Monte Carlo simulations in the unconstrained ensemble.

The unconstrained ensemble describes completely open systems whose control parameters are the chemical potential, pressure, and temperature. For macroscopic systems with short-range interactions, thermodynamics prevents the simultaneous use of these intensive variables as control parameters, because they are not independent and cannot account for the system size. When the range of the interactions is comparable with the size of the system, however, these variables are not truly intensive and may become independent, so equilibrium states defined by the values of these parameters may exist. Here, we derive a Monte Carlo algorithm for the unconstrained ensemble and show that simulations can be performed using the chemical potential, pressure, and temperature as control parameters. We illustrate the algorithm by applying it to physical systems where either the system has long-range interactions or is confined by external conditions. The method opens up an avenue for the simulation of completely open systems exchanging heat, work, and matter with the environment.

Heat transport in oscillator chains with long-range interactions coupled to thermal reservoirs.

We investigate thermal conduction in arrays of long-range interacting rotors and Fermi-Pasta-Ulam (FPU) oscillators coupled to two reservoirs at different temperatures. The strength of the interaction between two lattice sites decays as a power α of the inverse of their distance. We point out the necessity of distinguishing between energy flows towards or from the reservoirs and those within the system. We show that energy flow between the reservoirs occurs via a direct transfer induced by long-range couplings and a diffusive process through the chain. To this aim, we introduce a decomposition of the steady-state heat current that explicitly accounts for such direct transfer of energy between the reservoir. For 0≤α<1, the direct transfer term dominates, meaning that the system can be effectively described as a set of oscillators each interacting with the thermal baths. Also, the heat current exchanged with the reservoirs depends on the size of the thermalized regions: In the case in which such size is proportional to the system size N, the stationary current is independent on N. For α>1, heat transport mostly occurs through diffusion along the chain: For the rotors transport is normal, while for FPU the data are compatible with an anomalous diffusion, possibly with an α-dependent characteristic exponent.

Concavity, Response Functions and Replica Energy.

In nonadditive systems, like small systems or like long-range interacting systems even in the thermodynamic limit, ensemble inequivalence can be related to the occurrence of negative response functions, this in turn being connected with anomalous concavity properties of the thermodynamic potentials associated with the various ensembles. We show how the type and number of negative response functions depend on which of the quantities E, V and N (energy, volume and number of particles) are constrained in the ensemble. In particular, we consider the unconstrained ensemble in which E, V and N fluctuate, which is physically meaningful only for nonadditive systems. In fact, its partition function is associated with the replica energy, a thermodynamic function that identically vanishes when additivity holds, but that contains relevant information in nonadditive systems.

Long-range interacting systems in the unconstrained ensemble.

Completely open systems can exchange heat, work, and matter with the environment. While energy, volume, and number of particles fluctuate under completely open conditions, the equilibrium states of the system, if they exist, can be specified using the temperature, pressure, and chemical potential as control parameters. The unconstrained ensemble is the statistical ensemble describing completely open systems and the replica energy is the appropriate free energy for these control parameters from which the thermodynamics must be derived. It turns out that macroscopic systems with short-range interactions cannot attain equilibrium configurations in the unconstrained ensemble, since temperature, pressure, and chemical potential cannot be taken as a set of independent variables in this case. In contrast, we show that systems with long-range interactions can reach states of thermodynamic equilibrium in the unconstrained ensemble. To illustrate this fact, we consider a modification of the Thirring model and compare the unconstrained ensemble with the canonical and grand-canonical ones: The more the ensemble is constrained by fixing the volume or number of particles, the larger the space of parameters defining the equilibrium configurations.

Reply to "Comment on 'Temperature inversion in long-range interacting systems' ".

We present evidence that the mechanism proposed in Teles et al. [Phys. Rev. E 92, 020101 (2015)PRESCM1539-375510.1103/PhysRevE.92.020101], referred to as the TGDC mechanism, does apply to a model with repulsive mean-field interactions where it produces temperature inversion in a state whose inhomogeneity is due to an external field. Such evidence contradicts the core statement of the Comment. We also discuss a related issue, concerning the possible application of the TGDC mechanism to the solar corona.

Temperature inversion in long-range interacting systems.

