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# Nonequilibrium thermodynamics ?

## I Definitions.

The purpose, in the present discussion, is investigating the possibility of an extension of Thermodynamics to systems which are in a stationary state but are subject to the action of conservative and nonconservative positional forces $`\underset{¯}{f}_{pos}`$ and (therefore) also to the action of the forces $`\underset{¯}{\vartheta }`$ necessary to take away the heat thus generated.

We first consider systems for which a finite microscopic mechanical model exists and are, therefore, described by equations of the form

$$m\underset{¯}{\overset{¨}{x}}=\underset{¯}{f}_{pos}(\underset{¯}{x})+\underset{¯}{\vartheta }(\underset{¯}{x},\underset{¯}{\overset{\dot{}}{x}})\stackrel{def}{=}\underset{¯}{F}(\underset{¯}{x},\underset{¯}{\overset{\dot{}}{x}})$$

and $`\underset{¯}{x}`$ is a point in an appropriate finite dimensional phase space (typically of very large dimension). If the force $`\underset{¯}{f}_{pos}`$ is conservative then no thermostat is needed and we suppose $`\underset{¯}{\vartheta }=\underset{¯}{0}`$ (for simplicity). In general we call the force law $`\underset{¯}{\vartheta }`$ a mechanical thermostat.

($``$) A key notion will be the phase space contraction rate $`\sigma (\underset{¯}{\overset{\dot{}}{x}},\underset{¯}{x})`$ which is defined as minus the divergence of the equations of motion:

$$\sigma (\underset{¯}{\overset{\dot{}}{x}},\underset{¯}{x})=\underset{\alpha =1}{\overset{3N}{}}_{\dot{x}_\alpha }F_\alpha (\underset{¯}{\overset{\dot{}}{x}},\underset{¯}{x})$$

($``$) An equilibrium state will be a stationary probability distribution given by a density (one says a stationary “absolutely continuous” distribution) on the phase space of a system which is subject only to conservative forces. We also identify the distribution with any point which is typical with respect to it: by typical we mean that the time averages of observables evaluated on the trajectory of the point are the same as the averages with respect to the distribution.

($``$) We suppose (ergodicity) that the time averages of observables (just of the few physically relevant for macroscopic Physics) are computable from any of the (equivalent) statistical ensembles: like the microcanonical ensemble. Hence an equilibrium state is identified with a probability distribution on phase space. A “typical” microscopic configuration, i.e. an initial datum in phase space which is not in a set of “unlucky cases” which, however, form a zero volume set and are therefore (believed to be)111This is not to be taken for granted, even though it is very often considered so: here I do not enter into discussing this mysterious assumption (as I have nothing to say). unobservable, will evolve in time so that the time averages of the observables (at least the few relevant for macroscopic Physics) are computable by the equilibrium state which has the correct values of the macroscopic parameters: e.g. in the microcanonical case the energy $`U`$ and the container volume $`V`$. When we speak of properties of a single (typical) point in phase space, like of its “entropy”, we always mean the same property of the equilibrium state for which the datum is a typical one.

Remarks: This already might be controversial: in fact the above (admittedly unconventional) definition of entropy has the following implications. A rarefied gas which initially happens to have all molecules located in the left half of a container, because a separation wall has just been removed, setting the gas in macroscopic motion and out of the previous equilibrium state, will be an initial datum in phase space whose entropy is that of the same gas occupying the entire container and at the same temperature222Assuming the gas to be ideal: we think here of Joule’s experiment. In the following the temperature will have the dimension of energy, i.e. we call temperature $`T`$ what is usually called $`k_BT`$ with $`k_B`$ being Boltzmann’s constant (the difference residing only in the different dynamics that follows the removal the wall in the middle of the container). Since a physicist would apply the Boltzmann equation to describe the evolution, the question arises about which is the place here of Boltzmann’s $`H`$ function, which is different if evaluated for the initial datum or for a datum into which the initial one evolves after a moderately large time (and in both cases it equals the classical thermodynamic entropy of the initial and final equilibria).

($``$) In trying to study nonequilibrium cases a conceptual difficulty must be met: if a system is subject to external non conservative forces then the thermostatting forces will have a non zero divergence and volume in phase space will not be preserved. The key idea (due to Ruelle)\[Ru95, \] is that in this case (as well as in the previous case) the nonequilibrium states will be the stationary states which are generated by time averaging of initial states that have a density or more satisfactorily, perhaps, by time averaging on the evolution of initial data that are typical for probability distributions given by some (arbitrary) density. The latter states are called SRB distributions (Sinai,Ruelle,Bowen)\[Ru95, ; Ru99, ; Ga00, ; Ga02, \]. Their appearance is natural since there will be no state (i.e. no probability distribution) which is stationary and at the same time is also given by a density. As in the equilibrium state we shall attribute to each individual point in phase space the macroscopic properties of the stationary state which allows us to compute the averages of macroscopic observables on the motion of the given point.

Remark: Systems that are chaotic in a mathematical sense (hyperbolic systems) can be shown, on rather general grounds, to have the property that there is only one SRB distribution (with the correct values of the macroscopic parameters).\[Ru95, ; Ru99, ; Ga02, \] Therefore such systems, the only ones for which the above definition has a strict mathematical sharpness, verify an extension of the ergodic hypothesis: adopting the latter definition means believing that the system is chaotic enough so that typical initial data generate a unique stationary distribution with several features of the SRB distributions for hyperbolic systems: the assumption has been called chaotic hypothesis\[GC95, \] and it represents (in our analysis) the nonequilibrium analogue of the classical ergodic hypothesis.

($``$) Given an initial state (a typical point or a distribution on phase space) it might be possible to define a function of it that will monotonically increase to a limit value which is the same for almost all data sampled with a distribution with a density on phase space (i.e. absolutely continuous). Since Boltzmann’s $`H`$ function is an example of such a function we shall call $`H`$-functions all such functions. We recall that Boltzmann’s $`H`$ function is defined by a coarse graining of phase space into “macrostates” determined by the occupation numbers $`f(p,q)d^3pd^3q`$ of phase space cells $`d^3pd^3q`$ around $`p,q`$ and by defining $`H=f(p,q)\mathrm{log}f(p,q)d^3pd^3q`$. Clearly here the cells size affects by an additive constant the actual value of $`H`$, which therefore should have no significance (at least in the classical mechanics context in which we are working) and only the variations of $`H`$ can be meaningful. In a rarefied gas the Boltzmann equation is believed to apply:\[Ga00, \] so that in the latter cases the function just defined is a nontrivial example of an $`H`$–function.

($``$) Here we propose that even in the case of rarefied gases it is neither necessary nor useful that the $`H`$ function is identified with the entropy: we want to consider it as a Lyapunov function whose role is to indicate which will be the final equilibrium state of an initial datum in phase space. This does not change, nor it affects, the importance of Boltzmann’s discovery that, in rarefied gases, the $`H`$ function can be identified with the physical entropy whenever the latter is defined (i.e. in equilibria). Suppose that the initial state is chosen randomly with respect to a Gibbs distribution which is not the one that pertains to the given parameters that describe the system (e.g. volume $`V`$ and energy $`U`$) but to other values: for instance it is chosen randomly with a Gibbs distribution $`\mu _{U,V/2}`$ that has the same energy but occupies half of the volume as in Joule’s experiment. Then the inital and final values of the $`H`$ function happen to coincide with the physical entropies of the Gibbs states $`\mu _{U,V}`$ and $`\mu _{U,V/2}`$ (at least in a rarefied gas) which are given by the Gibbs’ entropy.333One should note that in the whole Boltzmann’s work he has been really concerned with the approach to equilibrium: in our terminology he has been concerned with the problem of determining the stationary equilibrium distribution to which a given initial datum gives rise at large time: restricting consideration only to such cases one could well call the Boltzmann’s $`H`$-function the “entropy” of the state as it evolves towards equilibrium. And, whatever name we give it, remains true that $`H`$ is a measure of the disorder in the system. Our analysis here is intended to say that such an interpretation is not tenable when the system evolves towards a stationary nonequilibrium state. It must also to be said that even the H-theorem is not general because it applies only to rarefied gases, and even there it is an approximation: to generalize it to general situations, even when one only deals with approach to equilibrium, is a profound statement which should be substantiated by appropriate arguments.

($``$) The latter property could possibly be used to attempt a definition of entropy for states which are neither equilibrium nor stationary states:\[Le93, \] however such a definition would be useful only in the special situations in which an H-theorem could be proved. That seems effectively to reduce the cases in which the notion would be useful to the ones in which an initial equilibrium state identified by some parameters (like $`U,V`$) evolves towards a final one identified by other values of the parameters. And even in such cases it is severely restricted to the rarefied gases evolutions in which the H-theorem can be proved: a statement that a model indpendent, universal, extension of the above $`H`$-function, would have to be proved to have a monotonicity property, at least at a heuristic level, to avoid that its monotonicity becomes an a priori law of nature.

