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# Dissipative Transport: Thermal Contacts and Tunnelling Junctions

## 1 Introduction

### 1.1 Description of the problems

Simple transport processes, such as those observed near a spatially localized thermal contact or tunnelling junction between two macroscopically extended metals at different temperatures and chemical potentials, have been studied experimentally and theoretically for a long time; see e.g. \[Ma\]. One is interested, for example, in measuring or predicting energy and charge transport through a contact between two metals, as well as the rate of entropy production. The natural theoretical description of such processes is provided by quantum theory, more precisely by non-equilibrium quantum statistical mechanics. The results of experiments or theoretical calculations can, however, often be expressed in the language of thermodynamics. In this paper we attempt to study such transport processes in a mathematically precise way, extending or complementing results in \[DFG, EPR, JP1, JP2, Ru1, Ru2\].
In recent years, interest in transport processes has been driven by various experimental and theoretical developments in mesoscopic physics and the discovery of rather unexpected phenomena. Among them we mention dissipation-free transport in incompressible Hall fluids \[La, TKNN, BES, ASS, FST\], or in ballistic quantum wires \[vW, Bee, ACF, FP1\]. In such systems, “transport in thermal equilibrium” and the quantization of conductances are observed. Further interesting transport processes are electron tunnelling into an edge of a Hall fluid \[CPW, CWCPW, LS, LSH\], and tunnelling processes between two different quantum Hall edges through a constriction leading to measurements of fractional electric charges of quasi-particles (see, e.g., \[SGJE\], and \[FP2\] for theoretical considerations). At present, these processes are only partially understood theoretically. Other examples are Josephson junctions and Andreev scattering \[SR1, SR2\], or energy transport in chains (see, e.g., \[Af\] and references given there).
In this paper, the main emphasis is put, however, on conceptual aspects of the theory of simple dissipative transport processes between two quantum-mechanical reservoirs and on an illustration of the general theory in a simple example, namely transport of energy and charge between two metals, described as non-interacting electron liquids, at different temperatures and chemical potentials. Of particular interest to us are connections between theoretical descriptions based on non-equilibrium quantum statistical mechanics, on the one hand, and on thermodynamics, on the other hand. Our quantum-mechanical description involves equilibrium and non-equilibrium states of macroscopic reservoirs with many degrees of freedom. We show that, on intermediate time scales, tunnelling processes can be described in terms of non-equilibrium stationary states (NESS), examples of which have recently been studied in \[DFG, EPR, JP1, JP2, Ru1, Ru2, BLR\]. Our construction of non-equilibrium stationary states is based on methods of algebraic scattering theory and is inspired by ideas in \[He, Rob, BR, BM, Ha\]. Links between quantum statistical mechanics and thermodynamics are constructed by providing precise definitions of energy and particle currents and of entropy production and by deriving a suitable form of the first and second law of thermodynamics. The general theory developed in Sect. 2 reviews ideas and results scattered over numerous articles and books and represents an attempt to provide a somewhat novel and, we believe, rather clear synthesis. A more complete version, including the treatment of systems with time-dependent Hamiltonians, appears in \[FMSU\] and in a forthcoming paper. It is illustrated on the example of two reservoirs of non-interacting electrons coupled through local many-body interactions (Sects 3 through 5). Examples of non-equilibrium stationary states supporting particle and/or energy currents are constructed with the help of a convergent perturbation (Dyson) series in the many-body interaction terms. The currents and the entropy production rate are calculated quite explicitly to leading order. This enables us to show that, under natural hypotheses, they are strictly positive. Onsager reciprocity relations are established to lowest non-trivial order in the many-body interaction terms. Positivity of the entropy production rate has also been established recently in \[AP, MO\] for XY chains, and in \[CNP\] for wave turbulence.

### 1.2 Contents of paper

In Section 2.1, quantum-mechanical reservoirs are introduced, whose time evolution is given in terms of a one-parameter group of $``$automorphisms of a kinematical $`C^{}`$-algebra of operators. Conservation laws of reservoirs are described by commuting conserved charges. The equilibrium states of such reservoirs are introduced and parametrized by temperature and chemical potentials. Two general assumptions, (A1) and (A2), are formulated. They state that the thermodynamic limits of the time evolution and of the gauge transformations of operators in the kinematical algebra of an infinite system and of the equilibrium states exist.
In Section 2.2 we study two interacting reservoirs at different temperatures and chemical potentials. Each reservoir is required to satisfy the assumptions formulated in Sect. 2.1. A class of many-body interactions coupling the two reservoirs is introduced. It is assumed that the thermodynamic limit of the interactions and of the corresponding time evolutions exist. Energy and charge currents for finite and infinite systems are then defined.
Connections between quantum statistical mechanics and thermodynamics are elucidated in Section 2.3. The entropy production rate is defined and expressed in terms of the currents and of thermodynamic parameters. An inequality expressing the positivity of relative entropy is shown to imply that the total entropy production is non-negative (see also \[Ru2, JP1\]).
In Section 2.4, non-equilibrium stationary states for coupled reservoirs are introduced. They can be construced with the help of scattering (Møller) endomorphisms of the kinematical algebra of the infinite coupled system. A precise assumption concerning the existence of scattering endomorphisms is formulated. Our approach has its roots in Hepp’s work on the Kondo problem \[He\] and Robinson’s analysis of return to equilibrium in the XY spin chain \[Rob\]. Robinson’s ideas have been put into a general context in \[BR, Ha\]. The scattering approach is the starting point for numerous heuristic studies of thermal contacts and tunnelling junctions (see, e.g., \[Ma\]). The first mathematically rigorous implementation of this approach in a study of energy transport in the XY spin chain and of tunnelling between free-fermion reservoirs appeared in \[DFG\].
In Section 2.5, long-time stability properties of equilibrium and non-equilibrium stationary states against perturbations of the initial state of the coupled system are studied, and conditions for the existence of temperature or density profiles in non-equilibrium stationary states are identified.
The general theory of Section 2 is illustrated in Sections 3,4 and 5 on the example of two coupled free-electron reservoirs.
In Section 3, the quantum theory of finite and infinite reservoirs of free electrons is briefly recalled, and a class of local many-body interactions between two such reservoirs satisfying the general assumptions formulated in Section 2 is introduced.
Our main technical result, the existence of scattering (Møller) endomorphisms, defined on an appropriate kinematical $`C^{}`$-algebra describing two infinite free-electron reservoirs, is established in Section 4. A similar result has previously been proven in \[BM\]. We show that, under appropriate smallness and regularity assumptions on the many-body interaction terms, the scattering endomorphisms are given by a (norm-) convergent Dyson series. As a consequence, non-equilibrium stationary states can be constructed with the help of a convergent perturbation expansion.
The results of Section 4 are used in Section 5 to derive explicit expressions for the energy and charged-particle currents to leading order in the many-body interaction terms. These expresssions, along with the convergence of the Dyson series, prove that, for small coupling constants, the entropy production rate is strictly positive, Ohm’s law holds to leading order in the voltage drop between the reservoirs, with a resistance whose temperature dependence can be determined, and the Onsager reciprocity relations hold to leading order.
We conclude this introduction with explicit formulae for the leading contributions to the particle current, $`𝒥`$, and to the energy current, $`𝒫`$, between two reservoirs, $`I`$ and $`II`$, of free electrons coupled to each other by a quadratic local interaction term with a form factor $`\widehat{w}((𝒌,II),(𝒍,I))`$ and a brief discussion of the qualitative implications of these formulae. These currents are given by

$`𝒥`$ $``$ $`2\pi {\displaystyle _^6}𝑑𝒌𝑑𝒍\delta (|𝒌|^2|𝒍|^2)\left|\widehat{w}((𝒌,II),(𝒍,I))\right|^2\left(\rho _{II}(𝒌)\rho _I(𝒌)\right),`$
$`𝒫`$ $``$ $`2\pi {\displaystyle _^6}𝑑𝒌𝑑𝒍|𝒌|^2\delta (|𝒌|^2|𝒍|^2)\left|\widehat{w}((𝒌,II),(𝒍,I))\right|^2\left(\rho _{II}(𝒌)\rho _I(𝒌)\right),()`$
where $`\rho _r(𝒌)`$ is the Fermi distribution of the free electron gas ($`r=I,II`$ labels the reservoirs), and $`\widehat{w}((𝒌,II),(𝒍,I))`$ is the interaction kernel describing scattering of a particle in an initial state with energy $`|𝒍|^2`$ localized in reservoir $`I`$ to a final state with energy $`|𝒌|^2`$ localized in reservoir $`II`$.
If both reservoirs have the same chemical potential and the temperatures satisfy $`T^I<T^{II}`$ then $`𝒥`$ and $`𝒫`$ are positive; particles and energy flow from the hotter to the colder reservoir. Similarly, if the reservoirs have the same temperature, then particles and energy flow from the reservoir with the higher chemical potential to the other one.
Formulae ($``$) prove that the leading contribution to the entropy production rate is strictly positive, unless both reservoirs are at the same temperature and at the same chemical potential.
Another consequence of ($``$) is that, to leading order in the interaction, and for a small voltage drop, $`\mathrm{\Delta }\mu =\mu ^{II}\mu ^I`$ (at a fixed temperature, $`T`$, for both reservoirs), Ohm’s law is valid, i.e., the voltage drop is proportional to the current,

$$\mathrm{\Delta }\mu R(\mu ^I,T)𝒥.$$

Our calculations show that the resistance $`R(\mu ^I,T)`$ grows linearly in $`T`$, for large $`T`$, it has a positive value at $`T=0`$ and may increase or decrease in $`T`$, at small temperatures, depending on properties of the interaction kernel $`\widehat{w}`$ modelling the junction between the two reservoirs.

This paper is dedicated to Klaus Hepp and David Ruelle on the occasion of their retirement from active duty, but not from scientific activity. Some of their work plays a significant rôle in the analysis presented in this paper. J. F. is deeply grateful to them for their generous support and for everything they have contributed to making his professional life at ETH and at I.H.E.S. so pleasant.

Acknowledgements.  J.F. thanks S. Dirren and G. M. Graf for useful discussions during an early stage of his efforts. We are grateful to R. Fernández, B. Nachtergaele and I. M. Sigal for numerous helpful discussions. We have greatly benefitted from studying the works of V. Jakšić and C.-A. Pillet and of D. Ruelle on related problems. D.U. acknowledges the hospitality of ETH Zürich, where most of this work has been carried out.

## 2 Elements of a general theory of junctions and of non-equilibrium stationary states

### 2.1 Quantum theory of reservoirs

We start our general analysis by describing “quantum-mechanical reservoirs”. A reservoir is a quantum system with very many degrees of freedom, e.g., an electron liquid in a normal metal, a superconductor, a gas of atoms, or a large array of coupled, localized spins, but with a small number of observable physical quantities. It is confined to a macroscopically large, but compact subset, $`\mathrm{\Lambda }`$, of physical space $`^3`$. Its pure states correspond, as usual, to unit rays in a separable Hilbert space, $`^\mathrm{\Lambda }`$, and its dynamics is generated by a selfadjoint Hamiltonian, $`H^\mathrm{\Lambda }`$, acting on the space $`^\mathrm{\Lambda }`$. The kinematics of the reservoir is encoded into an algebra, $`𝒜^\mathrm{\Lambda }`$, of operators contained in (or equal to) the algebra of all bounded operators on $`^\mathrm{\Lambda }`$ 444The algebra $`𝒜^\mathrm{\Lambda }`$ is sometimes called algebra of “observables”, a commonly used, but unfortunate expression.. The time evolution of an operator $`a`$ on $`^\mathrm{\Lambda }`$ is given, in the Heisenberg picture, by

$$\alpha _t^\mathrm{\Lambda }(a):=e^{itH^\mathrm{\Lambda }/\mathrm{}}ae^{itH^\mathrm{\Lambda }/\mathrm{}},$$
(2.1)
and it is assumed that $`\alpha _t^\mathrm{\Lambda }(a)𝒜^\mathrm{\Lambda }`$, for every $`a𝒜^\mathrm{\Lambda }`$.

There may exist a certain number of linearly independent, commuting conservation laws, which are represented by selfadjoint operators $`Q_1^\mathrm{\Lambda },\mathrm{},Q_M^\mathrm{\Lambda }`$ on $`^\mathrm{\Lambda }`$ commuting with the dynamics of the reservoir, i.e.,

$$[H^\mathrm{\Lambda },Q_j^\mathrm{\Lambda }]=\mathrm{\hspace{0.33em}0},[Q_i^\mathrm{\Lambda },Q_j^\mathrm{\Lambda }]=\mathrm{\hspace{0.33em}0},[Q_i^\mathrm{\Lambda },a]=\mathrm{\hspace{0.33em}0},$$
(2.2)
for all $`i,j,=1,\mathrm{},M`$, and for all “observables” $`a𝒜^\mathrm{\Lambda }`$. More precisely, one assumes that all operators $`\mathrm{exp}itH^\mathrm{\Lambda }/\mathrm{},\left\{\mathrm{exp}is_jQ_j^\mathrm{\Lambda }\right\}_{j=1}^M`$ commute with one another, for arbitrary real values of $`t,s_1,\mathrm{},s_M`$.

A typical example of a conservation law is the particle number operator, $`N^\mathrm{\Lambda }`$, of a reservoir consisting of a gas of non-relativistic atoms.

On the algebra, $`B(^\mathrm{\Lambda })`$, of all bounded operators on the Hilbert space $`^\mathrm{\Lambda }`$, we define “gauge transformations of the first kind” by setting

$$\phi _𝒔^\mathrm{\Lambda }(a):=e^{i𝒔𝑸^\mathrm{\Lambda }}ae^{i𝒔𝑸^\mathrm{\Lambda }},$$
(2.3)
for $`aB(^\mathrm{\Lambda })`$, where

$$𝒔𝑸^\mathrm{\Lambda }:=\underset{j=1}{\overset{M}{}}s_jQ_j^\mathrm{\Lambda }.$$
(2.4)
Then $`\left\{\phi _𝒔^\mathrm{\Lambda }\right|𝒔^M\}`$ is an $`M`$-parameter abelian group of automorphisms (see (2.16), below) of the algebra $`B(^\mathrm{\Lambda })`$, and

$$\alpha _t^\mathrm{\Lambda }\left(\phi _𝒔^\mathrm{\Lambda }(a)\right)=\phi _𝒔^\mathrm{\Lambda }\left(\alpha _t^\mathrm{\Lambda }(a)\right),$$
(2.5)
for all $`aB(^\mathrm{\Lambda })`$, by (2.2). It is natural to define the “observable algebra” $`𝒜^\mathrm{\Lambda }`$ as the algebra of all those operators $`aB(^\mathrm{\Lambda })`$ for which

$$\phi _𝒔^\mathrm{\Lambda }(a)=a,\mathrm{for}\mathrm{all}𝒔^M.$$
(2.6)
To every conservation law $`Q_j^\mathrm{\Lambda }`$ there corresponds a conjugate thermodynamic parameter, $`\mu _j`$, commonly called a chemical potential.

Thermal equilibrium of the reservoir at inverse temperature $`\beta `$ and chemical potentials $`𝝁=(\mu _1,\mathrm{},\mu _M)`$ is described by a mixed state, or density matrix, given by

$$\left(\mathrm{\Xi }_{\beta ,𝝁}^\mathrm{\Lambda }\right)^1\mathrm{exp}\beta \left[H^\mathrm{\Lambda }𝝁𝑸^\mathrm{\Lambda }\right],$$
(2.7)
where

$$\mathrm{\Xi }_{\beta ,𝝁}^\mathrm{\Lambda }:=\mathrm{tr}\left(\mathrm{exp}\beta \left[H^\mathrm{\Lambda }𝝁𝑸^\mathrm{\Lambda }\right]\right)$$
(2.8)
is the grand-canonical partition function. Of course, it is assumed that the operators

$$\mathrm{exp}\beta \left[H^\mathrm{\Lambda }𝝁𝑸^\mathrm{\Lambda }\right]$$

are trace-class, for all chemical potentials $`𝝁`$ in a region $`^M`$, for all $`\beta >0`$, and for arbitrary compact subsets $`\mathrm{\Lambda }`$ of physical space $`^3`$. It is also commonly assumed that reservoirs are thermodynamically stable, in the sense that the thermodynamic potential, $`G`$, given by

$$\beta G(\beta ,𝝁,V):=\mathrm{ln}\left(\mathrm{\Xi }_{\beta ,𝝁}^\mathrm{\Lambda }\right)$$
(2.9)
is extensive, i.e., proportional to the volume, $`V`$, of the set $`\mathrm{\Lambda }`$, up to boundary corrections, for arbitrary $`\beta >0,𝝁`$.

The expectation value of an operator $`aB(^\mathrm{\Lambda })`$ in the equilibrium state corresponding to the density matrix (2.7) is given by

$$\omega _{\beta ,𝝁}^\mathrm{\Lambda }(a):=\left(\mathrm{\Xi }_{\beta ,𝝁}^\mathrm{\Lambda }\right)^1\mathrm{tr}\left(e^{\beta \left[H^\mathrm{\Lambda }𝝁𝑸^\mathrm{\Lambda }\right]}a\right).$$
(2.10)
The state $`\omega _{\beta ,𝝁}^\mathrm{\Lambda }`$ has some remarkable properties to be discussed next.

It is time-translation invariant, i.e.,

$$\omega _{\beta ,𝝁}^\mathrm{\Lambda }\left(\alpha _t^\mathrm{\Lambda }(a)\right)=\omega _{\beta ,𝝁}^\mathrm{\Lambda }(a),$$
(2.11)
for arbitrary $`aB(^\mathrm{\Lambda })`$. It obeys the celebrated KMS condition

$$\omega _{\beta ,𝝁}^\mathrm{\Lambda }\left(\alpha _t^\mathrm{\Lambda }(a)b\right)=\omega _{\beta ,𝝁}^\mathrm{\Lambda }\left(b\alpha _{t+i\beta \mathrm{}}^\mathrm{\Lambda }\left(\phi _{i\beta 𝝁}^\mathrm{\Lambda }(a)\right)\right),$$
(2.12)
for arbitrary $`a`$ and $`b`$ in $`B(^\mathrm{\Lambda })`$. In particular, if $`a𝒜^\mathrm{\Lambda }`$ then

$$\omega _{\beta ,𝝁}^\mathrm{\Lambda }\left(\alpha _t^\mathrm{\Lambda }(a)b\right)=\omega _{\beta ,𝝁}^\mathrm{\Lambda }\left(b\alpha _{t+i\beta \mathrm{}}^\mathrm{\Lambda }(a)\right),$$
(2.13)
for arbitrary $`bB(^\mathrm{\Lambda })`$; see (2.6). Eq. (2.12) is an easy consequence of eqs. (2.10) and (2.3) and of the cyclicity of the trace, i.e.,

$$\mathrm{tr}(ab)=\mathrm{tr}(ba).$$

For further details concerning these standard facts of quantum statistical mechanics we refer the reader to \[Ru 3, BR\].

