Lecture VII.

Non-equilibrium thermodynamics : Introduction

Jean-eric.wegrowe@polytechnique.edu

• Short introduction to equilibrium thermodynamics

• Examples of simples transport equations

• Cross-effect, example 1: The thermoelectric effect: Lecture V

• Continuity equations = conservation laws

• Entropy production : sum of the products of the forces by flux

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 Short introduction to
equilibrium thermodynamics
- Describes the role of heat in physical processes.
- Introduction of a new physical quantity: the entropy
- Few variables define univokely the state of the system: the « state variables »
(Case of simple fluid: Entropy S, Volume V, Number of particles N).
Sadi Carnot
« Réflexions sur la puissance Ecole Polytechnique
Sadi Carnot 1824 : Fundations motrice du feu et sur les 1796 - 1932
machines propres à
Introduction of the second law of the thermodynamics développer cette puissance »

Rudolph Clausus1850
Coined the name the entropy.

Lord Kelvin (1890) and Max Planck (1903) reformulation of the second law
"Investigations on the Foundations
Constantin Carathéodory 1909: of Thermodynamics"
axiomatic theory First rigorous axiomatic Constantin
based on the first and second laws theory in physics after Carathéodory
the mechanics of rigid body. 1873 - 1950
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 September 2024: bicentenary celebration of the « Reflections ».
Colloquium Sadi Carnot at Polytechnique.
Organization : Daniel Suchet and Jean-Eric Wegrowe

Text for the presentation of the colloquium:

When Sadi Carnot published his "Reflections on the motive power of fire" in 1824,
there was no sign that one of the greatest scientific revolutions was about to take
place, in a world then dominated by mechanics and optics.

By bringing a conceptual analysis to the practical problem of the steam engine,

Sadi Carnot wrote the birth certificate of thermodynamics, and, in particular, its
second principle. Thermodynamics opened up a new chapter in physics, going far
beyond the specific question of how steam engines work.

Today, thermodynamics has branched out into a multitude of fields and

applications, from industrial processes to microscopic systems, and continues to
renew our view of science. Since its origins, thermodynamics has raised as many
questions as it has answered.

18/10/2023 3
PHY 302 Wegrowe
 First law of thermodynamics
Accroding to E. C. Stueckelberg (1974)
Axiomatic approach
(on the model of C. Caratheodory 1909)

First law (principle):

For all systems S, there is a state function, scalar, extensive, conserved,
associated with the homogeneity of time, called energy E.
or
Furthermore: dE ext
= PW + PQext + PCh
ext
E= W ext + Qext + ext
WCh
dt

Note1: the decomposition of the the transfer of energy between the system and the environment in « work »,
« heat » and « mater » is not univocal. It is often difficult to distinguish, for instance, between transfer of mass
and tranfer of heat or transfer by radiation and tranfer of heat. It depends on the scale of the description.

The concept of flux of heat is related to a lack of knowledge about the mechanisms responsible for the transfer
of energy (the action of the microscopic variables disappeared during the averaging process). It depends on
the coars graining of the description.

Note 2: The energy is defined close to an arbitrary affine transformation: E’ = a(E + E0) is also valide.

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 Second law
of thermodynamics

Second law (principe):

For all systems S, there is a state function S, scalar, extensive called the entropy,
that obeys to the following properties:
(a) Principle of evolution:
If the system is adiabatilly closed (no heat exchanded), noted S0, then:

dS Production I of entropy =
=I 0
dt irreversibility = dissipation
(b) Principle equilibrium (thermostatics):
If the system is insulated, noted S00, the entropy of the system tends to a maximum,
compatible with the constraints.
Variational
lim S(t) = M ax S[⇢]
t!+1 ⇢2E approach
space of the states

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 dS
The second law of thermodynamics Pdiss = T
dt

Sir Arthur Stanley Eddington, The Nature of the Physical World (1927)
The law that entropy always increases holds, I think, the supreme position among the
laws of Nature. […] if your theory is found to be against the second law of
thermodynamics I can give you no hope; there is nothing for it but to collapse in
deepest humiliation.

Typical exemple: impossibility of the « perpetual motion » (i.e. thermodynamic cycle without external source of energy)

See: https://en.wikipedia.org/wiki/Perpetual_motion

Second law for dissipative stationary regim: a variational approach

Case if non-inductive electric circuit:
"Kirchhoff-Helmoltz principle“ of least heat production.

