# Entropy production, energy dissipation and violation of Onsager relations in the steady glassy state.

## Abstract

In a glassy system different degrees of freedom have well-separated characteristic times, and are described by different temperatures. The stationary state is essentially non-equilibrium. A generalized statistical thermodynamics is constructed and a universal variational principle is proposed. Entropy production and energy dissipation occur at a constant rate; there exists a universal relation between them, valid to leading order in the small ratio of the characteristic times. Energy dissipation (unlike entropy production) is closely connected to the fluctuations of the slow degree. Corrections due to a finite ratio of the times are obtained. Onsager relations in the context of heat transfer are also considered. They are always broken in glassy states, except close to equilibrium. 

Statistical thermodynamics is a universal and powerful theory for describing equilibrium states. It was generalized to weakly non-equilibrium states, in an approach first started by Onsager, and further developed extensively, see e.g. .

It was recognized long time ago that concepts and methods of statistical thermodynamics can also be applied to glassy non-equilibrium states . In such systems the relaxation times depend strongly on temperature. When cooling at a proper rate (varying from $`10^2`$ K/s for window glass to $`10^5`$ K/s for metallic glasses) the equilibrium relaxation time becomes very large near the experimentally defined glassy temperature $`T_g`$. The thus reached metastable state is not in equilibrium but, nevertheless, can be described by a generalized thermodynamics, assigning different temperatures (so-called effective or fictive temperatures) to processes with well-separated characteristic times  -. In spite of much progress in this area many important questions are still not fully understood. In particular, it concerns dissipative effects. However, as the steady glassy state is non-equilibrium, there exist a constant-rate entropy production, an energy dissipation, and a transfer of heat. Although the physical importance of entropy production was stressed in the fundamental review , its systematic investigation has been continued only very recently .

We shall consider the steady non-equilibrium glassy state of systems in which the subsystems are coupled to baths at different temperatures. The glassiness here is solely a consequence of the assumed large separation of time-scales of the subsystems. Our purposes are the following. (i) Derive the glassy stationary statistical distribution and the corresponding thermodynamics. (ii) Propose a general variational principle for glassy thermodynamics. (iii) Investigate the entropy production and energy dissipation in the stationary non-equilibrium glassy state. (iv) Show the breakdown of the Onsager relations for heat transfer.

To adstruct our conclusions, let us introduce the simplest glassy system. It consist of a pair of coupled stochastic variables $`x_1`$, $`x_2`$ with Hamiltonian $`H(x_1,x_2)`$, which interact with different thermal baths and have different characteristic time-scales. Such an approach pretends to establish all important, necessary ingredients of glassy behavior. A theory of statistical systems interacting with different thermal baths was investigated in . The essentially new points of our approach are the large separation between characteristic times, and arbitrary difference between temperatures. The (overdamped) Langevin equations for the dynamics read:

$`\mathrm{\Gamma }_i\dot{x}_i=`$ $`_iH+\eta _i(t),\eta _i(t)\eta _j(t^{})=2\mathrm{\Gamma }_iT_i\delta _{ij}\delta (tt^{}),`$ (1)   
$`i,j=`$ $`1,2`$ (2)   
where $`\mathrm{\Gamma }_1`$, $`\mathrm{\Gamma }_2`$ are the damping constants, and $`_i=/x_i`$. The Einstein relation between the strength of noise and the damping constant holds in Eq. (1) because the thermal baths themselves are in equilibrium . It is assumed that the relaxation time toward the total equilibrium (where $`T_2=T_1`$) is much larger than all considered times; thus for our purposes $`T_2`$ and $`T_1`$ are constants.

Hereafter we shall assume that $`x_2`$ is changing much more slowly than $`x_1`$; this condition is ensured by the condition $`\gamma =\mathrm{\Gamma }_1/\mathrm{\Gamma }_21`$. Let us first indicate how the stationary distribution can be obtained to order $`\gamma ^0`$, which will give us the basic formulation of the generalized glassy thermodynamics. Eqs. (1) can be investigated by the method of adiabatic elimination  (Born-Oppenheimer method). First Eq. (1) for $`x_1`$ is solved keeping the $`x_2`$ fixed, valid on relatively short time-scales where only Eq. (1) for $`x_1`$ is relevant. In this case the Langevin equation has the equilibrium distribution