Next, we recall some conventional wisdom concerning the thermodynamic limit of a reservoir. We are interested in understanding asymptotics of physical quantities, as the region $`\mathrm{\Lambda }`$ to which the reservoir is confined increases to all of $`^3`$, or to an infinite half-space

$$_\pm ^3:=\left\{(x,y,z)^3\right|x0\}.$$
(2.14)
We use the notation “$`\mathrm{\Lambda }\mathrm{}`$” to mean that $`\mathrm{\Lambda }^3`$ (or $`\mathrm{\Lambda }_\pm ^3`$), in the sense of Fisher (meaning, in essence, that the ratio between the surface and the volume goes to zero); see \[Ru 3\].

We introduce an operator algebra $`^r`$, called the “field algebra”, convenient for the description of the thermodynamic limit of a reservoir:

$$^r:=\overline{\underset{\mathrm{\Lambda }\mathrm{}}{}B(^\mathrm{\Lambda })},$$
(2.15)
where $`_\mathrm{\Lambda }\mathrm{}B(^\mathrm{\Lambda })`$ is the algebra generated by all the operators in the increasing sequence of algebras

$$\mathrm{}B\left(^\mathrm{\Lambda }\right)B\left(^\mathrm{\Lambda }^{}\right)\mathrm{},$$

$`\mathrm{\Lambda }\mathrm{\Lambda }^{}`$, and $`\overline{()}`$ denotes the closure in the operator norm. Technically speaking, $`^r`$ is a C-algebra, \[BR\]. The superscript r stands for “reservoir”. Below, we consider two interacting reservoirs, labelled by $`r=I,II`$.

A group $`\{\tau _𝒕|𝒕^n\}`$ of homomorphisms, of a C-algebra $``$ is an n-parameter automorphism group of $``$ iff

$$\tau _{𝒕=0}(a)=a,\tau _𝒕\left(\tau _𝒕^{}(a)\right)=\tau _{𝒕+𝒕^{}}(a),$$

and

$$\tau _𝒕(a)^{}=\tau _𝒕(a^{}),$$
(2.16)
for all $`a`$ and arbitrary $`𝒕,𝒕^{}^n`$.

For the purposes of this paper we shall require the following two assumptions concerning the existence of the thermodynamic limit.

(A1) Existence of the thermodynamic limit of the dynamics and the gauge transformations.

For every operator $`a^r`$, the limits in operator norm

$$\underset{\mathrm{\Lambda }\mathrm{}}{nlim}\alpha _t^\mathrm{\Lambda }(a)=:\alpha _t(a)$$
(2.17)
and

$$\underset{\mathrm{\Lambda }\mathrm{}}{nlim}\phi _𝒔^\mathrm{\Lambda }(a)=:\phi _𝒔(a)$$
(2.18)
exist, for all $`t,𝐬^M`$, and define automorphism groups of the field algebra $`^r`$. The convergence in (2.17) and (2.18) is assumed to be uniform for $`t`$ in any compact interval of $``$ and for $`𝐬`$ in any compact subset of $`^M`$, respectively. The automorphism groups $`\alpha _t`$ and $`\phi _𝐬`$ may be assumed to be norm-continuous in $`t`$ and $`𝐬`$, respectively; (but “weak continuity” will usually be sufficient).

We define the “kinematical algebra”, $`𝒜^r`$, to be the largest subalgebra of $`^r`$ pointwise invariant under $`\{\phi _𝒔\}_{𝒔^M}`$, i.e.,

$$𝒜^r:=\left\{a^r\right|\phi _𝒔(a)=a,\mathrm{for}\mathrm{all}𝒔^M\}.$$
(2.19)
Since, by (2.5), (2.17) and (2.18), $`\alpha _t`$ and $`\phi _𝒔`$ commute, $`\alpha _t(a)𝒜^r`$, for every $`a𝒜^r`$.

(A2) Existence of the thermodynamic limit of the equilibrium state.

For every $`a^r`$,

$$\underset{\mathrm{\Lambda }\mathrm{}}{lim}\omega _{\beta ,𝝁}^\mathrm{\Lambda }(a)=:\omega _{\beta ,𝝁}(a)$$
(2.20)
exists and is time-translation invariant, i.e.,

$$\omega _{\beta ,𝝁}\left(\alpha _t(a)\right)=\omega _{\beta ,𝝁}(a),$$
(2.21)
for all $`a^r,t`$.

We assume that $`^r`$ contains a norm-dense subalgebra $`\stackrel{}{^r}`$ with the property that the operator $`\alpha _t(\phi _𝒔(a))`$ extends to an entire function of $`t,𝒔^M`$, for every $`a\stackrel{}{^r}`$. If $`\alpha _t`$ and $`\tau _𝒔`$ are norm-continuous in $`t`$ and $`𝒔`$, respectively, the existence of an algebra $`\stackrel{}{^r}^r`$ with these properties is an easy theorem.

From the KMS condition (2.12), and from (2.17), (2.18), (2.20), it follows that the infinite-volume state $`\omega _{\beta ,𝝁}`$ on $`^r`$ obeys the KMS condition

$$\omega _{\beta ,𝝁}(\alpha _t(a)b)=\omega _{\beta ,𝝁}(b\alpha _{t+i\beta \mathrm{}}(\phi _{i\beta 𝝁}(a))),$$
(2.22)
for all $`a\stackrel{}{^r},b^r`$. If $`a𝒜^r\stackrel{}{^r}`$ then eq. (2.22) simplifies to

$$\omega _{\beta ,𝝁}(\alpha _t(a)b)=\omega _{\beta ,𝝁}(b\alpha _{t+i\beta \mathrm{}}(a)).$$
(2.23)
### 2.2 Thermal contacts and tunnelling junctions between macroscopic reservoirs

We consider two reservoirs, $`I`$ and $`II`$, with all the properties described in Sect. 2.1. These reservoirs may or may not have the same physical properties. For example, they may be ordinary metals located in two complementary half-spaces of $`^3`$; or $`I`$ may be a metal and $`II`$ a superconductor, etc. Later, we shall consider the example where $`I`$ and $`II`$ are ordinary metals, i.e., non-interacting electron liquids. In the following, “$`I`$” will be a shorthand notation for $`(I,\mathrm{\Lambda }^I)`$, and “$`II`$” for $`(II,\mathrm{\Lambda }^{II})`$, where $`\mathrm{\Lambda }^I`$ and $`\mathrm{\Lambda }^{II}`$ are arbitrary compact subsets of $`^3`$. Realistically $`\mathrm{\Lambda }^I`$ and $`\mathrm{\Lambda }^{II}`$ should not intersect; but we shall ignore this constraint.

The Hilbert space of the system obtained by composing the two reservoirs is given by

$$=^I^{II}$$
(2.24)
and the dynamics, before the reservoirs are brought into contact, is generated by the Hamiltonian

$$H^0:=H^I1\mathrm{l}+\mathrm{\hspace{0.33em}1}\mathrm{l}H^{II}.$$
(2.25)
The natural algebra of operators of the coupled system is given by $`B(^I)B(^{II})`$ and, in the thermodynamic limit ($`\mathrm{\Lambda }^I_{}^3`$ and $`\mathrm{\Lambda }^{II}_+^3`$, or $`\mathrm{\Lambda }^I^3`$ and $`\mathrm{\Lambda }^{II}^3`$), by

$$:=\overline{^I^{II}},$$
(2.26)
where $`^I`$ and $`^{II}`$ are the field algebras of the two reservoirs (see (2.15)), and the closure is taken in the operator norm.

A contact or tunnelling junction between the two reservoirs is described in terms of a perturbed Hamiltonian, $`H`$, of the coupled system. The operator $`H`$ has the form

$$H=H^0+W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})$$
(2.27)
where $`W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})`$ is a bounded, selfadjoint operator on $``$ for each choice of $`\mathrm{\Lambda }^I`$ and $`\mathrm{\Lambda }^{II}`$. We shall always require the following assumption.

(A3) Existence of the thermodynamic limit of the contact interaction.

$$\underset{\begin{array}{c}\mathrm{\Lambda }^I\mathrm{}\\ \mathrm{\Lambda }^{II}\mathrm{}\end{array}}{nlim}W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})=:W$$
(2.28)
exists (as a selfadjoint operator in $``$).

Let $`\alpha _t^{\mathrm{\Lambda }^I}`$ and $`\alpha _t^{\mathrm{\Lambda }^{II}}`$ be the time evolutions of the reservoirs before they are brought into contact; see eq. (2.1). The time evolution of operators in $`B(^I)B(^{II})`$ is then given by $`\alpha _t^{\mathrm{\Lambda }^I}\alpha _t^{\mathrm{\Lambda }^{II}}`$ and is generated by the Hamiltonian $`H^0`$ introduced in (2.25). After the interaction $`W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})`$ has been turned on the time evolution of operators in the Heisenberg picture is given by

$$\alpha _t^{III}(a)=e^{i(tH/\mathrm{})}ae^{i(tH/\mathrm{})},$$
(2.29)
with $`H`$ as in (2.27), for $`aB(^I)B(^{II})`$.

It follows from assumptions (A1) and (A3), Eqs. (2.17) and (2.28), that the thermodynamic limit of the time evolution of the coupled reservoirs exists: For arbitrary $`a`$ the limits

$$\alpha _t^0(a)=\underset{\begin{array}{c}\mathrm{\Lambda }^I\mathrm{}\\ \mathrm{\Lambda }^{II}\mathrm{}\end{array}}{nlim}\alpha _t^{\mathrm{\Lambda }^I}\alpha _t^{\mathrm{\Lambda }^{II}}(a)$$
(2.30)
and

$$\alpha _t(a)=\underset{\begin{array}{c}\mathrm{\Lambda }^I\mathrm{}\\ \mathrm{\Lambda }^{II}\mathrm{}\end{array}}{nlim}\alpha _t^{III}(a)$$
(2.31)
exist, and the convergence is uniform on arbitrary compact intervals of the time axis.

Given (2.30), (2.31) follows by using the Lie-Schwinger series for $`\alpha _t(\alpha _t^0(a))`$.
We distinguish between different types of contacts or junctions between the two reservoirs, according to symmetry properties of the contact interactions $`W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})`$.

(J1) Thermal contacts. The interaction $`W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})`$ commutes with all the conservation laws $`\{Q_j^{\mathrm{\Lambda }^I}1\mathrm{l}\}_{j=1}^{M^I}`$ and $`\{1\mathrm{l}Q_j^{\mathrm{\Lambda }^{II}}\}_{j=1}^{M^{II}}`$ of the reservoirs, i.e.,

$$\phi _𝒔^{\mathrm{\Lambda }^I}\left(W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})\right)=\phi _𝒔^{\mathrm{\Lambda }^{II}}\left(W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})\right)=W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),$$
(2.32)
for arbitrary $`\mathrm{\Lambda }^I`$ and $`\mathrm{\Lambda }^{II}`$, where $`\phi _𝒔^{\mathrm{\Lambda }^I}`$ is a shorthand notation for $`\phi _𝒔^{\mathrm{\Lambda }^I}\mathrm{id}`$, and $`\phi _𝒔^{\mathrm{\Lambda }^{II}}`$ stands for $`\mathrm{id}\phi _𝒔^{\mathrm{\Lambda }^{II}}`$; (see eq. (2.3)). It follows from (2.27) and (2.2) that the operators $`\{Q_j^{\mathrm{\Lambda }^I}1\mathrm{l}\}`$ and $`\{1\mathrm{l}Q_i^{\mathrm{\Lambda }^{II}}\}`$ are conservation laws of the perturbed dynamics.

By assumption (A1), the limits

$$\underset{\mathrm{\Lambda }^r\mathrm{}}{nlim}\phi _𝒔^{\mathrm{\Lambda }^r}(a)=:\phi _𝒔^r(a)$$
(2.33)
exist for $`r=I`$ or $`II`$ and for all $`a`$. By assumption (A3) and (2.32) it follows that

$$\phi _𝒔^I(W)=\phi _𝒔^{II}(W)=W,$$
(2.34)
in the thermodynamic limit.

Energy appears to be the only thermodynamic quantity that can be exchanged through a thermal contact.

(J2) Tunnelling junctions. There are $`m\mathrm{min}(M^I,M^{II})`$ linear combinations, $`\stackrel{~}{Q}_1^{\mathrm{\Lambda }^I},\mathrm{},\stackrel{~}{Q}_m^{\mathrm{\Lambda }^I}`$ and $`\stackrel{~}{Q}_1^{\mathrm{\Lambda }^{II}},\mathrm{},\stackrel{~}{Q}_m^{\mathrm{\Lambda }^{II}}`$, of conservation laws of the two reservoirs with the property that the operators

$$Q_j^{III}:=\stackrel{~}{Q}_j^{\mathrm{\Lambda }^I}1\mathrm{l}+1\mathrm{l}\stackrel{~}{Q}_j^{\mathrm{\Lambda }^{II}},$$
(2.35)
$`j=1,\mathrm{},m`$, are conservation laws of the perturbed dynamics generated by the Hamiltonian $`H`$ of eq. (2.27). Without loss of generality, we may assume that $`\stackrel{~}{Q}_j^{\mathrm{\Lambda }^I}=Q_j^{\mathrm{\Lambda }^I}`$ and $`\stackrel{~}{Q}_j^{\mathrm{\Lambda }^{II}}=Q_j^{\mathrm{\Lambda }^{II}}`$, for $`j=1,\mathrm{},m`$. Of course, there may be further conservation laws of the reservoirs, $`Q_i^{\mathrm{\Lambda }^I}1\mathrm{l}`$, $`1\mathrm{l}Q_j^{\mathrm{\Lambda }^{II}}`$, for some $`i>m`$ and/or some $`j>m`$, which are conservation laws of the perturbed dynamics. “Leaky junctions” are contacts where the interaction $`W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})`$ violates some of the conservation laws $`Q_i^{\mathrm{\Lambda }^I}1\mathrm{l}`$ and/or $`1\mathrm{l}Q_j^{\mathrm{\Lambda }^{II}}`$, $`i,j>m`$. For convenience, we shall sometimes assume that the operators $`Q_j^{III}`$, $`j=1,\mathrm{},m`$, are the only conservation laws of the perturbed dynamics, and $`M^I=M^{II}=m`$. Let $`𝒔=(s_1,\mathrm{},s_m,0,\mathrm{},0)`$. We define

$$\phi _𝒔^{III}(a):=\phi _𝒔^{\mathrm{\Lambda }^I}\phi _𝒔^{\mathrm{\Lambda }^{II}}(a),$$
(2.36)
for $`aB(^I)B(^{II})`$, and

$$\phi _𝒔(a):=\underset{\begin{array}{c}\mathrm{\Lambda }^I\mathrm{}\\ \mathrm{\Lambda }^{II}\mathrm{}\end{array}}{nlim}\phi _𝒔^{III}(a),$$
(2.37)
for $`a`$; see assumptions (A1), eq. (2.18).

Tunnelling junctions can then be characterized by the requirement that

$$\phi _𝒔^{III}\left(W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})\right)=W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),$$
(2.38)
for arbitrary $`\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}`$, and hence, using (2.18) and (2.28), we find that, in the thermodynamic limit,

$$\phi _𝒔(W)=W.$$
(2.39)
As an initial state of a tunnelling junction we shall usually choose a state $`\omega `$ close to a tensor product state, $`\omega _{\beta ^I,𝝁^I}^{\mathrm{\Lambda }^I}\omega _{\beta ^{II},𝝁^{II}}^{\mathrm{\Lambda }^{II}}`$, of two equilibrium states of the uncoupled reservoirs, where $`\beta ^I,𝝁^I`$ and $`\beta ^{II},𝝁^{II}`$ are arbitrary, (with $`𝝁^I^I,𝝁^{II}^{II}`$).

Two reservoirs joined by a tunnelling junction can exchange energy and“charge” (as measured by the conservation laws $`Q_j^{\mathrm{\Lambda }^I}1\mathrm{l}`$, $`1\mathrm{l}Q_j^{\mathrm{\Lambda }^{II}}`$, $`j=1,\mathrm{},m`$), or leak some “charge” corresponding to $`Q_j^{\mathrm{\Lambda }^I}1\mathrm{l}`$, or to $`1\mathrm{l}Q_j^{\mathrm{\Lambda }^{II}}`$, for some $`j>m`$.

Energy current. The operator corresponding to a measurement of the gain of internal energy per second of reservoir $`r`$, with $`r=I`$ or $`II`$, at time $`t`$ is conveniently defined in the Heisenberg picture by

$`P^r(t)`$ $`:=`$ $`{\displaystyle \frac{d}{dt}}\alpha _t^{III}(H^r)`$ (2.40)
$`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}\alpha _t^{III}([H,H^r]),`$
where $`\alpha _t^{III}`$ is as in (2.29), and $`H^r=H^I1\mathrm{l}`$ or $`=1\mathrm{l}H^{II}`$, for $`r=I`$ or $`II`$, respectively. By (2.25) and (2.27),

$$P^r(t)=\frac{i}{\mathrm{}}\alpha _t^{III}\left([W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),H^r]\right).$$
(2.41)
By (2.17), (2.28) and (2.31), the operator corresponding to the energy gain per second of reservoir $`r`$ has a thermodynamic limit given by

$$P^r(t)=\frac{d}{ds}\alpha _t\left(\alpha _s^r(W)\right)|_{s=0},$$
(2.42)
where $`\alpha _s^r`$ is the time evolution of reservoir $`r`$ in the thermodynamic limit, in the absence of any contacts. It follows from (2.41) and (2.42) that

$`P^I(t)+P^{II}(t)`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}\alpha _t^{III}\left([W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),H^0]\right)`$ (2.43)
$`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}\alpha _t^{III}\left([W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),H]\right)`$
$`=`$ $`{\displaystyle \frac{d}{dt}}\alpha _t^{III}\left(W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})\right),`$
where $`H^0`$ and $`H`$ are as in eqs. (2.25), (2.27), and, in the thermodynamic limit,

$$P^I(t)+P^{II}(t)=\frac{d}{dt}\alpha _t(W),$$
(2.44)
with $`W`$.

We observe that if $`\omega `$ is an arbitrary time-translation invariant state of the coupled system, we have that

$$\omega \left(P^I(t)+P^{II}(t)\right)=\mathrm{\hspace{0.33em}0},$$
(2.45)
for all times.