Temperature inversions occur in nature, e.g., in the solar corona and in interstellar molecular clouds: Somewhat counterintuitively, denser parts of the system are colder than dilute ones. We propose a simple and appealing way to spontaneously generate temperature inversions in systems with long-range interactions, by preparing them in inhomogeneous thermal equilibrium states and then applying an impulsive perturbation. In similar situations, short-range systems would typically relax to another thermal equilibrium, with a uniform temperature profile. By contrast, in long-range systems, the interplay between wave-particle interaction and spatial inhomogeneity drives the system to nonequilibrium stationary states that generically exhibit temperature inversion. We demonstrate this mechanism in a simple mean-field model and in a two-dimensional self-gravitating system. Our work underlines the crucial role the range of interparticle interaction plays in determining the nature of steady states out of thermal equilibrium.

Thermodynamics of Nonadditive Systems.

The usual formulation of thermodynamics is based on the additivity of macroscopic systems. However, there are numerous examples of macroscopic systems that are not additive, due to the long-range character of the interaction among the constituents. We present here an approach in which nonadditive systems can be described within a purely thermodynamics formalism. The basic concept is to consider a large ensemble of replicas of the system where the standard formulation of thermodynamics can be naturally applied and the properties of a single system can be consequently inferred. After presenting the approach, we show its implementation in systems where the interaction decays as 1/r(α) in the interparticle distance r, with α smaller than the embedding dimension d, and in the Thirring model for gravitational systems.

Geometry of the energy landscape of the self-gravitating ring.

We study the global geometry of the energy landscape of a simple model of a self-gravitating system, the self-gravitating ring (SGR). This is done by endowing the configuration space with a metric such that the dynamical trajectories are identified with geodesics. The average curvature and curvature fluctuations of the energy landscape are computed by means of Monte Carlo simulations and, when possible, of a mean-field method, showing that these global geometric quantities provide a clear geometric characterization of the collapse phase transition occurring in the SGR as the transition from a flat landscape at high energies to a landscape with mainly positive but fluctuating curvature in the collapsed phase. Moreover, curvature fluctuations show a maximum in correspondence with the energy of a possible further transition, occurring at lower energies than the collapsed one, whose existence had been previously conjectured on the basis of a local analysis of the energy landscape and whose effect on the usual thermodynamic quantities, if any, is extremely weak. We also estimate the largest Lyapunov exponent λ of the SGR using the geometric observables. The geometric estimate always gives the correct order of magnitude of λ and is also quantitatively correct at small energy densities and, in the limit N→∞, in the whole homogeneous phase.

Caloric curve of star clusters.

Self-gravitating systems, such as globular clusters or elliptical galaxies, are the prototypes of many-body systems with long-range interactions, and should be the natural arena in which to test theoretical predictions on the statistical behavior of long-range-interacting systems. Systems of classical self-gravitating particles can be studied with the standard tools of equilibrium statistical mechanics, provided the potential is regularized at small length scales and the system is confined in a box. The confinement condition looks rather unphysical in general, so that it is natural to ask whether what we learn with these studies is relevant to real self-gravitating systems. In order to provide an answer to this question, we consider a basic, simple, yet effective model of globular clusters: the King model. This model describes a self-consistently confined system, without the need of any external box, but the stationary state is a nonthermal one. In particular, we consider the King model with a short-distance cutoff on the interactions, and we discuss how such a cutoff affects the caloric curve, i.e., the relation between temperature and energy. We find that the cutoff stabilizes a low-energy phase, which is absent in the King model without cutoff; the caloric curve of the model with cutoff turns out to be very similar to that of previously studied confined and regularized models, but for the absence of a high-energy gaslike phase. We briefly discuss the possible phenomenological as well as theoretical implications of these results.

First-order coil-globule transition driven by vibrational entropy.

By shifting the balance between conformational entropy and internal energy, polymers modify their shape under external stimuli, such as changes in temperature. Prominent among such transformations is the coil-globule transition, whereby a polymer can switch from an entropy-dominated coil conformation to a globular one, governed by energy. The nature of the coil-globule transition has remained elusive, with evidence for both continuous and discontinuous transitions, with the two-state behaviour of proteins as an instance of the latter. Theoretical models mostly predict second-order transitions. Here we introduce a model that takes into consideration hitherto neglected features common to any polymer. We show that a first-order phase transition smoothly appears as a function of the model parameters. Our results can relieve part of the conflicts between theory and experiments in the field of protein folding, in the wake of recent studies tracing back the remarkable properties of proteins to basic polymer physics.

