scientific article; zbMATH DE number 2221274
This is a textbook about the relation between nonlinear dynamics, classical statistical physics and stochastic theory of systems out of thermodynamic equilibrium. The central concepts are instability, entropy, nonequilibrium, and Brownian motion. Instability stands here as a central point of modern dynamics, it means the local (or global) divergence of trajectories, which are near one to another at the initial time. It will be shown that this property, which seems to be a characteristic feature of all many-particle (macroscopic) systems, is responsible for a statistical (stochastic) behaviour connected with the existence of probabilities and effects like ergodicity and mixing of microscopic trajectories. On the other hand, entropy is the central statistical concept: entropy is a measure of uncertainty of the microscopic state. The idea that the instability of the microscopic trajectories generates uncertainty of the state, what means entropy and macroscopic properties, is the central point of the course. In explaining the main ideas of statistical physics, the inductive and sometimes the historical view is preferred. The authors try to give hints on modern applications of the statistical thermodynamics of systems far from equilibrium to physical and nonphysical systems. Chapter 1 tells about the history of the relations between thermodynamics, statistical physics and nonlinear science. Here, special attention is payed to the physics of Berlin, the town connected to the professional activities of the authors. Also the history of Brownian motion is discussed in more detail. Several basic concepts of deterministic dynamics are introduced in Chapter 2, e.g.\ concepts of state space, dynamical models and trajectories. The stability of motions and Lyapunov exponents are discussed. At the end of the chapter, also principal aspects of stochastic descriptions are explained. The aim of Chapter 3 is to show how thermodynamics may be derived from microphysics. Chapter 3 starts with Boltzmann's kinetic theory and the ergodic theory. Then the dynamics and probability of one-dimensional maps and the Liouville equation are treated, and Markov models are considered. Chapter 4 starts with the Boltzmann-Planck expression of entropy of systems of equally probable states, makes applications to macroscopically isolated systems with fixed energy, and explains the Gibbs-Jaynes principle on maximum information entropy. Several aspects of the statistical theory of fluctuations and the theory of linear irreversible processes are presented in Chapter 5. Here especially time correlation functions and their spectra are discussed. Further, the statistical mechanics of systems far from equillibrium are considered. This is a very complicated task, but the authors succeed to present many special examples. In Chapter 6 on non-equilibrium distribution functions, first as example driven Brownian particles are studied. Then a general ensemble theory similar to the Gibbs approach is developed for the so-called canonical-dissipative systems. Microcanonical non-equilibrium ensembles, sytems driven by energy depots, and sytems coupled to Nose-Hoover thermostats are presented. It is shown, how non-equilibrium distribution functions may be constructed by means of the information-theoretical methods introduced in Chapter 4. Chapter 7 is dedicated to the Brownian motion, its Langevin equation, the fluctuation-dissipation theorem, and properties of the noise. Velocity-velocity correlations are treated in detail. Further, overdamped limits, the Ornstein-Uhlenbeck process, the path integral representation and a non-Markovian Langevin equation are presented. The Fokker-Planck equation is studied in Chapter 8 considering as example the Ornstein-Uhlenbeck process of overdamped particles in a harmonic potential under the influence of white noise and the Klein-Kramers equation for underdamped systems. Energy diffusion and detailed balance as well as systems in contact with several heat baths are discussed. Chapter 9 considers some simple escape and first passage problems of stochastic systems. Chapter 10 is dedicated to problems of reaction kinetics. The chapter starts with the basics of the thermodynamics of reactions. Then the Smoluchowsky approach to treat transport processes bringing the reacting particles together is analysed in detail. Fluctuation effects in chemical kinetics are explained. Random walk approaches are recently widely used to analyse dispersive transport in amorphous solids or aging in glass-like materials. Chapter 11 shows that the weakness of this approach in its classical form is that it strongly relies on the homogeneity of the system. But sometimes the approach may be adapted even to the motion in external forces. This leads to the fractional Fokker-Planck equations introduced in Chapter 11. Finally, the main ideas of the theory of active Brownian motion are explained in Chapter 12.
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