$$P_0(x_1|x_2)=\frac{1}{Z(x_2)}\mathrm{exp}(\beta _1H(x_1,x_2)),$$
(3)   
where $`Z(x_2)`$ is the partition sum for a fixed value of $`x_2`$. $`x_1`$ can be carried out. At quasi-equilibrium of the $`x_2`$-subsystem this average should be performed using the distribution (3). In this way we get from Eqs. (1) a related dynamics for the slow variable, in which the two particle Hamiltonian $`H(x_1,x_2)`$ is replaced by the effective one-particle Hamiltonian $`T_1\mathrm{ln}Z(x_2)`$. We thus have the effective equation of motion

$$\mathrm{\Gamma }_2\dot{x}_2=\frac{}{x_2}T_1\mathrm{ln}Z(x_2)+\eta _2(t)$$
(4)   
As the noise is due to a bath at temperature $`T_2`$, see Eq. (1), the equilibrium distribution of this equation reads

$$P_0(x_2)=\frac{Z^{T_1/T_2}(x_2)}{𝒵},𝒵=dx_2Z^{T_1/T_2}(x_2).$$
(5)   
The joint distribution of $`x_1`$ and $`x_2`$ can now be written as $`P_0(x_1,x_2)=P_0(x_1|x_2)P_0(x_2)`$. A similar approach is applied in spin-glasses and other disordered systems where $`n=T_1/T_2`$ is considered as“dynamically generated” replica number . Keeping this in mind we now consider the general situation.

(i) If the state of a system is described by a distribution $`P(x_1,x_2)=P(x_1|x_2)P(x_2)`$ then there exist the general definition for the mean energy and entropy : $`U=H`$, $`S=\mathrm{ln}P`$. This latter Boltzmann-Gibbs-Shannon formula corresponds to the general statistical definition of entropy, relevant also outside of equilibrium . The total entropy decomposes as $`S=S_1+S_2`$, where

$`S_1={\displaystyle dx_2P(x_2)[dx_1P(x_1|x_2)\mathrm{ln}P(x_1|x_2)]},`$ (6)   
$`S_2={\displaystyle dx_2P(x_2)\mathrm{ln}P(x_2)}.`$ (7)   
$`S_1`$ is the entropy of the fast variable $`x_1`$, averaged over the quenched slow variable $`x_2`$, and $`S_2`$ is the entropy of the slow variable itself. This general result of the statistical thermodynamics can be again applied in our case when $`P(x_1,x_2)=P_0(x_1,x_2)`$. From Eqs. (3), (5), (6) an important relation can be derived which generalizes the usual thermodynamical relation for the free energy $`F=T_2\mathrm{ln}𝒵`$:

$$F=UT_1S_1T_2S_2$$
(8)   
This agrees with the expression of the free energy for a glassy system put forward previously by one of us . In that approach the equivalent of $`T_2`$ is the dynamically generated effective temperature, while here it is the temperature of a bath. The first and second laws of thermodynamics take the form

$$\mathrm{d}U=\mathrm{¯}\mathrm{d}Q+\mathrm{¯}\mathrm{d}WT_1\mathrm{d}S_1+T_2\mathrm{d}S_2+\mathrm{¯}\mathrm{d}W,$$
(9)   
where $`\mathrm{¯}\mathrm{d}W`$ is the work which is done on the system by external forces, and the equality in Eq. (9) is realized for a reversible process. Eqs. (8-9) are the manifestation of the glassy thermodynamics which generalize the usual one to the case of non-equilibrium systems with well-separated time-scales. Here they have been obtained from Langevin equations under the sole assumption of a separation of time scales.

(ii) Let us indicate how a variational principle can be obtained from a more general consideration. The usual Gibbs distribution for homogeneous equilibrium states can be obtained either from maximizing the entropy, keeping energy fixed, or from minimizing the energy, keeping the entropy fixed. For the glassy state, which is non-homogeneous and out of equilibrium, one can minimize the mean energy, keeping both entropies $`S_1`$ and $`S_2`$ fixed (somewhat similar to the microcanonical approach). Following the standard method we should minimize, with respect to $`P(x_2)`$ and $`P(x_1|x_2)`$, the Lagrange function

$`={\displaystyle dx_1dx_2P(x_1,x_2)H}+T_2{\displaystyle dx_2P(x_2)\mathrm{ln}P(x_2)}`$ (10)   
$`+T_1{\displaystyle dx_2P(x_2)dx_1P(x_1|x_2)\mathrm{ln}P(x_1|x_2)},`$ (11)   
where $`T_1`$ and $`T_2`$ are Lagrange multipliers, and normalize the solutions. We then recover Eqs. (3), (5) but now on the basis of more general variational principle. This clearly demonstrates the conceptual difference compared to the usual (local-equillibrium) thermodynamics.

