Categories
Equilibrium Lattice Models Nonequilibrium Statistical Physics

Foundations of statistical mechanics for unstable interactions

R. Hilfer

Physical Review E 105, 024142 (2022)
https://doi.org/10.1103/PhysRevE.105.024142

submitted on
Thursday, May 27, 2021

Traditional Boltzmann-Gibbs statistical mechanics does not apply to systems with unstable interactions, because for such systems the conventional thermodynamic limit does not exist. In unstable systems the ground state energy does not have an additive lower bound, i.e., no lower bound linearly proportional to the number N of particles or degrees of freedom. In this article unstable systems are studied whose ground state energy is bounded below by a regularly varying function of N with index \sigma\geq 1. The index \sigma\geq 1 of regular variation introduces a classification with respect to stability. Stable interactions correspond to σ = 1. A simple example for an unstable system with σ =2 is an ideal gas with a nonvanishing constant two-body potential. The foundations of statistical physics are revisited, and generalized ensembles are introduced for unstable interactions in such a way that the thermodynamic limit exists. The extended ensembles are derived by identifying and postulating three basic properties as extended foundations for statistical mechanics: first, extensivity of thermodynamic systems, second, divisibility of equilibrium states, and third, statistical independence of isolated systems. The traditional Boltzmann-Gibbs postulate, resp. the hypothesis of equal a priori probabilities, is identified as a special case of the extended ensembles. Systems with unstable interactions are found to be thermodynamically normal and extensive. The formalism is applied to ideal gases with constant many-body potentials. The results show that, contrary to claims in the literature, stability of the interaction is not a necessary condition for the existence of a thermodynamic limit. As a second example the formalism is applied to the Curie-Weiss-Ising model with strong coupling. This model has index of stability σ = 2. Its thermodynamic potentials [originally obtained in R. Hilfer, Physica A 320, 429 (2003)] are confirmed up to a trivial energy shift. The strong coupling model shows a thermodynamic phase transition of order 1 representing a novel mean-field universality class. The disordered high temperature phase collapses into the ground state of the system. The metastable extension of the high temperature free energy to low temperatures ends at absolute zero in a phase transition of order 1/2. Between absolute zero and the critical temperature of the first order transition all fluctuations are absent.



For more information see

Categories
Ergodicity Fractional Time Irreversibility Statistical Physics Theory of Time

On Local Equilibrium and Ergodicity

R. Hilfer

Acta Physica Polonica B 49, 859 (2018)
DOI: 10.5506/APhysPolB.49.859

submitted on
Friday, April 27, 2018

The main mathematical argument of the universal framework for local equilibrium proposed in Analysis 36, 49 (2016) is condensed and formulated as a fundamental dichotomy between subsets of positive measure and subsets of zero measure in ergodic theory. The physical interpretation of the dichotomy in terms of local equilibria rests on the universality of time scale separation in an appropriate long-time limit.



For more information see

Categories
Equilibrium Statistical Physics

Ground state collapse at strong coupling

R. Hilfer

Journal MESA 8, 307-310 (2017)

submitted on
Friday, May 26, 2017

The infinite range Ising model is usually investigated in the weak coupling limit. Here the model is solved with ferromagnetic coupling at fixed and finite strength. Exact analytical expressions are found for the thermodynamic potentials as functions of enthalpy and external field. These results differ from the potentials for the weak coupling limit. The model shows a temperature driven first order phase transition from a paramagnetic phase at high temperatures into a low temperature phase from which thermal fluctuations are absent.



For more information see

Categories
Fractional Time Irreversibility Mathematical Physics Nonequilibrium Theory of Time

Mathematical analysis of time flow

R. Hilfer

Analysis 36, 49-64 (2016)
https://doi.org/10.1515/anly-2015-5005

submitted on
Saturday, July 4, 2015

The mathematical analysis of time fow in physical many-body systems leads to the study of long-time limits. This article discusses the interdisciplinary problem of local stationarity, how stationary solutions can remain slowly time dependent after a long-time limit. A mathematical defnition of almost invariant and nearly indistinguishable states on C*-algebras is introduced using functions of bounded mean oscillation. Rescaling of time yields generalized time fows of almost invariant and macroscopically indistinguishable states, that are mathematically related to stable convolution semigroups and fractional calculus. The infnitesimal generator is a fractional derivative of order less than or equal to unity. Applications of the analysis are given to irreversibility and to a physical experiment.