The stationary states are those states at which dissipation is minimized, under the
ensemble of constraints applied to the system.
This corresponds to the minimum entropy production under constraints.
(Warning: due to a change of the constraints, the minimum could becomes a maximum.)
G. Kirchhoff H. Helmoltz

See also the « Prigogin’s theorem »

https://en.wikipedia.org/wiki/Prigogine%27s_theorem

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 Conjugate variables in thermodynamics
and statistical physics
A system is defined by the set of state variables (including necessarily S). Archetype:
Energie U = Sum of the products XY of extensive by intensive state variables: simple fluids: (S,V,N)
X Xi extensive (S,V, N, …)
U (X1 , X2 , ...) = Xi Y i
i
Yi intensive variable, thermodynamically
conjugate to Xi:
PHY205 @U
Yi ⌘
Interpretation in the framework of @Xi
statistical physics : m= microstate
Extensive random variable
Xm defined by the distribution Pm
X Parameter Yi is describing a réservoir:
Mean value: Xi ⌘ hXii = Pm Xm,i @U
(reduction over the microstates m) m
- Temperature: reservoir of energy (thermostat), T =
@S
Energy X - Pressure: reservoir of volume (piston), @U
P =
(random variable)
Em = Xm,i Yi @V @U
i Em
- Chemical potential µ : reservoir of particles N, µ=
Boltzmann distribution: e kT @N
Syst. in contact with a thermostat P0m = - Magnetic field: reservoir of magnetization, @U
Z(T ) B=
@M
1
Adding a reservoir e kT (Em µNm )
of particles Pm =
µ: chemical potential Z

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 Thermodynamic potential: internal energy U
case of simple fluids

1er law: there is a state function, scalar, extensive, conserved for an insulated system:the energy U

Thermodynamics: case of a simple fluid. U (S, N, V ) Model with three extensive state variables (or «observables»)

Extensive means homogenous of degree 1: U ( S, N, V ) = U (S, N, V ) 8 2R

Simple Fluids
State funcion: dU (S, N, V ) = @U dS + @U dN + @U dV three kinds of power
@S @N @V
related to the variables
Defining the three conjugate intensive variables: (S, N, P) (T, µ, P):
@U heat, chemical, mechanical:
@U Chemical @U
Temperature: T = µ= Pressure: P =
@S potential: @N @V dU
= PQ + Pch + PW
dt
) dU (S, N, V ) = T dS + µdN P dV

In fact, we have the linear expression of U: U (S, N, V ) ⌘ T S + µN PV Nothing but

Q + ch + W First law and extensivity
Why not DS, DN and DV?

Answer (math oriented): The Euler throrem: ~x 2 Rn ~x = (x1 , x2 , ...., xn )

n
X @f
if f is differentiable en ~
x and homogeneous of degree 1 (extensive), i.e. f ( ~x) = f (~x) then: f (~x) = xk
@xk
k

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 Other thermodynamic potentials
For practical reasons we need energy functions of intensive variables T, P, µ,…
Dimension energy. Presence of reservoirs => variables T, P, µ instead of S, V, N
Only extensive variables.
Energy U(S,N,V): dU(S,N,V) = TdS + µ dN – PdV The reference.
But isentropic systems are
Legendre Transformation problematic.
Free energy F(T,N,V): dF(T,V,N) = -SdT + µdN – PdV One intensive variables
Isotherm
Legendre Transformation
One intensive variable
Enthalpy H(S,N,P): dH(S,N,P)= TdS + µ dN + V dP Reservoir of volume = isobar

Double Legendre Transformation

Gibbs free energy G(T, µ,V): dG(T,V,µ) = - SdT - Ndµ – PdV Two intensive variables
Isotherm and and open reactor
@G
Euleur’s theorem: G(T, µ, V ) = µ= Nµ (reservoir of paticles)
@µ

Massieu function W(T, N, P): dW (T,N,P) = - SdT + µdN + VdP = -pV Two intensive variables
Isotherm and isobar
(usual conditions in the lab)

X(T, µ, P)?: dX (T,P, µ) = - SdT + Ndµ + VdP = 0 A function of all intensive

variables
X=0 (due to Euleur theorem) is zero (Gibbs relation)

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 Conjugate variables and
the Legendre Transformation
Let us introduce a function f of x. We are looking
@f
T .L
for a function g(s) of the variable s=
@x
such
Transfsormation of a function of an extensive variable into
that: a funtion of the intensive conjugate variable.
At each point (x, f(x)) corresponds a unique point
(s, g(s)) and inversely.
It is possible if @ 2 f /@x2 does not change sign:
f(x) is either concave or convex (case of entropy S or energy U) f
g
L.T . g(s) = f (x) x
@f
@x
s=
@f
@x
= f0

