Relative stability in nonuniform temperature

Landauer has suggested that the relative stability of a particle diffusing in a bistable potential is affected by an intervening hot layer. We derive this effect both from thermodynamics and from the diffusion equation. For this purpose the proper form of the diffusion equation in a nonuniform medium is established for thecase of a Brownian particle. If the diffusion takes place in a ring, the hot layer creates a steady current.
1. Introduction
Consider the diffusion of a particle in one dimension in the presence of an external force V(x).First suppose that the medium is homogeneous and isothermal, so that the mobility g and the diffusion coefficient D do not depend on x. Then the probability density e x , t ) of the particle obeys the familiar diffusion or Smoluchowski equation,

by N. G. van Kampen

The integral exists when V(x)increases sufficiently rapidly for x k ~ , which we shall assume. In order thatPs be P', identical with the thermal equilibrium distribution one must have the fluctuation-dissipation, or Einstein, relation D = Tog (Boltzmann's constant = 1).


To is the temperature of the heat bath (e.& the phonons), which is responsible for the diffusion. Suppose V(x)is bistable, as in Figure 1, so that P consists ' of two peaks concentrated near points a and c. We want the peaks to beclearly separated, and therefore suppose that the energy barrier is large: WITo> 1. It is then possible to take > the integral over each peak separately:
T; =






a t , - p - V ( x ) P ( x ,t ) ax

+ D a2P(x, t ) .

This equation, orits equivalent Langevin version, has been used to model a large variety of physical situations. The stationary solution is easily found to be

C-l = Jexp[



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These are the probabilities for the particle to be ineither well. As the boundary between the peaks I have chosen the point b where Vis maximal; this is of course somewhat arbitrary, but any point not too from b gives the same far W/To]. It values up toa correction of relative order exp[ T;, should be borne in mind that the quantities T: have physical meaning onlywith this margin of precision. Their ratio has been called the relative stability of the two states a and c. For many years Rolf Landauer has been telling us that a localized inhomogeneity in the temperature between these two maxima will alter their relative stability [ 1, 21. Specifically, he supposed that in someinterval ( x l ,x2) confined to the slope of the potential between a and b (Figure 2), the temperature is raised to T , > To.His idea was that this has the effect of pumping particles from a into c, so that in the stationary nonequilibrium state one has

7r; < ir;, IF; > 7r;.



VOL. 32 NO. I



equation for diffusion in a one-dimensional inhomogeneous x: medium whose temperature depends on a b c X To In anticipation of this derivation in Section 4. This is also computed in Section 3. however.V(x.V(x)J So(Eo) . rather. DEVELOP.V(x) = So(Eo) -. VOL.x .) . Hence. the passage of the particle through the interval (xl. it has the energy V(x). If the particle enters at x. RES. 32 NO. It leads to the following On the other hand. A more mathematical derivation. so that its entropy has W 2 ) .W . hence. It is of course necessary to modify Equation (l). There does not seem to be a universal answer. the heat bath To has gained the same increased by amount of energy. see Equation (2). since it can no longer be true that both 1 and D are independent of x. which is specified in Section 4.) be raised to T I .V(x. 3-51. ) T O Thus. that the phenomenonwe are studying occurs that the energy of the bath is Eo . is given in Section 3. Then the pumpingeffect of the hot region in the presence of an external potential gives rise to a steady current. The particle interacts with a heat bath To.V(x) dE0 T O The probability for this to happen is therefore This is the familiar derivation of the canonicaldistribution. we use Equation (3) as our starting point in Section 3.Thus the entropyof the bath is dS0 So[ .and the total energy Eo of the particle plus bath is constant. Eo = . this interval. It should be remarked. I JANUARY 1988 . The particle itself has the single degree of freedom x.. based on thermodynamics. regardless of the precise form of the diffusion equation. so that it has no entropy andits phase space is measured by dx. In Section 2 I give a phenomenological derivation of the effect. the correct form of the equation depends on the physical system considered. If the particle is at some position in Figure 2. That means that thereis a second heat bath TI with which the particle interacts whenever it is in . based on the diffusion equation. x. An interesting modification is obtained when the diffusion takes place in a ring. For our present purpose it is sufficient to consider a very simple model. the entropy of this heat bath T I has decreased by the amount Landauer's words went unheeded until recently both M.) .V(x). Biittiker and I happened to look more closely at his idea. The question of how to write the diffusion equation if the medium is not homogeneous has been the subject of some debate in semiconductor physics [2. Thermodynamics First consider the isothermal case of Figure 1. and leaves at x it has picked up the energy V(x. ) has the effect of transferring the energy V(x. Equation (4) is actually its probability density in x-space.)from the second heat bath. Now let the temperature in an interval (x. G . 2. VANKAMPEN IBM J.)from the hot bath to thecolder one andthereby increasing the entropy of the total system by the amount 108 N.

