Skip to main content
Log in

Nonequilibrium Thermodynamics of the First and Second Kind: Averages and Fluctuations

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

Abstract

We elaborate and compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for a purely dissipative isothermal driven diffusive system under steady state conditions. The fluctuation dissipation relations of both approaches play an important role for a detailed comparison. The nonequilibrium Helmholtz free energies introduced in these two approaches differ as a result of boundary conditions. A Fokker-Planck equation derived by projection operator techniques properly reproduces long range fluctuations in nonequilibrium steady states and offers the most promising possibility to describe the physically relevant fluctuations around macroscopic averages for time-dependent nonequilibrium systems.

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. Beris, A.N.: Bracket formulation as a source for the development of dynamic equations in continuum mechanics. J. Non-Newtonian Fluid Mech. 96, 119–136 (2001)

    Article  MATH  Google Scholar 

  2. Beris, A.N., Edwards, B.J.: The Thermodynamics of Flowing Systems. Oxford University Press, New York (1994)

    Google Scholar 

  3. Beris, A.N., Öttinger, H.C.: Bracket formulation of nonequilibrium thermodynamics for systems interacting with the environment. J. Non-Newtonian Fluid Mech. 152, 2–11 (2008)

    Article  MATH  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

  5. Bertini, L., De Sole, A., Gabrielli, D., Jona-Lasinio, G., Landim, C.: Minimum dissipation principle in stationary non-equilibrium states. J. Stat. Phys. 116, 831–841 (2004)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  6. Bertini, L., De Sole, A., Gabrielli, D., Jona-Lasinio, G., Landim, C.: Large deviation approach to non equilibrium processes in stochastic lattice gases. Bull. Braz. Math. Soc. 37, 611–643 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  7. Bertini, L., De Sole, A., Gabrielli, D., Jona-Lasinio, G., Landim, C.: Towards a nonequilibrium thermodynamics: A self-contained macroscopic description of driven diffusive systems. J. Stat. Phys. 135, 857–872 (2009)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  8. Bowen, R.: Equilibrium States and the Ergodic Theory of Anosov Diffeomorphisms. Lecture Notes in Mathematics, vol. 470. Springer, Berlin (1975)

    MATH  Google Scholar 

  9. Bowen, R., Ruelle, D.: The ergodic theory of axiom A flows. Invent. Math. 29, 181–202 (1975)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  10. Callen, H.B.: Thermodynamics and an Introduction to Thermostatistics, 2nd edn. Wiley, New York (1985)

    MATH  Google Scholar 

  11. de Groot, S.R., Mazur, P.: Non-Equilibrium Thermodynamics, 2nd edn. Dover, New York (1984)

    Google Scholar 

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

    Article  MathSciNet  ADS  Google Scholar 

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

    Article  ADS  Google Scholar 

  14. Eckmann, J.P., Ruelle, D.: Ergodic theory of chaos and strange attractors. Rev. Mod. Phys. 57, 617–656 (1985)

    Article  MathSciNet  ADS  Google Scholar 

  15. Edwards, B.J.: An analysis of single and double generator thermodynamic formalisms for the macroscopic description of complex fluids. J. Non-Equilib. Thermodyn. 23, 301–333 (1998)

    Article  MATH  ADS  Google Scholar 

  16. Edwards, B.J., Beris, A.N., Öttinger, H.C.: An analysis of single and double generator thermodynamic formalisms for complex fluids. II. The microscopic description. J. Non-Equilib. Thermodyn. 23, 334–350 (1998)

    Article  MATH  ADS  Google Scholar 

  17. Evans, D.J., Cohen, E.G.D., Morriss, G.P.: Probability of second law violations in shearing steady states. Phys. Rev. Lett. 71, 2401–2404 (1993)

    Article  MATH  ADS  Google Scholar 

  18. Gallavotti, G.: Chaotic dynamics, fluctuations, nonequilibrium ensembles. Chaos 8, 384–392 (1998)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  19. Gallavotti, G., Cohen, E.G.D.: Dynamical ensembles in nonequilibrium statistical mechanics. Phys. Rev. Lett. 74, 2694–2697 (1995)

    Article  ADS  Google Scholar 

  20. Gardiner, C.W.: Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences, 2nd edn. Springer Series in Synergetics, vol. 13. Springer, Berlin (1990)

    MATH  Google Scholar 

  21. Grabert, H.: Projection Operator Techniques in Nonequilibrium Statistical Mechanics. Springer, Berlin (1982)

    Google Scholar 

  22. Grmela, M.: Bracket formulation of dissipative fluid mechanics equations. Phys. Lett. A 102, 355–358 (1984)

    Article  MathSciNet  ADS  Google Scholar 

  23. Grmela, M., Öttinger, H.C.: Dynamics and thermodynamics of complex fluids. I. Development of a general formalism. Phys. Rev. E 56, 6620–6632 (1997)

    Article  MathSciNet  ADS  Google Scholar 

  24. Honerkamp, J.: Stochastic Dynamical Systems. VCH, New York (1994)

    Google Scholar 

  25. Kaufman, A.N.: Dissipative Hamiltonian systems: A unifying principle. Phys. Lett. A 100, 419–422 (1984)

    Article  MathSciNet  ADS  Google Scholar 

  26. Kreuzer, H.J.: Nonequilibrium Thermodynamics and Its Statistical Foundations. Oxford University Press, Oxford (1981)

    Google Scholar 

  27. Kubo, R., Toda, M., Hashitsume, N.: Nonequilibrium Statistical Mechanics, 2nd edn. Statistical Physics, vol. II. Springer, Berlin (1991)