Charge current. The operator corresponding to a measurement of the gain of charge $`Q_j^r`$ per second at time $`t`$, in reservoir $`r`$, is conveniently defined by

$`I_j^r(t)`$ $`=`$ $`{\displaystyle \frac{d}{dt}}\alpha _t^{III}(Q_j^r)`$ (2.46)
$`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}\alpha _t^{III}([H,Q_j^r]),`$
for $`j=1,\mathrm{},m`$, $`r=I,II`$, with $`Q_j^I:=Q_j^{\mathrm{\Lambda }^I}1\mathrm{l}`$, and $`Q_j^{II}:=1\mathrm{l}Q_j^{\mathrm{\Lambda }^{II}}`$. Since $`H`$ is given by

$$H=H^I1\mathrm{l}+\mathrm{\hspace{0.33em}1}\mathrm{l}H^{II}+W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),$$

and since $`H^I1\mathrm{l}`$ and $`1\mathrm{l}H^{II}`$ commute with $`Q_i^r`$, it follows that

$$I_j^r(t)=\frac{i}{\mathrm{}}\alpha _t^{III}\left([W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),Q_j^r]\right).$$
(2.47)
In the thermodynamic limit,

$$I_j^r(t)=\frac{1}{\mathrm{}}\frac{}{s_j}\alpha _t\left(\phi _𝒔^r(W)\right)|_{𝒔=0}$$
(2.48)
with $`\phi _𝒔^r`$ as in (2.33); $`r=I,II`$, $`j=1,\mathrm{},M^r`$. Recall that, for $`j=1,\mathrm{},m`$, the operators $`Q_j^{III}=Q_j^{\mathrm{\Lambda }^I}1\mathrm{l}+1\mathrm{l}Q_j^{\mathrm{\Lambda }^{II}}`$ are conservation laws of the perturbed dynamics, see (2.38), and therefore

$`I_j^I(t)+I_j^{II}(t)`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}\alpha _t^{III}\left([W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),Q_j^{III}]\right)=0,`$ (2.49)
for $`j=1,\mathrm{},m`$; this can be transferred to the thermodynamic limit. Apparently, charge lost by one reservoir is gained by the other one.

For $`j>m`$, (2.49) does not hold in general and the operators $`I_j^r(t),r=I,II`$, describe the leakage of charge $`Q_j^r`$ at the junction.

### 2.3 Connections with thermodynamics

We start by recalling the 1st and 2nd law of thermodynamics.

For the reservoir $`r`$, the first and second law of thermodynamics can be summarized in the equation

$$dU^{\mathrm{\Lambda }^r}=T^rdS^{\mathrm{\Lambda }^r}+𝝁^rd𝒒^{\mathrm{\Lambda }^r}p^rdV^r,$$
(2.50)
where $`U^{\mathrm{\Lambda }^r}`$ is the expectation value of the Hamiltonian $`H^r`$ in a state of reservoir $`r`$ close to, or in thermal equilibrium, i.e., $`U^{\mathrm{\Lambda }^r}`$ is the internal energy of the reservoir $`r`$; $`T^r`$ the temperature; $`S^{\mathrm{\Lambda }^r}`$ the entropy; $`q_j^{\mathrm{\Lambda }^r}`$ is the expectation value of the charge $`Q_j^r`$, $`j=1,\mathrm{},M^r`$, in the state describing the reservoir; $`p^r`$ is the pressure, and $`V^r=\mathrm{vol}(\mathrm{\Lambda }^r)`$ the volume. The differential “$`d`$” indicates that we consider the variation of $`U^{\mathrm{\Lambda }^r}`$, $`S^{\mathrm{\Lambda }^r}`$, etc. under small, reversible changes of the state of reservoir $`r`$ (which may include small changes of the region $`\mathrm{\Lambda }^r`$).

We shall be interested in studying small, slow changes in time of the state of reservoirs $`I`$ and $`II`$, at approximately fixed values of the thermodynamic parameters $`T^r,𝝁^r`$ and $`p^r`$, brought about by opening a contact or junction between the two reservoirs. Then $`U^{\mathrm{\Lambda }^r},S^{\mathrm{\Lambda }^r},\mathrm{}`$ are time-dependent, and (2.50) becomes

$$\dot{U}^{\mathrm{\Lambda }^r}=T^r\dot{S}^{\mathrm{\Lambda }^r}+𝝁^r\dot{𝒒}^{\mathrm{\Lambda }^r}p^r\dot{V}^r,$$
(2.51)
where the “dots” indicate time derivatives. By (2.40), the energy gain per second, $`\dot{U}^{\mathrm{\Lambda }^r}`$, of the reservoir $`r`$ is given by

$$\dot{U}^{\mathrm{\Lambda }^r}(t)=\omega ^{III}\left(P^r(t)\right),$$
(2.52)
and the gain in the jth charge per second by

$$\dot{q}_j^{\mathrm{\Lambda }^r}(t)=\omega ^{III}\left(I_j^r(t)\right),$$
(2.53)
see (2.46), where $`\omega ^{III}`$ is the state of the system consisting of the two reservoirs. By (2.51), the change in entropy per second of reservoir $`r`$ is given by $`(\beta ^r:=1/T^r)`$

$$\dot{S}^{\mathrm{\Lambda }^r}=\beta ^r\left(\dot{U}^{\mathrm{\Lambda }^r}𝝁^r\dot{𝒒}^{\mathrm{\Lambda }^r}+p^r\dot{V}^r\right).$$
(2.54)
We define the entropy production rate, $`^{III}`$, by

$$^{III}:=\dot{S}^{\mathrm{\Lambda }^I}+\dot{S}^{\mathrm{\Lambda }^{II}}.$$
(2.55)
The main property of $`^{III}`$ is its sign: thermodynamic systems should exhibit positive entropy production,

$$^{III}\mathrm{\hspace{0.33em}0},$$
(2.56)
in the limit where $`\mathrm{\Lambda }^I\mathrm{}`$ and $`\mathrm{\Lambda }^{II}\mathrm{}`$. In \[Ru2\], Ruelle has proven (2.56) for the special case of thermal contacts between infinitely large reservoirs. Below, we shall derive (2.56), under more general conditions, from the positivity of “relative entropy”; see also \[JP1\].

We consider a situation in which the state of the system consisting of reservoirs $`I`$ and $`II`$, before a contact or junction is opened, is given by the tensor product of two equilibrium states

$$\omega ^{III}(a)=\omega _{\beta ^I,𝝁^I}^{\mathrm{\Lambda }^I}\omega _{\beta ^{II},𝝁^{II}}^{\mathrm{\Lambda }^{II}}(a),$$
(2.57)
for any operator $`aB(^{\mathrm{\Lambda }^I})B(^{\mathrm{\Lambda }^{II}})`$, where the equilibrium states $`\omega _{\beta ^r,𝝁^r}^{\mathrm{\Lambda }^r}`$ have been defined in (2.10). The state $`\omega ^{III}`$ is invariant under the unperturbed time evolutions $`\alpha _t^{\mathrm{\Lambda }^r}`$, $`r=I,II`$, of the reservoirs.

At some time $`t_0`$, the contact between the reservoirs is opened, and we are interested in the evolution of the state $`\omega ^{III}`$ under the perturbed time evolution, $`\alpha _t^{III}`$, introduced in (2.27), (2.29). In particular, we are interested in calculating the rate of energy gain, or loss, $`\dot{U}^{\mathrm{\Lambda }^r}(t)`$, the gain or loss of charge $`j`$, $`\dot{q}_j^{\mathrm{\Lambda }^r}(t),j=1,\mathrm{},M^r`$, per second and the entropy production rate $`^{III}(t)`$, under the perturbed time evolution, in the state $`\omega ^{III}`$. By eqs. (2.40) and (2.41),

$`\dot{U}^{\mathrm{\Lambda }^r}(t)`$ $`=`$ $`\omega ^{III}(P^r(t))`$ (2.58)
$`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}\omega ^{III}\left(\alpha _t^{III}\left([W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),H^r]\right)\right)`$
and, by (2.46),

$`\dot{q}_j^{\mathrm{\Lambda }^r}(t)`$ $`=`$ $`\omega ^{III}\left(I_j^r(t)\right)`$ (2.59)
$`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}\omega ^{III}\left(\alpha _t^{III}\left([W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),Q_j^r]\right)\right).`$
By assumption (A2), see (2.20), the states $`\omega ^{III}`$ have a thermodynamic limit

$$\omega ^0(a)=\underset{\begin{array}{c}\mathrm{\Lambda }^I\mathrm{}\\ \mathrm{\Lambda }^{II}\mathrm{}\end{array}}{lim}\omega ^{III}(a),$$
(2.60)
for $`a=^I^{II}`$. It follows from this property, from assumption (A3), and from equations (2.31), (2.42), and (2.48), that the quantities $`\dot{U}^{\mathrm{\Lambda }^r}(t)`$ and $`\dot{q}_j^{\mathrm{\Lambda }^r}(t)`$ have thermodynamic limits

$`𝒫^r(t)`$ $`:=`$ $`\underset{\begin{array}{c}\mathrm{\Lambda }^I\mathrm{}\\ \mathrm{\Lambda }^{II}\mathrm{}\end{array}}{lim}\dot{U}^{\mathrm{\Lambda }^r}(t)`$ (2.61)
$`=`$ $`{\displaystyle \frac{d}{ds}}\omega ^0\left(\alpha _t\left(\alpha _s^r(W)\right)\right)|_{s=0}`$
and

$`𝒥_j^r(t)`$ $`:=`$ $`\underset{\begin{array}{c}\mathrm{\Lambda }^I\mathrm{}\\ \mathrm{\Lambda }^{II}\mathrm{}\end{array}}{lim}\dot{q}_j^{\mathrm{\Lambda }^r}(t)`$ (2.62)
$`=`$ $`{\displaystyle \frac{1}{\mathrm{}}}{\displaystyle \frac{}{s_j}}\omega ^0\left(\alpha _t\left(\phi _𝒔^r(W)\right)\right)|_{𝒔=0}.`$
These limits are uniform on compact intervals of the time axis. By (2.43) and (2.49),

$$𝒫^I(t)+𝒫^{II}(t)=\frac{d}{dt}\omega ^0\left(\alpha _t(W)\right)$$
(2.63)
and

$$𝒥_j^I(t)+𝒥_j^{II}(t)=\mathrm{\hspace{0.33em}0},$$
(2.64)
for $`j=1,\mathrm{},m`$.

Next, we study the entropy production rate for finite reservoirs. Let

$$\rho ^r:=\left(\mathrm{\Xi }_{\beta ^r,𝝁^r}^{\mathrm{\Lambda }^r}\right)^1\mathrm{exp}\beta ^r\left[H^r𝝁^r𝑸^{\mathrm{\Lambda }^r}\right]$$
(2.65)
be the density matrix corresponding to the equilibrium state, $`\omega _{\beta ^r,𝝁^r}^{\mathrm{\Lambda }^r}`$, for the reservoir $`r`$; see (2.10). Then

$$\mathrm{ln}\rho ^r=\beta ^r\left[H^r𝝁^r𝑸^{\mathrm{\Lambda }^r}\right]\beta ^rG(\beta ^r,𝝁^r,V^r)\mathrm{\hspace{0.33em}1}\mathrm{l},$$
(2.66)
where the thermodynamic potential $`G`$ is as in (2.9). If the confinement region $`\mathrm{\Lambda }^r`$ is kept constant in time, so that $`\dot{V}^r=0`$, then it follows from (2.51), (2.52), (2.53) and (2.66) that

$`\dot{S}^{\mathrm{\Lambda }^r}`$ $`=`$ $`\beta ^r\left(\dot{U}^{\mathrm{\Lambda }^r}𝝁^r\dot{𝒒}^{\mathrm{\Lambda }^r}\right)`$ (2.67)
$`=`$ $`{\displaystyle \frac{d}{dt}}\omega ^{III}\left(\alpha _t^{III}\left(\mathrm{ln}\rho ^r\right)\right)`$
$`=`$ $`{\displaystyle \frac{d}{dt}}\mathrm{tr}\left(\rho ^I\rho ^{II}\alpha _t^{III}\left(\mathrm{ln}\rho ^r\right)\right).`$
Thus, by (2.55),

$`\dot{S}^{III}(t)`$ $`:=`$ $`^{III}(t)`$ (2.68)
$`=`$ $`{\displaystyle \frac{d}{dt}}\mathrm{tr}\left(\rho ^I\rho ^{II}\alpha _t^{III}\left(\mathrm{ln}\rho ^I\rho ^{II}\right)\right).`$
By (2.61) and (2.62) this quantity has a thermodynamic limit

$$(t)=\underset{r=I,II}{}\beta ^r\left[𝒫^r(t)𝝁^r𝓙^r(t)\right].$$
(2.69)
Integrating (2.68) in time, we find that

$$S^{III}(t)S^{III}(0)=\mathrm{tr}\left(\rho ^I\rho ^{II}\left[\alpha _t^{III}\left(\mathrm{ln}\rho ^I\rho ^{II}\right)\mathrm{ln}\rho ^I\rho ^{II}\right]\right).$$
(2.70)
This equation shows that $`S^{III}(t)S^{III}(0)`$ is nothing but the relative entropy of the density matrix $`\alpha _t^{III}(\rho ^I\rho ^{II})`$ with respect to the density matrix $`\rho ^I\rho ^{II}`$; see e.g. \[BR, vol II\] for a definition of relative entropy, which differs from ours by the sign, and \[JP1\] for similar, independent considerations. If $`A`$ is a non-negative matrix and $`B`$ is a strictly positive matrix then

$$\mathrm{tr}\left(A\mathrm{ln}BA\mathrm{ln}A\right)\mathrm{tr}(AB),$$
(2.71)
see Lemma 6.2.21 of \[BR, vol II\]. Setting $`A=\rho ^I\rho ^{II}`$ and $`B=\alpha _t^{III}(\rho ^I\rho ^{II})`$, we find that

$$S^{III}(t)S^{III}(0)\mathrm{tr}\left(\rho ^I\rho ^{II}\alpha _t^{III}(\rho ^I\rho ^{II})\right)=\mathrm{\hspace{0.33em}0},$$
(2.72)
by the unitarity of time evolution and the cyclicity of the trace. It follows that

$$\frac{1}{T}_0^T^{III}(t)\mathrm{dt}=\frac{1}{T}\left(S^{III}(T)S^{III}(0)\right)\mathrm{\hspace{0.33em}0},$$
(2.73)
and this inequality remains obviously valid in the thermodynamic limit:

$$\frac{1}{T}_0^T(t)\mathrm{dt}\mathrm{\hspace{0.33em}0}.$$
(2.74)
Thus, if the limit

$$\underset{t\mathrm{}}{lim}(t)=:$$
(2.75)
exists then

$$=\underset{T\mathrm{}}{lim}\frac{1}{T}_0^T(t)\mathrm{dt}\mathrm{\hspace{0.33em}0},$$
(2.76)
i.e., the entropy production rate $``$, in the thermodynamic limit, is non-negative, as time $`t`$ tends to $`\mathrm{}`$; see \[Ru1\]. In Sect. 5, we shall study examples where $``$ is strictly positive.

Let us assume that the entropy production rate $`(t)`$ converges as $`t\mathrm{}`$. It follows from (2.74) and (2.76) that it is nonnegative.

Let us set

$$𝒫:=𝒫^I=𝒫^{II}$$
(2.77)
and, for $`j=1,\mathrm{},m`$,

$$𝒥_j:=𝒥_j^I=𝒥_j^{II}.$$
(2.78)
In the case where each reservoir has precisely $`m`$ conservation laws $`\{Q_j^r\}_{j=1}^m`$, $`r=I,II`$ (that is, $`M^I=M^{II}=m`$ and $`\{Q_j^I1\mathrm{l}+1\mathrm{l}Q_j^{II}\}_{j=1}^m`$ are conservation laws of the coupled system), nonnegativity of the entropy production rate implies that

$$=\left(\beta ^I\beta ^{II}\right)𝒫\left(\beta ^I𝝁^I\beta ^{II}𝝁^{II}\right)𝓙\mathrm{\hspace{0.33em}0}.$$
(2.79)
The currents $`𝒥_j^r`$ vanish for thermal contacts, and (2.79) shows that energy is transferred from the hotter to the colder reservoir — as expected.

The thermoelectric situation corresponds to $`M^I=M^{II}=m=1`$, and $`Q_1^r=N^r`$ is the particle number operator. For identical temperatures but different chemical potentials, (2.79) shows that particles are transferred from the reservoir with the higher chemical potential to the reservoir with the lower chemical potential. Notice that energy may flow from the colder reservoir to the hotter one when the chemical potentials are different (consider e.g. $`\beta ^I\mu ^I\beta ^{II}\mu ^{II}`$ but $`\beta ^I>\beta ^{II}`$).

Also interesting is the case of adiabatic thermal contacts between two reservoirs, i.e., without heat exchange. A general discussion of systems with time-dependent interactions confined to time-dependent regions is given in \[FMSU\], and will be elaborated upon in a forthcoming paper.

### 2.4 Existence of stationary states in the thermodynamic limit

The above considerations, and in particular (2.61), (2.62), and (2.75), suggest to study the question whether the infinite-volume states

$$\omega _t(a):=\omega ^0\left(\alpha _t(a)\right),a,$$
(2.80)
have a limit, as $`t\mathrm{}`$.

The state $`\omega ^0`$, defined in (2.60), is obviously invariant under the unperturbed time evolution $`\alpha _t^0`$ defined in (2.30). Thus

$$\omega _t(a)=\omega ^0\left(\alpha _t^0\left(\alpha _t(a)\right)\right),a.$$
(2.81)
A sufficient condition for the existence of a stationary (i.e., time-translation invariant) limiting state,

$$\omega _{\mathrm{stat}}(a)=\underset{t\mathrm{}}{lim}\omega _t(a),a,$$
(2.82)
is given in

(A4) Existence of a scattering endomorphism.

The limits

$$\sigma _\pm (a)=\underset{t\pm \mathrm{}}{nlim}\alpha _t^0\left(\alpha _t(a)\right)$$
(2.83)
exist, for all $`a`$, and define endomorphisms of $``$, i.e., $`\sigma _\pm `$ are homomorphisms of the $`C^{}`$-algebra $``$ with the property that $`\sigma _\pm (a)^{}=\sigma _\pm (a^{})`$, for all $`a`$.

The usefulness of these so-called scattering (or Møller) endomorphisms has first been recognized in \[He, Rob\]; interesting examples have been constructed in \[BM\]. In the context of thermal contacts and tunnelling junctions, they have first been used in \[DFG\]; see also \[Ma\].

