moss et al. respond

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VOLUME 54, NUMBER 6 PHYSICAL REVIEW LETTERS 11 FEBRUARY 1985 Moss et al Respond: We differ from Brand in the lev- el of description on which the analogy between bifur- cations in nonequilibrium systems and phase transi- tions in equilibrium systems is established. If the sta- tionary probability density of a nonequilibrium system, usually obtained from a Fokker-Planck equation or a Master equation, is written as p = Nexp(-F), (1) where N is the normalization constant, then F can be interpreted as a type of thermodyamic potential, as first suggested by DeGiorgio and Scully, 1 and by Gra- ham and Haken. 2 This viewpoint has been subse- quently developed by various authors and has led to useful analogies between transitions in far-from- equilibrium systems and the Landau theory of equili- brium phase transitions. For a detailed presentation of this analogy see the work of Haken. 3 If/is interpreted as somewhat analogous to a thermodynamic free ener- gy, then the state of the nonequilibrium system will be described by the minima of i 7 , i.e., the maxima of p. This seems to us to be a useful viewpoint, since the most probable values of /?, i.e., the peaks of the distri- bution, are the values most likely to be observed in a trail experiment. 4 In experiments on optical bistability and bistability in chemical systems a hystersis phe- nomenon is observed. This corresponds to the obser- vation of the most probable values of/?, since the mo- ments of p are unique and do not show any hysteresis. The above viewpoint on the analogy between non- equilibirum bifurcations and equilibrium phase transi- tions has been most succintly stated by Mandel, Roy, and Singh 5 in the context of quantum optics: "If we regard the laser field as a thermodynamic system that undergoes a phase transition as the pump parameter is varied, we may look on the most probable value of the field—or of the light intensity /—as an order parame- ter for the phase transition. 1,3 [. . .] Moreover, if we substitute the most probable value of the light intensi- ty I m for / in the potential F, we obtain a quantity, the most probable potential F my that is to some extent analogous to the free energy of a system in thermo- dynamic equilibrium." Indeed, the choice of the most probable value of p fits the definition of an order parameter: "A mechani- cal variable which is undetermined, namely the density p in the liquid-gas case and the magnetization m in the ferromagnetic case, will be referred to as the order parameter. 6 " In the system studied by Smythe, Moss, and McClintock 7 a Landau-type description is obtained if the most probable value of p is interpreted as the analog of the order parameter for an equilibrium phase transition: Classical critical exponents are found as well as critical slowing down. 8 Thus on the level of the description first introduced in Refs. 1 and 2, the sys- tem of Ref. 7 looks like the Landau description of a second-order phase transition. Therefore, it seems useful to us to establish an analogy with equilibrium phase transitions on the level of the most probable values of p. This is in accordance with current usage in the literature, see for instance Refs. 1-3 and 5. We feel therefore that the name "noise-induced phase transition" is as justified and as useful as the name "nonequilibrium phase transition" for the laser and other far-from-equilibrium systems. Finally, it should be noted that the transition described in Ref. 7 corresponds to a change from a single-humped to a double-humped probability densi- ty. A transition to bistable behavior is hardly a subtle detail. The macroscopic physical properties of the sys- tem are distinctly different for the two cases. Frank Moss Department of Physics University of Missouri at St. Louis St. Louis, Missouri 63121 P. V. E. McClintock Department of Physics University of Lancaster Lancaster, LA1-4YB, United Kingdom W. Horsthemke Department of Physics University of Texas at Austin Austin, Texas 7871 Received 28 November, 1983 PACS numbers: 64.60.Fr, 05.40. +j l V. DeGiorgio and M. O. Scully, Phys. Rev. A 2, 1170 (1970). 2 R. Graham and H. Haken, Z. Phys. 237, 31 (1970). 3 H. Haken, Synergetics, An Introduction (Springer, Berlin, 1978), 2nd ed. 4 A. Schenzle and H. Brand, Phys. Rev. A 20, 1628 (1979). 5 L. Mandel, R. Roy, and S. Singh, in Optical Bistability, edited by C. M. Bowden, M. Ciftan, and H. R. Robl (Ple- num, New York, 1981). 6 Shang-Keng Ma, Modern Theory of Critical Phenomena (Benjamin, Reading, Mass., 1976), p. 4. 7 J. Smythe, F. Moss, and V. E. McClintock, Phys. Rev. A 51, 1062 (1983). 8 W. Horsthemke, and R. Lefever, Noise-Induced Transi- tions (Springer, Berlin, 1984). 606 © 1985 The American Physical Society

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Page 1: Moss                                et al.                              Respond