so that the second boundary condition need no longer be taken into account. independent of x : 3. so that we again find the pumping effect. With the abbreviation d p(x) V’(X)P‘(X)+ . It is possibleto obtain a more explicit expression for the relative stability. The condition for stationarity is in this case that the flow is a constant J . RES. To put it differently. with a potential V(x)along the ring and a varying temperature T(x).T(x)P’(x) = 0. dx [ 1 Hence B Ps(x)= -ex. in the nonisothermal stationary situation one has This is the Landauer effect. can diffuse backinto a along an alternative route that bypasses the hot zone. In the stationary case the probability flow must vanish: Incidentally. Solution of the diffusion equation This section is based on the diffusion equation (3). -m T(X7 so that The two integration constants J and P’(0) are determined by the remaining boundary condition and by the normalization requirement.[ T(x) [ one finds dx’ = @(x). The equation can readily be solved. this stationarity condition implies trivially that the flow is periodic in x. We now have to find the stationary solution of Equation (3) in an interval 0 < x < L with periodic boundary conditions [3dx] = exp[- [$1 In this form it can be applied to general temperature profiles T(X).ayV’(a)) dx Diffusion in aring with energy V ( x )and temperature distribution T(x) 1 Hence The square root in this expression represents the ratio of the widths of both wells. consider diffusion in a ring. G. dx’] . having beenpumped into c. 32 NO. The former gives 109 The exponent is the same as in Equation (6). where L is the length of the ring.see Figure 3. IBM J. For this purpose we approximate in the usual way the curve V(x)near its minima by parabolas and find T‘. = C Jexp[- T O {V(a)+ %(x . VAN KAMPEN . is enhanced. Hence. which is derived in the next section. DEVELOP. VOL. I JANUARY 1988 N. The exponential may be written exp[- An interesting possibility is an arrangement in which the particles.The exponential of this entropy increase is the factor by which the probability for the particle to be on the right of x. The factor T” in front of the exponential in Equation (7) is discussed in Section 5.

in that case no net change of entropy occurs when the particle goes around. U. On substituting Equation (10) one finds that this condition amounts to afat = 0. t)~e-"~/'~. This is hardly a transparent result. In fact. but for the present purpose I do notinvoke the general formalism. VOL. T. The equation is satisfied if 4 and + are taken tobe - 1 They are independent oft. t ) = e -v2/2T f(x. The equation obtainedfor R"' can be translated into ""[.which we derived for the Brownian particle. Thegeneral R'" is obtained by adding an arbitrary solution of the homogeneous equation: 0 is the Heaviside step function. t ) = J R'O' (x. u)dv + R'"(x. in the limit of large y .D(x).P(x. the explicit value of the flow: #L) -3/2T . Subsequently one has to solve R") from Equation ( 1 1): As an ansatz set.u)du. The normalization condition is one obtains as an integrability condition that theintegral over the left-hand member must be zero. R'"(x. one obtains This is the desired equation (3).7] how to derive from it.r). a2 N . that is. Discussion The diffusion term (3). Because y is large. 32 NO. =JEf(x) + ~(l/y)." ~ / ~ ~ d v + = In the case of constant damping y and temperature T. it is a straightforward application of the systematic method for eliminating fast variables [SI. VAN KAMPEN IBM J . This equation canbe written = - a ax s [v2&(x) ~ " + ( x ) ] e .One sees that the flow vanishes when @ ( L )= 0. u.a at &TP ax y ax + V ' P] + O(f2). t ) = [vb(x. u. (10) R"'(x. R ' I )= [u4(x) u3+(x) g(x. t)du + . Leaving aside solutions that do notvanish fast enough for I u I+ m.. All we have to donow is to adapt this derivation to the present case. after some algebra. Actually. I JANUARY 1988 .. hence the ax 7 D(x)P(x. DEVELOP. t ) nor a a 110 Integration over ax v annihilates ax right-hand member. + The equation for the next approximation R'" again yields an integrability condition + 4. nonisothermal medium is a Brownian particle governed by Kramers' equation for the jointdistribution of position and velocity [6].t ) . when the integral of dV/T around the ring vanishes. with arbitrary5 The next order in l/y must obey 5. the lowest approximation d o ' must satisfy -. t)le Combination with Equation (8) yields. a diffusion equation for the spatial distribution P(x)= J R(x. Derivation of Equation (3) Our model for diffusion in an inhomogeneous. and V a uniquely determined flow occurs.J ~ [ T + ( x+) 3T2+(x)J a ax At this point we return to thespatial distribution in order to collect the results: P(x. G .t ) + v3+(x. has neither the form . it is well known [6. RES.the mobility p(x)is to be identified with the reciprocal of the dampingcoefficient ?(x). but it does show that for given p.