It is important to note that scattering endomorphisms do not exist in finite volume, because the free and the perturbed time evolutions of the two reservoirs are generated by Hamiltonians

$`H^0`$ $`=`$ $`H^I1\mathrm{l}+1\mathrm{l}H^{II},`$
$`H`$ $`=`$ $`H^0+W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),`$
see (2.25) and (2.27), with pure-point spectra when $`\mathrm{\Lambda }^I`$ and $`\mathrm{\Lambda }^{II}`$ are compact. It is thus natural to wonder about the meaning of scattering endomorphisms for large but finite reservoirs. Let us sketch the answer to this question. We fix an arbitrarily small, but positive number $`\epsilon `$. For every operator $`a`$, there exist compact regions $`\mathrm{\Lambda }^r(\epsilon ,a)`$, $`r=I,II`$, and an operator $`a_\epsilon B(^{\mathrm{\Lambda }^I})B(^{\mathrm{\Lambda }^{II}})`$, with $`\mathrm{\Lambda }^r=\mathrm{\Lambda }^r(\epsilon ,a)`$, $`r=I,II`$, such that

$$aa_\epsilon <\frac{\epsilon }{4}.$$

Then, by (2.82) and (2.83), there is some $`T(\epsilon ,a)<\mathrm{}`$ such that

$$\left|\omega _{\mathrm{stat}}(a)\omega _t(a_\epsilon )\right|<\frac{\epsilon }{2},$$

for all $`t>T(\epsilon ,a)`$. Assumption (A3), eq. (2.31), tells us that, for an arbitrary $`T<\mathrm{}`$, there are compact sets $`\mathrm{\Lambda }^r(\epsilon ,a,T)\mathrm{\Lambda }^r(\epsilon ,a)`$ such that if $`\mathrm{\Lambda }^r\mathrm{\Lambda }^r(\epsilon ,a,T)`$, $`r=I,II`$, then

$$\alpha _t(a_\epsilon )\alpha _t^{III}(a_\epsilon )<\frac{\epsilon }{4},$$

for all $`t[0,T]`$. Finally, by assumption (A2), one can choose $`\mathrm{\Lambda }^r(\epsilon ,a,T)`$ so large that

$$\left|\omega ^{III}\left(\alpha _t^{III}(a_\epsilon )\right)\omega ^0\left(\alpha _t^{III}(a_\epsilon )\right)\right|<\frac{\epsilon }{4},$$

provided $`\mathrm{\Lambda }^r\mathrm{\Lambda }^r(\epsilon ,a,T)`$, $`r=I,II`$, for all times $`t[0,T]`$. It follows that, for any $`T`$, with $`0<T(\epsilon ,a)<T<\mathrm{},`$ and for $`\mathrm{\Lambda }^r\mathrm{\Lambda }^r(\epsilon ,a,T),r=I,II,`$

$$\left|\omega _{\mathrm{stat}}(a)\omega ^{III}\left(\alpha _t^{III}(a_\epsilon )\right)\right|<\epsilon ,$$
(2.84)
for all times $`t`$, with $`T(\epsilon ,a)<t<T`$.

These simple considerations, combined with (2.44) and (2.48), show that the energy-gain rates $`\dot{U}^{\mathrm{\Lambda }^r}(t)`$ and the currents $`\dot{q}_j^{\mathrm{\Lambda }^r}(t)`$ of two very large, but finite reservoirs, $`r=I,II`$, are well approximated by the energy-gain rates

$$𝒫^r:=\underset{t\mathrm{}}{lim}𝒫^r(t)=\frac{d}{ds}\omega _{\mathrm{stat}}\left(\alpha _s^r(W)\right)|_{s=0}$$
(2.85)
and the currents

$$𝒥_j^r:=\underset{t\mathrm{}}{lim}𝒥_j^r(t)=\frac{1}{\mathrm{}}\frac{}{s_j}\omega _{\mathrm{stat}}\left(\phi _𝒔^r(W)\right)|_{𝒔=0},$$
(2.86)
respectively, for a large range of sufficiently large, but not exceedingly large times $`t`$; (see (2.61), (2.62)).

Remark. It is usually much easier to prove that the limits

$$\sigma _\pm ^{}(a):=\underset{t\pm \mathrm{}}{nlim}\alpha _t\left(\alpha _t^0(a)\right)$$
(2.87)
exist and are operators in $``$, for arbitrary $`a`$, rather than to establish the existence of the scattering endomorphisms $`\sigma _\pm `$ in (2.83). If the unperturbed dynamics of the reservoirs is dispersive, (as for non-interacting, non-relativistic electrons), one may hope to prove (2.87) by using a simple Cook argument; see e.g. \[He, Rob, CFKS\]. If both limits (2.83) and (2.87) exist then

$$\sigma _\pm \left(\sigma _\pm ^{}(a)\right)=\sigma _\pm ^{}\left(\sigma _\pm (a)\right)=a,$$
(2.88)
i.e., $`\sigma _\pm ^{}`$ is a left and right inverse of $`\sigma _\pm `$, and hence $`\sigma _\pm `$ is a automorphism of $``$. This will turn out to hold in the examples discussed in subsequent sections.

### 2.5 Uniqueness and stability properties of stationary states

We first describe the property of return to equilibrium for a single reservoir. Let $`\omega `$ be a state on the field algebra of a single reservoir, $`^r`$, i.e., $`\omega `$ is a positive, linear functional on $`^r`$ normalized such that $`\omega (1\mathrm{l})=1`$. From $`^r`$ and $`\omega `$ one can construct a Hilbert space $`_\omega `$, a representation $`\pi _\omega `$ of $`^r`$ on $`_\omega `$, and a unit vector $`\mathrm{\Omega }_\omega `$ (unique up to a phase) such that

$$_\omega =\overline{\left\{\pi _\omega (a)\mathrm{\Omega }\right|a^r\}},$$
(2.89)
where the closure is taken in the norm on $`_\omega `$, i.e., $`\mathrm{\Omega }`$ is “cyclic” for $`\pi _\omega (^r)`$, and

$$\omega (a)=\mathrm{\Omega },\pi _\omega (a)\mathrm{\Omega },$$
(2.90)
where $`,`$ is the scalar product on $`_\omega `$. This is the content of the Gel’fand-Naimark-Segal (GNS) construction. If the state $`\omega `$ is time-translation invariant then there exists a one-parameter unitary group $`\left\{U_\omega (t)\right|t\}`$ on $`_\omega `$ such that

$$\pi _\omega (\alpha _t(a))=U_\omega (t)\pi _\omega (a)U_\omega (t)^{},$$

and

$$U_\omega (t)\mathrm{\Omega }=\mathrm{\Omega }.$$
(2.91)
Under standard continuity assumptions on $`U_\omega (t)`$, we can summon Stone’s theorem to conclude that

$$U_\omega (t)=e^{itL_\omega /\mathrm{}},$$
(2.92)
where the generator $`L_\omega `$ is a selfadjoint operator on $`_\omega `$ with $`L_\omega \mathrm{\Omega }=0`$.

A state $`\rho `$ on $`^r`$ is called normal relative to $`\omega `$ iff there exists a density matrix, $`P`$, on $`_\omega `$ such that

$$\rho (a)=\mathrm{tr}__\omega \left(P\pi _\omega (a)\right),$$
(2.93)
for all $`a^r`$.

Let $`\omega :=\omega _{\beta ,𝝁}`$ be an infinite-volume equilibrium state on $`^r`$ obeying the KMS condition (2.22). We assume that the Hilbert space $`_\omega `$ obtained from the GNS construction is separable and that the cyclic vector $`\mathrm{\Omega }_\omega `$ is the only eigenvector (up to phases) of the operator $`L_\omega `$ of (2.92), which, in this context, is called the Liouvillian or thermal Hamiltonian. In other words, the spectrum of $`L_\omega `$ is purely continuous, except for a simple eigenvalue at 0.

This assumption implies the property of “return to equilibrium”: If $`\rho `$ is an arbitrary state normal relative to $`\omega =\omega _{\beta ,𝝁}`$ then

$$\underset{T\mathrm{}}{lim}\frac{1}{T}_0^T\mathrm{dt}\rho \left(\alpha _t(a)\right)=\omega (a),$$
(2.94)
for all $`a^r`$. If the spectrum of $`L_\omega `$ is absolutely continuous, except for a simple eigenvalue at 0, then

$$\underset{t\mathrm{}}{lim}\rho \left(\alpha _t(a)\right)=\omega (a),$$
(2.95)
for all $`a^r`$. Eqs. (2.94) and (2.95) follow from our assumptions on the spectrum of $`L_\omega `$ and the KMS condition (2.22); see e.g. \[BFS\].
Assuming the existence of the endomorphism $`\sigma _+`$, see (A4), we now address the question of uniqueness and dynamical stability of the stationary state $`\omega _{\mathrm{stat}}`$ in (2.82).
We suppose that the property of return to equilibrium, (2.95), holds for each reservoir separately; (this can be shown for reservoirs consisting of free fermions as considered in Sections 3 and 4). Recalling that the reference state $`\omega ^0`$ is a product of two KMS states (see (2.60), (2.57)), it is not difficult to extend the arguments in Sect. III, D of \[BFS\] to show that if $`\rho `$ is an arbitrary state on $``$ normal relative to the state $`\omega ^0`$ in (2.60) then

$$\underset{t\mathrm{}}{lim}\rho \left(\alpha _t^0(a)\right)=\omega ^0(a),a,$$
(2.96)
where $`\alpha _t^0`$ is the time evolution of the reservoirs before they are coupled; see (2.30).

Eq. (2.96) and the existence of a scattering endomorphism $`\sigma _+`$, see eq. (2.83), now imply that

$`\underset{t\mathrm{}}{lim}\rho _t(a)`$ $`=`$ $`\underset{t\mathrm{}}{lim}\rho (\alpha _t(a))`$ (2.97)
$`=`$ $`\underset{t\mathrm{}}{lim}\rho \left(\alpha _t^0\left(\sigma _+(a)\right)\right)`$
$`=`$ $`\omega ^0\left(\sigma _+(a)\right)`$
$`=`$ $`\omega _{\mathrm{stat}}(a),`$
for $`a`$. Thus, if the initial state $`\rho `$ is an arbitrary state normal relative to $`\omega ^0`$ then the states $`\rho _t`$ tend to the stationary state $`\omega _{\mathrm{stat}}`$, as $`t\mathrm{}`$, (uniqueness).

Next, let $`\rho `$ be an arbitrary state normal relative to $`\omega _{\mathrm{stat}}`$. We claim that if eq. (2.95) holds for each reservoir then

$$\underset{t\mathrm{}}{lim}\rho _t(a)=\omega _{\mathrm{stat}}(a),a.$$
(2.98)
Eq. (2.98) is the property of “return to the stationary state” (stability), for states $`\rho `$ normal relative to $`\omega _{\mathrm{stat}}`$. To prove eq. (2.98), we follow the arguments in Sect. III, D of \[BFS\]: Since $`\rho `$ is normal relative to $`\omega _{\mathrm{stat}}`$, there exist non-negative numbers, $`p_n,n=1,2,3,\mathrm{}`$, with $`_{n=1}^{\mathrm{}}p_n=1`$, and nets of operators $`\{u_n^\alpha \}_{\alpha I_n}`$, $`n=1,2,3,\mathrm{}`$, with $`u_n^\alpha `$, for all $`\alpha `$ and all $`n`$, such that

$$\rho (a)=\underset{n=1}{\overset{\mathrm{}}{}}p_n\underset{\alpha ,\alpha ^{}}{lim}\pi \left(u_n^\alpha \right)\mathrm{\Omega },\pi (a)\pi \left(u_n^\alpha ^{}\right)\mathrm{\Omega }$$

where $`\pi `$ is the GNS representation and $`\mathrm{\Omega }`$ the cyclic vector corresponding to $`(\omega _{\mathrm{stat}},)`$; see (2.89), (2.90), and (2.93). Then

$$\rho _t(a)=\underset{n=1}{\overset{\mathrm{}}{}}p_n\underset{\alpha ,\alpha ^{}}{lim}\pi \left(u_n^\alpha \right)\mathrm{\Omega },\pi \left(\alpha _t(a)\right)\pi \left(u_n^\alpha ^{}\right)\mathrm{\Omega }.$$

Let

$$b_1:=u_n^\alpha ,b_2:=u_n^\alpha ^{},$$

for some fixed $`n,\alpha ,\alpha ^{}`$. Then

$$\pi (b_1)\mathrm{\Omega },\pi \left(\alpha _t(a)\right)\pi (b_2)\mathrm{\Omega }=\omega _{\mathrm{stat}}\left(b_1^{}\alpha _t(a)b_2\right).$$
(2.99)
Since $`\omega _{\mathrm{stat}}(a)=\omega ^0\left(\sigma _+(a)\right)`$, and since, by eq. (2.83),

$$\sigma _+\left(\alpha _t(a)\right)=\alpha _t^0\left(\sigma _+(a)\right),$$
(2.100)
for arbitrary $`a`$, the R.S. of (2.99) is given by

$$\omega _{\mathrm{stat}}\left(b_1^{}\alpha _t(a)b_2\right)=\omega ^0\left(\sigma _+(b_1^{})\alpha _t^0\left(\sigma _+(a)\right)\sigma _+(b_2)\right).$$

It follows from (2.96) by polarization that

$`\underset{t\mathrm{}}{lim}\omega ^0\left(\sigma _+(b_1^{})\alpha _t^0\left(\sigma _+(a)\right)\sigma _+(b_2)\right)`$ $`=`$ $`\omega ^0\left(\sigma _+(b_1^{})\sigma _+(b_2)\right)\omega ^0\left(\sigma _+(a)\right)`$ (2.101)
$`=`$ $`\omega _{\mathrm{stat}}\left(b_1^{}b_2\right)\omega _{\mathrm{stat}}(a)`$
$`=`$ $`\pi (b_1)\mathrm{\Omega },\pi (b_2)\mathrm{\Omega }\omega _{\mathrm{stat}}(a).`$
Our contention, eq. (2.98), follows from this.

### 2.6 Cluster properties and profiles in $`𝐝>\mathrm{𝟐}`$ dimensional
systems

The last question we wish to address, in this summary of the general theory, concerns cluster properties of the stationary state $`\omega _{\mathrm{stat}}`$, which will show that $`\omega _{\mathrm{stat}}`$ cannot be an equilibrium (KMS) state for the dynamics, $`\alpha _t`$, of the coupled reservoirs and is, in general, not normal relative to the product state, $`\omega ^0`$, of the uncoupled reservoirs.

We consider two increasing families of reservoirs confined to regions $`\mathrm{\Lambda }^r^3`$, with

$$\mathrm{\Lambda }^r^3,r=I,II,$$
(2.102)
joined together by a thermal contact or a tunnelling junction localized near the origin, $`𝒙=0`$, of physical space. The more realistic situation where the reservoirs are confined to two complementary half spaces, $`_+^3`$ and $`_{}^3`$, respectively, with a junction localized near the origin, has been considered in \[DFG\]; see also \[Ru1, Ru2\]. It will be studied in more detail elsewhere. In order to describe spatial properties of the system, we make the following assumption.

(A5) Existence of space translations.

For each reservoir $`r=I,II`$, there exists a automorphism (semi-) group

$$\left\{\tau _𝒙^r\right|𝒙_{(\pm )}^3\}$$
(2.103)
of the field algebra $`^r`$, representing space translations of $`^3`$ ($`_\pm ^3`$, respectively) on $`^r`$.

For the system of two coupled reservoirs,

$$\tau _𝒙:=\tau _𝒙^I\tau _𝒙^{II},𝒙^3,$$
(2.104)
defines a representation of space translations as a 3-parameter group of automorphisms on the field algebra $`=\overline{^I^{II}}`$. It is plausible that space translations satisfy the following assumption.

(A6) Asymptotic abelianness of space translations, and homogeneity
of reservoirs.

The action of $`\tau _𝐱`$ on $``$ is norm-continuous in $`𝐱^3`$ and for all operators $`a`$ and $`b`$ in $``$,

$$\underset{|𝒙|\mathrm{}}{lim}[\tau _𝒙(a),b]=\mathrm{\hspace{0.33em}0}.$$
(2.105)
Furthermore, the dynamics and the equilibrium states of the uncoupled reservoirs are homogeneous, in the sense that

$$\alpha _t^0\left(\tau _𝒙(a)\right)=\tau _𝒙\left(\alpha _t^0(a)\right)$$
(2.106)
and

$$\omega ^0\left(\tau _𝒙(a)\right)=\omega ^0(a),$$
(2.107)
for all $`a`$.

The local nature of the perturbation, $`W`$, of the dynamics of the system due to the contact or junction, see Assumption (A3), eqs. (2.27) and (2.28), and assumption (A6), then imply that, for all $`a`$,

$$\underset{|𝒙|\mathrm{}}{lim}\alpha _t\left(\tau _𝒙(a)\right)\alpha _t^0\left(\tau _𝒙(a)\right)=\mathrm{\hspace{0.33em}0},$$
(2.108)
for all times $`t`$. A proof of (2.108) follows from the Lie-Schwinger series for $`\alpha _t(\alpha _t^0(a))`$ and use of (2.28) and (2.105). Relation (2.108) shows that observables localized far from the junction evolve according to the non-interacting dynamics.
It is tempting, and can be justified in examples, to strengthen assumption (A4) (existence of scattering endomorphism) as follows.

(A7) Cluster properties of the scattering endomorphism.

The limits

$$\underset{t\pm \mathrm{}}{nlim}\alpha _t^0\left(\alpha _t\left(\tau _𝒙(a)\right)\right)=\sigma _\pm \left(\tau _𝒙(a)\right)$$
(2.109)
are uniform in $`𝐱^3`$, for every $`a`$.

Equations (2.108) and (2.109) imply that

$$\underset{|𝒙|\mathrm{}}{lim}\sigma _\pm \left(\tau _𝒙(a)\right)\tau _𝒙(a)=\mathrm{\hspace{0.33em}0},$$
(2.110)
for every $`a`$. From this property we conclude that

$`\underset{|𝒙|\mathrm{}}{lim}\omega _{\mathrm{stat}}\left(\tau _𝒙(a)\right)`$ $`=`$ $`\underset{|𝒙|\mathrm{}}{lim}\omega ^0\left(\sigma _+\left(\tau _𝒙(a)\right)\right)`$ (2.111)
$`=`$ $`\underset{|𝒙|\mathrm{}}{lim}\omega ^0\left(\tau _𝒙(a)\right)`$
$`=`$ $`\omega ^0(a),a,`$
i.e., very far from the junction, the stationary state $`\omega _{\mathrm{stat}}`$ resembles the product state $`\omega ^0`$ of the uncoupled reservoirs.