For more information see

Categories
Critical phenomena Lattice Models Statistical Physics

Multicanonical Simulations of the Tails of the Order-Parameter Distribution of the two-dimensional Ising Model

R. Hilfer, B. Biswal, H.G. Mattutis, W. Janke

Computer Physics Communications 169, 230 (2005)
https://doi.org/10.1016/j.cpc.2005.03.053

submitted on
Saturday, April 9, 2005

We report multicanonical Monte Carlo simulations of the tails of the order-parameter distribution of the two-dimensional Ising model for fixed boundary conditions. Clear numerical evidence for “fat” stretched exponential tails is found below the critical temperature, indicating the possible presence of fat tails at the critical temperature.



For more information see

Categories
Critical phenomena Lattice Models Statistical Physics

Multicanonical Monte-Carlo Study and Analysis of Tails for the Order-Parameter Distribution of the Two-Dimensional Ising Model

R. Hilfer, B. Biswal, H.G. Mattutis, W. Janke

Physical Review E 68, 046123 (2003)
https://doi.org/10.1103/PhysRevE.68.046123

submitted on
Monday, February 10, 2003

The tails of the critical order-parameter distribution of the two-dimensional Ising model are investigated through extensive multicanonical Monte Carlo simulations. Results for fixed boundary conditions are reported here, and compared with known results for periodic boundary conditions. Clear numerical evidence for ‘‘fat’’ stretched exponential tails exists below the critical temperature, indicating the possible presence of fat tails at the critical temperature. Our work suggests that the true order-parameter distribution at the critical temperature must be considered to be unknown at present.



For more information see

Categories
Critical phenomena Lattice Models Statistical Physics

Thermodynamic potentials for the infinite range Ising model with strong coupling

R. Hilfer

Physica A 320, 429 (2003)
https://doi.org/10.1016/S0378-4371(02)01585-6

submitted on
Monday, September 30, 2002

The specific Gibbs free energy has been calculated for the infinite range Ising model with fixed and finite interaction strength. The model shows a temperature driven first-order phase transition that differs from the infinite ranged Ising model with weak coupling. In the temperature-field phase diagram the strong coupling model shows a line of first-order phase transitions that does not end in a critical point.



For more information see

Categories
dielectric relaxation Glasses Nonequilibrium Special Functions

Analytical representations for relaxation functions of glasses

R. Hilfer

Journal of Non-Crystalline Solids 305, 122 (2002)
https://doi.org/10.1016/S0022-3093(02)01088-8

submitted on
Friday, April 13, 2001

Analytical representations in the time and frequency domains are derived for the most frequently used phenomenological fit functions for non-Debye relaxation processes. In the time domain the relaxation functions corresponding to the complex frequency dependent Cole–Cole, Cole–Davidson and Havriliak–Negami susceptibilities are also rep- resented in terms of H-functions. In the frequency domain the complex frequency dependent susceptibility function corresponding to the time dependent stretched exponential relaxation function is given in terms of H-functions. The new representations are useful for fitting to experiment.



For more information see

Categories
image analysis Lattice Models Porous Media

Erosion-Dilation Analysis for Experimental and Synthetic Microstructures of Sedimentary Rock

A. Tscheschel, D. Stoyan, R. Hilfer

Physica A 284, 46 (2000)
https://doi.org/10.1016/S0378-4371(00)00116-3

submitted on
Thursday, February 17, 2000

Microstructures such as rock samples or simulated structures can be described and characterized by means of ideas of spatial statistics and mathematical morphology. A powerful approach is to transform a given 3D structure by operations of mathematical morphology such as dilation and erosion. This leads to families of structures, for which various characteristics can be determined, for example, porosity, specific connectivity number or correlation and connectivity functions. An application of this idea leads to a clear discrimination between a sample of Fontainebleau sandstone and two simulated samples.



For more information see

Categories
Equilibrium Fractional Calculus Statistical Physics

Fractional Calculus and Regular Variation in Thermodynamics

R. Hilfer

in: Applications of Fractional Calculus in Physics
edited by: R. Hilfer
World Scientific, Singapore, 429-463 (2000)
https://doi.org/10.1142/3779
ISBN: 978-981-02-3457-7

submitted on
Wednesday, May 5, 1999



For more information see

Categories
Lattice Models Nonequilibrium Simulations Stochastic Processes

Statistical Prediction of Corrosion Front Penetration

T. Johnsen, R. Hilfer

Phys.Rev. E 55, 5433 (1997)
https://doi.org/10.1103/PhysRevE.55.5433

submitted on
Wednesday, September 18, 1996

A statistical method to predict the stochastic evolution of corrosion fronts has been developed. The method is based on recording material loss and maximum front depth. In this paper we introduce the method and test its applicability. In the absence of experimental data we use simulation data from a three-dimensional corrosion model for this test. The corrosion model simulates localized breakdown of a protective oxide layer, hydrolysis of corrosion product and repassivation of the exposed surface. In the long time limit of the model, pits tend to coalesce. For different model parameters the model reproduces corrosion patterns observed in experiment. The statistical prediction method is based in the theory of stochastic processes. It allows the estimation of conditional probability densities for penetration depth, pitting factor, residual lifetimes, and corrosion rates which are of technological interest.