($``$) In general I would think that there will always be a Lyapunov function which describes the evolution of an initial state and is maximal on the stationary state that its evolution will eventually reach: however such a Lyapunov function may not have a universal form (unlike the $`H`$ function in the rarefied gases cases) and it may depend on the particular way the system is driven by the external forces. After all the SRB distribution verifies a variational principle (Ruelle)\[Ru95, ; Ru99, ; Ga02, \] which remarkably has the same form both in equilibrium and nonequilirium systems and one may imagine that in general it will be possible to define (on a case by case basis, I am afraid) a quantity that will tend to a maximum reached on the eventual stationary state. This picture seems to me simpler than trying to guess a (possibly nonexistent) general definition of a quantity that would play the role of Boltzmann’s $`H`$.

## II Entropy creation.

The second law of Thermodynamics, in classical Thermodynamic treatises, states:

It is impossible to construct a device that, operating in a cycle, will produce no effect other than the transfer of heat from a cooler to a hotter body

Of course this will be assumed to be a law of nature (Clausius)\[Ze68, \].

($``$) The law implies that one can define an entropy function $`S`$ on all equilibrium states of a given system (characterized in simple bodies by energy $`U`$ and available volume $`V`$) and if an equilibrium state $`1`$ can be transformed into another equilibrium state $`2`$ then

$$S_2S_1_1^2\frac{\mathit{}Q}{T}$$

using notations familiar from Thermodynamics: here the integral is over the transformation followed by the system in going from $`1`$ to $`2`$ and the $`\mathit{}Q`$ is the heat that the system absorbs at temperature $`T`$ from the outside reservoirs with which it happens to be in contact. The equality sign holds if the path followed is a reversible one.

($``$) One should note that the principle really says that the $`_1^2\frac{\mathit{}Q}{T}`$ does not depend on the path followed, if the path is a reversible sequence of equilibrium states; and its maximum value is reached along such paths. Existence of a path connecting $`1`$ with $`2`$ with $`S_2S_1<_1^2\frac{\mathit{}Q}{T}`$ would lead to a violation of the second law.

($``$) Is there an extension of the $`S_2S_1_1^2\frac{\mathit{}Q}{T}`$ relation to nonequilibrium Thermodynamics?444Which in a sense is tantamount of asking “is there a nonequilibrium Thermodynamics?” Since there seems to be no agreement on the definition of entropy of a system which is in a stationary nonequilibrium and since there seems to be no necessity in Physics of such a notion, at least I see none, I shall not define entropy of stationary nonequilibrium systems (in fact the analysis that follows indicates that if one really insisted in defining it then its natural value could, perhaps, be $`\mathrm{}`$!).

($``$) In Thermodynamics one interprets $`_1^2\frac{\mathit{}Q}{T}`$ as the entropy creation in the process leading from $`1`$ to $`2`$, be it reversible or not or through intermediate stationary states or not. The name is chosen because it is thought as the entropy increase of the heat reservoirs with which the system is in contact and which are supposed to be systems in thermal equilibrium: so that their entropy variations are, in principle, well defined because they fall in the domain of equilibrium thermodynamics. In a general transformation from a state $`1`$ to a state $`2`$, both of which are stationary (non)equilibrium states, following a path of (non)equilibrium stationary states $`\mu ^{(t)}`$ and in contact with purely mechanical thermostats one could consider the contribution to the entropy creation due to irreversibility in the process leading from $`1`$ to $`2`$ during a time interval $`[0,\mathrm{\Theta }]`$ to be

$$\mathrm{\Delta }=c_0^\mathrm{\Theta }\sigma (\underset{¯}{x},\underset{¯}{\overset{\dot{}}{x}})_{\mu ^{(t)}}𝑑t=c_0^\mathrm{\Theta }\sigma _t𝑑t$$

where $`\sigma _t\stackrel{def}{=}\sigma (\underset{¯}{x},\underset{¯}{\overset{\dot{}}{x}})_{\mu ^{(t)}}`$ is the average phase space contraction computed in the state $`\mu ^{(t)}`$. This follows a recently proposed identification of $`\sigma (\underset{¯}{x},\underset{¯}{\overset{\dot{}}{x}})`$ as proportional to the entropy creation rate (here $`c`$ is a proportionality constant)\[EM90, \]. The quantity $`\mathrm{\Delta }`$ is for mechanical thermostats the analogue of $`_1^2\frac{\mathit{}Q}{T}`$ for the generic phenomenological thermostats characterized by a temperature $`T`$.

($``$) In considering macroscopic systems one may imagine situations in which a system is partially thermostatted by mechanical forces for which a model considered physically reasonable is available555Typically these are models of friction, as in the Navier Stokes equation case in which the viscosity plays the role of a thermostat. Or in granular matter where the restitution coefficient in the collisions produces energy dissipation. Another well known example is in Drude’s theory of electrical conduction. and partially by phenomenologically defined “heat reservoirs” characterized by a temperature $`T`$ and able to cede to the system quantities $`\mathit{}Q`$ of heat ($`\mathit{}Q`$ can have either sign or vanish).

In such more general settings a system in contact with several thermostats of which a few are modeled by mechanical equations and a few others are unspecified and are just assumed to exchange quantities of heat $`\mathit{}Q`$ at temperature $`T`$ the second principle will be extended as

$$\mathrm{\Delta }+_1^2\frac{\mathit{}Q}{T}0$$

assuming that the path leading from $`1`$ to $`2`$ consists entirely of nonequilibrium stationary states and that it lasts a time interval $`[0,\mathrm{\Theta }]`$. Regarding the external thermostats as thermodynamic equilibrium systems $`\frac{\mathit{}Q}{T}`$ is the entropy increase of the reservoirs at temperature $`T`$ and $`\mathrm{\Delta }=c\sigma _t`$ is interpreted as the entropy increase of the mechanical reservoir: if this interpretaton is accepted the above relation becomes the ordinary second law for the external reservoirs and could be read as “the entropy of the rest of the universe does not decrease” (because $`\mathrm{\Delta }_1^2\frac{\mathit{}Q}{T}0`$), where “universe” is not the astronomical Universe but rather the collection of physical systems whose interaction with the system under study cannot be neglected.

If a system is a in a stationary state in which $`\sigma _t=\sigma >0`$ ($`t`$–independent) this essentially forces us to say that its entropy, if one insisted in defining it at the time $`t_0`$ of observation, could only be $`_{\mathrm{}}^{t_0}\sigma 𝑑t=\mathrm{}`$ as hinted above.666If we imagine possible to replace a mechanical thermostat with a phenomenological thermostat at temperature $`T`$ then the left hand side of the relation above remains unchanged but a part of $`\mathrm{\Delta }`$ becomes a contribution to the second addend.

($``$) Since the quantity $`\sigma _t`$ is $`0`$ (Ruelle)\[Ru99, \] under very general conditions (in fact always if the chaotic hypothesis is assumed to hold true) $`\mathrm{\Delta }0`$ and the proposed estension is compatible with the main consequences of the second law. The constant $`c`$ will be taken $`1`$ because the factor $`1`$ can be computed by studying the expression of $`\sigma (\underset{¯}{x},\underset{¯}{\overset{\dot{}}{x}})`$ in special models: at the moment, however, I see no immediate physical implications of the “universality” of this choice of $`c`$ and for the purposes of what follows $`c`$ could be any constant, even non universal.

($``$) The above implies again that we shall not be able to define an entropy function unless $`\sigma _t0`$. The latter is the condition under which equilibrium Thermodynamics is set up: so that if one studies only transformations from equilibrium states to other equilibrium states it is possible to define not only the creation of entropy but the entropy itself (up to an additive constant).

($``$) A number of compatibility questions arise: suppose that the system evolves between $`1`$ and $`2`$ under the action of a thermostat which is modeled by forces that act on the system. For instance we can imagine a container with periodic bounday conditions, we call it a wire, containing a lattice of obstacles, which we call a crystal, and $`N`$ particles, which we call electrons, interacting between each other and with the lattice via hard core interactions (say) and subject also to a constant force, which we call electromotive force, of intensity $`E`$; furthermore the particles will be subject to a thermostat force of Gaussian type777This is not the appropriate place to remind the Gauss’ least constraint principle: it can be easily found in the literature\[Ga00, \]. (as it is essentially the case in Drude’s theory as described in classical electromagnetism treatises\[Be64, \]) which forces the particles to have an energy $`U=u(E)`$ which is an assigned function of $`E`$. Suppose that the value of $`E`$ changes in time (very slowly compared to the microscopic time scales) following a profile $`E(t)`$ as drawn in Fig.1

$`E(t)`$ $`\mathrm{\Theta }`$  Fig.1 In this case the wire performs a cycle which is irreversible and the integral $`_1^2\frac{\mathit{}Q}{T}`$ is $`0`$ because the system is adiabatically isolated (the thermostat being only of mechanical nature). The entropy variation of the system is defined because the initial and final state are equilibria and, since they are the same, it is $`0`$: but there has been entropy creation $`\mathrm{\Delta }>0`$.

