Dissipation in monotonic and non-monotonic relaxation to equilibrium.

Using molecular dynamics simulations, we study field free relaxation from a non-uniform initial density, monitored using both density distributions and the dissipation function. When this density gradient is applied to colour labelled particles, the density distribution decays to a sine curve of fundamental wavelength, which then decays conformally towards a uniform distribution. For conformal relaxation, the dissipation function is found to decay towards equilibrium monotonically, consistent with the predictions of the relaxation theorem. When the system is initiated with a more dramatic density gradient, applied to all particles, non-conformal relaxation is seen in both the dissipation function and the Fourier components of the density distribution. At times, the system appears to be moving away from a uniform density distribution. In both cases, the dissipation function satisfies the modified second law inequality, and the dissipation theorem is demonstrated.

The instantaneous fluctuation theorem.

We give a derivation of a new instantaneous fluctuation relation for an arbitrary phase function which is odd under time reversal. The form of this new relation is not obvious, and involves observing the system along its transient phase space trajectory both before and after the point in time at which the fluctuations are being compared. We demonstrate this relation computationally for a number of phase functions in a shear flow system and show that this non-locality in time is an essential component of the instantaneous fluctuation theorem.

A mathematical proof of the zeroth "law" of thermodynamics and the nonlinear Fourier "law" for heat flow.

What is now known as the zeroth "law" of thermodynamics was first stated by Maxwell in 1872: at equilibrium, "Bodies whose temperatures are equal to that of the same body have themselves equal temperatures." In the present paper, we give an explicit mathematical proof of the zeroth "law" for classical, deterministic, T-mixing systems. We show that if a body is initially not isothermal it will in the course of time (subject to some simple conditions) relax to isothermal equilibrium where all parts of the system will have the same temperature in accord with the zeroth "law." As part of the derivation we give for the first time, an exact expression for the far from equilibrium thermal conductivity. We also give a general proof that the infinite-time integral, of transient and equilibrium autocorrelation functions of fluxes of non-conserved quantities vanish. This constitutes a proof of what was called the "heat death of the Universe" as was widely discussed in the latter half of the 19th century.

Response theory for confined systems.

In this work, we use the transient time correlation function (TTCF) method to evaluate the response of a fluid confined in a nanopore and subjected to shear. The shear is induced by the movement of the boundaries in opposite directions and is made of moving atoms. The viscous heat generated inside the pore is removed by a thermostat applied exclusively to the atomic walls, so as to leave the dynamics of the fluid purely Newtonian. To establish a link with nonlinear response theory and apply the TTCF formalism, dissipation has to be generated inside the system. This dissipation is then time correlated with a phase variable of interest (e.g., pressure) to obtain its response. Until recently, TTCF has been applied to homogeneous fluids whose equations of motion were coupled to a mechanical field and a thermostat. In our system dissipation is generated by a boundary condition rather than a mechanical field, and we show how to apply TTCF to these realistic confined systems, comparing the shear stress response so obtained with that of homogeneous systems at equivalent state points.

Ab initio nonequilibrium molecular dynamics in the solid superionic conductor LiBH4.

The color-diffusion algorithm is applied to ab initio molecular dynamics simulation of hexagonal LiBH(4) to determine the lithium diffusion coefficient and diffusion mechanisms. Even in the best solid lithium ion conductors, the time scale of ion diffusion is too long to be readily accessible by ab initio molecular dynamics at a reasonable computational cost. In our nonequilibrium method, rare events are accelerated by the application of an artificial external field acting on the mobile species; the system response to this perturbation is accurately described in the framework of linear response theory and is directly related to the diffusion coefficient, thus resulting in a controllable approximation. The calculated lithium ionic conductivity of LiBH(4) closely matches published measurements, and the diffusion mechanism can be elucidated directly from the generated trajectory.

Non-equilibrium umbrella sampling applied to force spectroscopy of soft matter.

Physical systems often respond on a timescale which is longer than that of the measurement. This is particularly true in soft matter where direct experimental measurement, for example in force spectroscopy, drives the soft system out of equilibrium and provides a non-equilibrium measure. Here we demonstrate experimentally for the first time that equilibrium physical quantities (such as the mean square displacement) can be obtained from non-equilibrium measurements via umbrella sampling. Our model experimental system is a bead fluctuating in a time-varying optical trap. We also show this for simulated force spectroscopy on a complex soft molecule--a piston-rotaxane.