Microcanonical relation between continuous and discrete spin models.

A relation between a class of stationary points of the energy landscape of continuous spin models on a lattice and the configurations of an Ising model defined on the same lattice suggests an approximate expression for the microcanonical density of states. Based on this approximation we conjecture that if a O(n) model with ferromagnetic interactions on a lattice has a phase transition, its critical energy density is equal to that of the n=1 case, i.e., an Ising system with the same interactions. The conjecture holds true in the case of long-range interactions. For nearest-neighbor interactions, numerical results are consistent with the conjecture for n=2 and n=3 in three dimensions. For n=2 in two dimensions (XY model) the conjecture yields a prediction for the critical energy of the Berezinskij-Kosterlitz-Thouless transition, which would be equal to that of the two-dimensional Ising model. We discuss available numerical data in this respect.

Stochastic dynamics of model proteins on a directed graph.

A method for reconstructing the potential energy landscape of simple polypeptidic chains is described. We show how to obtain a faithful representation of the energy landscape in terms of a suitable directed graph. Topological and dynamical indicators of the graph are shown to yield an effective estimate of the time scales associated with both folding and equilibration processes. This conclusion is drawn by comparing molecular dynamics simulations at constant temperature with the dynamics on the graph, defined as a temperature-dependent Markov process. The main advantage of the graph representation is that its dynamics can be naturally renormalized by collecting nodes into "hubs" while redefining their connectivity. We show that the dynamical properties at large time scales are preserved by the renormalization procedure. Moreover, we obtain clear indications that the heteropolymers exhibit common topological properties, at variance with the homopolymer, whose peculiar graph structure stems from its spatial homogeneity. In order to distinguish between "fast" and "slow" folders, one has to look at the kinetic properties of the corresponding directed graphs. In particular, we find that the average time needed to the fast folder for reaching its native configuration is two orders of magnitude smaller than its equilibration time while for the bad folder these time scales are comparable.

Graph theoretical analysis of the energy landscape of model polymers.

In systems characterized by a rough potential-energy landscape, local energetic minima and saddles define a network of metastable states whose topology strongly influences the dynamics. Changes in temperature, causing the merging and splitting of metastable states, have nontrivial effects on such networks and must be taken into account. We do this by means of a recently proposed renormalization procedure. This method is applied to analyze the topology of the network of metastable states for different polypeptidic sequences in a minimalistic polymer model. A smaller spectral dimension emerges as a hallmark of stability of the global energy minimum and highlights a nonobvious link between dynamic and thermodynamic properties.

Energy landscape and phase transitions in the self-gravitating ring model.

We apply a recently proposed criterion for the existence of phase transitions, which is based on the properties of the saddles of the energy landscape, to a simplified model of a system with gravitational interactions referred to as the self-gravitating ring model. We show analytically that the criterion correctly singles out the phase transition between a homogeneous and a clustered phase and also suggests the presence of another phase transition not previously known. On the basis of the properties of the energy landscape we conjecture on the nature of the latter transition.

Geometry of the energy landscape and folding transition in a simple model of a protein.

A geometric analysis of the global properties of the energy landscape of a minimalistic model of a polypeptide is presented, which is based on the relation between dynamical trajectories and geodesics of a suitable manifold, whose metric is completely determined by the potential energy. We consider different sequences, some with a definite proteinlike behavior, a unique native state and a folding transition, and others undergoing a hydrophobic collapse with no tendency to a unique native state. The global geometry of the energy landscape appears to contain relevant information on the behavior of the various sequences: in particular, the fluctuations of the curvature of the energy landscape, measured by means of numerical simulations, clearly mark the folding transition and allow the proteinlike sequences to be distinguished from the others.

Curvature of the energy landscape and folding of model proteins.