($``$) It is (perhaps) natural to define the “temperature” of a mechanical thermostat by remarking that in the models studied in the literature it turns out that $`\sigma _t`$ is proportional to the work per unit time that the mechanical forces perform, the porportionality constant being in general a function of the point in phase space. Therefore we can call $`T_0^1`$ the time average of the proportionality constant between $`\sigma `$ and the work $`W`$ per unit time that the mechanical thermostatting forces perform: in this way $`\sigma _t=\frac{W}{T_0}`$ and $`_0^\mathrm{\Theta }\sigma _t𝑑t=\frac{\mathit{}Q_0}{T_0}`$ where $`\mathit{}Q_0`$ is the total work performed by the mechanical forces which we can (naturally) call the heat absorbed by the mechanical reservoir.

($``$) If one imagines that the above conducting wire model at the same time exchanges heat with two sources, absorbing $`Q_2`$ at temperature $`T_2`$ and ceding $`Q_1`$ at temperature $`T_1`$ via some unspecified mechanism, and assuming that the profile of $`E(t)`$ is as in Fig.2

$`E(t)`$ $`E_0`$ $`\mathrm{\Theta }`$  Fig.2

where the value of $`E_0`$ corresponds to a temperature $`T_0`$ in the above sense. The inequality $`\mathrm{\Delta }+_1^2\frac{\mathit{}Q}{T}0`$ becomes

$$_0^\mathrm{\Theta }\sigma _t𝑑t+\frac{Q_2}{T_2}\frac{Q_1}{T_1}\frac{Q_0}{T_0}+\frac{Q_2}{T_2}\frac{Q_1}{T_1}0$$

For instance, we see that if $`T_1=T_2=T_0`$ we have realized a cycle which is irreversible. In it a quantity of heat $`Q_2Q_1L`$, with $`L=Q_0=T_0\mathrm{\Delta }=T_0_0^\mathrm{\Theta }\sigma _t𝑑t`$ is absorbed at a single temperature $`T=T_0`$ and is transformed into the amount $`Q_2Q_1L`$ of work: however the inequality forbids this to be positive, as expected.

## III Mechanical and stochastic models.

A definition in Physics is interesting (only) if it is useful to decribe properties of the systems in which we are interested. Therefore having set the above definitions one should expect to be asked why all the work was made.

In this case the whole matter was originated by efforts to interpret results that started to appear in the late 1970’s concerning numerical experiments in molecular dynamics\[EM90, \].

($``$) It is obvious that in numerical experiments one needs to deal with a finite system (and even not too large): hence various models of thermostats were devised for the purpose of obtaining equations that could be transformed into numerical codes and studied on electronic machines. This was a theoretical innovation with respect to previous models which either relied on stochastic boundary conditions or, in the more sophisticated cases, with (poorly understood) systems with infinitely many particles. And it opened the way to import the knowledge in the theory of dynamical systems that had been being developed in the two preceding decades or so.

The novelty with respect to stochastic thermostats was more conceptual than numerical. Given the number of particles a stochastic code is often only mildly more complex (and it could even be simpler) at least in the cases in which the noise is uncorrelated in time and acts on one particle at a time. This means that the resulting code does not require a longer running time than a deterministic one: a fact that can also be seen by noting that a stochastic system can be regarded as a deterministic system with more degrees of freedom (i.e. the ones needed to describe the random numbers generators that one has to use and which, as it is well known, are simply suitably chaotic dynamical systems themselves).

From the point of view of code writing this amounts at adding a few more particles to the system.888For instance if the stochastic thermostat is defined by requiring that upon collision with the boundary a particle rebounds with a maxwellian velocity distribution with dispersion (temperature) depending only on the boundary point hit then one needs three Gaussian random number generators, i.e. essentially three more degrees of freedom.

($``$) It is by no means clear that by using mechanical thermostats one can obtain physically realistic models nor, assuming that the stochastic dynamic models are more realistic, models behaving in as complex a way as the stochastic ones (typically consisting in boundary collision laws in which the particles emerge with a maxwellian velocity distribution with suitable variance, i.e. suitable temperature). Understandably the matter is controversial but quite a few researchers think that this has been positively demonstrated by large amounts of work done in the last thirty years.

Since stochastic models are just models with more degrees of freedom it is tautological that there is equivalence between all possible stochastic models and all deterministic ones. The real question is whether the rather simple deterministic thermostats models that have been used are able to simulate accurately the stochastic models believed to be more realistic.

($``$) In my view it is likely that vast classes of thermostats, deterministic and stochastic as well, are equivalent in the sense that they produce motions which although very different when compared at equal initial conditions and at each time have, nevertheless, the same statistical properties\[Ga00, ; Ga02, \]. And in my opinion there is already evidence that it is indeed possible to simulate the same system with simple deterministic thermostats or with some corresponding stochastic ones.

Here the equivalence is intended in a sense that is familiar in the theory of equilibrium ensembles: if one fixes suitably certain parameters then ensembles (i.e. time invariant probability distributions in phase space) that are apparently very different (e.g. microcanonical and canonical) give, nevertheless, the same statistical properties to vast (not all) classes of observables. If one fixes the energy $`U`$ and the volume $`V`$ in a microcanonical ensemble or the inverse temperature $`\beta `$ and the volume $`V`$ in the canonical ensemble then one obtains that local observables have the same statistical distribution in the two cases provided the value of $`\beta `$ is chosen such that the average canonical energy is precisely $`U`$.

One among the most striking examples of such equivalence (She,Jackson)\[SJ93, \] is the equivalence between the dissipative Navier Stokes fluid and the Euler fluid in which the energy content of each shell of wave numbers is fixed (via Gauss’ least constraint principle) to be equal to the value that Kolmogorov’s theory predicts to be the energy content of each shell at a given (large) Reynolds number. Here one compares two very different mechanical thermostats. A more general view on the equivalence between different thermostats has been developed since. In fact many instances in which Physicists say that “an approximation is reasonable” really correspond to equivalence statements about certain properties of different theories (and in the best cases the statements can be translated into proper mathematical conjectures).

($``$) Coming therefore to consider more closely mechanical thermostat models the phase space contraction has turned out in many cases to be an interesting quantity often intepretable as the ratio between the work done by the thermostats on the systems and some kinetic energy average: this led since the beginning to identify the phase space contraction rate with the entropy creation rate. The above “philosophical” considerations have been developed to give some background interpretation to the vast phenomenology generated by the new electronic machines used as tools to investigate complex systems evolutions.

A collision between the previously held views, egregiously summarized by the book of De Groot-Mazur\[DGM84, \], based on continuum mechanics and the new approaches based on transistors, chips and dynamical systems theory ensued: often showing that the two communities give the impression of not really meditating on each other arguments.

($``$) Setting aside controversies it is interesting that the mechanical thermostats approach has nevertheless led to a new perspective and to a few new results. Here I mention the fluctuation relation: the phase space contraction $`\sigma (x(t),\dot{x}(t))`$ which in various models has interesting physical meaning (like being related to conductivity or viscosity) is a fluctuating quantity as time goes on. Its average value in a time interval of size $`\tau `$ divided by its infinite time average in the future $`\sigma `$ is a quantity $`p`$ that still fluctuates. Of course it fluctuates less and less the larger is $`\tau `$ and its probability distribution (easily analyzable by observing it for a long time and by dividing the time into intervals of size $`\tau `$ and forming a histogram of the values thus observed) is expected on rather general grounds to be proportional to $`e^{\tau \zeta (p)}`$ for $`\tau `$ large with $`\zeta (p)`$ being a function with a maximum at $`p=1`$ (i.e. at the average, hence most probable, value of $`p`$) provided $`\sigma >0`$, i.e. provided there is dissipation in the system and the system is, therefore, out of equilibrium.

If the dynamical equations are reversible, i.e. if there is an isometry $`I`$ of phase space which anticommutes with the time evolution $`(x,\dot{x})S_t(x,\dot{x})(x(t),\dot{x}(t))`$ in the sense that $`IS_t=S_tI`$ and furthermore $`I^2=1`$ then, provided the system motion is “very chaotic”, it follows that

$$\zeta (p)=\zeta (p)p\sigma $$

This is a parameter free symmetry relation that was discovered in a numerical experiment (Evans, Cohen, Morriss)\[ECM93, \] and which has been checked in many cases. By very chaotic one means that the motion of the system can be assimilated to that of a suitable Anosov flow whose trajectories fill densely phase space (transitive Anosov flow).