Remark. It is not hard to understand that if the two reservoirs occupy complementary half spaces, $`_+^3`$ and $`_{}^3`$, then (2.111) is replaced by

$$\underset{x\mathrm{}}{lim}\omega _{\mathrm{stat}}\left(\tau _{(x,0,0)}\left(a1\mathrm{l}\right)\right)=\omega _{\beta ^I,𝝁^I}(a),$$

for $`a^I`$, and

$$\underset{x+\mathrm{}}{lim}\omega _{\mathrm{stat}}\left(\tau _{(x,0,0)}\left(1\mathrm{l}b\right)\right)=\omega _{\beta ^{II},𝝁^{II}}(b),$$

for $`b^{II}`$. This may prove the presence of a profile of temperature, density, or …in the stationary state, $`\omega _{\mathrm{stat}}`$, of the system.

In the examples studied in subsequent sections, which concern junctions between ordinary three-dimensional metals, assumptions (A6) and (A7) can be verified. Instead of three-dimensional reservoirs, we could consider one-dimensional (wires), or two-dimensional (layers) reservoirs joined by a thermal contact or a tunnelling junction. Our analysis in Sect. 4 will show that, in dimensions $`d=1,2`$, assumption (A7) will fail, in general. In fact, the example of the one-dimensional XY spin chain treated in \[DFG, AP\] and the example of quantum wires studied in \[ACF\] show that, in one dimension, $`\omega _{\mathrm{stat}}`$ may well be space-translation invariant, i.e., it does not exhibit any profile. In the example of quantum wires, $`\omega _{\mathrm{stat}}`$ is actually a homogeneous thermal equilibrium state.

Thus, we observe that the validity of assumption (A7) critically depends on the dimension of the reservoirs. In dimension $`d>2`$, this assumption can be expected to hold, while it usually fails in dimension $`d=1,2`$. For people familiar with elementary facts of scattering theory this will not come as a surprise.

In a subsequent paper, we will show that, for a large class of reservoirs, one can construct “observables at infinity”, see e.g. \[BR, Vol. II\], corresponding to the operators $`P^r(t)`$ and $`I_j^r(t)`$ defined in eqs. (2.42), (2.48), respectively. Clearly, the expectation values of these operators vanish in the product state $`\omega ^0`$ of the uncoupled reservoirs and are given by $`𝒫^r`$ and $`𝒥_j^r`$ in the stationary state, $`\omega _{\mathrm{stat}}`$, of the coupled reservoirs. If we can show that $`𝒫^r0`$, or that $`𝒥_j^r0`$, for $`r=I`$ or $`II`$ and some $`j`$, then it follows that $`\omega _{\mathrm{stat}}`$ is not normal relative to $`\omega ^0`$. In the examples studied in Sects. 4 and 5, we shall encounter instances where $`𝒫^r`$ and $`𝓙^r`$ do not vanish.

## 3 Reservoirs of non-interacting fermions

This section serves to introduce a class of simple, but physically important examples of reservoirs to which the general theory outlined in Sect. 2 can and will be applied. Our examples describe a quantum liquid of non-interacting, non-relativistic electrons in a normal metal or a semi-conductor, possibly subject to an external magnetic field, or an ideal quantum gas of fermionic atoms or molecules. In a subsequent paper, we shall also consider examples describing chiral Luttinger liquids, which arise in connection with the quantum Hall effect.

We start by considering a system consisting of a single, non-relativistic quantum-mechanical particle confined to a region $`\mathrm{\Lambda }`$ of physical space $`^d`$, $`d=1,2,3`$. The Hilbert space of pure state vectors of this system is given by the space

$$L^2(\mathrm{\Lambda },d^dx)$$
(3.1)
of square-integrable wave functions with support in $`\mathrm{\Lambda }`$. If the particle has spin and/or if there are several species of such particles then $`L^2(\mathrm{\Lambda },d^dx)`$ must be replaced by the space

$$h^\mathrm{\Lambda }:=L^2(\mathrm{\Lambda },d^dx)^k,$$
(3.2)
where $`k=_{\alpha =1}^l(2S_\alpha +1)`$, $`S_\alpha `$ is the spin of species $`\alpha `$, and $`l`$ is the number of species.

The one-particle dynamics is generated by the following selfadjoint operator, $`t^\mathrm{\Lambda }`$, acting on $`h^\mathrm{\Lambda }`$,

$$t^\mathrm{\Lambda }=\frac{\mathrm{}^2}{2M}\mathrm{\Delta }1\mathrm{l},$$
(3.3)
where $`M`$ is the mass of the particle and $`\mathrm{\Delta }`$ is the Laplace operator on $`L^2(\mathrm{\Lambda },d^dx)`$ with selfadjoint boundary conditions (e.g. Dirichlet, Neumann, or periodic) imposed at the boundary, $`\mathrm{\Lambda }`$, of $`\mathrm{\Lambda }`$.

In the following, we choose units in which $`\mathrm{}=1`$ and $`M=\frac{1}{2}`$.

Other operators are physically interesting. Electrons in semi-conductors would involve a potential operator that is diagonal in the space representation. A magnetic field could also be considered; the Laplacian should be replaced by the covariant Laplacian, and a coupling between the spin of the particle and the magnetic field should be introduced. In this paper, we restrict our attention to the situation (3.3).

Next, we consider a system consisting of $`n`$ identical particles of the kind just considered, all confined to the region $`\mathrm{\Lambda }`$. Its state space is given by a subspace of the $`n`$-fold tensor product of $`h^\mathrm{\Lambda }`$ of fixed symmetry type,

$$h_n^\mathrm{\Lambda }:=P(h^\mathrm{\Lambda })^n,h_0^\mathrm{\Lambda }:=,$$
(3.4)
where $`P`$ is the orthogonal projection onto the subspace of wave functions of the selected symmetry type under permutations of the $`n`$ particle variables. If the particles are bosons then $`PP_+`$ projects onto completely symmetric $`n`$-particle wave functions; while, for fermions, $`PP_{}`$ projects onto totally anti-symmetric wave functions. In this paper, we focus our attention on fermions.

If the particles do not interact with each other the Hamiltonian, $`T_n^\mathrm{\Lambda }`$ of the $`n`$-particle system is given by

$$T_n^\mathrm{\Lambda }:=\underset{j=1}{\overset{n}{}}1\mathrm{l}\mathrm{}t_j^\mathrm{\Lambda }\mathrm{}1\mathrm{l},$$
(3.5)
where $`t_j^\mathrm{\Lambda }`$ acts on the $`j^{\mathrm{th}}`$ factor in the $`n`$-fold tensor product in (3.4).

If the number of particles can fluctuate (e.g., because the system is coupled to a particle reservoir such as a battery) then it is convenient to use the formalism of “second quantization”, which we briefly recall.

The Fock space is defined by

$$^\mathrm{\Lambda }:=\underset{n=0}{\overset{\mathrm{}}{}}h_n^\mathrm{\Lambda }.$$
(3.6)
The free dynamics on $`^\mathrm{\Lambda }`$ is generated by the Hamiltonian

$$H^\mathrm{\Lambda }:=\underset{n=0}{\overset{\mathrm{}}{}}T_n^\mathrm{\Lambda },$$
(3.7)
with $`T_n^\mathrm{\Lambda }`$ as in (3.5). The particle number operator, $`N^\mathrm{\Lambda }`$, is defined by

$$N^\mathrm{\Lambda }:=\underset{n=0}{\overset{\mathrm{}}{}}n1\mathrm{l}|_{h_n^\mathrm{\Lambda }}.$$
(3.8)
Let $`\kappa `$ be a symmetric $`k\times k`$ matrix acting on $`^k`$. We set

$$K_n^\mathrm{\Lambda }:=\underset{j=1}{\overset{n}{}}1\mathrm{l}\mathrm{}\left(1\mathrm{l}\kappa _j\right)\mathrm{}1\mathrm{l},$$

where $`1\mathrm{l}\kappa _j`$ acts on the $`j^{\mathrm{th}}`$ factor, $`L^2(\mathrm{\Lambda },d^dx)^k`$, in the $`n`$-fold tensor product defining $`h_n^\mathrm{\Lambda }`$. For $`t^\mathrm{\Lambda }`$ as in (3.3), a typical charge operator, $`Q^\mathrm{\Lambda }Q^\mathrm{\Lambda }(\kappa )`$, is of the form

$$Q^\mathrm{\Lambda }:=\underset{n=0}{\overset{\mathrm{}}{}}K_n^\mathrm{\Lambda }.$$
(3.9)
The operators $`H^\mathrm{\Lambda },N^\mathrm{\Lambda }`$ and $`Q^\mathrm{\Lambda }(\kappa )`$ are unbounded, selfadjoint operators on $`^\mathrm{\Lambda }`$; see e.g. \[RS\].

Next, we describe the structure of $`^\mathrm{\Lambda }`$ in some more detail and introduce creation and annihilation operators. Let $`𝒙,𝒚,\mathrm{}`$ denote points in physical space $`^d`$, and let $`s=1,\mathrm{},k`$ label on orthonormal basis in $`^k`$. Vectors $`f_n`$ in the $`n`$-particle space $`h_n^\mathrm{\Lambda }`$ can be represented as square-integrable wave functions,

$$f_n(𝒙_1,s_1,\mathrm{},𝒙_n,s_n),$$

with support in $`\mathrm{\Lambda }^{dn}^{dn}`$, which, for fermions, are totally anti-symmetric under permutations of their $`n`$ arguments. Vectors $`\psi ,\varphi ,\mathrm{}`$ in Fock space correspond to sequences,

$$\psi =(f_n)_{n=0}^{\mathrm{}},\varphi =(g_n)_{n=0}^{\mathrm{}},\mathrm{}$$
(3.10)
of $`n`$-particle wave functions in $`h_n^\mathrm{\Lambda }`$. The scalar product on $`^\mathrm{\Lambda }`$ is defined by

$$\psi ,\varphi :=\underset{n=0}{\overset{\mathrm{}}{}}\underset{s_1,\mathrm{},s_n}{}_\mathrm{\Lambda }\underset{j=1}{\overset{n}{}}d𝒙_j\overline{f_n(𝒙_1,s_1,\mathrm{},𝒙_n,s_n)}g_n(𝒙_1,s_1,\mathrm{},𝒙_n,s_n).$$
(3.11)
The vector represented by the sequence $`(f_n)_{n=0}^{\mathrm{}}`$, with $`f_0=1`$, $`f_n0`$, for $`n1`$, is denoted by $`\mathrm{\Omega }`$ and is called the vacuum (vector).

Let $`𝒟=𝒟^\mathrm{\Lambda }`$ be the linear domain of vectors $`\psi =(f_n)_{n=0}^{\mathrm{}}`$ in $`^\mathrm{\Lambda }`$ with the property that all but finitely many $`f_n`$’s vanish. Clearly, $`𝒟`$ is dense in $`^\mathrm{\Lambda }`$. For $`fh^\mathrm{\Lambda }`$, we define an annihilation operator, $`a(f)`$, by

$`\left(a(f)\psi \right)_n(𝒙_1,s_1,\mathrm{},𝒙_n,s_n):=`$
$`\sqrt{n+1}{\displaystyle \underset{s=1}{\overset{k}{}}}{\displaystyle _\mathrm{\Lambda }}𝑑𝒙\overline{f(𝒙,s)}f_{n+1}(𝒙,s,𝒙_1,s_1,\mathrm{},𝒙_n,s_n),`$ (3.12)
for arbitrary $`\psi =(f_n)_{n=1}^{\mathrm{}}𝒟`$, and

$$a(f)\mathrm{\Omega }:=\mathrm{\hspace{0.33em}0}.$$
(3.13)
The creation operator, $`a^{}(f)`$, is defined to be the adjoint of $`a(f)`$ on $`^\mathrm{\Lambda }`$ and is easily seen to be well defined on $`𝒟`$.

It is well known, see e.g. \[RS, BR\], that, for fermions, the following “canonical anti-commutation relations” (CAR) hold:

$$\{a^\mathrm{\#}(f),a^\mathrm{\#}(g)\}=\mathrm{\hspace{0.33em}0},$$
(3.14)
for arbitrary $`f,g`$ in $`h^\mathrm{\Lambda }`$ where $`a^\mathrm{\#}=a`$ or $`a^{}`$, and $`\{A,B\}:=AB+BA`$ is the anti-commutator of two operators $`A`$ and $`B`$;

$$\{a(f),a^{}(g)\}=(f,g)1\mathrm{l},$$
(3.15)
where $`(f,g):=_s_\mathrm{\Lambda }𝑑𝒙\overline{f(𝒙,s)}g(𝒙,s)`$ is the scalar product on $`h^\mathrm{\Lambda }`$. For bosons, (3.14) and (3.15) hold if anti-commutators are replaced by commutators (CCR). Formally,

$$a(f)=\underset{s}{}_\mathrm{\Lambda }𝑑𝒙\overline{f(𝒙,s)}a(𝒙,s),$$

and

$$a^{}(f)=\underset{s}{}_\mathrm{\Lambda }𝑑𝒙a^{}(𝒙,s)f(𝒙,s),$$

with

$$\{a(𝒙,s),a^{}(𝒙^{},s^{})\}=\delta _{ss^{}}\delta ^{(d)}(𝒙𝒙^{}).$$
(3.16)
A remarkable consequence of the CAR is that the operators $`a(f)`$ and $`a^{}(f)`$ are bounded in norm by

$$a(f)=a^{}(f)=f:=\sqrt{(f,f)}.$$
(3.17)
To see this, we choose an arbitrary $`\psi 𝒟`$ and note that

$`a(f)\psi ^2+a^{}(f)\psi ^2`$
$`=a(f)\psi ,a(f)\psi +a^{}(f)\psi ,a^{}(f)\psi `$
$`=\psi ,\{a(f),a^{}(f)\}\psi `$
$`=(f,f)\psi ,\psi ,`$
so that

$$a^\mathrm{\#}(f)\psi f\psi .$$
(3.18)
Equality in (3.18) is seen from examples.

Eq. (3.17) is false for bosons, $`a(f)`$ and $`a^{}(f)`$ being unbounded operators.

For fermions, polynomials in $`a(f)`$, $`a^{}(f)`$, $`fh^\mathrm{\Lambda }`$, form a algebra of operators on $`^\mathrm{\Lambda }`$ which is weakly dense in $`B(^\mathrm{\Lambda })`$. The “observable algebra” $`𝒜^\mathrm{\Lambda }`$ is the norm closure of the algebra of these polynomials in $`a(f),a^{}(f)`$, $`fh^\mathrm{\Lambda }`$, which commute with the number operator $`N^\mathrm{\Lambda }`$ and, possibly, with further charge operators $`Q^\mathrm{\Lambda }(\kappa )`$, for certain choices of $`\kappa `$. Every monomial in $`a`$ and $`a^{}`$ belonging to $`𝒜^\mathrm{\Lambda }`$ has equally many factors of $`a`$ and $`a^{}`$, since it must conserve the total particle number. A general monomial in $`a`$ and $`a^{}`$ is Wick-ordered if all $`a^{}`$’s are to the left of all $`a`$’s.

In terms of creation and annihilation operators, the operators $`H^\mathrm{\Lambda },N^\mathrm{\Lambda }`$ and $`Q^\mathrm{\Lambda }`$ can be expressed as follows.

$$H^\mathrm{\Lambda }=\underset{s}{}_\mathrm{\Lambda }𝑑𝒙a^{}(𝒙,s)(t^\mathrm{\Lambda }a)(𝒙,s),$$
(3.19)
$$N^\mathrm{\Lambda }=\underset{s}{}_\mathrm{\Lambda }𝑑𝒙a^{}(𝒙,s)a(𝒙,s),$$
(3.20)
and

$$Q^\mathrm{\Lambda }(\kappa )=\underset{s,s^{}}{}_\mathrm{\Lambda }𝑑𝒙a^{}(𝒙,s)\kappa _{ss^{}}a(𝒙,s^{}).$$
(3.21)
In the examples discussed below and in Sects. 4 and 5, we usually regard $`N^\mathrm{\Lambda }=Q^\mathrm{\Lambda }(\kappa =1\mathrm{l})`$ to be the only conservation law, besides $`H^\mathrm{\Lambda }`$, relevant for the description of the reservoirs. In a general discussion, we consider $`M`$ conservation laws, $`Q_j^\mathrm{\Lambda }=Q^\mathrm{\Lambda }(\kappa _j)`$, $`j=1,\mathrm{},M`$, and choose $`t^\mathrm{\Lambda }`$ as in (3.3).

The main result of this section is the following theorem.

###### Theorem 3.1.

For $`t^\mathrm{\Lambda }`$ as in (3.3), and $`Q_j^\mathrm{\Lambda }=Q_j^\mathrm{\Lambda }(\kappa _j),j=1,\mathrm{},M`$, with $`\kappa _1,\mathrm{},\kappa _M`$ arbitrary, commuting symmetric $`k\times k`$ matrices, the equilibrium states $`\omega _{\beta ,𝛍}^\mathrm{\Lambda }`$ introduced in eq. (2.10) exist, for arbitrary $`\beta 0`$ and $`𝛍^M`$.

Assumptions (A1), (A2), (A5) and (A6) of Sect. 2, concerning the existence of the thermodynamic limit, $`\mathrm{\Lambda }^d`$, hold.

The proof of Theorem 3.1 is standard. A careful exposition can be found in \[BR\], Sect. 5.2.

In Section 4 we shall consider a system consisting of two identical reservoirs, $`I`$ and $`II`$, both composed of non-interacting, non-relativistic fermions confined to some region $`\mathrm{\Lambda }=\mathrm{\Lambda }^I=\mathrm{\Lambda }^{II}`$ of $`^d`$. A convenient notation for creation and annihilation operators for the two reservoirs is the following one.