For more information see

Categories
Critical phenomena Equilibrium Simulations

Phase Transitions in Dense Lipid Monolayers Grafted to a Surface: Monte Carlo Investigation of a Coarse-Grained Off-Lattice Model

F. M. Haas, R. Hilfer, K. Binder

The Journal of Physical Chemistry 100 (37), 15290-15300 (1996)
DOI: 10.1021/jp9610980

submitted on
Friday, April 12, 1996

Semiflexible amphiphilic molecules end-grafted at a flat surface are modeled by a bead-spring chain with stiff bond angle potentials. Constant density Monte Carlo simulations are performed varying temperature, density, and chain length of the molecules, whose effective monomers interact with Lennard-Jones potentials. For not too large densities and low temperatures the monolayer is in a quasi-two-dimensional crystalline state, characterized by uniform tilt of the (stretched) chains. Raising the temperature causes a second-order transition into a (still solid) phase with no tilt. For the first time, finite size scaling concepts are applied to a model of a surfactant monolayer, and it is found that the technique in this case again is useful to locate the transition more precisely. For comparison, also a one-dimensional version of the model is studied, and directions for future extensions of this modeling are discussed.



For more information see

Categories
Critical phenomena Simulations

Continuum Monte Carlo Simulation at Constant Pressure of Stiff Chain Molecules at Surfaces

F. M. Haas, R. Hilfer

Journal of Chemical Physics 105, 3859 (1996)
https://doi.org/10.1063/1.472206

submitted on
Thursday, August 31, 1995

Continuum Monte-Carlo simulations at constant pressure are performed on short chain molecules at surfaces. The rodlike chains, consisting of seven effective monomers, are attached at one end to a flat twodimensional substrate. It is found that the model exhibits phases similar to the liquid condensed and liquid expanded phases of Langmuir monolayers. The model is investigated here for a wide range of pressures and temperatures using a special form of constant pressure simulation compatible with the symmetry breaking during tilting transitions in the liquid condensed phases. At low pressures the chains undergo a tilting transition exhibiting tilt directions towards nearest and also next nearest neighbours depending on temperature. At elevated temperatures and low pressure the film enters a fluidlike phase similar to the liquid expanded phase observed in experiment.



For more information see

Categories
Critical phenomena Equilibrium Statistical Physics

Are Critical Finite Size Scaling Functions Calculable From Knowledge of an Appropriate Critical Exponent ?

R. Hilfer, N.B.Wilding

J. Phys. A: Math. Gen. 28, L281 (1995)
10.1088/0305-4470/28/10/001

submitted on
Tuesday, December 6, 1994

Critical finite size scaling functions for the order parameter distribution of the two and three dimensional Ising model are investigated. Within a recently introduced classification theory of phase transitions the universal part of critical finite size scaling functions has been derived by employing a scaling limit which differs from the traditional finite size scaling limit. In this paper the analytical predictions are compared with Monte Carlo simulation results. We find good agreement between the analytical expression and the simulation results. The agreement is consistent with the possibility that the functional form of the critical finite size scaling function for the order parameter distribution is determined uniquely by only a few universal parameters, most notably the equation of state exponent.



For more information see

Categories
Critical phenomena Equilibrium Simulations Statistical Physics

Continuum Monte-Carlo Simulations of Phase Transitions in Rodlike Molecules at Surfaces

R. Hilfer, F.M. Haas, K. Binder

Il Nuovo Cimento D 16, 1297-1303 (1994)
https://doi.org/10.1007/BF02458816

submitted on
Friday, October 28, 1994

Stiff rod-like chain molecules with harmonic bond length potentials and trigonometric bond angle potentials are used to model Langmuir monolayers at high densities. One end of the rod-like molecules is strongly bound to a flat two-dimensional substrate which represents the air-water interface. A ground-state analysis is performed which suggests phase transitions between phases with and without collective uniform tilt. Large-scale off-lattice Monte Carlo simulations over a wide temperature range show in addition to the tilting transition the presence of a strongly constrained melting transition at high temperatures. The latter transition appears to be related to two-dimensional melting of the head group lattice. These findings show that the model contains both, two- and three-dimensional ergodicity breaking solidification transitions. We discuss our findings with respect to experiment.