($``$) Indeed for transitive reversible Anosov systems the above relation holds as a theorem\[GC95, \]. Since models of physical systems are not Anosov systems from a strict mathematical point of view the above relation cannot be applied, not even to cases in which the model is reversible and the trajectories are dense on the allowed phase space: the chaotic hypothesis says that the fact that the system is not mathematically an Anosov system is not relevant for physical observations, in most cases. This is similar to the statement that in equilibrium systems the lack of ergodicity of motions is irrelevant in most cases and averages can be computed by assuming ergodicity (i.e. by using the microcanonical distribution).

If this is correct the above relation should hold: a non trivial fact to check due to the difficulty of observing such large fluctuations and to the lack of free parameters to fit the data, once they have been laboriously obtained.

($``$) When the forcing of the system is let to $`0`$ the above relation degenerates: not only $`\sigma 0`$ but also $`p`$ itself becomes ill defined as its definition involves division by $`\sigma `$. Nevertheless by extracting the leading behavior of both sides the fluctuation relation leads to relations between average values of derivatives of dynamical quantities with respect to the intensity of the forcing, evaluated at zero forcing, and such relations can be intepreted as Onsager reciprocity relations and Green–Kubo expressions for suitably defined transport coefficients\[Ga02, \].

($``$) Clearly a reversibility assumption on thermostats is a strong assumption and so is the chaotic hypothesis. Nevertheless the results are interesting and they seem to be among the few that can be obtained in a field which is well known for its imperviousness. The philosophical framework developed in Sections 1,2 helps keeping a unified view on a subject that is being developed although, strictly speaking, one could dispense with the philosophical view and concentrate on obtaining results that can be drily stated without appealing to entropy, entropy creation, thermostats etc.

($``$) And one can go beyond various assumptions via the use of equivalence conjectures between different thermotats: for instance Drude’s thermostat model which strictly speaking is not reversible is conjectured to be equivalent to a Gaussian thermostat which is reversible. The Navier Stokes equation for incompressible fluids, clearly irreversible, is conjectured to be equivalent to a similar reversible equation\[Ga02, \] as the quoted experiment\[SJ93, \] shows and as other successive experiments seem to confirm\[GRS02, \]. The research along the just mentioned lines seems to go quite far and to lead not only to new perspectives but also to new results or confirmations (i.e. non contradictions) of the general views in Sections 1,2. Doubts about the whole approach can be legitimately raised, and have been raised, on the grounds that the results are too few and too meager to be really interesting: for instance one can hold against their consideration that they are not even sufficient to give some hint at a derivation of “elementary” relations like Fourier’s law or Ohm’s law. One can only say that time is not yet ripe to see whether the new methods and ideas lead really anywhere or at least to a better understanding of some of the problems that also the old ones have not been able to tackle, so far, (like the heat conduction laws or the electric conduction laws) in spite of intense research efforts.

The above comments have been stimulated by continuous heated discussions held at Rutgers University in the course of the last few years: involving among many others S.Goldstein, J.Lebowitz, D.Ruelle.

e-mail gallavotti@roma1.infn.it
Piscataway, NJ, november 2002


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# Nonextensive statistical mechanics: Some links with astronomical phenomena To appear in the Proceedings of the XIth United Nations / European Space Agency Workshop on Basic Space Sciences, Office for Outer Space Affairs / United Nations (Cordoba, 9-13 September 2002), ed. H. Haubold, special issue of Astrophysics and Space Science (Kluwer Academic Publishers, Dordrecht, 2003).

## I introduction

Connections between dynamics and thermodynamics are far from being completely clarified. For instance, long-range interactions are expected to substantially modify various usual thermodynamical properties. E. Fermi addressed such question with the following words :

The entropy of a system composed of several parts is very often equal to the sum of the entropies of all the parts. This is true if the energy of the system is the sum of the energies of all the parts and if the work performed by the system during a transformation is equal to the sum of the amounts of work performed by all the parts. Notice that these conditions are not quite obvious and that in some cases they may not be fulfilled. Thus, for example, in the case of a system composed of two homogeneous substances, it will be possible to express the energy as the sum of the energies of the two substances only if we can neglect the surface energy of the two substances where they are in contact. The surface energy can generally be neglected only if the two substances are not very finely subdivided; otherwise, it can play a considerable role.

In those of L. Tisza :

The situation is different for the additivity postulate $`Pa2`$, the validity of which cannot be inferred from general principles. We have to require that the interaction energy between thermodynamic systems be negligible. This assumption is closely related to the homogeneity postulate $`Pd1`$. From the molecular point of view, additivity and homogeneity can be expected to be reasonable approximations for systems containing many particles, provided that the intramolecular forces have a short range character.

Finally, in those of P.T. Landsberg :

The presence of long-range forces causes important amendments to thermodynamics, some of which are not fully investigated as yet.

In recent papers, also E.G.D. Cohen  and M. Baranger  have addressed this question. Indeed, a significant amount of systems, e.g., turbulent fluids ( and references therein), electron-positron annihilation , quark-gluon plasma , economics , motion of Hydra viridissima , kinetic theory , classical chaos , quantum chaos , quantum entanglement , anomalous diffusion , long-range-interacting many-body classical Hamiltonian systems ( and references therein), internet dynamics , and others, are known nowadays which in no trivial way accomodate within BG statistical mechanical concepts. Systems like these have been handled with the functions and concepts which naturally emerge within nonextensive statistical mechanics .

The basic building block of nonextensive statistical mechanics is the nonextensive entropy

$`S_qk{\displaystyle \frac{1_{i=1}^Wp_i^q}{q1}}(q).`$ (1)
The entropic index $`q`$ characterizes the statistics we are dealing with; $`q=1`$ recovers the usual BG expression

$`S_1=S_{BG}=k{\displaystyle \underset{i=1}{\overset{W}{}}}p_i\mathrm{ln}p_i.`$ (2)
We may think of $`q`$ as a biasing parameter: $`q<1`$ privileges rare events, while $`q>1`$ privileges common events. Indeed, $`p<1`$ raised to a power $`q<1`$ yields a value larger than $`p`$, and the relative increase $`p^q/p=p^{q1}`$ is a decreasing function of $`p`$, i.e., values of $`p`$ closer to 0 (rare events) are benefited. Correspondingly, for $`q>1`$, values of $`p`$ closer to 1 (common events) are privileged. Therefore, the BG theory (i.e., $`q=1`$) is the unbiased statistics. A concrete consequence of this is that the BG formalism yields exponential equilibrium distributions (and time behavior of typical relaxation functions), whereas nonextensive statistics yields (asymptotic) power-law distributions (and relaxation functions). Since the BG exponential is recovered as a limiting case, we are talking of a generalization, not an alternative.

To obtain the probability distribution associated with the relevant stationary state (thermal equilibrium or metaequilibrium) of our system we must optimize the entropic form (1) under the following constraints :

$`{\displaystyle \underset{i}{}}p_i=1,`$ (3)
and

$`{\displaystyle \frac{_ip_i^qE_i}{_ip_i^q}}=U_q,`$ (4)
where $`\{E_i\}`$ is the set of eigenvalues of the Hamiltonian (with specific boundary conditions), and $`U_q`$ is a fixed and finite number. This optimization yields

$`p_i={\displaystyle \frac{[1(1q)\beta _q(E_iU_q)]^{1/(1q)}}{Z_q}},`$ (5)
where

$`Z_q{\displaystyle \underset{j}{}}[1(1q)\beta _q(E_jU_q)]^{1/(1q)},`$ (6)
and

$`\beta _q{\displaystyle \frac{\beta }{_jp_j^q}},`$ (7)
$`\beta `$ being the optimization Lagrange parameter associated with the generalized internal energy $`U_q`$. Equation (5) can be rewritten as

$`p_i[1(1q)\beta ^{}E_i]^{1/(1q)}e_q^{\beta ^{}E_i},`$ (8)
where $`\beta ^{}`$ is a renormalized inverse “temperature”, and the $`q`$-exponential function is defined as $`e_q^x[1+(1q)x]^{1/(1q)}=1/[1(q1)x]^{1/(q1)}`$ (with $`e_1^x=e^x`$). This function replaces, in a vast number of relations and phenomena, the usual BG factor. In particular, the ubiquitous Gaussian distribution $`e^{ax^2}`$ becomes generalized into the distribution $`e_q^{a_qx^2}=1/[1+(q1)a_qx^2]^{1/(q1)}`$ (fat-tailed if $`q>1`$, and with a cutoff if $`q<1`$).

