1

1.5.1

2

1 and the Second Law

29

Theory

33

Gaussian Probability

2.2

Exponential Decay

2.3

Small Time

2.4

Results for Pure 2.4.1

33

in Markovian

Systems

38 42

Expansion

Parity Systems

Onsager Regression Hypothesis

45 and

Reciprocal

Relations 2.4.2

45

Physical Interpretation

2.4.4

The Dissipation

2.4.5

Stability Theory Non-Reversibility of Third Entropy

2.4.7

46

Expression

2.4.3

2.4.6

2.5

Green-Kubo

of the Second

Entropy

47 48

48 the

Fluctuations of Mixed Time

Trajectory

50

50

Parity xi

51

xii

3

Detailed Contents

2.5.1

Second Entropy and Time Correlation Functions

51

2.5.2

Small Time Expansion for the General Case

54

2.5.3

Magnetic

58

Brownian Motion

Gaussian, Markov Processes

63

3.2

Free Brownian Particle

64

3.3

Pinned Brownian Particle

66

3.4

Diffusion Equation

68

3.5

Time Correlation Functions

69

3.6

Non-Equilibrium 3.6.1 Stationary Trap 3.6.2 Uniformly Moving Trap

71

3.7

Probability Distribution

71 72

Mixed Parity Formulation of the Moving Trap

Entropy, Probability,

and their Evolution

76

83

3.7.1

Time Evolution of the Entropy and

3.7.2

Compressibility

3.7.3

The Fokker-Planck

3.7.4

Generalised Equipartition Theorem

91

3.7.5

Liouville's Theorem

93

of the

Equations Equation

Probability

of Motion

83 87 88

Heat Conduction

97

4.1

Equilibrium System

97

4.2

First

99

Moment and First Temperature

Second

101

4.4

Energy Entropy Thermal Conductivity and Energy Correlations

4.5

Reservoirs

104

4.3

5

61

3.1

3.6.3

4

Fields and Coriolis Forces

4.5.1

First

4.5.2

Second

Entropy Entropy

103

105

107

4.6

Heat and Number Flow

110

4.7

Heat and Current Flow

Ill

Second 5.1

5.2

5.3

5.4

Entropy for Fluctuating Hydrodynamics

121

Conservation Laws

122

5.1.1

Densities, Velocities, and Chemical Reactions

122

5.1.2

Number Flux

123

5.1.3

Energy

125

5.1.4

Linear Momentum

Flux

127

Entropy Density and its Rate of Change 5.2.1 Sub-system Dissipation

131

5.2.2

133

Steady State

Second Entropy 5.3.1

Variational

5.3.2

Flux

128

133

Principle

Optimisation Navier-Stokes and Energy Equations

137

137 139

Detailed Contents

6

Heat Convection and 6.1

Hydrodynamic Equations

Phase Transitions

of Convection

145

146

6.1.1

Boussinesq Approximation

146

6.1.2

Conduction

147

6.1.3

Convection

148

6.2

Total First

of Convection

150

6.3

Algorithm for Ideal Straight Rolls 6.3.1 Hydrodynamic Equations 6.3.2 Fourier Expansion

154

6.3.3

157

6.4

6.5 6.6

7

Non-Equilibrium

xiii

Entropy

154 154

Nusselt Number

Algorithm for the Cross Roll State 6.4.1 Hydrodynamic Equations and Conditions 6.4.2 Fourier Expansion Algorithm for Convective Transitions Convection Theory and Experiment

157 157

159 161 163

Equilibrium Statistical Mechanics 7.1 Hamilton's Equations of Motion 7.1.1 Classical versus Quantum Statistical Mechanics 7.2 Probability Density of an Isolated System 7.2.1 Ergodic Hypothesis 7.2.2 Time, Volume, and Surface Averages 7.2.3 Energy Uniformity 7.2.4 Trajectory Uniformity 7.2.5 Partition Function and Entropy 7.2.6 Internal Entropy of Phase Space Points 7.3

7.6

176 176 177 177 180 182 184 186

186

7.3.1

Maxwell-Boltzmann Distribution

186

7.3.2

Helmholtz Free

188

Energy

Probability Distribution for Other Systems 7.3.4 Equipartition Theorem Transition Probability 7.4.1 Stochastic Equations of Motion 7.4.2 Second Entropy 7.4.3 Mixed Parity Derivation of the Second Entropy and the Equations of Motion