$`a^\mathrm{\#}(𝒙,s,I)`$ $`:=`$ $`a^\mathrm{\#}(𝒙,s)|_{^{\mathrm{\Lambda }^I}}1\mathrm{l}|_{^{\mathrm{\Lambda }^{II}}},`$
$`a^\mathrm{\#}(𝒙,s,II)`$ $`:=`$ $`1\mathrm{l}|_{^{\mathrm{\Lambda }^I}}a^\mathrm{\#}(𝒙,s)|_{^{\mathrm{\Lambda }^{II}}}.`$ (3.22)
We note that all the operators $`a^\mathrm{\#}(f,I)=a^\mathrm{\#}(f)1\mathrm{l}`$ commute with all the operators $`a^\mathrm{\#}(f,II)=1\mathrm{l}a^\mathrm{\#}(f)`$. If, for convenience, we prefer that they anti-commute we can accomplish this feature by a standard Klein-Jordan-Wigner transformation:

$`a^\mathrm{\#}(f,I)`$ $``$ $`a^\mathrm{\#}(f,I),`$
$`a^\mathrm{\#}(f,II)`$ $``$ $`a^\mathrm{\#}(f,II)e^{i\pi (N^{\mathrm{\Lambda }^I}1\mathrm{l})}.`$ (3.23)
The operators on the R.S. of (3.23) will again be denoted by $`a^\mathrm{\#}(f,r)`$, $`r=I,II`$. We introduce the following notation.

$`X`$ $`:=`$ $`(𝒙,s,r)^d\times \{1,\mathrm{},k\}\times \{I,II\},`$ (3.24)
$`X^{(N)}`$ $`:=`$ $`(X_1,\mathrm{},X_N),`$ (3.25)
$`x^{(N)}`$ $`:=`$ $`(𝒙_1,\mathrm{},𝒙_n)^{dN},`$ (3.26)
$`s^{(N)}`$ $`:=`$ $`(s_1,\mathrm{},s_N)\{1,\mathrm{},k\}^N,`$ (3.27)
$`r^{(N)}`$ $`:=`$ $`(r_1,\mathrm{},r_N)\{I,II\}^N,`$ (3.28)
$`{\displaystyle _\mathrm{\Lambda }}𝑑X`$ $`:=`$ $`{\displaystyle \underset{r=I,II}{}}{\displaystyle \underset{s=1}{\overset{k}{}}}{\displaystyle _\mathrm{\Lambda }}𝑑𝒙,`$ (3.29)
$`{\displaystyle _{\mathrm{\Lambda }^N}}𝑑X^{(N)}`$ $`:=`$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle _\mathrm{\Lambda }}𝑑X_j,`$ (3.30)
$`𝐚^\mathrm{\#}(X^{(N)})`$ $`:=`$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}a^\mathrm{\#}(X_j),`$ (3.31)
with $`a^\mathrm{\#}=a^{}`$ or $`a`$.

We are now prepared to describe the interactions, $`W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})`$, (see eq. 2.27)), corresponding to thermal contacts or tunnelling junctions between the two reservoirs. We shall always assume that the total particle number of the system consisting of the two reservoirs is conserved. Thus the interaction Hamiltonian $`W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})`$ must commute with the operator

$$N^{III}:=N^{\mathrm{\Lambda }^I}1\mathrm{l}+1\mathrm{l}N^{\mathrm{\Lambda }^{II}},$$
(3.32)
(see eq. (2.35)). It follows that $`W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})`$ must have the form

$$W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})=\underset{N=1}{\overset{\mathrm{}}{}}W_N(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}),$$
(3.33)
where

$$W_N(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})=_{\mathrm{\Lambda }^N}𝑑X^{(N)}_{\mathrm{\Lambda }^N}𝑑Y^{(N)}𝐚^{}(X^{(N)})w_N^{\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}}(X^{(N)},Y^{(N)})𝐚(Y^{(N)}),$$
(3.34)
and, for each choice of $`s_1,r_1,\mathrm{}`$, $`s_N,r_N`$, $`s_1^{},r_1^{},\mathrm{}`$, $`s_N^{},r_N^{}`$,

$$w_N^{\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}}((x^{(N)},s^{(N)},r^{(N)}),(y^{(N)},s_{}^{}{}_{}{}^{(N)},r_{}^{}{}_{}{}^{(N)}))$$

is a smooth function of $`x^{(N)}\mathrm{\Lambda }^N`$ and $`y^{(N)}\mathrm{\Lambda }^N`$ vanishing if $`x^{(N)}\mathrm{\Lambda }^N`$ or $`y^{(N)}\mathrm{\Lambda }^N`$. In Sect. 4, we introduce weighted Sobolev spaces, $`𝒲_N`$ equipped with norms $`|()|_N`$ with the property that

$$W_N(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})|w_N^{\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}}|_N,$$
(3.35)
for all $`N=1,2,3,\mathrm{}`$. We shall assume that, for each $`N`$, there is a function $`w_N𝒲_N`$ such that

$$g(w):=\underset{N=1}{\overset{\mathrm{}}{}}|w_N|_N<\mathrm{},$$
(3.36)
where $`w=(w_N)_{N=1}^{\mathrm{}}`$, and

$$\underset{\begin{array}{c}\mathrm{\Lambda }^I\mathrm{}\\ \mathrm{\Lambda }^{II}\mathrm{}\end{array}}{lim}\underset{N=1}{\overset{\mathrm{}}{}}|w_N^{\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II}}w_N|_N=\mathrm{\hspace{0.33em}0}.$$
(3.37)
It then follows that

$$\underset{\begin{array}{c}\mathrm{\Lambda }^I\mathrm{}\\ \mathrm{\Lambda }^{II}\mathrm{}\end{array}}{nlim}W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})=:W$$
(3.38)
exists, and

$$Wg(w).$$
(3.39)
Thus, assumption (A4), eq. (2.29), of Sect. 2 follows from (3.34), (3.35), (3.36) and (3.37).

If we want to describe thermal contacts we shall require that

$$[N^{\mathrm{\Lambda }^I}1\mathrm{l},W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})]=[1\mathrm{l}N^{\mathrm{\Lambda }^{II}},W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})]=\mathrm{\hspace{0.33em}0},$$
(3.40)
while, for tunnelling junctions, only

$$[N^{III},W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})]=\mathrm{\hspace{0.33em}0}$$
(3.41)
is required, for arbitrary $`\mathrm{\Lambda }^I=\mathrm{\Lambda }^{II}=\mathrm{\Lambda }^d`$.

To conclude this section, we remark that a system of two reservoirs of non-interacting fermions, with a one-particle Hamiltonian $`t^\mathrm{\Lambda }`$ as in Eq. (3.3), and with interactions $`W(\mathrm{\Lambda }^I,\mathrm{\Lambda }^{II})`$ as in (3.34)-(3.38), satisfies Assumptions (A1)-(A3) and (A5), (A6) of Section 2. Assumptions (A4) and (A7) are established in the next section for $`d3`$ and small $`g(w)`$.

## 4 Existence of Møller endomorphisms

The goal of this section is to illustrate the general theory of Section 2 by providing a complete mathematical description of a concrete system, namely two coupled reservoirs of free fermions in dimension $`d3`$. An illustration can be found in Fig. 1. The reservoirs are infinite and without boundary, and the coupling $`W`$ is localized near the origin, in the the sense that $`W^{}`$, or $`W^{\prime \prime }`$, is finite (see (4.3), (4.4), or (4)).

The Hamiltonian for each reservoir has been introduced in Section 3, see equation (3.7). The coupling between reservoirs is represented by the interaction in equations (3.33) and (3.34). As stated in Theorem 3.1, there exist time evolution automorphisms $`\alpha _t^0`$ and $`\alpha _t`$ in the thermodynamic limit. The former corresponds to the free dynamics and the latter to the dynamics for interacting reservoirs.

In this section, we establish the existence of the Møller endomorphisms $`\sigma _\pm `$ defined in (2.83). We start with the Dyson series for $`\alpha _t^0\alpha _t`$, namely

$$\alpha _t^0\alpha _t(a)=\underset{m=0}{\overset{\mathrm{}}{}}i^m_{t>t_m>\mathrm{}>t_1>0}𝑑t_1\mathrm{}𝑑t_m[W(t_m),\mathrm{},[W(t_1),a]\mathrm{}],$$
(4.1)
where we set $`W(t):=\alpha _t^0(W)`$. Convergence of this series for finite $`t`$ is clear since $`W<\mathrm{}`$, but we need to consider the limit $`t\mathrm{}`$. Let us define an operator $`D_m(t)`$ on the field algebra $``$ by

$$D_m(t)a:=_{t>t_m>\mathrm{}>t_1>0}𝑑t_1\mathrm{}𝑑t_m[W(t_m),\mathrm{},[W(t_1),a]\mathrm{}],$$
(4.2)
for arbitrary $`a`$. It is understood that $`D_0a=a`$.

We define the norm of an interaction $`W`$ by setting

$$\begin{array}{c}W^{}=\underset{N1}{}N2^{(d+2)N}\underset{s_1,\mathrm{},s_N=1}{\overset{k}{}}\underset{s_1^{},\mathrm{},s_N^{}=1}{\overset{k}{}}\hfill \\ \hfill \underset{r_1,\mathrm{},r_N=I,II}{}\underset{r_1^{},\mathrm{},r_N^{}=I,II}{}w_N((,s^{(N)},r^{(N)}),(,s_{}^{}{}_{}{}^{(N)},r_{}^{}{}_{}{}^{(N)}))_{2dN}^{};\end{array}$$
(4.3)
the function $`w_N`$ is viewed above as a function on $`^{2dN}`$, and the norm $`_M^{}`$ is defined by

$$f_M^{}=\frac{1}{2^{3M/2}}\left[_^M𝑑x^{(M)}\overline{f(x^{(M)})}\underset{k=1}{\overset{M}{}}\left(\frac{d^2}{dx_k^2}+x_k^2+1\right)^3f(x^{(M)})\right]^{1/2}.$$
(4.4)
Note that the operators $`\frac{d^2}{dx_k^2}+x_k^2+1`$ are bounded below by 2, which implies the inequality (3.35), namely $`f_{L^2(^M)}f_M^{}`$; this inequality is saturated when $`f`$ is a product of Gaussians centered at the origin, $`f(x^{(M)})=_{k=1}^Me^{x_k^2/2}`$.

###### Theorem 4.1.

For $`d3`$ we have the bound

$$_0^{\mathrm{}}[W(t),D_{m1}(t)a]𝑑t\frac{1}{m}\left(\frac{8\pi d}{d2}\right)^ma^{}\left(W^{}\right)^m.$$

A similar statement holds for negative times. That is, one can rewrite the Dyson series in (4.1) and the operator $`D_M(t)`$ in (4.2) for $`t<0`$ by integrating over negative times $`0>t_1>\mathrm{}>t_m>t`$. Then Theorem 4.1 holds with an integral from $`\mathrm{}`$ to 0. The proof for negative times is identical to the one of positive times.

Before proving Theorem 4.1, let us work out its main consequence, the existence of Møller endomorphisms.

###### Corollary 4.2.

If $`\frac{8\pi d}{d2}W^{}<1`$, there exist $`\sigma _\pm `$ such that

$$\underset{t\pm \mathrm{}}{lim}\alpha _t^0\alpha _t(a)\sigma _\pm (a)=0$$

for all $`a`$ with $`a^{}<\mathrm{}`$.

Corollary 4.2 implies the existence of a scattering automorphism, see Assumption (A4). We comment below that the norm (4.4) can be replaced by an object that is translation invariant, see (4). Therefore the scattering automorphism is given by a limit of infinite times, and this limit exists in norm, uniformly with respect to space translations (for both the interaction and the operator $`a`$). Hence Assumption (A7) holds.

###### Proof of Corollary 4.2.

Observe that

$$\alpha _t^0\alpha _t(a)=a+\underset{m1}{}i^m_0^t[W(s),D_{m1}(s)a]𝑑s.$$
(4.5)
Then, for $`t<t^{}`$,

$$\alpha _t^0\alpha _t(a)\alpha _t^{}^0\alpha _t^{}(a)\underset{m1}{}_t^t^{}[W(s),D_{m1}(s)a]𝑑s.$$

By Theorem 4.1 and the dominated convergence theorem, the right side vanishes as $`t,t^{}\mathrm{}`$. This implies the norm-convergence of $`\alpha _t^0\alpha _t(a)`$. ∎

We will make use of Hermite functions in the proof of Theorem 4.1; so we collect a few useful facts on them. The Hermite functions are denoted by $`\{\varphi _q\}_q`$, where

$$\varphi _q(x)=\frac{(1)^q}{\sqrt{2^qq!}\pi ^{\frac{1}{4}}}e^{\frac{1}{2}x^2}\left(\frac{d}{dx}\right)^qe^{x^2},$$

with $`x`$. These functions satisfy the equation

$$\left(\frac{d^2}{dx^2}+x^2\right)\varphi _q(x)=(2q+1)\varphi _q(x).$$
(4.6)
###### Lemma 4.3.

* $`\varphi _q_1\sqrt{4\pi (q+1)}`$.
* $`|(e^{it\mathrm{\Delta }}\varphi _p,\varphi _q)|\frac{\varphi _p_1\varphi _q_1}{\sqrt{4\pi |t|}}`$.

###### Proof.

By Cauchy-Schwarz and since the operator $`\frac{d^2}{dx^2}`$ is positive definite, we have that

$`\varphi _q_1`$ $`={\displaystyle _{\mathrm{}}^{\mathrm{}}}\sqrt{x^2+1}|\varphi _q(x)|{\displaystyle \frac{1}{\sqrt{x^2+1}}}𝑑x`$
$`(\varphi _q,\left({\displaystyle \frac{d^2}{dx^2}}+x^2+1\right)\varphi _q)^{1/2}\left({\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dx}{x^2+1}}\right)^{1/2}.`$ (4.7)
The first factor is equal to $`\sqrt{2(q+1)}`$ and the second one equals $`\sqrt{2\pi }`$, which proves (i). Claim (ii) immediately follows from

$$(e^{it\mathrm{\Delta }}\varphi _p,\varphi _q)=\sqrt{\frac{i}{4\pi t}}_{\mathrm{}}^{\mathrm{}}𝑑x_{\mathrm{}}^{\mathrm{}}𝑑ye^{i(xy)^2/4t}\varphi _p(y)\varphi _q(x).$$

Hermite functions form an orthonormal basis of $`L^2()`$. We use them to express the interaction as a polynomial of creation and annihilation operators of fermions in states described by Hermite functions. The free time evolution of the interaction can be described as an evolution of these functions, and their decorrelation in time can be controlled using Lemma 4.3 (ii). Finally, Hermite functions will be removed at the expense of introducing differential operators in the definition of the norm of the interaction; see (4.4).

We use from now on the following notation: for $`𝒒=(q_1,\mathrm{},q_d)^d`$ and $`𝒙=(x_1,\mathrm{},x_d)^d`$,

$$\varphi _𝒒(𝒙)=\underset{i=1}{\overset{d}{}}\varphi _{q_i}(x_i).$$
(4.8)
###### Proof of Theorem 4.1.

We start by rewriting the interaction in the basis of Hermite functions. Let $`Q^{(N)}:=(Q_1,\mathrm{},Q_N)`$, with

$$Q_j=(𝒒_j,s_j,r_j)^d\times \{1,\mathrm{},k\}\times \{\mathrm{I},\mathrm{II}\}.$$
(4.9)
We set

$$\stackrel{~}{w}_N(Q^{(N)},Q_{}^{}{}_{}{}^{(N)})=_{^{dN}}𝑑x^{(N)}_{^{dN}}𝑑y^{(N)}w_N(X^{(N)},Y^{(N)})\underset{j=1}{\overset{N}{}}\varphi _{𝒒_j}(𝒙_j)\varphi _{𝒒_j^{}}(𝒚_j).$$
(4.10)
Here, $`X^{(N)}`$ is determined by $`Q^{(N)}`$ and $`x^{(N)}`$, namely $`X_j=(𝒙_j,s_j,r_j)`$ if $`Q_j=(𝒒_j,s_j,r_j)`$. The interaction (3.32), (3.33) is given by a sum over

$$𝑸:=(N,Q^{(N)},Q_{}^{}{}_{}{}^{(N)}),$$

$$W=\underset{𝑸}{}W_𝑸=\underset{𝑸}{}𝐚^{}(Q^{(N)})\stackrel{~}{w}_N(Q^{(N)},Q_{}^{}{}_{}{}^{(N)})𝐚(Q_{}^{}{}_{}{}^{(N)}),$$
(4.11)
where $`𝐚^{}(Q^{(N)})=_{j=1}^Na^{}(Q_j)`$, and $`a^{}(Q_j)`$ is the creation operator for a fermion in the state $`\varphi _{𝒒_j}`$, of spin $`s_j`$, in the reservoir $`r_j`$. The annihilation operators $`𝐚(Q_{}^{}{}_{}{}^{(N)})`$ are defined similarly. The operator $`a`$ also has a Hermite expansion

$$a=\underset{𝑸}{}a_𝑸=\underset{𝑸}{}𝐚^{}(Q^{(N)})\stackrel{~}{a}_N(Q^{(N)},Q_{}^{}{}_{}{}^{(N)})𝐚(Q_{}^{}{}_{}{}^{(N)}).$$
(4.12)
With this notation, we have that

$$\begin{array}{c}_0^{\mathrm{}}[W(t),D_{m1}(t)a]𝑑t\underset{𝑸_0,\mathrm{},𝑸_m}{}_{\mathrm{}>t_m>\mathrm{}>t_1>0}𝑑t_1\mathrm{}𝑑t_m\hfill \\ \hfill [W_{𝑸_m}(t_m),\mathrm{},[W_{𝑸_1}(t_1),a_{𝑸_0}]\mathrm{}].\end{array}$$
(4.13)
The multiple commutator above involves operators $`W`$ and $`a`$, which in turn involve creation and annihilation operators of particles in both reservoirs. The latter satisfy anticommutation relations for particles in the same reservoir, or commutation relations for particles in different reservoirs. This introduces a complication when estimating the multicommutator above. This complication can be avoided by using the Klein-Jordan-Wigner transformation explained in (3.23). For simplicity, we keep the same notation, but we assume from now on that all creation and annihilation operators satisfy anticommutation relations.