    MATH  Google Scholar 

  28. Landau, L.D., Lifshitz, E.M.: Statistical Physics, Part 1, 3rd edn. Course of Theoretical Physics, vol. 5. Butterworth-Heinemann, Oxford (1980)

    Google Scholar 

  29. Mori, H.: A continued-fraction representation of the time-correlation functions. Prog. Theor. Phys. 34, 399–416 (1965)

    Article  ADS  Google Scholar 

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

    Article  MATH  ADS  Google Scholar 

  31. Morrison, P.J.: Bracket formulation for irreversible classical fields. Phys. Lett. A 100, 423–427 (1984)

    Article  MathSciNet  ADS  Google Scholar 

  32. Nelson, E.: Dynamical Theories of Brownian Motion. Princeton University Press, Princeton (1967)

    MATH  Google Scholar 

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

    Article  MathSciNet  ADS  Google Scholar 

  34. Ortiz de Zárate, J.M., Sengers, J.V.: On the physical origin of long-ranged fluctuations in fluids in thermal nonequilibrium states. J. Stat. Phys. 115, 1341–1359 (2004)

    Article  MATH  ADS  Google Scholar 

  35. Ortiz de Zárate, J.M., Sengers, J.V.: Hydrodynamic Fluctuations in Fluids and Fluid Mixtures. Elsevier, Amsterdam (2006)

    Google Scholar 

  36. Öttinger, H.C.: Stochastic Processes in Polymeric Fluids: Tools and Examples for Developing Simulation Algorithms. Springer, Berlin (1996)

    MATH  Google Scholar 

  37. Öttinger, H.C.: General projection operator formalism for the dynamics and thermodynamics of complex fluids. Phys. Rev. E 57, 1416–1420 (1998)

    Article  ADS  Google Scholar 

  38. Öttinger, H.C.: Derivation of two-generator framework of nonequilibrium thermodynamics for quantum systems. Phys. Rev. E 62, 4720–4724 (2000)

    Article  ADS  Google Scholar 

  39. Öttinger, H.C.: Beyond Equilibrium Thermodynamics. Wiley, Hoboken (2005)

    Book  Google Scholar 

  40. Öttinger, H.C.: Nonequilibrium thermodynamics for open systems. Phys. Rev. E 73, 036126 (2006)

    Article  MathSciNet  ADS  Google Scholar 

  41. Öttinger, H.C.: Systematic coarse graining: ‘Four lessons and a caveat’ from nonequilibrium statistical mechanics. MRS Bull. 32, 936–940 (2007)

    Google Scholar 

  42. Öttinger, H.C.: Role of nonequilibrium entropy in Einstein’s theory of gravitation. Physica A 387, 4560–4564 (2008)

    Article  ADS  Google Scholar 

  43. Öttinger, H.C.: Thermodynamic formulation of wall slip. J. Non-Newtonian Fluid Mech. 152, 66–75 (2008)

    Article  MATH  Google Scholar 

  44. Öttinger, H.C., Bedeaux, D., Venerus, D.C.: Nonequilibrium thermodynamics of transport through moving interfaces with application to bubble growth and collapse. Phys. Rev. E 80, 021606 (2009)

    Article  ADS  Google Scholar 

  45. Öttinger, H.C., Grmela, M.: Dynamics and thermodynamics of complex fluids. II. Illustrations of a general formalism. Phys. Rev. E 56, 6633–6655 (1997)

    Article  MathSciNet  ADS  Google Scholar 

  46. Öttinger, H.C., Struchtrup, H., Liu, M.: Inconsistency of a dissipative contribution to the mass flux in hydrodynamics. Phys. Rev. E 80, 056303 (2009)

    Article  ADS  Google Scholar 

  47. Prigogine, I.: Introduction to Thermodynamics of Irreversible Processes, 3rd edn. Wiley, New York (1967)

    Google Scholar 

  48. Reichl, L.E.: A Modern Course in Statistical Physics. University of Texas Press, Austin (1980)

    Google Scholar 

  49. Robertson, B.: Equations of motion in nonequilibrium statistical mechanics. Phys. Rev. 144, 151–161 (1966)

    Article  MathSciNet  ADS  Google Scholar 

  50. Ruelle, D.: A measure associated with axiom A attractors. Am. J. Math. 98, 619–654 (1976)

    Article  MATH  MathSciNet  Google Scholar 

  51. Ruelle, D.: Smooth dynamics and new theoretical ideas in nonequilibrium statistical mechanics. J. Stat. Phys. 95, 393–468 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  52. Sasa, S., Tasaki, H.: Steady state thermodynamics. J. Stat. Phys. 125, 125–227 (2006)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  53. Sinai, Y.G.: Gibbs measures in ergodic theory. Russ. Math. Surv. 27, 21–69 (1972)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  54. Taniguchi, T., Cohen, E.G.D.: Onsager-Machlup theory for nonequilibrium steady states and fluctuation theorems. J. Stat. Phys. 126, 1–41 (2007)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  55. Young, L.S.: What are SRB measures, and which dynamical systems have them? J. Stat. Phys. 108, 733–754 (2002)

    Article  MATH  Google Scholar 

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

    Article  MATH  ADS  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hans Christian Öttinger.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Öttinger, H.C. Nonequilibrium Thermodynamics of the First and Second Kind: Averages and Fluctuations. J Stat Phys 138, 1067–1083 (2010). https://doi.org/10.1007/s10955-010-9919-6

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10955-010-9919-6

Keywords

Navigation