(iii) Due to a difference between $`T_1`$ and $`T_2`$ there is constant current of heat through the system. This implies a constant production of entropy and dissipation of energy. We investigate these effects taking into account possible $`\gamma ^2`$ corrections. The Fokker-Planck equation which corresponds to Eqs. (1) reads

$`_tP(x_1,x_2;t)+{\displaystyle \underset{i=1}{\overset{2}{}}}_iJ_i=0,`$ (12)   
$`\mathrm{\Gamma }_iJ_i=P(x_1,x_2;t)_iH+T_i_iP(x_1,x_2;t)`$ (13)   
where $`J_1`$, $`J_2`$ are the currents of probability. The stationary probability distribution can be expressed as

$$P_1(x_1,x_2)=P_0(x_1,x_2)(1\gamma A(x_1,x_2))+𝒪(\gamma ^2),$$
(14)   
The boundary conditions are, as usual, that $`P(x_1,x_2)`$ and its derivatives vanish at infinity. $`A`$ is obtained from the stationarity condition $`_tP=0`$, taking into account the orthogonality condition $`𝑑x_1𝑑x_2AP_0=0`$, and consistency with $`𝒪(\gamma ^2)`$ terms. The general expression for $`A`$ is rather lengthy, but for a concrete model it is given in Eq. (25). In the first order of $`\gamma `$ the steady currents are given by

$$J_1=\gamma \frac{T_1}{\mathrm{\Gamma }_1}P_0_1A,J_2=\gamma \frac{T_1T_2}{T_1\mathrm{\Gamma }_1}P_0\delta F_2,$$
(15)   
Notice that for $`J_2`$ the object $`A`$ is not needed, but only

$$\delta F_2=_2H+dyP_0(y|x_2)_2H(y,x_2),$$
(16)   
being the difference between the force acting on the second subsystem and its conventional mean value obtained by averaging over the fast degree of freedom. Therefore some further results can be derived without knowledge of $`A`$, though it is needed for consistency checks and $`\gamma ^2`$-corrections. The change of total entropy reads

$$\mathrm{¯}\mathrm{d}S_{tot}=\mathrm{d}S+\mathrm{¯}\mathrm{d}S_{b,1}+\mathrm{¯}\mathrm{d}S_{b,2}=\mathrm{d}S\beta _1\mathrm{¯}\mathrm{d}_1Q\beta _2\mathrm{¯}\mathrm{d}_2Q$$
(17)   
where $`S=S_1+S_2`$ is the entropy of the system defined by (6), $`S_{b,1}`$, $`S_{b,2}`$ are the entropies of the corresponding thermal baths, and $`\mathrm{¯}\mathrm{d}_1Q`$, $`\mathrm{¯}\mathrm{d}_2Q`$ are the amounts of heat obtained by the system from the thermal baths. Of course, from the conservation of energy we have $`\mathrm{¯}\mathrm{d}_iQ+\mathrm{¯}\mathrm{d}Q_{bath,i}=0`$, while $`\mathrm{¯}\mathrm{d}Q_{b,i}=T_i\mathrm{¯}\mathrm{d}S_{b,i}`$ holds because the baths are in equilibrium. Further, the expression

$$\dot{Q}_i\frac{\mathrm{¯}\mathrm{d}_iQ}{dt}=dx_1dx_2H(x_1,x_2)_iJ_i$$
(18)   
can be obtained from (12). The entropy and the mean energy of the stationary state are constant: $`\dot{S}=0`$, $`\dot{Q}_1+\dot{Q}_2=0`$. Nevertheless, there exists a constant-rate transfer of entropy to the outside world (the thermal baths), and a stationary flux of heat through the system:

$$\dot{S}_{tot}=(\beta _1\beta _2)\dot{Q}_2.$$
(19)   
If the system is in a non-equilibrium steady state then work should be done to keep it there. It is just the work needed for creating macroscopic currents inside the system. To illustrate this thesis, we can employ relation (9) for constant $`T_1`$, $`T_2`$, divide it by $`\mathrm{d}t`$ and write it as $`\dot{F}=\dot{W}\dot{\mathrm{\Pi }}`$. The positive quantity $`\dot{\mathrm{\Pi }}`$ is the energy dissipated per unit of time. Using Eq. (12) we get