## II Analogy with the Ptolemy-Kepler problem

Ancient Greeks believed, through philosophical arguments, that the orbit of any celestial body ought to be a “perfect” geometrical figure, namely a circle. This belief was very consistent with the observations of the motion of the stars. Not so, however, with the observations of the motion of the planets (a word whose etymology precisely is wanderer). This nontrivial problem was attacked by Ptolemy. He introduced, with sensible success at that time, the idea that the motion of a planet would be that of a circle rotating around another circle, in turn rotating around another circle, and so on. The idea of such epicycles was recursively used by most astronomers along the centuries over large regions of the civilized world . Before Kepler’s time, some astronomers had used up to several dozens(!) of epicycles one on top of the other, in order to increase the precision of their calculations. Then Kepler arrived and proposed that the orbit of a planet around the sun would be that of a geometrical figure which generalizes the circle, namely that of an ellipse. This figure needs, for being characterized, one new parameter, namely the eccentricity $`ϵ`$, in addition to say its largest diameter. The circle is thus recovered as the particular case $`ϵ=0`$. In very few years, practically all the astronomers of Europe abandoned the cumbersome calculations with the Ptolemaic epicycles, and adopted the Keplerian ellipses. Ptolemy idea was nevertheless not wrong at all! Indeed, the planetary elliptic motion can be described in terms of infinite series, whose terms can be identified with the Ptolemaic epicycles. In other words, the elliptic keplerian motion can be regarded as resulting from an “infinite series of epicycles”. A very lucid discussion of the correspondence between (i) the series expansion of the elliptic motion and (ii) the Ptolemaic geometric construction, was provided by Hoyle . The alluded series for the planetary elliptic motion can be found in any text-book of Celestial Mechanics , and are given (in polar coordinates, as a function of time $`t`$) by

$`\theta =nt+2ϵsinnt+{\displaystyle \frac{5}{4}}ϵ^2sin\mathrm{\hspace{0.17em}2}nt+\mathrm{}`$ (9)
and

$`{\displaystyle \frac{r}{a}}=1ϵcosnt+{\displaystyle \frac{1}{2}}ϵ^2(1cos\mathrm{\hspace{0.17em}2}nt)+\mathrm{}`$ (10)
where $`a`$ is the semi-major diameter, and $`n2\pi /P`$, $`P`$ being the so called sidereal period. If the orbit is a circle, i.e., $`ϵ=0`$, then each polar coordinate has only one term in its expansion. For any value of $`ϵ0`$, an infinite number of terms must be used if one wants the exact Keplerian answer. This sudden change in the number of terms of course reflects the equally sudden change of symmetry when one goes from the circle to the ellipse. In other words, if one wants to stick to circles, that is perfectly possible and correct, although the price to be paid is that one has to consider an infinite number of circles. The other, simpler, possibility, is of course to use only one ellipse. One has however to know, through any accessible procedure, the value of $`ϵ`$ for that particular planet.

Let us go back now to the problem of the use and status of the nonextensive entropy $`S_q`$ as given in Eq. (1). How universal is the BG entropy? How $`S_q`$ fundamentally relates to it? What is the status of the entropic index $`q`$, which characterizes universality classes of nonextensivity? (The most famous one being of course the $`q=1`$ universality class). Let us address this epistemologically interesting point through the canonical ensemble associated with conservative Hamiltonian systems.

Let us first develop the $`q`$-logarithm function

$`\mathrm{ln}_qx{\displaystyle \frac{x^{1q}1}{1q}}={\displaystyle \frac{e^{(1q)\mathrm{ln}x}1}{1q}}=\mathrm{ln}x{\displaystyle \frac{q1}{2}}\mathrm{ln}^2x+{\displaystyle \frac{(q1)^2}{6}}\mathrm{ln}^3x+\mathrm{},`$ (11)
as well as

$`p_i^{q1}=e^{(q1)\mathrm{ln}p_i}=1+(q1)\mathrm{ln}p_i+{\displaystyle \frac{(q1)^2}{2}}\mathrm{ln}^2p_i+\mathrm{}`$ (12)
The functional to be optimized for the canonical ensemble is

$`\mathrm{\Phi }_q(\{p_i\}){\displaystyle \frac{S_q(\{p_i\})}{k}}+\alpha {\displaystyle \underset{i}{}}p_i+\beta {\displaystyle \frac{_ip_i^qE_i}{_ip_i^q}}=\mathrm{ln}_q(1/p_i)+\alpha {\displaystyle \underset{i}{}}p_i+\beta {\displaystyle \frac{p_i^{q1}E_i}{p_i^{q1}}},`$ (13)
where $`\alpha `$ and $`\beta `$ are Lagrange parameters, and $`\mathrm{}_ip_i(\mathrm{})`$. We use now the series (11) and (12) inside Eq. (13), and obtain

$`\mathrm{\Phi }_q(\{p_i\})={\displaystyle \frac{S_{BG}(\{p_i\})}{k}}{\displaystyle \frac{q1}{2}}\mathrm{ln}^2p_i{\displaystyle \frac{(q1)^2}{6}}\mathrm{ln}^3p_i+\mathrm{}+\alpha {\displaystyle \underset{i}{}}p_i`$ (14)
$`+\beta E_i+\beta (q1)[E_i\mathrm{ln}p_iE_i\mathrm{ln}p_i]`$ (15)
$`+\beta {\displaystyle \frac{(q1)^2}{2}}[E_i\mathrm{ln}^2p_iE_i\mathrm{ln}^2p_i+2E_i\mathrm{ln}p_i^22E_i\mathrm{ln}p_i\mathrm{ln}p_i]+\mathrm{}`$ (16)
$`=\mathrm{\Phi }_1(\{p_i\})`$ (17)
$`{\displaystyle \frac{q1}{2}}\mathrm{ln}^2p_i{\displaystyle \frac{(q1)^2}{6}}\mathrm{ln}^3p_i+\mathrm{}+\beta (q1)[E_i\mathrm{ln}p_iE_i\mathrm{ln}p_i]`$ (18)
$`+\beta {\displaystyle \frac{(q1)^2}{2}}[E_i\mathrm{ln}^2p_iE_i\mathrm{ln}^2p_i+2E_i\mathrm{ln}p_i^22E_i\mathrm{ln}p_i\mathrm{ln}p_i]+\mathrm{}`$ (19)
This optimization is the usual one within BG statistical mechanics if $`q=1`$, having a few constraints. It suddenly becomes a quite complex one, with an infinite number of constraints, if $`q1`$. Let us further analyze the generic case.

Let us consider the following generic optimization problem on the basis of the $`S_{BG}`$ entropy. The constraints to be used are Eq. (3), as well as the following ones:

$`\mathrm{ln}^kp=C_k(k=2,3,4,\mathrm{}),`$ (20)
where $`\{C_k\}`$ are fixed finite quantities, to which we shall associate the Lagrange parameters $`\{\gamma _k\}`$. In addition to these constraints, we also have the following ones:

$`E_i=D_1,`$ (21)
$`E_i\mathrm{ln}p_iE_i\mathrm{ln}p_i=(E_iE_i)(\mathrm{ln}p_i\mathrm{ln}p_i)=D_2,`$ (22)
$`E_i\mathrm{ln}^2p_iE_i\mathrm{ln}^2p_i+2E_i\mathrm{ln}p_i^22E_i\mathrm{ln}p_i\mathrm{ln}p_i=D_3,`$ (23)
etc, where $`D_1,D_2,D_3,\mathrm{},D_l,\mathrm{}`$ are fixed finite quantities, to which we shall associate the Lagrange parameters $`\delta _1,\delta _2,\delta _3,\mathrm{},\delta _l,\mathrm{}`$. The optimization of $`S_{BG}`$ with all these constraints provides an optimizing distribution noted $`p(E_i;\alpha ,\{\gamma _k\},\{\delta _l\})`$. We shall next consider a particular case of this distribution, the one where we impose