0
x = f0 1
(s) => g(s) = f f
1
(s) f0 1
(s)s
Properties:
In mechanics: relation between Hamiltonian H and Lagrangian L
- Involution X
- Conserve the convexity (concavity) of f. H= q̇i pi L pi = @L/@ q̇i
i

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 Lecture VII.
Non-equilibrium thermodynamics : Introduction
Wednesday October 18, 2022

Jean-eric.wegrowe@polytechnique.edu

• Short introduction to equilibrium thermodynamics

• Examples of simples transport equations

• Continuity equations = conservation laws

• Entropy production : sum of products of force by flux

18/10/2023 PHY 302 Wegrowe 11

 Theory of non-equilibrium thermodynamics
Lecture VIII
applied to solide state physics
Change of paradigm for dissipative systems. Effects vs. Mechanisms. Constitutive equations vs. Hamiltonien
Some bibliographic milstones:

De Groot-Mazur 1962 Onsager Nobel 1968 Prigogine Nobel 1977

E. C. Stueckelberg (1974)
Axiomatic approach

(on the model of C. Caratheodory 1909)

Erlangen program

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 Some exemples of simple transport equations
= linear relation between flux and force
Demonstration: Lecture VIII
Two reservoirs in contacted through the system S: generation of a flux JX
JX ⌃x dx ⌃x ⌃x+dx
Rl X Rl Rr
Rr Yx dx Yx+dx
Yl Yr
continuous system
JX
discrete system

Ohm’s law: J~e = E~ The electric field generates an electric current.

s is the electric conductivity

Thermoelectric
Fourier’s law: J~Q = ~
rT The temperature difference generates a heat current
l is the thermal conductivity

µ is the chemical potential. Thermodiffusion

Fick’s law for diffusion: J~N = L rµ
~ The gradient of m is the force.
The gradient of concentration
generates a flux of particles
✓ ◆
Common dµ dµ D introduced in
expression: J~N = L ~ = D rn
rn ~ Diffusion constant: D=L Lecture VI
dn (same as in Lecture VI)
dn with a stochastic approach
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PHY 302 Wegrowe 13
 Two supplementary simple transport equations

Hook’s law for elasticity: "=J The stress s generates a strain e

Compliance J = 1/Y where Y is the Young modulus

The flux – force relation is ˙ = J ˙ (t)

"(t) see Lecture XI and XIII

X
Kinetics of a chemical reaction ˙= ˙ Reaction rate Aj : Chemical
Lij Aj or Relaxation rate affinity
relaxation of internal degrees of freedom
j Simple application Lecture IX
Flux Forces
Chemical X X Extent of the
⌫c0 C ! ⌫c̃00 C̃ 00 0 Stoichiometric
⌫aA ⌘ ⌫aA ⌫aA c reaction or relaxation
reaction : coefficients
c c̃
reactant product
X r
dnC
Variation of the number of molecules C: = ⌫cC ˙ c
dt c=1
r
X
nC (t) = nC (t0 ) + ⌫cC c (t) Knowing nc(0), nc(t) is defined univocaly by the extent of the reaction (t)
c=1 State variable
X (position in the configuration space)
Chemical affinity: @e @e @nC
Ac ⌘ = = ⌫cC µC @ec
Intensive var conjugate to y @ c @nC @ c chemical potentials µc ⌘
C @nc
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PHY 302 Wegrowe
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 Lecture VII.
Non-equilibrium thermodynamics : Introduction
Wednesday October 18, 2022

Jean-eric.wegrowe@polytechnique.edu

• Short introduction to equilibrium thermodynamics

• Examples of simples transport equations

• Continuity equations = conservation laws

• Entropy production : sum of products of force by flux

18/10/2023 PHY 302 Wegrowe 15

 Conservation laws or continuity equations

« Conserved » extensive variable Ni

Flux of an extensive variable inside a volume V = ``Flux flowing outside the volume minus flux intering inside the volume »

I Z J~i V
dNi
= J~i .d~a = div(J~i ).dV
dt @V V d~a d~a
https://en.wikipedia.org/wiki/Divergence_theorem Z
@ni
=
V @t
dV J~i
@ni
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= div(J~i ) d~a
@t
J~i d~a