$`\dot{F}=(T_1T_2){\displaystyle dx_1dx_2J_2_2\mathrm{ln}P(x_1|x_2)}`$ (20)   
$`{\displaystyle dx_1dx_2P(x_1,x_2)\underset{i=1}{\overset{2}{}}\frac{1}{\mathrm{\Gamma }_i}(_iH+T_i_i\mathrm{ln}P)^2}`$ (21)   
The last term in the right-hand side is nothing else but the energy dissipated per unit of time; it can be written alternatively as the sum of energy dissipation driven by the corresponding thermal baths: $`\dot{\mathrm{\Pi }}=_{i=1}^2(T_i\mathrm{¯}\mathrm{d}_iS\mathrm{¯}\mathrm{d}_iQ)/\mathrm{d}t`$ (recall that $`\mathrm{¯}\mathrm{d}_iQ`$ is the heat obtained from the thermal bath $`i`$, and $`\mathrm{¯}\mathrm{d}_iS`$ is the change of system’s entropy induced by this thermal bath). The first term in the right-hand side of Eq. (20) should be associated with the performed work. In the stationary state the free energy is constant, and the dissipated energy and the performed work are equal.

Using Eqs. (15,16) we get

$`\dot{S}_{tot}=\gamma {\displaystyle \frac{\kappa }{T_2\mathrm{\Gamma }_1}}[\delta F_2]^2_1\gamma ^2{\displaystyle \frac{\kappa }{\mathrm{\Gamma }_1}}\delta F_2_2A_0,`$ (22)   
$`\dot{\mathrm{\Pi }}=\gamma {\displaystyle \frac{\kappa }{\mathrm{\Gamma }_1}}[\delta F_2]^2_1\gamma ^2{\displaystyle \frac{\kappa (2T_2T_1)}{\mathrm{\Gamma }_1}}\delta F_2_2A_0,`$ (23)   
where $`\kappa =(T_1T_2)/T_1`$, and $`\mathrm{}_{0(1)}`$ means averaging by the distribution $`P_{0(1)}`$. We observe the following deceivingly simple relation, valid to leading order in $`\gamma `$,

$$\dot{\mathrm{\Pi }}=T_2\dot{S}_{tot}+𝒪(\gamma ^2)$$
(24)   
For a usual non-stationary system tending to equilibrium we have the following relation between entropy production and energy dissipation: $`\dot{\mathrm{\Pi }}=T\dot{S}_{tot}`$, where $`T`$ is the temperature of the unique thermal bath. On the other hand, Eq. (24) reflects degradation of the energy in the stationary state. The distinguished role of $`T_2`$ is connected with conservation of detailed balance for small time-scales (see Eq.(3)). Indeed, both entropy production and energy dissipation are small on the characteristic times of the $`x_1`$-variable (22). This equation also shows that when $`T_2`$ is close to zero, the energy dissipation (but not the entropy production) looses its leading term. At least in this limit the $`\gamma ^2`$-correction to $`\dot{S}_{tot}`$ is negative.

Let us apply the obtained general results to a simple toy model. We consider a pair of weakly-interacting oscillators with coordinates $`x_1`$, $`x_2`$ and Hamiltonian: $`H=ax_1^2/2+ax_2^2/2+gx_1^2x_2^2`$, where $`a>0`$, $`g>0`$. Very similar models are applied to describe an oscillator with random frequency  or some electrical circuits . For simplicity we shall discuss the model keeping only the first non-vanishing order in the small parameter $`g`$. The stationary distribution has the form (14), with

$$A=\frac{g(T_1T_2)}{a^2}(1a\beta _2x_2^2)(1a\beta _1x_1^2)$$
(25)   
After some calculations we get from (15):

$$\dot{S}_{tot}=\frac{8g^2}{\mathrm{\Gamma }_1}\frac{(T_1T_2)^2}{a^3}(\gamma \gamma ^2),$$
(26)   
$$\dot{\mathrm{\Pi }}=\frac{8g^2}{\mathrm{\Gamma }_1}\frac{(T_1T_2)^2}{a^3}(\gamma T_2+\gamma ^2(T_12T_2))$$
(27)   
We see that in this model the $`\gamma ^2`$ correction to $`\dot{S}_{tot}`$ is always negative. For $`\dot{\mathrm{\Pi }}`$ it is only the case if $`T_1<2T_2`$. We have thus provided a concrete example of our general results.