Communication: Beyond Boltzmann's H-theorem: demonstration of the relaxation theorem for a non-monotonic approach to equilibrium.

Relaxation of a system to equilibrium is as ubiquitous, essential, and as poorly quantified as any phenomena in physics. For over a century, the most precise description of relaxation has been Boltzmann's H-theorem, predicting that a uniform ideal gas will relax monotonically. Recently, the relaxation theorem has shown that the approach to equilibrium can be quantified in terms of the dissipation function first defined in the proof of the Evans-Searles fluctuation theorem. Here, we provide the first demonstration of the relaxation theorem through simulation of a simple fluid system that generates a non-monotonic relaxation to equilibrium.

On the entropy of relaxing deterministic systems.

In this paper, we re-visit Gibbs' second (unresolved) paradox, namely the constancy of the fine-grained Gibbs entropy for autonomous Hamiltonian systems. We compare and contrast the different roles played by dissipation and entropy both at equilibrium where dissipation is identically zero and away from equilibrium where entropy cannot be defined and seems unnecessary in any case. Away from equilibrium dissipation is a powerful quantity that can always be defined and that appears as the central argument of numerous exact theorems: the fluctuation, relaxation, and dissipation theorems and the newly derived Clausius inequality.

A proof of Clausius' theorem for time reversible deterministic microscopic dynamics.

In 1854 Clausius proved the famous theorem that bears his name by assuming the second "law" of thermodynamics. In the present paper we give a proof that requires no such assumption. Our proof rests on the laws of mechanics, a T-mixing property, an ergodic consistency condition, and on the axiom of causality. Our result relies on some recently derived theorems, such as the Evans-Searles and the Crooks fluctuation theorems and the recently discovered relaxation and dissipation theorems.

Musings on thermostats.

In 2005, Bright et al. gave numerical evidence that among the family of time reversible deterministic thermostats known as µ-thermostats, the conventional µ=1 thermostat proposed by Hoover and Evans is the only thermostat that is capable of generating an equilibrium state. Using the recently discovered relaxation theorem, we give a mathematical proof that this is true.

Nonequilibrium dynamics and umbrella sampling.

In the past decade there has been considerable interest in nonequilibrium free energy theorems. These theorems show how the difference between the free energies of two equilibrium states of a system are related to distributions of work along nonequilibrium pathways. Here we significantly extend these theorems by relating the possibly inaccessible equilibrium average of any phase variable to the distribution of work along nonequilibrium paths. The result is elegant and analogous to the static umbrella sampling used with Monte Carlo simulations. The umbrella weight, which is related to the nonequilibrium work, is easy to obtain and efficient to compute. Furthermore, its average may be obtained from the existing nonequilibrium free energy theorem.

The covariant dissipation function for transient nonequilibrium states.

It has recently become apparent that the dissipation function, first defined by Evans and Searles [J. Chem. Phys. 113, 3503 (2000)], is one of the most important functions in classical nonequilibrium statistical mechanics. It is the argument of the Evans-Searles fluctuation theorem, the dissipation theorem, and the relaxation theorems. It is a function of both the initial distribution and the dynamics. We pose the following question: How does the dissipation function change if we define that function with respect to the time evolving phase space distribution as one relaxes from the initial equilibrium distribution toward the nonequilibrium steady state distribution? We prove that this covariant dissipation function has a rather simple fixed relationship to the dissipation function defined with respect to the initial distribution function. We also show that there is no exact, time-local, Evans-Searles nonequilibrium steady state fluctuation relation for deterministic systems. Only an asymptotic version exists.

On the probability of violations of Fourier's law for heat flow in small systems observed for short times.