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PHY 302 Wegrowe 16
 Conservation laws
with internal degrees of freedom
Leak term (relaxation) for the « particles » Ni J~i
V
@ni ˙
˙
= div(J~i ) Flux in the « internal » configuration space
@t leak
J~i
«Particles » i are relaxing to « particles j »: relaxation channel = chemical reaction

Plurality of reactions: « particles » Ni

@nj Relaxation = chemical reaction. leak i Vi
= div(J~j ) + ˙ « Internal degrees of freedom »
@t
Two « species » of particles i, j ... J~i
r relaxation channels: source i Xi ! Xj
r
Vj
@ni X
= div(J~i ) + ⌫ki ˙ k source j
@t Xj ! Xi
k=1
Chemical affinity: X
De Dooder 1924 the force that drives the leak Aj = ⌫jk µk leak j
i.e. the relaxation channels from j to k
k

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 Lecture VII.
Non-equilibrium thermodynamics : Introduction
Wednesday October 18, 2022

Jean-eric.wegrowe@polytechnique.edu

• Short introduction to equilibrium thermodynamics

• Examples of simples transport equations

• Continuity equations = conservation laws

• Entropy production : sum of products of force by flux

18/10/2023 PHY 302 Wegrowe 18

 Non-equilibrium thermodynamics:
Application of the first law
a) Definition of the system by a set of extensive variables and corresponding densities:
Energy Entropy Statistical ensemble:
Numbers of particles
Z The density n(r) is equivalent to the probability
Z Z
distribution of the particles.
Ni = ni dV E= edV S= sdV
V V V

b) Conservation laws c) First law (Energy) : E(s, ni) = state function

@ni X @e(s, ni ) @e @s X @e @ni
= div(J~i ) + ⌫ij ˙ j = + = P ext
@t j
@t @s @t @ni @t
i

@e
= div(J~E ) + W W = f~ext .~v @e @e Local equilibrium
@t conjugate
variables T ⌘ µi ⌘ assumed
@s @ni (like in hydrodynamics)
@s Irreversibility =
= div(J~s ) + I internal production @s @e X @ni
@t of entropy T =T µi
@t @t i
@t

@pl
= div(J~pl ) + f~ext l = {x, y, z} Fluid mechanics e(S, {ni }, ~v )
@t
Inertia: not under consideration in PHY 302 Kinetic theory only,

18/10/2023 (Navier-Stokes equations otherwhise) 19

PHY 302 Wegrowe
 Non-equilibrium thermodynamics:
application of the second law
(1) @ni X
Conservation laws: = div(J~i ) + ⌫ij ˙ j @s
@t (3) = div(J~s ) + I
j @t
(2) @e X
= div J~E W=0 @s @e @ni
@t (4) T =T µi
« internal » @t @t i
@t
Internal entropy production:
Inserting Eq.(1) and Eq. (2) into Eq.(4) (devided by T):

@s 1 X µi X µi
= ~
div(JE ) + div(J~i ) ⌫ij ˙ i ⇣µ ⌘ ⇣µ ⌘ ⇣µ ⌘
i i ~ i
@t T i
T ij
T ~
div(Ji ) = div Ji ~
r .J~i
T T T

! ✓ ◆ X
@s J~E 1 ⇣µ ⌘ X ⇣µ ⌘ X µ
~ ~ i ~ ~ ~ i i
= div + JE . r + div Ji Ji . r ⌫ij ˙ i
@t T T i
T i
T ij
T

! X
X J~Q
Identification with (3) Js =
1
JE µi J~i ⌘ Entropy flux J~Q = J~E µi J~i
T i
T i
⇣µ ⌘ ✓ ◆ ✓ ◆ Definion of the heat current
1 1 ~ ✓ ◆
1X~ ~ 1X
~ i ~ X
~ 1
r = µi r + rµi
T T T I = J~Q .r Ji .rµi Ak ˙ k Aj ⌘ ⌫jk µk
T T i T
k k

Each force defines X Sum of the products of generalized

a « local equilibrium » I= F~i .J~i
forces by the corresponding flux
PHY 302 Wegrowe 20
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 Conclusion

- Introduction to thermodynamics
- Exemple of simple Transport equations.

- Conservation laws, including internal degrees of freedom

- Entropy production : sum of products of generalized forces by flux

Definion of the heat current such that:

J~E = J~Q + µJ~e

Lecture VIII: Sx
Derivation of the transport equations from the
J~e
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J~E
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first and second laws of thermodynamics. J~E

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J~Q
Lattice T

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