Skip to main content
Log in

Steady State Thermodynamics

  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

The present paper reports our attempt to search for a new universal framework in nonequilibrium physics. We propose a thermodynamic formalism that is expected to apply to a large class of nonequilibrium steady states including a heat conducting fluid, a sheared fluid, and an electrically conducting fluid. We call our theory steady state thermodynamics (SST) after Oono and Paniconi's original proposal. The construction of SST is based on a careful examination of how the basic notions in thermodynamics should be modified in nonequilibrium steady states. We define all thermodynamic quantities through operational procedures which can be (in principle) realized experimentally. Based on SST thus constructed, we make some nontrivial predictions, including an extension of Einstein's formula on density fluctuation, an extension of the minimum work principle, the existence of a new osmotic pressure of a purely nonequilibrium origin, and a shift of coexistence temperature. All these predictions may be checked experimentally to test SST for its quantitative validity.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. A. S. Wightman, Convexity and the Notion of Equilibrium State in Thermodynamics and Statistical Mechanics, Introduction to Convexity in the Theory of Lattice Gases ed. B. Robert (Princeton University Press, Israel, 1979).

  2. Y. Oono and M. Paniconi, Steady state thermodynamics. Prog. Theor. Phys. Suppl. 130:29–44 (1998).

    MATH  MathSciNet  ADS  Google Scholar 

  3. E. H. Lieb and J. Yngvason, The physics and mathematics of the second law of thermodynamics, Phys. Rep. 310:1–96 (1999).

    Article  MATH  MathSciNet  ADS  Google Scholar 

  4. G. Gallavott, Statistical mechanics: a short treatise (Springer, 1999).

  5. A. Einstein, A new determination of molecular dimensions (University of Zurich dissertation, 1905).

  6. A. Einstein, On the movement of small particles suspended in stationary liquids required by molecular-kinetic theory of heat. Annalen der Physik 17:549–560 (1905).

    MATH  ADS  Google Scholar 

  7. L. Onsager, Reciprocal relations in irreversible processes. I. Phys. Rev. 37:405–426 (1931).

    Article  MATH  ADS  Google Scholar 

  8. L. Onsager, Reciprocal relations in irreversible processes. II. Phys. Rev. 38, 2265–2279 (1931).

    Article  MATH  ADS  Google Scholar 

  9. H. Nyquist, Thermal agitation of electric charge in conductors. Phys. Rev. 32:110–113 (1928).

    Article  ADS  Google Scholar 

  10. R. Kubo, M. Toda and, N. Hashitsume, Statistical Physics II (Springer, 1985).

  11. H. Nakano, Linear response theory—a historical perspective. Int. J. Mod. Phys. B 7:2397–2467 (1993).

    Article  ADS  Google Scholar 

  12. I. Prigogine, Introduction to thermodynamics of irreversible processes (Interscience, 1967).

  13. N. Hashitsume, A statistical theory of linear dissipative systems Prog. Theor. Phys. 8:461–478 (1952).

    Article  MATH  MathSciNet  ADS  Google Scholar 

  14. L. Onsager and S. Machlup, Fluctuations and irreversible processes. Phys. Rev. 91:1505–1512 (1953).

    Google Scholar 

  15. N. Hashitsume, A statistical theory of linear dissipative systems. II. Prog. Theor. Phys. 15:369–413 (1956).

    Article  MATH  MathSciNet  ADS  Google Scholar 

  16. S. Ono, Variational principles in thermodynamics and statistical mechanics of irreversible processes. Adv. Chem. Phys. 3:267–321 (1961).

    Google Scholar 

  17. S. R. de Groot and P. Mazur, Non-equilibrium thermodynamics (North-Holland, 1962).

  18. T. Yamada and K. Kawasaki, Nonlinear Effects in the shear viscosity of critical mixture. Prog. Theor. Phys. 38:1031–1051, (1967).

    Article  ADS  Google Scholar 

  19. K. Kawasaki and J. D. Gunton, Theory of nonlinear transport processes: nonlinear shear viscosity and normal stress effects. Phys. Rev. A 8:2048–2064 (1973).

    Article  ADS  Google Scholar 

  20. J. R. Dorfman, T. R. Kirkpatrick and J. V. Sengers, Generic long-range correlations in molecular fluids. Ann. Rev. Phys. Chem. 45:213–239 (1994).

