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Finite-bath entropy curvature and specified exchange stability

Statement

Let I1,I2⊆R be open energy intervals (energies in joules), and let Si:Ii→R be C2 entropies measured in joules per kelvin. Fix a total energy Etot in joules and define the open exchange domain I:={x∈I1:Etot−x∈I2}. For x∈I, set E1=x, E2=Etot−x, and Ti(Ei):=1/Si′(Ei) wherever Si′(Ei)>0. At a point x∈I with T1(E1)=T2(E2)=T>0 and Ti′(Ei)≠0, define the finite nonzero heat capacities Ci(Ei):=1/Ti′(Ei)=dEi/dTi. For Stot(x)=S1(x)+S2(Etot−x), one has Stot′′(x)=−1T2(1C1+1C2). In particular, if C1<0<C2, the critical point is a strict local entropy maximum in this energy-exchange direction whenever 0<C2<∣C1∣.

This condition is realized by taking S1=SG from Negative Gibbs-volume capacity in a finite regulated shell at an interior branch energy E∗ (for example, r0/R<δ<1/16), where T∗=TG(E∗)>0 and C1=CG(E∗)<0. The explicit phase-volume formula makes S1 C2 on an open energy interval around E∗. Choose a finite bath entropy Sb(Eb)=Cblog⁡(Eb−E0CbTref)+S0,Eb>E0, with Cb>0 in J K−1, E0 in J, Tref>0 in K, and S0 in J K−1. It has Tb=(Eb−E0)/Cb and heat capacity Cb; choose Eb=E0+CbT∗ to match the subsystem temperature T∗ and choose Cb<∣C1∣.

Separately adopt, on the open domain I and with time t in seconds, the effective scalar exchange equation x˙=LStot′(x),L>0 J K s−1. For each strict local maximum x∗∈I with Stot′′(x∗)<0, there are a,r>0 such that I0=[x∗−r,x∗+r]⊂I, Stot′′≤−a on I0, and every solution with x(0)∈I0 exists for all t≥0, remains in I0, and satisfies ∣x(t)−x∗∣≤e−Lat∣x(0)−x∗∣. Thus the equilibrium solution x(t)≡x∗ attracts those initial states exponentially. Along every solution, dStot/dt=L(Stot′)2≥0. This is stability of the specified one-dimensional exchange law, not of a general relativistic star or a causal transport equation.

Facts & Assumptions

Given: The entropy functions, their positive temperatures and finite nonzero heat capacities, a common-temperature critical point, and the separately adopted scalar exchange equation.

[F1]

At an interior regulated Kepler branch energy E∗, the Gibbs-volume response formulas supply T∗=TG(E∗)>0 and finite C1=CG(E∗)<0. (Negative Gibbs-volume capacity in a finite regulated shell)

[F2]

A continuous vector field locally Lipschitz in its state variable has a unique local solution through every point of its open ODE domain. (Picard-Lindelöf local existence and uniqueness for first-order systems)

[F3]

A Picard-Lindelof solution whose graph approaches a compact subset of its open ODE domain at a finite endpoint extends past that endpoint. (A solution whose graph approaches a compact interior region at a finite endpoint extends past that endpoint)

[F4]

For positive μ,A,r0,h∗ and R>16r0, the branch A/R<e<A/(16r0) has δ=er0/A and Ω(−e)=Ke−3/2J(δ), where K=(4π)(4π/3)(2μ)3/2A3/h∗3>0, J(δ)=∫δ1s1/2(1−s)3/2 ds, and SG=kBlog⁡Ω. (Regulated relative Kepler phase volume and shell law)

Proof

1.1givenalgebra

Since Si′=1/Ti, differentiation with respect to energy gives Si′′=−Ti−2(dTi/dEi)=−1/(Ti2Ci).

2.1givenstep 1.1algebra

The first derivative of Stot is S1′(x)−S2′(Etot−x), so it vanishes exactly at common temperature. The second derivative is the sum S1′′(x)+S2′′(Etot−x), which by step 1.1 is the stated expression. If C1<0<C2, then Stot′′<0 exactly when 1/C2>1/∣C1∣, equivalently C2<∣C1∣; continuity and the second-derivative test give a strict local maximum.

3.1F1F4step 2.1algebra

On 0<δ<1, the function f(δ)=δ1/2(1−δ)3/2 has continuous derivative. The identity J(δ+h)−J(δ)=−∫δδ+hf(s) ds and continuity of f give J′=−f, so J′′=−f′ is continuous; also J>0. Thus [F4] makes Ω positive and C2, and SG=kBlog⁡Ω is C2 on an open interval about the interior energy E∗. For the displayed bath entropy, Sb′=Cb/(Eb−E0), hence Tb=(Eb−E0)/Cb and dEb/dTb=Cb. Choose 0<Cb<∣CG(E∗)∣, Eb∗=E0+CbT∗, and Etot=E∗+Eb∗. Both entropies are C2 near these energies, their positive temperatures agree, and step 2.1 gives strictly negative total entropy curvature.

4.1F2F3givenstep 3.1algebra∎

At the stipulated maximum x∗ with Stot′′(x∗)<0, continuity gives a compact interval I0=[x∗−r,x∗+r]⊂I and a>0 with Stot′′≤−a there. Integrating from x∗, where Stot′=0, gives (x−x∗)Stot′(x)≤−a(x−x∗)2. The vector field LStot′ on R×I is C1 and hence locally Lipschitz, so [F2] gives a unique local solution. At the two endpoints of I0 the field points strictly inward, preventing a first exit, including for endpoint initial data. The chain rule gives dStot/dt=L(Stot′)2≥0 along every solution and, for those in I0, ddt∣x−x∗∣2≤−2La∣x−x∗∣2. Multiplying by e2Lat and differentiating yields ∣x(t)−x∗∣≤e−Lat∣x(0)−x∗∣. If its maximal forward endpoint b were finite, its graph for 0≤t<b would lie in the compact set [0,b]×I0⊂R×I, so [F3] would extend the solution, a contradiction. The local basin therefore exists for all forward times and converges exponentially.

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