Statistical Dynamics A Stochastic Approach To Nonequilibrium Thermodynamics 2nd Edition

How can one construct dynamical systems obeying the first and second laws of thermodynamics: mean energy is conserved and entropy increases with time? This book answers the question for classical probability (Part I) and quantum probability (Part II). A novel feature is the introduction of heat particles which supply thermal noise and represent the kinetic energy of the molecules. When applied to chemical reactions, the theory leads to the usual nonlinear reaction-diffusion equations as well as modifications of them. These can exhibit oscillations, or can converge to equilibrium.In this second edition, the text is simplified in parts and the bibliography has been expanded. The main difference is the addition of two new chapters; in the first, classical fluid dynamics is introduced. A lattice model is developed, which in the continuum limit gives us the Euler equations. The five Navier-Stokes equations are also presented, modified by a diffusion term in the continuity equation. The second addition is in the last chapter, which now includes estimation theory, both classical and quantum, using information geometry.

How can one construct dynamical systems obeying the first and second laws of thermodynamics that mean energy is conserved and entropy increases with time? This book answers the question for both classical probability and quantum probability.

This book aims to provide a compact and unified introduction to the most important aspects in the physics of non-equilibrium systems. It first introduces stochastic processes and some modern tools and concepts that have proved their usefulness to deal with non-equilibrium systems from a purely probabilistic angle. The aim is to show the important role played by fluctuations in far-from-equilibrium situations, where noise can promote order and organization, switching among non-equilibrium states, etc. The second part adopts a more historical perspective, retracing the first steps taken from the purely thermodynamic as well as from the kinetic points of view to depart (albeit slightly) from equilibrium. The third part revisits the path outlined in the first one, but now undertakes the mesoscopic description of extended systems, where new phenomena (patterns, long-range correlations, scaling far from equilibrium, etc.) are observed. This book is a revised and extended version of an earlier edition published in 1994. It includes topics of current research interest in far-from-equilibrium situations like noise-induced phenomena and free energy-like functionals, surface growth and roughening, etc. It can be used as an advanced textbook by graduate students in physics. It also covers topics of current interest in other disciplines and interdisciplinary approaches in engineering, biophysics, and economics, among others. The level of detail in the book is enough to capture the interest of the reader and facilitate the path to more learning by exploring the modern research literature provided. At the same time, the book is also complete enough to be self-contained for those readers who just need an overview of the subject.

This book develops in detail the statistical foundations of nonequilibrium thermodynamics, based on the mathematical theory of Brownian motion. Author Bernard H. Lavenda demonstrates that thermodynamic criteria emerge in the limit of small thermal fluctuations and in the Gaussian limit where means and modes of the distribution coincide. His treatment assumes the theory of Brownian motion to be a general and practical model of irreversible processes that are inevitably influenced by random thermal fluctuations. This unifying approach permits the extraction of widely applicable principles from the analysis of specific models. Arranged by argument rather than theory, the text is based on the premises that random thermal fluctuations play a decisive role in governing the evolution of nonequilibrium thermodynamic processes and that they can be viewed as a dynamic superposition of many random events. Intended for nonmathematicians working in the areas of nonequilibrium thermodynamics and statistical mechanics, this book will also be of interest to chemical physicists, condensed matter physicists, and readers in the area of nonlinear optics.

This book presents both the fundamentals and the major research topics in statistical physics of systems out of equilibrium. It summarizes different approaches to describe such systems on the thermodynamic and stochastic levels, and discusses a variety of areas including reactions, anomalous kinetics, and the behavior of self-propelling particles.

The theory of thermodynamics has been one of the bedrocks of 19th-century physics, and thermodynamic problems have inspired Planck's quantum hypothesis. One hundred years later, in an era where we design increasingly sophisticated nanotechnologies, researchers in quantum physics have been 'returning to their roots', attempting to reconcile modern nanoscale devices with the theory of thermodynamics. This textbook explains how it is possible to unify the two opposite pictures of microscopic quantum physics and macroscopic thermodynamics in one consistent framework, proving that the ancient theory of thermodynamics still offers many remarkable insights into present-day problems. This textbook focuses on the microscopic derivation and understanding of key principles and concepts and their interrelation. The topics covered in this book include (quantum) stochastic processes, (quantum) master equations, local detailed balance, classical stochastic thermodynamics, (quantum) fluctuation theorems, strong coupling and non-Markovian effects, thermodynamic uncertainty relations, operational approaches, Maxwell's demon, and time-reversal symmetry, among other topics. The textbook also explores several practical applications of the theory in more detail, including single-molecule pulling experiments, quantum transport and thermoelectric effects in quantum dots, the micromaser, and related setups in quantum optics. The aim of this book is to inspire readers to investigate a plethora of modern nanoscale devices from a thermodynamic point of view, allowing them to address their dissipation, efficiency, reliability, and power based on a conceptually clear understanding about the microscopic origin of heat, entropy, and the second law. The book is accessible to graduate students, post-docs, and lecturers, but will also be of interest to all researchers striving for a deeper understanding of the laws of thermodynamics beyond their traditional realm of applicability.

The structure of the theory ofthermodynamics has changed enormously since its inception in the middle of the nineteenth century. Shortly after Thomson and Clausius enunciated their versions of the Second Law, Clausius, Maxwell, and Boltzmann began actively pursuing the molecular basis of thermo dynamics, work that culminated in the Boltzmann equation and the theory of transport processes in dilute gases. Much later, Onsager undertook the elucidation of the symmetry oftransport coefficients and, thereby, established himself as the father of the theory of nonequilibrium thermodynamics. Com bining the statistical ideas of Gibbs and Langevin with the phenomenological transport equations, Onsager and others went on to develop a consistent statistical theory of irreversible processes. The power of that theory is in its ability to relate measurable quantities, such as transport coefficients and thermodynamic derivatives, to the results of experimental measurements. As powerful as that theory is, it is linear and limited in validity to a neighborhood of equilibrium. In recent years it has been possible to extend the statistical theory of nonequilibrium processes to include nonlinear effects. The modern theory, as expounded in this book, is applicable to a wide variety of systems both close to and far from equilibrium. The theory is based on the notion of elementary molecular processes, which manifest themselves as random changes in the extensive variables characterizing a system. The theory has a hierarchical character and, thus, can be applied at various levels of molecular detail.