$`\gamma _k={\displaystyle \frac{(q1)^{k1}}{k!}}(k=2,3,4,\mathrm{}),`$ (24)
$`\delta _1=\beta ,`$ (25)
$`\delta _2=\beta (q1),`$ (26)
$`\delta _3=\beta {\displaystyle \frac{(q1)^2}{2}},`$ (27)
etc. Let us stress that taking a particular case of $`p(E_i;\alpha ,\{\gamma _k\},\{\delta _l\})`$ is perfectly legitimate. \[Indeed, as an illustration, let us remind that in the usual BG statistical mechanics, the distribution corresponding to the microcanonical ensemble can be viewed as the $`\beta =0`$ particular case of the distribution associated with the canonical ensemble\]. Consequently the stationary distribution becomes a function only of $`(E_i,\beta ,q)`$. We may alternatively consider that we have defined a specific new ensemble, whose distribution is fully known once we know $`\beta `$ and $`q`$. The inverse “temperature” $`\beta `$ depends on the physical thermostat with which the system is in contact, and $`q`$ depends on the microscopic dynamics of the specific physical system. The symmetry change that has occurred from $`q=1`$ to $`q1`$ hopefully corresponds to the fact that ergodicity (homogeneity in phase space) has been lost, and occupancy is now related to a presumably (multi)fractal or hierarchical geometry in phase space. The fact that only one new parameter emerges (namely $`q`$), and not the infinite number that would correspond to the entire multifractal function $`f(\alpha )`$, should be presumably related to the expectation that the thermodynamical properties would basically depend only on one number, namely the Hausdorff dimension of the system (see  for a connection between $`q`$ and the Hausdorff dimension for the simple case of the logistic-like maps). Although further studies are necessary to transparently establish the connection of the geometry in phase space with $`q`$, we have shown herein that indeed the optimization of $`S_q`$ with a few constraints is equivalent to the optimization of $`S_{BG}`$ with an infinite number of them. Therefore, it is in principle possible and correct to use $`S_{BG}`$ for such complex systems. The price to be paid is the fact that an infinite number of constraints must be, in one way or another, taken into account. The alternative is to use $`S_q`$ with just a few constraints, but one needs to know the value for $`q`$ to be used. The analogy with the Ptolemy-Kepler problem, where $`ϵ`$ must be known, is therefore, in our opinion, quite striking.

## III applications

Let us now briefly review five recent applications of the ideas associated with nonextensive statistical mechanics to phenomena in astronomy and astrophysics, namely the solar neutrino deficit , self-gravitating polytropic systems , peculiar velocities of galaxy clusters , the flux of cosmic rays , and some cosmological effects .

Solar neutrino problem:

The solar plasma is believed to produce large amounts of neutrinos through a variety of mechanisms (e.g., the proton-proton chain). The calculation done using the so called Solar Standard Model (SSM) results in a neutrino flux over the Earth, which is roughly the double of what is measured. This is sometimes referred to as the neutrino problem or the neutrino enigma. There is by no means proof that this neutrino flux defect is due to a single cause. It has recently been verified that neutrino oscillations do seem to exist, which would account for part of the deficit. But it is not at all clear that it would account for the entire discrepancy. Quarati and collaborators  argue that part of it – even, perhaps, an appreciable part of it – could be due to the fact that BG statistical mechanics is used within the SSM. The solar plasma involves turbulence, long-range interactions, possibly long-range memory processes, all of them phenomena that could easily defy the applicability of the BG formalism. Then they show  in great detail how the modification of the “tail” of the energy distribution could considerably modify the neutrino flux to be expected. Consequently, small departures from $`q=1`$ (e.g., $`|q1|`$ of the order of $`0.1`$ or even less) would be enough to produce as much as $`50\%`$ difference in the flux. This is due to the fact that most of the neutrino flux occurs at what is called the Gamow peak. This peak occurs at energies quite above the temperature (say $`10`$ times larger), i.e., at energies in the tail of the distribution.

Polytropic Equilibrium Solutions to the Vlasov-Poisson Equations:

The first physical application of the non-extensive thermostatistical formalism was related to the study of maximum entropy solutions to the Vlasov-Poisson equations describing self gravitating $`N`$-body systems like galaxies . The maximization of the standard Boltzmann-Gibbs entropy under the constraints imposed by mass and energy conservation lead to the isothermal sphere distribution, which has infinite mass and energy . In , it was shown that the extremalization of the non extensive $`q`$-entropy under the same constraints leads to the stellar polytropic sphere distributions which, for a certain range of the $`q`$ parameter, are endowed with finite mass and energy, as physically expected. This constituted the first clue suggesting that the generalized thermostatistical formalism based on $`S_q`$ may be of some relevance for the study of systems exhibiting non extensive thermodynamical properties due to long range interactions. The possible usefulness of non-logarithmic entropic measures in the study of stellar systems had also been suggested in .

Stellar polytropic sphere distributions are of the form

$`f(𝐱,𝐯)=f(\stackrel{~}{ϵ})=`$ $`A(\mathrm{\Phi }_0\stackrel{~}{ϵ})^{n3/2}`$ $`\stackrel{~}{ϵ}\mathrm{\Phi }_0`$ (28)
$`=`$ $`0`$ $`\stackrel{~}{ϵ}>\mathrm{\Phi }_0,`$ (29)
where

$$\stackrel{~}{ϵ}=\frac{1}{2}𝐯^2+\mathrm{\Phi }(𝐱),$$
(30)
is the total energy (per unit mass) of an individual star, and $`A`$, $`\mathrm{\Phi }_0`$, and $`n`$ (usually called polytropic index) are constants. The quantity $`f(𝐱,𝐯)d^3xd^3v`$ denotes the number of stars with position and velocity vectors respectively within the elements $`d^3x`$ and $`d^3v`$ in position and velocity spaces. The polytropic distribution (28) exhibits, after an appropriate identification of the relevant parameters, the $`q`$-MaxEnt form. The entropic parameter $`q`$ can be expressed in terms of the index $`n`$ by identifying $`n3/2`$ with $`1/(1q)`$ (see  for details; notice that here we are identifying $`f`$ with $`p`$, and not with the escort distribution $`p^q`$). We obtain

$$q=\frac{2n5}{2n3}.$$
(31)
The limit $`n\mathrm{}`$ (hence $`q=1`$) recovers the isothermal sphere case; for $`n<5`$ (hence $`q<5/7`$), finiteness for mass and energy naturally emerges. Polytropic distributions constitute the simplest, physically plausible models for self-gravitating stellar systems . Alas, these models do not provide an accurate description of the observational data associated with real galaxies. In spite of this, the connection between the $`S_q`$ entropy and stellar polytropes is of considerable interest. Besides the (in our opinion) notable fact that, for a special range of values of $`q`$, non-extensive thermostatistics leads to finite stellar systems, the established connection between the $`S_q`$ entropy and stellar polytropic distributions is interesting for other reasons. Polytropic distributions arise in a very natural way from the theoretical study of self gravitating systems. The investigation of their properties has been of constant interest for theoretical astrophysicists during the last one hundred years . Polytropic distributions are still the focus of an intense research activity , and the study of their basic properties constitutes a part of the standard syllabus of astrophysics students. Now, polytropic distributions happen to exhibit the form of $`q`$-MaxEnt distributions, that is, they constitute distribution functions in $`(𝐱,𝐯)`$ space that maximize the non-extensive functional $`S_q`$ under the natural constraints imposed by the conservation of mass and energy  (other constraints associated with other conserved quantities may be incorporated). Let us recall that the original path leading to the $`S_q`$ entropic form was not motivated by self-gravitating systems, nor was it motivated by any other specific system. The entropic form $`S_q`$ was proposed by recourse to very general arguments dealing with the consideration of (i) entropic forms incorporating power law structures (inspired on multifractals) and reducing to the standard logarithmic measure in an appropriate limit and (ii) the basic properties a functional of the probabilities should have in order to represent a physically sensible entropic measure . The $`q`$-entropy is a very natural and, to a certain extent, unique generalization of the Boltzmann-Gibbs-Shannon measure. Taking this into account, it is remarkable that the extremalization of the $`q`$-measure leads to a family of distribution functions of considerable importance in theoretical astrophysics. In a sense, we might say that astrophysicists, when studying newtonian self-gravitating systems, have been working with $`q`$-MaxEnt distribution functions for a hundred years without being aware of it. The discovery of the connection between $`S_q`$ and stellar polytropic distributions stimulated the application of nonextensive statistical mechanics to the study of other systems with long range interactions . In particular, the analysis by Boghosian  of metastable states in pure electron plasmas lead to the identification of the first maximum $`q`$-entropy distribution observed in the laboratory . In point of fact, the mathematical formalism used by Boghosian to describe the electron plasma is closely related to one associated to the stellar polytropic distributions .

Peculiar velocities of galaxy clusters

The COBE (Cosmic Background Explorer) satellite measured the peculiar velocities (difference of velocity with regard to the average expansion of the universe) of some clusters of spiral galaxies. A distribution was found which exhibits a cutoff around $`500Km/s`$. The Princeton astrophysical group  analyzed the distribution of velocities within four different cosmological models (cold matter, hot matter, premieval barionic). None of those attempts succeeded in reproducing the observed cutoff, although each of those models involved several free parameters (that were fixed through a variety of arguments). By assuming within nonextensive statistical mechanics, an extremely – almost outrageously – simplified model, namely an ideal classical gas!, the empirical velocity distribution was quite satisfactorily matched . Only two fitting parameters were used, namely the scale of velocities and $`q0.23`$. In spite of the extreme simplicity of the model, the fact that the statistics was allowed to change proved its high efficiency. The possible primacy of statistics over models is not new in statistical physics in fact. Even if we consider the ideal gas hypothesis for a quantum gas, we obtain acceptably good first approximations for phenomena such as superconductivity or suprafluidity (using Bose-Einstein statistics), or such as metallic conductivity of electrons (using Fermi-Dirac statistics). Of course, more realistic models must include interactions, but an acceptable first approach can indeed be done already on the basis of an appropriate statistics (even if the model is oversimplified).