    Article  Google Scholar 

  21. R. Zwanzig, Memory Effects in irreversible thermodynamics. Phys. Rev. 124:983–992 (1961).

    Article  MATH  ADS  Google Scholar 

  22. H. Mori, Transport, collective motion, and Brownian motion. Prog. Theor. Phys. 33:423–455, (1965).

    Article  MATH  ADS  Google Scholar 

  23. J. A. Mclennan, Introduction to nonequilibrium statistical mechanics (Prentice Hall, 1990).

  24. D. N. Zubarev, Nonequilibrium statistical thermodynamics (Consultants Bureau, 1974).

  25. G. E. Crooks, Path-ensemble averages in systems driven far from equilibrium. Phys. Rev. E 63:2361–2366 (2000).

    Article  ADS  Google Scholar 

  26. H. Wada and S. Sasa, Anomalous pressure in fluctuating shear flow. Phys. Rev. E 67:065302(R) (2003).

    Article  ADS  Google Scholar 

  27. H. Spohn and J. L. Lebowitz, Irreversible thermodynamics for quantum systems weakly coupled to thermal reservoirs. Adv. Chem. Phys. 38:109–142 (1978).

    Google Scholar 

  28. V. Jakšić and C.-A. Pillet, Non-equilibrium steady states of finite quantum systems coupled to thermal reservoirs. Comm. Math. Phys. 226:131–162 (2002).

    Article  MathSciNet  ADS  Google Scholar 

  29. B. Hu, B. Li, and H. Zhao, Heat conduction in one-dimensional nonintegrable systems. Phys. Rev. E 61:3828–3831 (2000).

    Article  ADS  Google Scholar 

  30. J.-P. Eckmann, C.-A. Pillet, and L. Rey-Bellet, Non-equilibrium statistical mechanics of anharmonic chains coupled to two heat baths at different temperatures. Comm. Math. Phys. 201:657–697 (1999).

    Article  MATH  MathSciNet  ADS  Google Scholar 

  31. J.-P. Eckmann and M. Hairer, Non-equilibrium statistical mechanics of strongly anharmonic chains of oscillators. Comm. Math. Phys. 219:523–565 (2001).

    Article  MATH  MathSciNet  ADS  Google Scholar 

  32. R. Lefevere and S. Schenkel, Perturbative analysis of anharmonic chains of oscillators out of equilibrium. J. Stat. Phys. 115:1389–1421 (2004).

    Article  MathSciNet  Google Scholar 

  33. S. Chapman and T. G. Cowling, The mathematical theory of non-uniform gases (Cambridge University Press, 1939).

  34. O. E. Lanford, Time evolution of large classical systems, J. Moser, ed. Lecture Notes in Physics 38, 1–111 (1975).

  35. Kim, H.-D. and H. Hayakawa, Kinetic theory of a dilute gas system under steady heat conduction. J. Phys. Soc. Jpn. 72:1904–1916 (2003); 73:1609 (2003).

    Google Scholar 

  36. Kim, H.-D. and H. Hayakawa, Test of information theory on the Boltzmann equation. J. Phys. Soc. Jpn. 72:2473–2476 (2003).

    Article  Google Scholar 

  37. P. C. Hohenberg and B. I. Halperin, Theory of dynamic critical phenomena. Rev. Mod. Phys. 49:435–479 (1977).

    Article  ADS  Google Scholar 

  38. A. Onuki and K. Kawasaki, Nonequilibrium steady state of critical fluids under shear flow: a renormalization group approach, Ann. Phys. 121:456–528 (1979).

    Article  MATH  ADS  Google Scholar 

  39. H. Spohn, Large scale dynamics of interacting particles (Springer, 1991).

  40. H. Spohn, Long range correlations for stochastic lattice gases in a nonequilibrium steady-state. J. Phys. A 16:4275–4291 (1983).

    MathSciNet  ADS  Google Scholar 

  41. M. Praehofer and H. Spohn, Current fluctuations for the totally asymmetric simple exclusion process, in “In and out of equilibrium”, ed. V. Sidoravicius, Progress in Probability Vol. 51, 185–204 (Birkhauser, 2002), cond-mat/0101200.

  42. S. Katz, J. L. Lebowitz, and H. Spohn, Nonequilibrium steady states of stochastic lattice gas models of fast ionic conductors, J. Stat. Phys. 34:497–537 (1984).

    Article  MathSciNet  Google Scholar 

  43. B. Schimttmann and R. K. P. Zia, Statistical mechanics of driven diffusive systems (Academic Press, 1995).

  44. R. Lefevere and H. Tasaki, High-temperature expansion for nonequilibrium steady states in driven lattice gases. Phys. Rev. Lett. 94:200601 (2005).

    Google Scholar 

  45. G. L. Eyink, J. L. Lebowitz and H. Spohn, Hydrodynamics and fluctuations outside of local equilibrium: driven diffusive systems. J. Stat. Phys. 83:385–472 (1996).