We study the geometric properties of the energy landscape of coarse-grained, off-lattice models of polymers by endowing the configuration space with a suitable metric, depending on the potential energy function, such that the dynamical trajectories are the geodesics of the metric. Using numerical simulations, we show that the fluctuations of the curvature clearly mark the folding transition, and that this quantity allows to distinguish between polymers having a proteinlike behavior (i.e., that fold to a unique configuration) and polymers which undergo a hydrophobic collapse but do not have a folding transition. These geometrical properties are defined by the potential energy without requiring any prior knowledge of the native configuration.

Nonanalyticities of entropy functions of finite and infinite systems.

In contrast to the canonical ensemble where thermodynamic functions are smooth for all finite system sizes, the microcanonical entropy can show nonanalytic points also for finite systems. The relation between finite and infinite system nonanalyticities is illustrated by means of a simple classical spinlike model which is exactly solvable for both finite and infinite system sizes, showing a phase transition in the latter case. The microcanonical entropy is found to have exactly one nonanalytic point in the interior of its domain. For all finite system sizes, this point is located at the same fixed energy value epsilon(c)(finite), jumping discontinuously to a different value epsilon(c)(infinite) in the thermodynamic limit. Remarkably, epsilon(c)(finite) equals the average potential energy of the infinite system at the phase transition point. The result indicates that care is required when trying to infer infinite system properties from finite system nonanalyticities.

Topology and phase transitions: from an exactly solvable model to a relation between topology and thermodynamics.

The elsewhere surmized topological origin of phase transitions is given here important evidence through the analytic study of an exactly solvable model for which both topology of submanifolds of configuration space and thermodynamics are worked out. The model is a mean-field one with a k-body interaction. It undergoes a second-order phase transition for k=2 and a first-order one for k >2 . This opens a perspective for the understanding of the deep origin of first and second-order phase transitions, respectively. In particular, a remarkable theoretical result consists of a mathematical characterization of first-order transitions. Moreover, we show that a "reduced" configuration space can be defined in terms of collective variables, such that the correspondence between phase transitions and topology changes becomes one-to-one, for this model. Finally, an unusual relationship is worked out between the microscopic description of a classical N -body system and its macroscopic thermodynamic behavior. This consists of a functional dependence of thermodynamic entropy upon the Morse indexes of the critical points (saddles) of the constant energy hypersurfaces of the microscopic 2N-dimensional phase space. Thus phase space (and configuration space) topology is directly related to thermodynamics.

Weak and strong chaos in Fermi-Pasta-Ulam models and beyond.

We briefly review some of the most relevant results that our group obtained in the past, while investigating the dynamics of the Fermi-Pasta-Ulam (FPU) models. The first result is the numerical evidence of the existence of two different kinds of transitions in the dynamics of the FPU models: (i) A stochasticity threshold (ST), characterized by a value of the energy per degree of freedom below which the overwhelming majority of the phase space trajectories are regular (vanishing Lyapunov exponents). It tends to vanish as the number N of degrees of freedom is increased. (ii) A strong stochasticity threshold (SST), characterized by a value of the energy per degree of freedom at which a crossover appears between two different power laws of the energy dependence of the largest Lyapunov exponent, which phenomenologically corresponds to the transition between weak and strong chaotic regimes. It is stable with N. The second result is the development of a Riemannian geometric theory to explain the origin of Hamiltonian chaos. Starting this theory has been motivated by the inadequacy of the approach based on homoclinic intersections to explain the origin of chaos in systems of arbitrarily large N, or arbitrarily far from quasi-integrability, or displaying a transition between weak and strong chaos. Finally, the third result stems from the search for the transition between weak and strong chaos in systems other than FPU. Actually, we found that a very sharp SST appears as the dynamical counterpart of a thermodynamic phase transition, which in turn has led, in the light of the Riemannian theory of chaos, to the development of a topological theory of phase transitions.

Exact result on topology and phase transitions at any finite N.

We study analytically the topology of a family of submanifolds of the configuration space of the mean-field XY model, computing also a topological invariant (the Euler characteristic). We prove that a particular topological change of these submanifolds is connected to the phase transition of this system, and exists also at finite N. The present result is the first analytic proof that a phase transition has a topological origin and provides a key to a possible better understanding of the origin of phase transitions at their deepest level, as well as to a possible definition of phase transitions at finite N.