For more information see

Categories
Ergodic Theory Ergodicity Fractional Time Mathematical Physics Theory of Time

Fractional Dynamics, Irreversibility and Ergodicity Breaking

R. Hilfer

Chaos, Solitons and Fractals 5, 1475 (1995)
https://doi.org/10.1016/0960-0779(95)00027-2

submitted on
Wednesday, September 28, 1994

Time flow in dynamical systems is analysed within the framework of ergodic theory from the perspective of a recent classification theory of phase transitions. Induced automorphisms are studied on subsets of measure zero. The induced transformations are found to be stable convolution semigroups rather than translation groups. This implies non-uniform flow of time, time irreversibility and ergodicity breaking. The induced semigroups are generated by fractional time derivatives. Stationary states with respect to fractional dynamics are dissipative in the sense that the measure of regions in phase space may decay algebraically with time although the measure is time transformation invariant.



For more information see

Categories
Critical phenomena Equilibrium Simulations Statistical Physics

Layers of Semiflexible Chain Molecules Endgrafted at Interfaces: An Off-Lattice Monte Carlo Simulation

F.M. Haas, R. Hilfer, K. Binder

Journal of Chemical Physics 102, 2960-2969 (1995)
https://doi.org/10.1063/1.468604

submitted on
Monday, July 11, 1994

A coarse‐grained model for surfactant chain molecules at interfaces in the high density regime is studied using an off‐lattice Monte Carlo technique. The surfactant molecules are modeled as chains consisting of a small number (e.g., seven) of effective monomers. For the modeling of lipid monolayers, each effective monomer is thought to represent several CH2 groups of the alkane chain, but applications of the model to other polymers end grafted at solid surfaces also should be possible. The head segments are restricted to move in the adsorption plane, but otherwise do not differ from the effective monomers, which all interact with Lennard‐Jones potentials. Bond angle and bond length potentials take into account chain connectivity and chain stiffness. The advantage of this crude model is that its phase diagram can be studied in detail. Temperature scans show two phase transitions, a tilting transition at low temperatures between a tilted and an untilted phase, and a melting transition at high temperatures where the lattice of head groups loses its crystalline order.



For more information see

Categories
Critical phenomena Equilibrium Statistical Physics

Thermodynamic Scaling Derived via Analytic Continuation from the Classification of Ehrenfest

R. Hilfer

Physica Scripta 44, 321 (1991)
10.1088/0031-8949/44/4/002

submitted on
Tuesday, April 2, 1991

Scaling of the free energy is derived from thermodynamic arguments. The free energy is found to obey a new generalized scaling form which contains standard scaling as a special case. Contrary to standard scaling the new scaling form permits also nonuniversal exponents. The results are obtained by analytic continuation from the classification scheme of Ehrenfest.



For more information see

Categories
Lattice Models Statistical Physics

Analysis of Multilayer Adsorption Models without Screening

R. Hilfer, J.-S. Wang

Journal of Physics A: Mathematical and General 24, L389 (1991)
10.1088/0305-4470/24/7/013

submitted on
Tuesday, February 5, 1991

A class of recently introduced irreversible multilayer adsorption models without screening is analysed. The basic kinetic process of these models leads to power law behaviour for the decay of the jamming coverage as a function of height. We find the exact value for the power law exponent. An approximate analytical treatment of these models and previous Monte Carlo simulations are found to be in good agreement.



For more information see

Categories
Disordered Systems Lattice Models Transport Processes

Correlation Effects on Hopping Transport in a Disordered Medium

R. Hilfer

in: Dynamical Processes in Condensed Molecular Systems
edited by: A. Blumen and J. Klafter and D. Haarer
World Scientific Publ.Co., Singapore, 302 (1990)
https://doi.org/10.1142/9789814540261
ISBN: 978-981-4540-26-1

submitted on
Monday, April 23, 1990

Correlated hopping transport through a disordered system is discussed in terms of a random walk model with memory correlations on a bond disordered lattice. Correlations will in general result in a difference between the transition rate to the previously occupied site and the rate for transitions to any other nearest neighbour site. Such a correlated process corresponds exactly to Fürth’s model for a random walk with a finite memory. This paper establishes a first order master equation for Fürth’s random walk on a bond disordered lattice. The equation is found to be equivalent to a symmetrized second order equation which was used previously as the starting point for an effective medium treatment.



For more information see