7.5

174

Canonical Equilibrium System

7.3.3

7.4

173

7.4.4

Irreversibility

and

7.4.5

The Fokker-Planck

194

195 195

198 203

Dissipation

Equation Equilibrium Probability

192

and

205

Stationarity

of the 207

Evolution in Phase Space

210

7.5.1

Various Phase Functions

210

7.5.2

Compressibility

214

7.5.3

Liouville's Theorem

216

Reversibility 7.6.1

7.6.2

Isolated

System Canonical Equilibrium System

218 219 220

Detailed Contents

xiv

7.7

8

Trajectory Probability and Time Correlation 7.7.1 Trajectory Probability

226

226

7.7.2

Equilibrium Averages

227

7.7.3

Time Correlation Functions

227

7.7.4

Reversibility

229

Statistical Mechanics

Non-Equilibrium

233

8.1

General Considerations

233

8.2

Reservoir

235

8.2.1

Entropy Trajectory Entropy

235

8.2.2

Reduction

8.2.3

Fluctuation Form for the Reservoir

8.3

8.4

the Point

to

240

Space

240

8.3.2

Dependent Weight Fluctuation Form of the Second Entropy

8.3.3

Time Correlation Function

247

8.3.4

Stochastic, Dissipative Equations of Motion

249

8.3.5

Transition

8.3.6

Most

Changes

in

Probability

and Fokker-Planck

244

Equation

Likely

258 260 262

in

262

8.4.2

Entropy Irreversibility and Dissipation

8.4.3

Various Time Derivatives

268

Steady

State

273

Odd

8.6

Path

Entropy

8.6.1

Path

8.6.2

Fluctuation and Work Theorem

Projection

266

System

8.5

of the

Dynamic

Reservoir

275

Entropy

and Transitions

280 280

Entropy

287

Entropy for Mechanical Work 8.7.1 Evolution of the Reservoir Entropy and Transitions Path

8.7.2

Transition Theorems

Statistical Mechanics of

289 .

.

.

.

289 292

9.1.1

Steady Flow: Heat and Steady Heat Flow Canonical Equilibrium System

9.1.2

Fourier's Law of Heat Conduction

296

9.1.3

Second

299

Thermodynamics

Shear

of

Entropy

for Heat Flow

9.3

Space Probability Density Explicit Hamiltonian and First Energy Moment 9.2.2 Reservoir Entropy and Probability Density Most Likely Trajectory

9.4

Equipartition

9.5

Green-Kubo Expressions for the Thermal

9.2

....

Force with Constraints

Entropy and Time Derivatives

Change

8.4.4

9.1

239

Entropy

Foundations for Time

8.4.1

8.7

237

Entropy

Transitions and Motion in Phase 8.3.1

9

Functions

295 295 295

Phase

303

9.2.1

303

Theorem for Heat Flow

306 308

310

Conductivity

313

9.5.1

Isolated

System

313

9.5.2

Heat Reservoirs

315

9.5.3

Relation with Odd

Projection

318

Detailed Contents

9.6

Shear Flow

9.6.3 9.6.4

Equipartition

9.6.2

Second

10 Generalised

10.2

320

Entropy for Shear Flow Phase Space Probability Density Most Likely Trajectory

9.6.1

10.1

xv

322

323 326

Theorem

327

Langevin Equation

329

Free Brownian Particle

331

10.1.1

Time Correlation Functions

332

10.1.2

Mixed Parity Digression

335

10.1.3

Diffusion Constant

10.1.4

Trajectory Entropy

Langevin

337 and

and Smoluchowski

10.3 Perturbation

Correlation

338 342

Equations

Theory

343

10.3.1

Most

10.3.2

Alternative Derivation

347

10.3.3

Most

348

10.3.4

Stochastic

10.3.5 10.3.6

343

Likely Velocity

Likely

Position

Dissipative Equations of Motion Generalised Langevin Equation for Velocity Fluctuation Dissipation Theorem

348 351

353

10.3.7 Weiner-Khintchine Theorem 10.3.8

354

Exponentially Decaying Memory

10.4 Adiabatic Linear

Function

Response Theory

10.5 Numerical Results for

a

356

Brownian Particle in

a

Moving Trap

358

Langevin Theory

359

Smoluchowski Theory

360

10.5.3 Computer Simulations

360

10.5.6

Perturbation

Algorithm

361

10.6.1

361

Lag

Stochastic Trajectory

10.6 Generalised Langevin Equation in the Case of Mixed Parity

Equilibrium System

10.6.2

Regression

10.6.3

Time

10.6.4

Generalised Langevin Equation

364 .

.

.

366 366

of Fluctuation

371

Dependent Perturbation

373

Projector Operator Formalism

10.8 Harmonic Oscillator Model for the Memory Function

377

378 383

10.8.1

Generalised

10.8.2

Modified Random Force

387

10.8.3

Discussion

388

Langevin Equation

Non-Equilibrium Computer Simulation Algorithms 11.1

.

10.5.2

10.5.5 Relative Amplitude and Phase

11

.

10.5.1

10.5.4

10.7

355

384

389

Stochastic Molecular Dynamics

391

Equilibrium Systems 11.1.2 Mechanical Non-Equilibrium System

391

11.1.1

11.1.3

Driven Brownian Motion

395 396

Detailed Contents

xvi

11.1.4

Steady Heat Flow

11.2 Non-Equilibrium Monte Carlo

409

Equilibrium Systems Non-Equilibrium Systems

409

11.2.2

11.2.3

Driven Brownian Motion

417

11.2.4

Heat Flow

429

Dynamics 11.3.1 Elementary Brownian Dynamics 11.3.2 Perturbative Brownian Dynamics

435

11.2.1

Steady

11.3 Brownian

11.3.3

References Index

400

Stochastic Calculus %

412

437 440 445 451 455