    Article  MATH  MathSciNet  Google Scholar 

  46. F. J. Alexander and G. L. Eyink, Shape-dependent thermodynamics and nonlocal hydrodynamics in a non-Gibbsian steady state of a drift-diffusion system. Phys. Rev. E 57:R6229–R6232 (1998).

    Article  ADS  Google Scholar 

  47. K. Hayashi and S. Sasa, Thermodynamic relations in a driven lattice gas: numerical experiments. Phy. Rev. E 68:035104(R) (2003).

    ADS  Google Scholar 

  48. D. J. Evans, E. G. D. Cohen, and G. P. Morrriss, Probability of second law violations in steady flow. Phys. Rev. Lett. 71:2401–2404 (1993).

    Article  MATH  ADS  Google Scholar 

  49. G. Gallavott and E. G. D. Cohen, Dynamical ensemble in stationary states. J. Stat. Phys. 80:931–970 (1995).

    Article  Google Scholar 

  50. J. Kurchan, Fluctuation theorem for stochastic dynamics. J. Phys. A: Math. Gen. 31:3719–3729 (1998).

    Article  MATH  MathSciNet  ADS  Google Scholar 

  51. J. L. Lebowitz and H. Spohn, A Gallavott-Cohen-type symmetry in the large deviation functional for stochastic dynamics. J. Stat. Phys. 95:333–365 (1999).

    Article  MATH  MathSciNet  Google Scholar 

  52. C. Maes, The fluctuation theorem as a Gibbs property. J. Stat. Phys. 95:367–392 (1999).

    Article  MATH  MathSciNet  Google Scholar 

  53. J. L. Lebowitz, C. Maes, and E. R. Speer, Statistical mechanics of probabilistic cellular automata. J. Stat. Phys. 59:117–170 (1990).

    Article  MATH  MathSciNet  Google Scholar 

  54. B. Derrida, J. L. Lebowitz, and E. R. Speer, Free energy functional for nonequilibrium systems: An exactly solvable case. Phys. Rev. Lett. 87:150601 (2001).

    Google Scholar 

  55. B. Derrida, J. L. Lebowitz, and E. R. Speer, Large deviation of the density profile in the steady state of the open symmetric simple exclusion process. J. Stat. Phys. 107:599–634 (2002).

    Article  MATH  MathSciNet  Google Scholar 

  56. B. Derrida, J. L. Lebowitz, and E. R. Speer, Exact free energy functional for a driven diffusive open stationary nonequilibrium system. Phys. Rev. Lett. 89:030601 (2002)

    Article  ADS  Google Scholar 

  57. B. Derrida, J. L. Lebowitz, and E. R. Speer, Exact large deviation functional of a stationary open driven diffusive system: the asymmetric exclusion process. J. Stat. Phys. 110:775–810 (2003).

    Article  MATH  MathSciNet  Google Scholar 

  58. T. Bodineau and B. Derrida, Current fluctuations in nonequilibrium diffusive systems: an additivity principle. Phys. Rev. Lett. 92:180601 (2004)

    Google Scholar 

  59. L. Bertini, A. De Sole, D. Gabrielli, G. Jona-Lasinio and C. Landim, Fluctuations in stationary nonequilibrium states of irreversible processes. Phys. Rev. Lett. 87:040601 (2001).

    Article  MathSciNet  ADS  Google Scholar 

  60. L. Bertini, A. De Sole, D. Gabrielli, G. Jona-Lasinio and C. Landim, Macroscopic fluctuation theory for stationary non-equilibrium states. J. Stat. Phys. 107:635–675 (2002).

    Article  MATH  Google Scholar 

  61. R. Landauer, Inadequacy of entropy and entropy derivatives in characterizing the steady state. Phys. Rev. A 12:636–638 (1975).