We study the statistical mechanics of thermal conduction in a classical many-body system that is in contact with two thermal reservoirs maintained at different temperatures. The ratio of the probabilities, that when observed for a finite time, the time averaged heat flux flows in and against the direction required by Fourier's Law for heat flow, is derived from first principles. This result is obtained using the transient fluctuation theorem. We show that the argument of that theorem, namely, the dissipation function is, close to equilibrium, equal to a microscopic expression for the entropy production. We also prove that if transient time correlation functions of smooth zero mean variables decay to zero at long times, the system will relax to a unique nonequilibrium steady state, and for this state, the thermal conductivity must be positive. Our expressions are tested using nonequilibrium molecular dynamics simulations of heat flow between thermostated walls.

On violations of Le Chatelier's principle for a temperature change in small systems observed for short times.

Le Chatelier's principle states that when a system is disturbed, it will shift its equilibrium to counteract the disturbance. However for a chemical reaction in a small, confined system, the probability of observing it proceed in the opposite direction to that predicted by Le Chatelier's principle, can be significant. This work gives a molecular level proof of Le Chatelier's principle for the case of a temperature change. Moreover, a new, exact mathematical expression is derived that is valid for arbitrary system sizes and gives the relative probability that a single experiment will proceed in the endothermic or exothermic direction, in terms of a microscopic phase function. We show that the average of the time integral of this function is the maximum possible value of the purely irreversible entropy production for the thermal relaxation process. Our result is tested against computer simulations of the unfolding of a polypeptide. We prove that any equilibrium reaction mixture on average responds to a temperature increase by shifting its point of equilibrium in the endothermic direction.

Viscoelastic properties of crystals.

We examine the question of whether fluids and crystals are differentiated on the basis of their zero frequency shear moduli or their limiting zero frequency shear viscosity. We show that while fluids, in contrast with crystals, do have a zero value for their shear modulus, in contradiction to a widespread presumption, a crystal does not have an infinite or exceedingly large value for its limiting zero frequency shear viscosity. In fact, while the limiting shear viscosity of a crystal is much larger than that of the liquid from which it is formed, its viscosity is much less than that of the corresponding glass that may form assuming the liquid is a good enough glass former.

The glass transition and the Jarzynski equality.

A simple model featuring a double well potential is used to represent a liquid that is quenched from an ergodic state into a history-dependent glassy state. Issues surrounding the application of the Jarzynski equality to glass formation are investigated. We demonstrate that the Jarzynski equality gives the free energy difference between the initial state and the state we would obtain if the glass relaxed to true thermodynamic equilibrium. We derive new variations of the Jarzynski equality which are relevant to the history-dependent glassy state rather than the underlying equilibrium state. It is shown how to compute the free energy differences for the nonequilibrium history-dependent glassy state such that it remains consistent with the standard expression for the entropy and with the second law inequality.

Time-dependent response theory and nonequilibrium free-energy relations.

The mathematics of time-dependent nonlinear response theory frequently leads to results which although formally exact, are not amenable to experimental application or even to use in computer simulations. Here we give a rigorous derivation of a tractable expression for the thermostatted nonlinear response of classical many body systems to time-dependent dissipative fields. The theory also allows for the concurrent parametric transformation of the system Hamiltonian. Our analysis shows once again the intimate relationship between nonequilibrium free-energy relations such as the Jarzynski equality and nonlinear response theory. We make a few remarks concerning the maximum entropy production approximation.

Nonequilibrium free-energy relations for thermal changes.

The Jarzynski equality and the Crooks fluctuation theorem enable the calculation of the change in a system's free energy from nonequilibrium path integrals. These relations consider processes where the system is driven out of equilibrium by a mechanical external agent while remaining in contact with a thermal reservoir at a fixed temperature. We generalize these relations to describe processes driven by any type of external agent, be it thermal or mechanical. Attention is given to the case of a system, initially in equilibrium, that is driven through a temperature change by a heat reservoir. The results are cast in a form applicable to experiments.

On the fluctuation theorem for the dissipation function and its connection with response theory.

Recently, there has been considerable interest in the fluctuation theorem (FT). The Evans-Searles FT shows how time reversible microscopic dynamics leads to irreversible macroscopic behavior as the system size or observation time increases. We show that the argument of this FT, the dissipation function, plays a central role in nonlinear response theory and derive the dissipation theorem, giving exact relations for nonlinear response of classical N-body systems that are more widely applicable than previous expressions. These expressions should be verifiable experimentally. When linearized they reduce to the well-known Green-Kubo expressions for linear response.