(iv) Let us now discuss the Onsager relations concerning heat transfer in the glassy state. These fundamental and experimentally testable relations were proposed by Onsager to describe transport in weakly non-equilibrium systems (the linear case) . Later they were generalized to the non-linear regime. Following standard arguments  the Onsager relation reads in our case

$$_{\beta _1}\dot{Q}_2=_{\beta _2}\dot{Q}_1,$$
(28)   
where $`\dot{Q}_i`$, given by Eq. (18), but see also Eq. (19), is the heat flux from the thermal bath $`i`$. In the stationary case one has $`\dot{Q}_1+\dot{Q}_2=0`$. For our toy model we get from Eqs. (15,25)

$$\dot{Q}_2=\gamma \frac{g^2}{\mathrm{\Gamma }_1a^3}\frac{\beta _1\beta _2}{\beta _1^2\beta _2^2}+𝒪(\gamma ^2).$$
(29)   
The linear case corresponds to Eq. (28) with $`\beta _1\beta _2`$. Indeed, then the fluxes can be written in more familiar form: $`\dot{Q}_i=_jL_{ij}\mathrm{\Delta }\beta _j`$, where $`\mathrm{\Delta }\beta _i=\beta _i\beta _0`$ is a small deviation of the inverse temperature $`\beta _i`$ from its equilibrium value $`\beta _0`$, and the $`L_{ij}`$ depend only on $`\beta _0`$ but not on $`\beta _{1,2}`$ separately. In that case the relation (28) takes the form: $`L_{12}=L_{21}`$ ($`=8g^2T_0^4/\mathrm{\Gamma }_2a^3`$ in our toy model). Let us stress that this form of Onsager relations is applicable only for the linear case , in contrast to the more general relation (28).

In fact the general validity of Eq. (28) in the linear regime is a fundamental theorem  supported by very general arguments. It means that any breaking of Eq. (28) can be connected only with $`T_1T_2`$. The converse is not true: there are physically important cases when the Onsager relations hold for $`T_1T_2`$ . Thus checking these relations for our concrete class of non-equilibrium systems seems very important. From Eqs. (15), (16), (18) we obtain to leading order in $`\gamma `$

$`_{\beta _1}\dot{Q}_2_{\beta _2}\dot{Q}_1=`$ (30)   
$`\gamma {\displaystyle \frac{\beta _1\beta _2}{\mathrm{\Gamma }_1}}\{_{\beta _1}(T_2(\delta F_2)^2)+_{\beta _2}(T_2(\delta F_2)^2)\}`$ (31)   
In the linear regime with $`\beta _1\beta _2`$ the Onsager relation is satisfied automatically. However, for the considered glassy system it is the exceptional case, and (28) cannot be true in general. Indeed, for our toy model we get

$$_{\beta _1}\dot{Q}_2_{\beta _2}\dot{Q}_1=\gamma \frac{16g^2}{\mathrm{\Gamma }_1a^3}T_1T_2(T_1^2T_2^2).$$
(32)   
implying a violation of the Onsager relation for any $`T_1T_2`$, because, due to (29), the right hand side of (32) has the same order of magnitude as the individual terms in the left hand side. In this sense the violation is strong. One can give also general, model-independent arguments supporting breakdown of (28). Indeed, if it were to be valid, Eq. (30) says that we should have $`(\delta F_2)^2=\beta _2f(\beta _1\beta _2)`$ for all $`\beta _1`$, $`\beta _2`$, where $`f`$ is some positive function. Such a form cannot hold for a trivial reason: taking the limit $`\beta _20`$ one obtains zero in the right-hand side, while the left-hand side typically diverges, or at least stays finite and non-zero including non-typical cases. Our prediction for the breakdown of the Onsager relations in the glassy state should be testable experimentally. In glasses $`T_2`$ will correspond to effectively generated temperature -, and $`T_1`$ is the temperature of the environment. By changing the cooling rate, also for these systems Eq. (28) constitutes a relation between measurable quantities. A breaking of the Onsager relations can be investigated also in this more realistic setup. The details will be reported elsewhere.

In conclusion, we have considered a stochastic model which contains all necessary ingredients of steady glassy behavior. In spite of the fact that such a system can be very far from equilibrium, it allows a thermodynamic description. Generalizing the usual equilibrium thermodynamics, we show that the glassy one can be obtained by minimization of the energy, keeping all entropies fixed. Universal relations, Eqs. (22, 24), are obtained between entropy production and energy dissipation. Energy dissipation (in contrast to entropy production) is closely connected to the fluctuations of slow degrees of freedom, and it looses its leading term when the corresponding temperature is close to zero. We discuss cases where the corrections arising from a finite but small ratio of characteristic times lead to a decrease of the entropy production and/or energy dissipation. We show that the nonlinear Onsager relation for heat transfer in the steady glassy state is always broken, reflecting its strongly non-equilibrium character. As the effect is of order unity, this breaking should be testable experimentally. It is also reminiscent of the breakdown of the Maxwell and Ehrenfest relations in the glassy state .

A.E. A. is grateful to FOM (The Netherlands) for financial support.