Cosmic rays:

The flux of cosmic rays arriving on Earth is a quantity whose measured range is among the widest experimentally known ($`33`$ decades in fact). This distribution refers to a range of energies which also is impressive ($`13`$ decades). This distribution is very far from exponential, as can be verified on Fig 1. This basically indicates that no BG thermal equilibrium is achieved, but some other (either stationary, or relatively slow varying) state, characterized in fact by a power law. If the distribution is analyzed with more detail, one verifies that two, and not one, power-law regimes are involved, separated by what is called the “knee” (slightly below $`10^{16}ev`$). At very high energies, the power-law seems to be interrupted by what is called the “ankle” (close to $`10^{19}ev`$). One may guess that, along such wide ranges (of both fluxes and energies), a variety of complex intra- and inter-galactic phenomena are involved, related to both the sources of the cosmic rays as well the media they cross before arriving on Earth. However, from a phenomenological viewpoint, the overall results amount to something quite simple. Indeed, by solving a simple differential equation, a quite remarkable agreement is obtained . This differential equation is the following one:

$`{\displaystyle \frac{dp_i}{dE_i}}=b^{}p_i^q^{}bp_i^q.`$ (32)
This differential equation has remarkable particular cases. The most famous one is $`(q^{},q)=(1,2)`$, since it precisely corresponds to the differential equation which enabled Planck, in his October 1900 paper, to (essentially) guess the black-body radiation distribution, thus opening (together with his December 1900 paper) the road to quantum mechanics. The more general case $`q^{}=1`$ and arbitrary $`q`$ is a simple particular instance of the Bernoulli equation, and, as such, has a simple explicit solution. This solution has proved its efficiency in a variety of problems, including in generalizing the Zipf-Mandelbrot law for quantitative linguistics (see Montemurro’s article in  for a review). Finally, the generic case $`q>q^{}>1`$ also has an explicit solution (though not particularly simple, but in terms of two hypergeometric functions) and produces, taking also into account the ultra-relativistic ideal gas density of states, the above mentioned quite good agreement with the observed fluxes. Indeed, if we assume $`0<b^{}<<b`$ and $`q^{}<q`$, the distribution makes a crossover from a power-law characterized by $`q`$ at low energies to a power-law characterized by $`q^{}`$ at high energies, which is exactly what the cosmic rays exhibit to a quite good approximation: See Fig. 1.

Cosmology:

Nonextensive statistical mechanics has also been applied to a variety of cosmological and general relativity problems including the cosmic background radiation in a Robertson-Walker universe, the dynamics of inflationary cosmologies, the universal density profile of dark halos, early universe phenomena (e.g., the primordial $`{}_{}{}^{4}He`$ formation), among others .

## IV conclusions

In outer space physics and astrophysics, there is a considerable amount of anomalous phenomena that require a thermostatistical treatment which exceeds the usual capabilities of Boltzmann-Gibbs statistical mechanics. This fact is due to the relevance of gravitational forces (which are long-ranged), as well as to a variety of dynamical nonlinear dynamical aspects. Some of these phenomena appear to be tractable within nonextensive statistical mechanics, and we have illustrated this with a few typical examples.

In addition to this, we have argued that, in analogy with the Ptolemy-Kepler problem concerning the orbits of the planets, the optimization of the nonextensive entropy $`S_q`$ with a few constraints can be equivalently seen as the optimization of the BG entropy with an infinite number of (ultimately related) constraints. The Keplerian orbit is equivalent to infinite Ptolemaic epicycles, and its series expansion in powers of the eccentricity $`ϵ`$ abruptly reduces to a single cercle when $`ϵ`$ precisely vanishes. Quite analogously, the variational problem associated with $`S_q`$ for the canonical distribution is equivalent to considering $`S_{BG}`$ with infinite (related) constraints, and its series expansion in powers of $`q1`$ abruptly reduces to the $`S_{BG}`$ variational problem with a single constraint (besides the trivial one associated with the norm) when $`q1`$ precisely vanishes

Last but not least, the statements by Fermi and by Tisza that we quoted in the Introduction constitute a reply which precisely points one of the various inadvertences contained in Nauenberg’s recent criticism of nonextensive statistical mechanics . The nonextensive thermostatistical formalism addresses, among others, conservative Hamiltonian many-body systems including long-range interactions. For such systems, the “surface energy” (using Fermi’s expression), or the “interaction energy” (using Tisza’s expression), is as relevant as the energies of the parts, and does not become negligible in the thermodynamic limit, in contrast with what happens for short-range interacting systems. Nauenberg violates precisely this by imposing his Eq. (7). Moreover, a few lines earlier (his Eq. (5)), he imposes the factorization of the probabilities. This property is inconsistent with his own Eq. (7). Indeed, the metaequibrium distribution of energies is given by the $`q`$-exponential function $`e_q^x[1+(1q)x]^{1/(1q)}`$, and, unless $`q=1`$, generically $`e_q^{x+y}e_q^xe_q^y=e_q^{x+y+(1q)xy}`$. This type of inconsistency (for finite systems) has already been pointed out by several authors, starting with . It is not impossible that this specific inconsistency disappears in the limit $`N\mathrm{}`$, if taken before the $`t\mathrm{}`$ limit, but this is highly nontrivial and remains to be proved.

## Acknowledgments

The possibility of interpreting the optimization of $`S_q`$ with a few constraints as an optimization of $`S_{BG}`$ with an infinite number of constraints emerged during a conversation between one of us (CT) and M. Gell-Mann, to whom we are very grateful. We are also indebted to A. Plastino, R.S. Mendes and E.P. Borges for useful remarks. This work has been partially supported by PRONEX/MCT, CNPq, and FAPERJ (Brazilian agencies). One of us (ARP) thanks financial support from MECyD (Spanish agency).


text:
# Two Types of X-ray Spectra in Cataclysmic Variables

## 1 Introduction

Cataclysmic variables (CVs) are interacting binaries in which the accreting object (the primary) is a white dwarf (see Warner 1995 for a review). X-ray emission in CVs is most likely associated with the accretion process, which is capable of shock-heating accreted material up to high temperatures ($`kT_{\mathrm{max}}`$ 10–50 keV). Their accretion geometry is strongly influenced by the magnetic field of the primary. Non-magnetic systems have undisrupted accretion disks that connect to the white dwarf surface via a boundary layer (Patterson & Raymond, 1985). In magnetic systems, the accretion stream follows the primary’s magnetic field lines, and is close to vertical when it hits the surface (see, e.g., Aizu 1973). In both cases, the emergent X-ray spectrum is expected to be the sum of emission from plasmas over a continuous temperature distribution, from the shock temperature to the white dwarf photospheric temperature.

## 2 Observations and Spectra

Seven CVs were observed with Chandra HETG by 2002 March; we have obtained these data from the archive and analyzed them using CIAO 2.2.1. The objects are four magnetic CVs of the intermediate polar (IP) class (EX Hya, V1223 Sgr, AO Psc, and GK Per), two dwarf novae (SS Cyg and U Gem), and one old nova (V603 Aql). For CVs with multiple HETG observations, we have chosen to analyze one spectrum per system (quiescent spectrum of SS Cyg, and one of two similar spectra of GK Per). Previous publications from these data exist for EX Hya (Mauche et al., 2001; Mauche, 2002) and U Gem (Szkody et al., 2002).

These seven X-ray spectra divide unambiguously into two types. Spectra of the first type are well fit by a simple cooling flow model, whereas spectra of the second type are well described by a simple model of a photoionized plasma. Combined first-order ($`m=\pm 1`$) MEG spectra of cooling flow CVs and of photoionized CVs are shown in Figs. 1 and 2, respectively, and are discussed below in §3.1 and §3.2, respectively.

## 3 Spectral Analysis

### 3.1 Cooling Flow Spectra

The four CV spectra of EX Hya, V603 Aql, U Gem, and SS Cyg shown in Fig. 1 are strikingly similar. These spectra exhibit a smooth continuum, strong H- and He-like ion emission lines of O, Ne, Mg, Al, Si, and S, and strong emission from ions spanning the entire Fe L-shell complex (Fe XVII-Fe XXIV). In the HEG spectra (not shown), H- and He-like Fe lines are strong, while the intensity of the Fe fluorescence line varies from system to system.