Hence. Princetonplein 5. 2.. References 1 .(pV + pT’)P ax a -.D. 8. Appl. 16. Baccarani and A. van Kampen. Electron Devices 19. H.J. van Kampen Institute for Theoretical Physics ofthe University at Utrecht. T. A. Wolynes.p ( X ) V ( X ) At + p’(x)T(x). Amsterdam. 561 (1979). M. Similar considerations led Landauer [2] to expect in another model the factor T”‘*. 120A.which were the subject of the debate [2-51. hence the factor T. 124. 3584 CC Ulrecht. Acta 56. 847 (1983). 1987 Nicolaas G. P. M. One sees immediately from Equation ( 13) that for small At ” Received May 26. where he is now emeritus professor. N. 635 (1983). and plasma physics. Finally..4582 ( 1969). 18. Rep.636 (1975). 7. G. Phys. Physicu 91A. U. Phys. Geigenmuller. Thus Equation(3) may be written equivalently as ” neighborhood of x and therebyfeels the variation of p in that neighborhood. but that seems rather contrived. we try to understand the additional drift terms t from a heuristic point of view. Solid State Electron. ” ((Ax)2) . Kramers in 1952. The three forms under consideration do notdiffer in their coefficients of the second derivative of P. In a region of high temperature. Dr. 32 NO. 32 1 (1978). van Kampen was appointed to the University of Utrecht. I3EVELOP. Solid State Electron. R. 6. accepted for publication September 30. and B. Skinner and P. they cannot be found from a thermodynamic argument such as the one in Section 2. The unexpected addition p ’ T to the drift can be explained as follows. Physicu 96A. 1981. Rev. 41 and 53. This explains the appearanceof a temperature-dependent factor in the stationary distribution. 126. At t + At it will be at x + Ax.Landauer. G. and in the former the term -pV‘ is also familiar.. Physica 119A.2D(x) = 2p(x)T(x). He has worked theoretically in optics. The Netherlands. the particle moves more rapidly than in a lower temperature. J. J. but mainly in statistical physics. Assaf 111. Suppose that at some time the particle is at some pointx. That implies that during At the particle undergoes many changes of velocity. G. This explanation does not specify the precise form of that factor. Rev. tamper with the definition of the mobility p without violating Equation ( 2 ) . As these factors are not related to thephase space. North-Holland Publishing Co.p ‘ T ) P + 7 DP. 675 ( I 973). U. A. in particular stochastic processes. Dr. A. These terms are of the same type as what is loosely called the drift term. 3.but they differ by terms involving the first derivative. G. at Leiden from Professor H. for which the actual calculation is needed. Phys. Solid State Electron. (Ax) . 40. During these steps the particle samples the 111 IBM J.D aP ax ax or as ” _ ax at ax a2 a (pV . and the University of Leiden. 173 (1976) and 20. van Kampen received his Ph. VOL. Landsberg and S. D.2002 (1962). IEEE Trans. R. One cannot. At The latter equation is the familiar one. Helv. 1987. IEEE Trans. 175 (I97 I). A more detailed discussion will be given elsewhere. the Institute for Advanced Study at Princeton. M. Hope. Marshak and D. Physica 7 . 100A. In Equation (1 3) not even such a contrived interpretation is possible. N. taken over a very long time. A. In neither case does the drift term have the form of mobility times force. Landauer. of course. at . R. 42 1 (1 977).469 (1975). van Kampen. Kramers. To amve at Equations ( 1 3) or (3). The fact that in Equation (3) the factor T comes after the derivative gave rise to the factor T” in thestationary solution (7). Gassaway. \IAN KAMPEN . + . The size of the steps is governed by the heat motion. R. This factor exhibits the Soret effect and can roughly be explained as follows. scattering theory. Mazzone. it spends on the average less time in the hotter regions than would appear from phase-space considerations alone. Titulaer. U. 1288 (1972). RES. Phys. Titulaer. Phys. 234 and 25 I (1980). we have taken in Equation (9) the limit y + m. Electron Devices 18. 2 8 4 (1940). In Equation (12) one might perhaps interpret the drift term by saying that V has to be supplemented by an additional “thermal potential” T. 19.Stratton. Felderhof. and Ax is the outcome of many small random steps. G. I JANUARY 1988 N.Stratton. H. 69 (1985). however. After some time at the Niels Bohr Institute at Copenhagen. L. where A x is a random quantity. Stochastic Processes in Physics and Chemistry. 4. hence the factor p ’ ( x ) . 5 . A 12. U.