Because $`\alpha _t^0`$ is a $``$-automorphism, its action on the interaction $`W`$ simply amounts to replacing operators $`a^\mathrm{\#}(Q)=a^\mathrm{\#}(\varphi _𝒒,s,r)`$ by

$$\alpha _t^0(a^\mathrm{\#}(\varphi _𝒒,s,r))=a^\mathrm{\#}(e^{it\mathrm{\Delta }}\varphi _𝒒,s,r):=a^\mathrm{\#}(Q,t).$$
(4.14)
We note that Lemma 4.3 yields the bound

$`\{\alpha _t^0(a^\mathrm{\#}(Q)),\alpha _t^{}^0(a^\mathrm{\#}(Q^{}))\}`$ $`=|(e^{it\mathrm{\Delta }}\varphi _𝒒,e^{it^{}\mathrm{\Delta }}\varphi _𝒒^{})|\delta _{ss^{}}\delta _{rr^{}}`$
$`\left(1\frac{4\pi }{|tt^{}|}\right)^{d/2}{\displaystyle \underset{i=1}{\overset{d}{}}}(q_i+1)^{\frac{1}{2}}(q_i^{}+1)^{\frac{1}{2}}.`$ (4.15)
The multicommutator in (4.13) can be written as

$$\begin{array}{c}[W_{𝑸_m}(t_m),\mathrm{},[W_{𝑸_1}(t_1),a_{𝑸_0}]\mathrm{}]=\hfill \\ \hfill \stackrel{~}{a}_{N_0}(Q_0^{(N_0)},Q_{0}^{}{}_{}{}^{(N_0)})\underset{j=1}{\overset{m}{}}\stackrel{~}{w}_{N_j}(Q_j^{(N_j)},Q_{j}^{}{}_{}{}^{(N_j)})[𝐚^{}(Q_m^{(N_m)},t_m)𝐚(Q_{m}^{}{}_{}{}^{(N_m)},t_m),\mathrm{}\mathrm{},[𝐚^{}(Q_1^{(N_1)},t_1)𝐚(Q_{1}^{}{}_{}{}^{(N_1)},t_1),𝐚^{}(Q_0^{(N_0)})𝐚(Q_{0}^{}{}_{}{}^{(N_0)})]\mathrm{}].\end{array}$$
(4.16)
Here, we set

$$𝐚^\mathrm{\#}(Q_j^{(N_j)},t_j)=\underset{\mathrm{}=1}{\overset{N_j}{}}\alpha _{t_j}^0(𝐚^\mathrm{\#}(Q_{j,\mathrm{}})),$$
(4.17)
where $`Q_{j,\mathrm{}}`$ is the $`\mathrm{}`$-th element of $`Q_j^{(N_j)}`$.

A commutator of products of operators can be expanded according to contraction schemes. The following equation holds when $`k\mathrm{}`$ is even:

$$\begin{array}{c}[a_1\mathrm{}a_k,b_1\mathrm{}b_{\mathrm{}}]=\underset{\begin{array}{c}1ik\\ 1j\mathrm{}\end{array}}{}(1)^{i\mathrm{}+j+1}a_1\mathrm{}a_{i1}b_1\mathrm{}b_{j1}\hfill \\ \hfill \{a_i,b_j\}b_{j+1}\mathrm{}b_{\mathrm{}}a_{i+1}\mathrm{}a_k.\end{array}$$
(4.18)
The multicommutator of (4.16) can thus be expanded in contraction schemes for operators at different times. An operator at time $`t_1`$ contracts necessarily with an operator at time $`t_0=0`$; an operator at time $`t_2`$ contracts with an operator at time $`t_{r_2}`$ with $`r_2=0,1`$; …; an operator at time $`t_m`$ contracts with an operator at time $`t_{r_m}`$ with $`r_m=0,\mathrm{},m1`$. See Fig. 2 for an illustration.

To a set of contractions corresponds a monomial of creation and annihilation operators, multiplied by anticommutators of contracted operators.

The monomial of creation and annihilation operators is bounded in operator norm by 1. Contracted operators are estimated using (4). This yields a factor involving times, namely

$$\underset{j=1}{\overset{m}{}}\left(1\frac{4\pi }{t_jt_{r_j}}\right)^{d/2}.$$

Second, one obtains a factor involving indices of Hermite functions for the contracted operators. An upper bound on this factor is obtained by writing a product over all indices, namely

$$\underset{j=0}{\overset{m}{}}\underset{k=1}{\overset{N_j}{}}\underset{i=1}{\overset{d}{}}(q_{jki}+1)^{\frac{1}{2}}(q_{jki}^{}+1)^{\frac{1}{2}}.$$

Here, $`𝒒_{jk},𝒒_{jk}^{}^d`$ are indices for Hermite functions determined by the $`k`$-th element of $`𝑸_j`$.

It remains to estimate the number of contraction schemes, given $`r_2,\mathrm{},r_m`$. We define

$$e_j=\left|\{k:r_k=j\}\right|+1\delta _{j0},0jm.$$
(4.19)
Notice that $`1e_0m`$ and $`1e_jmj+1`$ if $`j0`$. $`e_j`$ is the number of operators at time $`t_j`$ that belong to a contraction and it is necessarily smaller than $`2N_j`$. Since there are $`2N_j`$ operators at time $`t_j`$, the number of possible contractions is

$$\underset{j=0}{\overset{m}{}}\frac{(2N_j)!}{(2N_je_j)!}.$$

The above estimates could be improved by observing that many contraction schemes yield zero; namely, in the case where both operators are creation or annihilation operators; or if the spins are different; or if they belong to different reservoirs. It is not easy to take advantage of this, however.

We now gather the above estimates to obtain the bound

$$\begin{array}{c}_0^{\mathrm{}}[W(t),D_{m1}(t)A]𝑑t\hfill \\ \hfill \underset{𝑸_0,\mathrm{},𝑸_m}{}|\stackrel{~}{A}_{N_0}(Q_0^{(N_0)},Q_{0}^{}{}_{}{}^{(N_0)})|\underset{j=1}{\overset{m}{}}|\stackrel{~}{w}_{N_j}(Q_j^{(N_j)},Q_{j}^{}{}_{}{}^{(N_j)})|\\ \hfill \times \underset{j=0}{\overset{m}{}}\underset{k=1}{\overset{N_j}{}}\underset{i=1}{\overset{d}{}}(q_{jki}+1)^{\frac{1}{2}}(q_{jki}^{}+1)^{\frac{1}{2}}_{\mathrm{}>t_m>\mathrm{}>t_1>0}dt_1\mathrm{}dt_m\\ \hfill \times \underset{r_m=0}{\overset{m1}{}}\underset{r_{m1}=0}{\overset{m2}{}}\mathrm{}\underset{r_2=0}{\overset{1}{}}\underset{j=1}{\overset{m}{}}(1\frac{4\pi }{t_jt_{r_j}})^{d/2}\underset{j=0}{\overset{m}{}}\frac{\chi [e_j2N_j](2N_j)!}{(2N_je_j)!}.\end{array}$$
(4.20)
A sequence of numbers $`r_2,\mathrm{},r_m`$ can be represented by a graph with set of vertices $`\{0,\mathrm{},m\}`$, and an edge between $`i`$ and $`j`$ whenever $`r_j=i`$. This graph is a tree: there are $`m`$ edges, and each vertex $`j0`$ is directly connected to a vertex $`i<j`$, hence each vertex is eventually connected to 0. The numbers $`e_j`$ defined in (4.19) are then the incidence numbers of the tree — $`e_j`$ is the number of edges containing the vertex $`j`$. This is illustrated in Fig. 2. We can symmetrize the bound by summing over all trees $`T`$ with $`m+1`$ vertices; this step will allow to deal with the time integrals. Reorganizing, we obtain

$$\begin{array}{c}_0^{\mathrm{}}[W(t),D_{m1}(t)a]𝑑t\hfill \\ \hfill \underset{𝑸_0}{}|\stackrel{~}{a}_{N_0}(Q_0^{(N_0)},Q_{0}^{}{}_{}{}^{(N_0)})|\underset{k=1}{\overset{N_0}{}}\underset{i=1}{\overset{d}{}}(q_{0ki}+1)^{\frac{1}{2}}(q_{0ki}^{}+1)^{\frac{1}{2}}\\ \hfill \times _{\mathrm{}>t_m>\mathrm{}>t_1>0}dt_1\mathrm{}dt_m\underset{T}{}\underset{(i,j)T}{}(1\frac{4\pi }{|t_it_j|})^{d/2}\frac{\chi [e_02N_0](2N_0)!}{(2N_0e_0)!}\\ \hfill \times \underset{j=1}{\overset{m}{}}\{\underset{𝑸_j}{}|\stackrel{~}{w}_{N_j}(Q_j^{(N_j)},Q_{j}^{}{}_{}{}^{(N_j)})|\underset{k=1}{\overset{N_j}{}}\underset{i=1}{\overset{d}{}}(q_{jki}+1)^{\frac{1}{2}}(q_{jki}^{}+1)^{\frac{1}{2}}\frac{\chi [e_j2N_j](2N_j)!}{(2N_je_j)!}\}.\end{array}$$
(4.21)
Let us focus on the time integrals. The integrand is a symmetric function of $`t_1,\mathrm{},t_m`$, because of the sum over arbitrary trees. We can therefore extract a factor $`1/m!`$, at the cost of integrating over all positive times $`t_1,\mathrm{},t_m`$ without the ordering condition. Since there is no integral over $`t_0=0`$, we have

$$_0^{\mathrm{}}𝑑t_1\mathrm{}_0^{\mathrm{}}𝑑t_m\underset{(i,j)T}{}\left(1\frac{4\pi }{|t_it_j|}\right)^{d/2}\left(_{\mathrm{}}^{\mathrm{}}\left(1\frac{4\pi }{|t|}\right)^{d/2}𝑑t\right)^m,$$
(4.22)
for any tree $`T`$. The last integral is equal to $`8\pi d/(d2)`$.

The number of trees with $`m+1`$ vertices and incidence numbers $`e_0,\mathrm{},e_m`$ is equal to

$$\left(\begin{array}{c}m1\\ e_01,e_11,\mathrm{},e_m1\end{array}\right)=\frac{(m1)!}{(e_01)!\mathrm{}(e_m1)!};$$

see for instance \[Ber\], Théorème 2 p. 86. We sum over incidence numbers, using $`_{e=0}^{2N}(\begin{array}{c}2N\\ e\end{array})=4^N`$, and we get

$$\begin{array}{c}_0^{\mathrm{}}[W(t),D_{m1}(t)a]𝑑t\frac{1}{m}\left(\frac{8\pi d}{d2}\right)^m\underset{𝑸_0}{}N_04^{N_0}|\stackrel{~}{a}_{N_0}(Q_0^{(N_0)},Q_{0}^{}{}_{}{}^{(N_0)})|\hfill \\ \hfill \times \underset{k=1}{\overset{N_0}{}}\underset{i=1}{\overset{d}{}}(q_{0ki}+1)^{\frac{1}{2}}(q_{0ki}^{}+1)^{\frac{1}{2}}\\ \hfill \times \left\{\underset{𝑸}{}N4^N\right|\stackrel{~}{w}_N(Q^{(N)},Q_{}^{}{}_{}{}^{(N)})|\underset{k=1}{\overset{N}{}}\underset{i=1}{\overset{d}{}}(q_{ki}+1)^{\frac{1}{2}}(q_{ki}^{}+1)^{\frac{1}{2}}\}^m.\end{array}$$
(4.23)
The last step consists in removing the Hermite functions. We fix $`N`$, $`s^{(N)}`$, $`s_{}^{}{}_{}{}^{(N)}`$, $`r^{(N)}`$, $`r_{}^{}{}_{}{}^{(N)}`$, and perform the summation over $`q^{(N)}`$ and $`q_{}^{}{}_{}{}^{(N)}`$. Using Cauchy-Schwarz, we obtain

$$\begin{array}{c}\underset{q^{(N)},q_{}^{}{}_{}{}^{(N)}}{}\left|\stackrel{~}{w}_N(Q^{(N)},Q_{}^{}{}_{}{}^{(N)})\right|\underset{k=1}{\overset{N}{}}\underset{i=1}{\overset{d}{}}(q_{ki}+1)^{\frac{1}{2}}(q_{ki}^{}+1)^{\frac{1}{2}}\hfill \\ \hfill \left(\underset{q^{(N)},q_{}^{}{}_{}{}^{(N)}}{}\left|\stackrel{~}{w}_N(Q^{(N)},Q_{}^{}{}_{}{}^{(N)})\right|^2\underset{k=1}{\overset{N}{}}\underset{i=1}{\overset{d}{}}(q_{ki}+1)^3(q_{ki}^{}+1)^3\right)^{1/2}\\ \hfill \times \left(\underset{\nu 0}{}\frac{1}{(q+1)^2}\right)^{dN}.\end{array}$$
(4.24)
The last factor on the right side is bounded by $`2^{dN}`$. The first factor on the right side can be viewed as an expectation value of a certain operator expressed in the basis of Hermite functions. Rewriting it in the $`x`$-space representation, we find that it is given by the square root of the following expression

$$\begin{array}{c}\frac{1}{2^{6dN}}_{^{dN}}𝑑x^{(N)}_{^{dN}}𝑑y^{(N)}\overline{w_N(X^{(N)},Y^{(N)})}\hfill \\ \hfill \times \underset{k=1}{\overset{N}{}}\underset{i=1}{\overset{d}{}}(\frac{d^2}{dx_{ki}^2}+x_{ki}^2+1)^3(\frac{d^2}{dy_{ki}^2}+y_{ki}^2+1)^3w_N(X^{(N)},Y^{(N)}).\end{array}$$
(4.25)
This motivates the use of the norm (4.4) and concludes the proof of Theorem 4.1. ∎

We end this section by remarking that an estimate can be obtained that is invariant under space translations. Such an estimate follows by repeating the steps above with translates of Hermite functions. Recall that $`\stackrel{~}{w}_N`$ was defined in (4.10) by integrating $`2dN`$ Hermite functions centered at the origin. We can choose $`z^{2dN}`$ and translate the $`j`$-th function by $`z_j`$. Lemma 4.3 still holds with translates of Hermite functions, so that the proof goes through without a change until (4.24). Since a Hermite function translated by $`z`$ satisfies the differential equation (4.6) with $`(xz)^2`$ instead of $`x^2`$, one gets a bound where the differential operators in the norm (4.4) are translated by $`z^M`$. This holds for all $`z`$; let us introduce $`_M^{\prime \prime }`$ by

$`f_M^{\prime \prime }=`$
$`{\displaystyle \frac{1}{2^{3M/2}}}\underset{y^M}{inf}\left[{\displaystyle _^M}𝑑x^{(M)}\overline{f(x^{(M)})}{\displaystyle \underset{k=1}{\overset{M}{}}}\left({\displaystyle \frac{d^2}{dx_k^2}}+(x_ky_k)^2+1\right)^3f(x^{(M)})\right]^{1/2}.`$
This object is translation invariant but it is not a norm. We have $`||||_M^{\prime \prime }||||_M^{}`$. Theorem 4.1 holds when $`A^{}`$ and $`W^{}`$ are replaced by $`A^{\prime \prime }`$ and $`W^{\prime \prime }`$, whose definition is like (4.3) with $`_M^{\prime \prime }`$ instead of $`_M^{}`$.

## 5 Explicit perturbative calculation of particle and energy currents

In this section, we consider two reservoirs of non-relativistic non-interacting free spinless fermions. Such systems are a special case of the ones introduced in Section 3.
For explicit calculations, it is convenient to represent the system in Fourier space, see Subsection 5.1, since the one-particle energy operator $`t=\mathrm{\Delta }`$ is diagonal in this representation. Subsection 5.2 is devoted to the calculation of the particle and energy currents for tunnelling junctions, in the lowest non-vanishing order in $`W`$. This establishes the relation between the particle current and chemical potentials of the reservoirs, the current voltage characteristics. If the difference of chemical potentials $`\mathrm{\Delta }\mu =\mu ^I\mu ^{II}`$ is small, then the particle current is proportional to the voltage drop $`\mathrm{\Delta }\mu `$. This linear relation is known as Ohm’s law. We calculate the (inverse of the) proportionality factor, which is called the resistance of the junction. Moreover, we explicitly verify that the entropy production rate is strictly positive, provided the two reservoirs are at either different temperatures or chemical potentials.

Let us recall that the single particle Hilbert space (in the thermodynamic limit) is $`h=L^2(^d,d𝒙)`$, with $`𝒙^d,d3`$ (see equation (3.2)). The dynamics is determined by $`t=\mathrm{\Delta }`$, see (3.3). For each reservoir, we take the particle number to be the only conservation law. Recall that for tunnelling junctions, the interaction $`W`$ commutes with the total particle number operator, $`N1\mathrm{l}+1\mathrm{l}N`$, while for thermal junctions, $`W`$ commutes separately with $`N1\mathrm{l}`$ and $`1\mathrm{l}N`$; see equations (3.41) and (3.40).
To quantify the interaction, we introduce two coupling constants, $`g`$ and $`\xi `$, and set

$$W=g\underset{N=1}{\overset{\mathrm{}}{}}\xi ^NW_N.$$
(5.1)
Let $`𝒥_{k,l},𝒫_{k,l}`$ denote the term of order $`g^k\xi ^l`$ of the particle current $`𝒥`$ (see (2.86), (2.78) (2.81)) and the energy current $`𝒫`$ (see (2.85), (2.77), (2.82)). Accordingly, we define $`_{k,l}`$, where $``$ is the entropy production rate in (2.69) and (2.75). We give now explicit expressions for some lower order terms of the currents and the entropy production rate. The calculations are presented in Subsection 5.2.

Tunnelling junctions.  The lowest order terms of the particle current are given by

$`𝒥_{1,1}`$ $`=`$ $`𝒥_{1,2}=0,`$ (5.2)
$`𝒥_{2,2}`$ $`=`$ $`2\pi {\displaystyle _{^{2d}}}𝑑𝒌𝑑𝒍\delta (|𝒌|^2|𝒍|^2)\left|\widehat{w}_1((𝒌,II),(𝒍,I))\right|^2\left(\rho _{II}(𝒌)\rho _I(𝒌)\right),`$
where $`𝒌,𝒍^d`$, $`\widehat{w}`$ is the Fourier transform of $`w`$, and the function $`\rho _r(𝒌)`$ is defined as

$$\rho _r(𝒌)=\frac{1}{e^{\beta ^r(|𝒌|^2\mu ^r)}+1}.$$

We obtain for the energy current the expressions

$`𝒫_{1,1}`$ $`=`$ $`𝒫_{1,2}=0,`$ (5.4)
$`𝒫_{2,2}`$ $`=`$ $`2\pi {\displaystyle _{^{2d}}}𝑑𝒌𝑑𝒍|𝒌|^2\delta (|𝒌|^2|𝒍|^2)\left|\widehat{w}_1((𝒌,II),(𝒍,I))\right|^2\left(\rho _{II}(𝒌)\rho _I(𝒌)\right).`$
Assuming that $`\widehat{w}_1`$ is not identically zero, the above formulas show the following qualitative behaviour of the flows.

