Nonconcave entropies in multifractals and the thermodynamic formalism (Q867040)

Let \(f(\alpha)\) be the multifractal spectrum, and \(\tau(q)\) be the related free energy. The calculation of \(\tau(q) \) parallels the calculation of free energies in statistical mechanics in that, if \(f(\alpha) \) is known, then \(\tau(q) \) can be calculated as the Legendre-Fenchel (LF) transform of \(f\) by \(\tau(q) = \inf_{\alpha\in R}\{q\alpha - f (\alpha)\}.\) In the paper is devoted to the inverse of the result. More precisely, if \(\tau(q)\) is known, then \(f (\alpha)\) can be calculated from \(\tau(q)\) by taking the LF transform of the latter function, namely \[ f(\alpha) =\inf_{q\in R}\{q\alpha - \tau(q)\}. \tag{*} \] It is noted and showed that there is one aspect of Eq. (*) which is often overlooked when deriving it and applying it. Namely that it can only produce concave multifractal spectra, since LF transforms can only yield concave functions. This basic property of LF transforms does not affect, as such, the calculation of \(\tau(q) \) from \(f (\alpha)\) because it can be proved that \(\tau(q) \) is an always concave function of \(q\). For calculating the multifractal spectrum, however, there is a problem because \(f (\alpha)\) need not be concave, which means that \(f (\alpha)\) cannot always be calculated as the LF transform of \(\tau(q)\). The authors show that the Legendre-Fenchel transform of a free energy function yields the correct multifractal spectrum only when the latter is wholly concave. If the spectrum has no definite concavity, then the transform yields the concave envelope of the spectrum rather than the spectrum itself. Some mathematical and physical examples are given to illustrate this result, which lies at the root of the nonequivalence of the microcanonical and canonical ensembles. Moreover, it is also shown that the impossibility of expressing non concave multifractal spectra through Legendre-Fenchel transforms of free energies can be circumvented with the help of a generalized free energy function, which relates to a recently introduced generalized canonical ensemble. Analogies with the calculation of rate functions in large deviation theory are finally discussed.