    Article  ADS  Google Scholar 

  62. R. Landauer, Statistical physics of machinery: forgotten middle-ground. Physica A 194:551–562 (1993).

    Article  ADS  Google Scholar 

  63. D. Jou, J. Casas-Vázquez, and G. Lebon, Extended irreversible thermodynamics. Rep. Prog. Phys. 51:1105–1179 (1988).

    Article  ADS  Google Scholar 

  64. D. Jou, J. Casas-Vázquez, and G. Lebon, Extended irreversible thermodynamics (Springer, 2001).

  65. I. Müller and T. Ruggeri, Rational extended thermodynamics(Springer, 1998).

  66. J. Keizer, Statistical thermodynamics of nonequilibrium processes, especially chapter 8 (Springer, 1987).

  67. B. C. Eu, Nonequilibrium statistical mechanics (Kluwer, 1998).

  68. B. C. Eu, Nonequilibrium thermodynamic function for sheared fluids. Physica A 160:53–86 (1989).

    ADS  Google Scholar 

  69. B. C. Eu, Shear-induced melting point depression. Physica A 160:87–97 (1989).

    ADS  Google Scholar 

  70. B. C. Eu, Entropy for irreversible processes. Chem. Phys. Lett. 143:65–70 (1988).

    Article  ADS  Google Scholar 

  71. D. J. Evans and H. J. M. Hanley, Shear induced phase transitions in simple fluids. Phys. Lett. 79A:178–180 (1980).

    ADS  Google Scholar 

  72. D. J. Evans and H. J. M. Hanley, A thermodynamics of steady homogeneous flow. Phys. Lett. 80A:175–177 (1980).

    ADS  Google Scholar 

  73. R. Dominínguez and D. Jou, Thermodynamic pressure in nonequilibrium gases. Phys. Rev. E 51:158–163 (1995).

    Article  ADS  Google Scholar 

  74. J. Casas-Vázquez and D. Jou, Nonequilibrium temperature versus local-equilibrium temperature. Phys. Rev. E 49:1040–1048 (1994).

    Article  ADS  Google Scholar 

  75. H. B. Callen, Thermodynamics and an introduction to thermostatistics (Wiley, 1985).

  76. L. D. Landau and E. M. Lifshitz, Statistical mechanics, 3rd edition, part 1 (Butterworth-Heinemann, 1980).

  77. W. Pusz and S. L. Woronoicz, Passive states and KMS states for general quantum systems. Comm. Math. Phys. 58:273–290 (1978).

    Article  MathSciNet  ADS  Google Scholar 

  78. A. Lenard, Thermodynamic proof of the Gibbs formula for elementary quantum systems. J. Stat. Phys. 19:575–586 (1978).

    Article  MathSciNet  Google Scholar 

  79. H. Tasaki, From quantum dynamics to the canonical distribution: General picture and a rigorous example. Phys. Rev. Lett. 80:1373–1376 (1998).

    Article  MATH  MathSciNet  ADS  Google Scholar 

  80. W. Feller, An introduction to probability theory and its applications, vol. 1 (Wiley, 1968).

  81. H. Tasaki, A remark on the choice of stochastic transition rates in driven nonequilibrium systems, preprint, cond-mat/0407262.

  82. R. Kubo, H-theorems for Markoffian processes, in Perspectives in statistical physics, ed. H. J. Raveché (North-Holland, 1981) pp. 101–110.

  83. K. Yosida, Functional analysis (Springer, 1968).

  84. K. Hayashi, Fluctuation-dissipation relations outside the linear response regime in a two-dimensional driven lattice gas along the direction transverse to the driving force. Phys. Rev. E 72:047105 (2005).

    Article  ADS  Google Scholar 

  85. T. Hatano and S. Sasa, Steady state thermodynamics of Langevin systems. Phys. Rev. Lett. 86:3463–3466 (2001).

    Article  ADS  Google Scholar 

  86. E. H. Trepagnier, C. Jarzynski, F. Ritort, G. E. Crooks, C. J. Bustamante, and J. Liphardt, Experimental test of Hatano and Sasa's nonequilibrium steady-state equality. Proc. Natl. Acad. Sci. USA 101:15038–15041 (2004).

    Article  ADS  Google Scholar 

  87. H. Ugawa, Extended hydrodynamics from Enskog's equation: The bidimensional case. Physica A 354:77–87 (2005).

    Article  ADS  Google Scholar 

  88. S. Butler and P. Harrowell, Factors determining crystal-liquid coexistence under shear. Nature 415:1008–1011 (2002).

    Article  ADS  Google Scholar 

  89. T. H. Nishino and H. Hayakawa, Knudsen effect in a non-equilibrium gas, J. Phys. Soc. Jpn. 74:2655–2658 (2005); 74:3398 (2005). cond-mat/0506491.

    Google Scholar 

  90. C. T. Mills and L. F. Phillips, Onsager heat transport at the aniline liquid-vapour interface. Chem. Phys. Lett. 366:279–283 (2003).

    Article  Google Scholar 

  91. C. T. Mills and L. F. Phillips, Distillation of a cool liquid onto warmer surface. Chem. Phys. Lett. 372:615–619 (2003).

    Article  Google Scholar 

  92. S. Sasa, Long range spatial correlation between two Brownian particles under external driving. Physica D 205:233–241 (2005).

    MATH  MathSciNet  ADS  Google Scholar 

  93. T. A. Cover and J. A. Thomas, Elements of Information Theory (Wiley, 1991).

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Shin-ichi Sasa.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Sasa, Si., Tasaki, H. Steady State Thermodynamics. J Stat Phys 125, 125–224 (2006). https://doi.org/10.1007/s10955-005-9021-7

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10955-005-9021-7

KEY WORDS

Navigation