The observed wide range and strengths of emission from H- and He-like ions, the level and shape of the continuum (suggesting bremsstrahlung), and, in particular, the comparable strengths of emission across the full range of Fe L-shell ions are all consistent with expectations for a multitemperature thermal plasma with a relatively flat emission measure distribution. The flatness of this distribution is further indicative of an isobaric cooling flow, which assumes only that the gas releases all of its energy in the form of optically-thin radiation as it cools in a steady-state flow. The two main parameters of this model are the maximum temperature, $`kT_{\mathrm{max}}`$, and the overall normalization, which directly gives the total mass flow rate. Fits to the spectra using mkcflow (Mushotzky & Szymkowiak, 1988) (with a uniform velocity broadening and an interstellar absorber) in xspec (Arnaud, 1996) are shown in red in Fig. 1 with model parameters listed in Table 1. We obtain the same $`kT_{\mathrm{max}}`$ of 20 keV for EX Hya, V603 Aql, and U Gem, but a $`kT_{\mathrm{max}}`$ of 80 keV for SS Cyg, accounting for the stronger continuum in this source. The total mass flow rates listed in Table 1, which we have not scaled to the best-estimate distances to these CVs, are nonetheless entirely reasonable.

These high resolution observations unambiguously demonstrate that post-shock plasmas in some CVs are cooling flows, as originally pointed out by Fabian & Nulsen (1977) and applied to CVs by Done et al. (1995). Interestingly, the mkcflow model developed for clusters of galaxies can be used to fit CV spectra, while it is now known that clusters are poorly described by such a model (Peterson et al., 2001, 2002).

Our models (Fig. 1) generally predict line strengths to within a factor of two, setting the maximum level for abundance differences from our assumption (solar). Some of these discrepancies, such as in the Fe XVII line complex, are more likely due to effects arising from line opacity, density, or UV irradiation, rather than abundance (especially given the concordance of the Fe XVIII–Fe XXIV lines). We also note that He-like triplets (e.g., O VII, Ne IX, and Mg XI), whenever data quality is sufficiently high to be resolvable, show evidence for forbidden-to-intercombination line conversion through excitation of the long-lived 2 3S1 level up to the 2 3P multiplet (Gabriel & Jordan, 1969); both electron collisional excitation (e.g., Porquet & Dubau 2000) and photoexcitation due to UV photons from the white dwarf surface (e.g., Kahn et al. 2001) are potentially important in driving this conversion.

### 3.2 Photoionized Spectra

The spectra shown in Fig. 2 are noticeably different from those shown in Fig. 1, but are very similar to one another. In particular, V1223 Sgr and AO Psc both have a hard, power-law-like continuum, and strong lines from medium Z elements, but the Fe L-shell emission is limited only to Fe XVII lines, with no detectable Fe XVIII-Fe XXIV lines. This does not indicate a low Fe abundance, since we detect strong K$`\alpha `$ lines (H-like, He-like, and fluorescence) in the HEG spectra (not shown). GK Per has a continuum that is harder still, and shows H- and He-like ions but little Fe L-shell emission. This type of emission line spectrum is incompatible with cooling flow plasma. Instead, it resembles the expectations for photoionized plasma (Liedahl, 1999; Sako et al., 2000), and the observed spectrum of the prototype Seyfert 2, NGC 1068, for which photoionization origin has been demonstrated (Kinkhabwala et al., 2002), confirming the earlier suggestion by Kallman et al. (1993).

We model these spectra with the xspec photoionization model photoion111http://xmm.astro.columbia.edu/photoion/photoion.html (Kinkhabwala et al., 2002, 2003). We assume that the observed continuum of V1223 Sgr and AO Psc is that which drives the line emission, while a similar continuum (shown as the blue line in Fig. 2) drives the photoionization in GK Per but is obscured along our particular line of sight. We also assume the line emission is unabsorbed in all three systems. Furthermore, we assume that all lines remain completely unsaturated at all ionic column densities, due to radial velocity distribution widths of thousands of km s-1. This last assumption is necessary to explain the strong resonance lines in the He-like triplets, which are not predicted by traditional photoionization models (Porquet & Dubau, 2000). With these assumptions, we find that a simple model of a photoionized cone of plasma fits the data very well. We show the model fits in Fig. 2 in red (showing the absorbed continuum plus unabsorbed lines in the case of GK Per), and list the corresponding model parameters in Table 2. Included in this table are the lower limits to the accretion rates necessary to power the photoionizing continuum. These values are similar to the mass flow rates in the cooling-flow CVs.

The presence of line emission from O VII to S XVI in all spectra is consistent with a broad, relatively flat distribution in log ionization parameter, as inferred for NGC 1068 (Kinkhabwala et al., 2002), and with near solar abundances. The exception is the large nitrogen to oxygen ratio in GK Per, mirroring the unusual UV line ratios (Mauche et al., 1997), and may suggest an abundance anomaly for this system with an evolved secondary (Kraft, 1964). As with the cooling flow cases, the He-like triplets again exhibit conversion of the forbidden to intercombination lines, suggesting high electron density and/or a strong, ambient UV radiation field.

## 4 Discussion

We have shown that a simple cooling flow model is capable of reproducing the X-ray spectra of four CVs, while a photoionization model can successfully reproduce the strikingly different spectra of three other CVs. The latter are all magnetic systems of the IP type, while the former is a mixture of EX Hya, an unusual IP, and non-magnetic systems. Both the fact that the X-ray spectral types almost coincide with the classification into magnetic and non-magnetic systems, and the somewhat surprising fact that this match is not exact, requires explanation.

The difference between the two X-ray spectral types may be the specific accretion rate (accretion rate per unit area). In most IPs, the magnetic field collimates the flow onto small regions ($`<`$0.2% of the white dwarf surface in XY Ari: Hellier 1997). EX Hya, however, is thought to have a much lower specific accretion rate than typical IPs, creating a tall, lower density, shock (Allan et al., 1998). The resultant top-hat geometry of the post-shock region will allow the cooling flow X-rays to escape the post-shock region from the side without having to travel through the pre-shock flow. The boundary layer in non-magnetic CVs probably cover a much larger area than the spot on XY Ari. This would lead to a specific accretion rate that is always low enough to allow the X-rays to escape freely. In this view, all CVs with low specific accretion rate (all non-magnetic systems, as well as some magnetic systems) should show a cooling flow-like X-ray spectrum.

On the other hand, typical IPs such as V1223 Sgr and AO Psc probably have a high specific accretion rate, leading to a pillbox geometry which does not allow the cooling flow spectrum to escape freely. If true, these systems are also powered by the cooling flow continuum (compare the measured $`\dot{M}`$ in Table 1 with the inferred values in Table 2), which is differentially absorbed. The apparent lack of the cooling-flow line emission may be due to a larger optical depth along the line of sight to the post-shock region than to the photoionized plasma, allowing the latter to dominate the observed spectrum. Although a model of a multitemperature bremsstrahlung continuum with multiple partial covering absorbers can reproduce the observed continuum shape, this does beg the question of why we observe such highly similar hard continua in V1223 Sgr and AO Psc. If this cannot be explained without an excessive degree of fine-tuning, we may be forced to explore an alternative origin of the ionizing continuum.

Evidence that the photoionized emission arises from pre-shock flow comes from the inferred large radial velocity distribution, which is present only in the near free-fall pre-shock flow. Further evidence may come from GK Per. The shorter-wavelength, higher-ionization line strengths are significantly weaker in this source than in the other two. If, for GK Per, we discard the assumption that the line emission is unabsorbed, and instead assume that its line emission spectrum is intrinsically similar to that of V1223 Sgr and AO Psc, then GK Per must be differentially obscured, with obscuration increasing with ionization parameter all the way down to the photoionizing continuum. This favors a spatially-stratified ionization model, which should arise naturally in an accretion flow, rather than the intrinsic density distribution that leads to the range of ionization in NGC 1068 (Brinkman et al., 2002).

The existence of two types of X-ray spectra in the HETG range among accreting CVs is beyond doubt. However, our interpretation is admittedly somewhat tentative, and that other system parameters (such as the primary mass and the inclination angle) may also play an important role in shaping the observed X-ray spectra. It is also possible that there are yet other types of CV X-ray spectrum in the HETG range, such as the wind-scattered X-rays seen at longer wavelengths (see, e.g., Kuulkers et al. 2002). Further high resolution X-ray spectroscopy of a larger sample of CVs, and more detailed analyses of the existing spectra, should be helpful in clarifying both points.

We thank Ming Feng Gu for previous extensive help with his atomic code FAC, and Coel Hellier and Chris Mauche for useful discussion. The Columbia University team is supported by NASA. AK acknowledges additional support from a NASA GSRP fellowship.