V O L U M E 54, N U M B E R 6 P H Y S I C A L R E V I E W L E T T E R S 11 F E B R U A R Y 1985

Moss et al Respond: We differ from Brand in the lev­el of description on which the analogy between bifur­cations in nonequilibrium systems and phase transi­tions in equilibrium systems is established. If the sta­tionary probability density of a nonequilibrium system, usually obtained from a Fokker-Planck equation or a Master equation, is written as

p = Nexp(-F), (1)

where N is the normalization constant, then F can be interpreted as a type of thermodyamic potential, as first suggested by DeGiorgio and Scully,1 and by Gra­ham and Haken.2 This viewpoint has been subse­quently developed by various authors and has led to useful analogies between transitions in far-from-equilibrium systems and the Landau theory of equili­brium phase transitions. For a detailed presentation of this analogy see the work of Haken.3 I f / i s interpreted as somewhat analogous to a thermodynamic free ener­gy, then the state of the nonequilibrium system will be described by the minima of i7, i.e., the maxima of p. This seems to us to be a useful viewpoint, since the most probable values of /?, i.e., the peaks of the distri­bution, are the values most likely to be observed in a trail experiment.4 In experiments on optical bistability and bistability in chemical systems a hystersis phe­nomenon is observed. This corresponds to the obser­vation of the most probable values of/?, since the mo­ments of p are unique and do not show any hysteresis.

The above viewpoint on the analogy between non-equilibirum bifurcations and equilibrium phase transi­tions has been most succintly stated by Mandel, Roy, and Singh5 in the context of quantum optics: "If we regard the laser field as a thermodynamic system that undergoes a phase transition as the pump parameter is varied, we may look on the most probable value of the field—or of the light intensity / — a s an order parame­ter for the phase transition.1 , 3 [. . .] Moreover, if we substitute the most probable value of the light intensi­ty Im for / in the potential F, we obtain a quantity, the most probable potential Fmy that is to some extent analogous to the free energy of a system in thermo­dynamic equil ibrium."

Indeed, the choice of the most probable value of p fits the definition of an order parameter: " A mechani­cal variable which is undetermined, namely the density p in the liquid-gas case and the magnetization m in the ferromagnetic case, will be referred to as the order parameter . 6" In the system studied by Smythe, Moss, and McClintock7 a Landau-type description is obtained if the most probable value of p is interpreted as the analog of the order parameter for an equilibrium phase

transition: Classical critical exponents are found as well as critical slowing down.8 Thus on the level of the description first introduced in Refs. 1 and 2, the sys­tem of Ref. 7 looks like the Landau description of a second-order phase transition. Therefore, it seems useful to us to establish an analogy with equilibrium phase transitions on the level of the most probable values of p. This is in accordance with current usage in the literature, see for instance Refs. 1-3 and 5. We feel therefore that the name "noise-induced phase transit ion" is as justified and as useful as the name "nonequil ibrium phase t ransi t ion" for the laser and other far-from-equilibrium systems.

Finally, it should be noted that the transition described in Ref. 7 corresponds to a change from a single-humped to a double-humped probability densi­ty. A transition to bistable behavior is hardly a subtle detail. The macroscopic physical properties of the sys­tem are distinctly different for the two cases.

Frank Moss Department of Physics University of Missouri at St. Louis St. Louis, Missouri 63121

P. V. E. McClintock Department of Physics University of Lancaster Lancaster, LA1-4YB, United Kingdom

W. Horsthemke Department of Physics University of Texas at Austin Austin, Texas 7871

Received 28 November, 1983 PACS numbers: 64.60.Fr, 05.40. +j

lV. DeGiorgio and M. O. Scully, Phys. Rev. A 2, 1170 (1970).

2R. Graham and H. Haken, Z. Phys. 237, 31 (1970). 3H. Haken, Synergetics, An Introduction (Springer, Berlin,

1978), 2nd ed. 4A. Schenzle and H. Brand, Phys. Rev. A 20, 1628

(1979). 5L. Mandel, R. Roy, and S. Singh, in Optical Bistability,

edited by C. M. Bowden, M. Ciftan, and H. R. Robl (Ple­num, New York, 1981).

6Shang-Keng Ma, Modern Theory of Critical Phenomena (Benjamin, Reading, Mass., 1976), p. 4.

7J. Smythe, F. Moss, and V. E. McClintock, Phys. Rev. A 51, 1062 (1983).

8W. Horsthemke, and R. Lefever, Noise-Induced Transi­tions (Springer, Berlin, 1984).

606 © 1985 The American Physical Society