1. If $`(\beta ^I,\mu ^I)=(\beta ^{II},\mu ^{II})`$ then $`𝒥_{2,2}=𝒫_{2,2}=0`$. The flows vanish if both reservoirs are at the same temperature and chemical potential.
2. If $`\mu ^I=\mu ^{II}`$ and $`\beta ^I>\beta ^{II}`$ then $`\rho _{II}(k)\rho _I(k)>0`$, for all $`k`$. Consequently, $`𝒥_{2,2},𝒫_{2,2}>0`$. At constant chemical potential, there is a particle and energy flow from the hotter to the colder reservoir.
3. If $`\mu ^I>\mu ^{II}`$ and $`\beta ^I=\beta ^{II}=\beta `$, then $`\rho _{II}(k)\rho _I(k)<0`$, for all $`k`$. Consequently, $`𝒥_{2,2},𝒫_{2,2}<0`$. At constant temperature, there is a particle and energy flow from the reservoir with higher chemical potential to the reservoir with lower chemical potential.

Ohm’s law and the resistance of the junction.  Suppose that $`\beta ^I=\beta ^{II}`$ and $`\mu ^I=\mu ,\mu ^{II}=\mu +\mathrm{\Delta }\mu `$, with $`\mathrm{\Delta }\mu `$ small. Retaining only the leading order in $`\mathrm{\Delta }\mu `$ in the expression of the particle flow yields

$$𝒥_{2,2}\frac{\mathrm{\Delta }\mu }{R(\mu ,\beta )},$$
(5.6)
where the resistance $`R(\mu ,\beta )`$ is determined by

$$R(\mu ,\beta )^1=2\pi \beta _{^{2d}}𝑑𝒌𝑑𝒍\delta (|𝒌|^2|𝒍|^2)\frac{|\widehat{w}_1((𝒌,II),(𝒍,I))|^2e^{\beta (|𝒌|^2\mu )}}{(e^{\beta (|𝒌|^2\mu )}+1)^2}.$$
(5.7)
We refer to Subsection 5.2 for a qualitative discussion of the resistance, in three dimensions, $`d=3`$.

Onsager reciprocity relations. Let us study the interdependence of the flows near equilibrium. The relevant parameters are the difference of the inverse temperatures, and the difference of the chemical potentials divided by the temperature. Precisely, we set $`\beta ^I=\beta `$; $`\beta ^{II}=\beta \mathrm{\Delta }\beta `$; $`\nu =\beta ^I\mu ^I`$; $`\mathrm{\Delta }\nu =\beta ^I\mu ^I\beta ^{II}\mu ^{II}`$. We consider the flows to depend on $`\beta `$, $`\nu `$, $`\mathrm{\Delta }\beta `$, and $`\mathrm{\Delta }\nu `$.

One easily checks that

$`{\displaystyle \frac{}{\mathrm{\Delta }\beta }}\left[\rho _{II}(𝒌)\rho _I(𝒌)\right]|_{\mathrm{\Delta }\beta =\mathrm{\Delta }\nu =0}={\displaystyle \frac{e^{\beta (|𝒌|^2\mu )}}{(e^{\beta (|𝒌|^2\mu )}+1)^2}}|𝒌|^2,`$
$`{\displaystyle \frac{}{\mathrm{\Delta }\nu }}\left[\rho _{II}(𝒌)\rho _I(𝒌)\right]|_{\mathrm{\Delta }\beta =\mathrm{\Delta }\nu =0}={\displaystyle \frac{e^{\beta (|𝒌|^2\mu )}}{(e^{\beta (|𝒌|^2\mu )}+1)^2}}.`$ (5.8)
The first partial derivative is taken at constant $`\beta `$, $`\nu `$, and $`\mathrm{\Delta }\nu `$; the second partial derivative is at constant $`\beta `$, $`\nu `$, and $`\mathrm{\Delta }\beta `$. Then from (LABEL:eq:5.10) and (LABEL:eq:5.14) we observe that

$$\frac{𝒫_{2,2}}{\mathrm{\Delta }\nu }|_{\mathrm{\Delta }\beta =\mathrm{\Delta }\nu =0}=\frac{𝒥_{2,2}}{\mathrm{\Delta }\beta }|_{\mathrm{\Delta }\beta =\mathrm{\Delta }\nu =0}.$$
(5.9)
This is an Onsager reciprocity relation and we see that it holds at lowest order.

Entropy production rate.  Recall that $`𝒫^{II}=𝒫^I`$ (equation (2.77)) and $`𝒥^{II}=𝒥^I`$ (equation (2.78)), hence

$$=(\beta ^I\beta ^{II})𝒫(\beta ^I\mu ^I\beta ^{II}\mu ^{II})𝒥.$$

Using the above expressions for $`𝒥_{k,l}`$ and $`𝒫_{k,l}`$, we obtain

$`_{1,1}`$ $`=`$ $`_{1,2}=0,`$
$`_{2,2}`$ $`=`$ $`(\beta ^I\beta ^{II})𝒫_{2,2}(\beta ^I\mu ^I\beta ^{II}\mu ^{II})𝒥_{2,2}`$
$`=`$ $`2\pi {\displaystyle _{^{2d}}}𝑑𝒌𝑑𝒍\delta (|𝒌|^2|𝒍|^2)|\widehat{w}_1((𝒌,II),(𝒍,I))|^2`$
$`\times {\displaystyle \frac{\{(\beta ^I\beta ^{II})|𝒌|^2(\beta ^I\mu ^I\beta ^{II}\mu ^{II})\}\{e^{\beta ^I(|𝒌|^2\mu ^I)}e^{\beta ^{II}(|𝒌|^2\mu ^{II})}\}}{(e^{\beta ^I(|𝒌|^2\mu ^I)}+1)(e^{\beta ^{II}(|𝒌|^2\mu ^{II})}+1)}}.`$
The numerator of the fraction is of the form $`(x^Ix^{II})(e^{x^I}e^{x^{II}})`$, with $`x^r=\beta ^r(|𝒌|^2\mu ^r)`$, hence it is strictly positive unless $`x^I=x^{II}`$. We assume that

$$_^d𝑑𝒍\delta (|𝒌|^2|𝒍|^2)|\widehat{w}_1((𝒌,II),(𝒍,I))|^2$$
(5.10)
does not vanish for all $`𝒌^d`$. Then $`_{2,2}`$ is strictly positive unless $`\beta ^I(|𝒌|^2\mu ^I)=\beta ^{II}(|𝒌|^2\mu ^{II})`$ for all $`𝒌`$ in the support of (5.10). This shows that $`_{2,2}`$ is strictly positive unless $`(\beta ^I,\mu ^I)=(\beta ^{II},\mu ^{II})`$, in which case $`_{2,2}`$ vanishes.

Thermal junctions.  The particle current is zero, a thermal junction allows only for an exchange of heat between the two reservoirs. Since $`W_1=0`$, the lowest order term which is nonvanishing is $`𝒫_{2,4}`$. Without loss of generality, we take the coupling function $`\widehat{w}_2`$ to be of the form

$$\widehat{w}_2((𝒌_1,r_1),(𝒌_2,r_2);(𝒍_1,s_1),(𝒍_2,s_2))=\delta _{r_1,I}\delta _{r_2,II}\delta _{s_1,I}\delta _{s_2,II}\widehat{w}_2(𝒌_1,𝒌_2,𝒍_1,𝒍_2).$$

A somewhat lengthy but straightforward calculation yields

$`𝒫_{2,4}=2\pi {\displaystyle 𝑑𝒌_1𝑑𝒌_2𝑑𝒍_1𝑑𝒍_2\delta (|𝒌_1|^2+|𝒌_2|^2|𝒍_1|^2|𝒍_2|^2)}`$
$`\times |\widehat{w}_2(𝒌_1,𝒌_2,𝒍_1,𝒍_2)|^2(|𝒌_1|^2|𝒍_1|^2)\rho _I(𝒍_1)\rho _{II}(𝒍_2)(1\rho _I(𝒌_1)\rho _{II}(𝒌_2)),`$
from which we obtain the following qualitative discussion.

1. If $`(\beta ^I,\mu ^I)=(\beta ^{II},\mu ^{II})`$, then $`\rho _I=\rho _{II}`$, and by switching $`𝒍_1𝒍_2`$, $`𝒌_1𝒌_2`$ in the integral, we see that $`𝒫_{2,4}=0`$.
2. By splitting the integral in (LABEL:m2) into a sum of two integrals over the regions $`\chi (|𝒌_1|^2>|𝒍_1|^2)`$ and $`\chi (|𝒌_1|^2<|𝒍_1|^2)`$, and switching $`𝒌_1𝒍_1`$, $`𝒌_2𝒍_2`$, we can rewrite

$`𝒫_{2,4}=2\pi {\displaystyle 𝑑𝒌_1𝑑𝒌_2𝑑𝒍_1𝑑𝒍_2\delta (|𝒌_1|^2+|𝒌_2|^2|𝒍_1|^2|𝒍_2|^2)}`$
$`\times |\widehat{w}_2(𝒌_1,𝒌_2,𝒍_1,𝒍_2)|^2(|𝒌_1|^2|𝒍_1|^2)\chi (|𝒌_1|^2>|𝒍_1|^2)`$
$`\times \{\rho _I(𝒍_1)\rho _{II}(𝒍_2)[1\rho _I(𝒌_1)\rho _{II}(𝒌_2)]`$
$`\rho _I(𝒍_1)\rho _{II}(𝒍_2)[1\rho _I(𝒌_1)\rho _{II}(𝒌_2)]\}`$
$`=`$ $`2\pi {\displaystyle 𝑑𝒌_1𝑑𝒌_2𝑑𝒍_1𝑑𝒍_2\delta (|𝒌_1|^2+|𝒌_2|^2|𝒍_1|^2|𝒍_2|^2)}`$
$`\times |\widehat{w}_2(𝒌_1,𝒌_2,𝒍_1,𝒍_2)|^2(|𝒌_1|^2|𝒍_1|^2)\chi (|𝒌_1|^2>|𝒍_1|^2)`$
$`\times \{\rho _{II}(𝒍_2)[1\rho _{II}(𝒌_2)][\rho _I(𝒍_1)\rho _I(𝒌_1)]`$
$`\rho _I(𝒌_1)[1\rho _I(𝒍_1)][\rho _{II}(𝒌_2)\rho _{II}(𝒍_2)]\}.`$
The first product in the round brackets $`\{\}`$ is strictly positive and tends to zero, as $`\beta ^{II}\mathrm{}`$ (because in the limit $`\beta ^r\mathrm{}`$, $`\rho _r(k)`$ tends to the characteristic function $`\chi (|k|^2<\mu ^r)`$). The second term in the round brackets is strictly negative and tends to zero, as $`\beta ^I\mathrm{}`$. We conclude that $`𝒫_{2,4}<0`$ if $`\beta ^I<\mathrm{}`$, and $`\beta ^{II}`$ is large enough; as expected!

### 5.1 Fourier representation

The creation and annihilation operators in the Fourier representation are defined by

$`a^{}(𝒌,r)`$ $`=`$ $`(2\pi )^{d/2}{\displaystyle _^d}𝑑𝒙e^{i𝒌𝒙}a^{}(𝒙,r),`$ (5.12)
$`a(𝒌,r)`$ $`=`$ $`(2\pi )^{d/2}{\displaystyle _^d}𝑑𝒙e^{i𝒌𝒙}a(𝒙,r),`$ (5.13)
where $`𝒌^d`$, $`r=I,II`$; compare with (3.16) and (3.22). The dynamics of $`a^{}(𝒌,r)`$ and $`a(𝒌,r)`$ is given by

$$\alpha _t^r(a^{}(𝒌,r))=e^{i\omega t}a^{}(𝒌,r),\alpha _t^r(a(𝒌,r))=e^{i\omega t}a(𝒌,r),$$
(5.14)
where

$$\omega =\omega (𝒌)=|𝒌|^2.$$

The operators $`H^r,N^r,W_N`$ defined in (3.19), (3.20), (3.34) are represented in Fourier space (and in the thermodynamic limit) by

$`H^r`$ $`=`$ $`{\displaystyle _^d}𝑑𝒌\omega (𝒌)a^{}(𝒌,r)a(𝒌,r),`$ (5.15)
$`N^r`$ $`=`$ $`{\displaystyle _^d}𝑑𝒌a^{}(𝒌,r)a(𝒌,r),`$
$`W_N`$ $`=`$ $`{\displaystyle 𝑑K^{(N)}𝑑L^{(N)}𝐚^{}(K^{(N)})\widehat{w}_N(K^{(N)},L^{(N)})𝐚(L^{(N)})},`$
where we introduce notation analogous to (3.24)-(3.31). For $`K^{(N)}=(K_1,\mathrm{},K_N)`$, $`K_j=(𝒌_j,r_j)^d\times \{I,II\}`$, we set $`K^{(N)}:=(K_1,\mathrm{},K_N)`$, where $`K_j=(𝒌_j,r_j)`$. The symbol $`\widehat{}`$ denotes the Fourier transform, i.e.

$`\widehat{w}_N(K^{(N)},L^{(N)})`$
$`=`$ $`(2\pi )^{dN}{\displaystyle _{^{2dN}}}𝑑𝒙_1\mathrm{}𝑑𝒚_Ne^{i(𝒌_1𝒙_1+\mathrm{}+𝒍_N𝒚_N)}w_N(X^{(N)},Y^{(N)}).`$
We recall some properties of the state $`\omega ^0`$ defined in (2.60), which is given by

$$\omega ^0=\omega _{\beta ^I,\mu ^I}\omega _{\beta ^{II},\mu ^{II}},$$
(5.16)
where $`\omega _{\beta ^r,\mu ^r}`$ is the equilibrium state of reservoir $`r=I,II`$ in the thermodynamic limit; see also Theorem 3.1. The two-point function of $`\omega _{\beta ^r,\mu ^r}`$ is

$$\omega _{\beta ^r,\mu ^r}(a^{}(𝒌,r)a(𝒍,r))=\delta (𝒌𝒍)\rho _r(𝒌),\text{ where }\rho _r(𝒌)=\frac{1}{e^{\beta ^r(|𝒌|^2\mu ^r)}+1}.$$

The average of a monomial in $`n`$ creation and $`m`$ annihilation operators is zero unless $`n=m`$, in which case it can be calculated recursively from the formula

$`\omega _{\beta ^r,\mu ^r}\left({\displaystyle \underset{i=1}{\overset{n}{}}}a^{}(𝒌_i,r){\displaystyle \underset{j=1}{\overset{n}{}}}a(𝒍_j,r)\right)`$
$`={\displaystyle \underset{p=1}{\overset{n}{}}}(1)^{np}\omega _{\beta ^r,\mu ^r}(a^{}(𝒌_1,r)a(𝒍_p,r))\omega _{\beta ^r,\mu ^r}\left({\displaystyle \underset{i=2}{\overset{n}{}}}a^{}(𝒌_i,r){\displaystyle \underset{j=1,jp}{\overset{n}{}}}a(𝒍_j,r)\right).`$
For details, we refer to \[BR\]. We are now ready for explicit calculations of the currents.

### 5.2 Calculations for tunnelling junctions

Particle current and resistance.  The particle current

$$𝒥=\omega _{\mathrm{stat}}(i[N1\mathrm{l},W])=\omega ^0(\sigma _+(i[N1\mathrm{l},W]))$$
(5.17)
has been introduced in (2.86), (2.78), see also (2.81). We set $`\mathrm{}=1`$. We see from the Dyson series expansion of $`\sigma _+`$, see (4.1), and the definition of $`𝒥_{k,l}`$ (see after (5.1)), that

$`𝒥_{1,1}`$ $`=`$ $`i\omega ^0([N1\mathrm{l},W_1]),`$
$`𝒥_{1,2}`$ $`=`$ $`i\omega ^0([N1\mathrm{l},W_2]),`$
$`𝒥_{2,2}`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑t\omega ^0([W_1(t),[N1\mathrm{l},W_1]]).`$ (5.18)
It is not difficult to verify that

$`[N1\mathrm{l},W_N]`$ $`=`$ $`{\displaystyle 𝑑K^{(N)}𝑑L^{(N)}\underset{j=1}{\overset{N}{}}(\delta _{r_j,I}\delta _{r_j^{},I})}`$ (5.19)
$`\times 𝐚^{}(K^{(N)})\widehat{w}_N(K^{(N)},L^{(N)})𝐚(L^{(N)}),`$
where $`\delta `$ is the Kronecker symbol and $`L^{(N)}=(L_1,\mathrm{},L_N)`$, $`L_j=(𝒍_j,r_j^{})`$. Using that $`\omega ^0`$ is invariant under $`Ae^{isN^I}Ae^{isN^I}`$, we find that

$$\omega ^0([N1\mathrm{l},W_l])=0,\text{for all }l\text{.}$$
(5.20)
Thus $`𝒥_{1,1}=𝒥_{1,2}=0`$. Next, we calculate $`𝒥_{2,2}`$. Recalling that $`W_1(t)=\alpha _t^0(W)`$ and equation (5.14), we write

$`[W_1(t),[N1\mathrm{l},W_1]]={\displaystyle \underset{r,r^{},s,s^{}=I,II}{}}(\delta _{s,I}\delta _{s^{},I}){\displaystyle _{^{4d}}}𝑑𝒌𝑑𝒍𝑑𝒌^{}𝑑𝒍^{}e^{i(|𝒌|^2|𝒍|^2)t}`$
$`\times \widehat{w}_1((𝒌,r),(𝒍,r^{}))\widehat{w}_1((𝒌^{},s),(𝒍^{},s^{}))[a^{}(𝒌,r)a(𝒍,r^{}),a^{}(𝒌^{},s)a(𝒍^{},s^{})].`$
We expand the commutator on the right side and apply the state $`\omega ^0`$ to obtain

$`𝒥_{2,2}={\displaystyle _0^{\mathrm{}}}𝑑t{\displaystyle _{^{2d}}}𝑑𝒌𝑑𝒍\widehat{w}_1((𝒌,II),(𝒍,I))\widehat{w}_1((𝒍,I),(𝒌,II))`$
$`\times \left\{e^{i(|𝒌|^2|𝒍|^2)t}+e^{i(|𝒌|^2|𝒍|^2)t}\right\}\left(\rho _{II}(𝒌)\rho _I(𝒍)\right).`$
Because $`W_1`$ is selfadjoint, we have the relation

$$\overline{\widehat{w}_1((𝒌,II),(𝒍,I))}=\widehat{w}_1((𝒍,I),(𝒌,II));$$

using this and the formula $`_{\mathrm{}}^{\mathrm{}}𝑑te^{i\tau t}=2\pi \delta (\tau )`$, one sees that (LABEL:eq:5.10) holds. It is useful to keep in mind that

$$\rho _{II}(𝒌)\rho _I(𝒌)=\frac{e^{\beta ^I(|𝒌|^2\mu ^I)}e^{\beta ^{II}(|𝒌|^2\mu ^{II})}}{\left(e^{\beta ^I(|𝒌|^2\mu ^I)}+1\right)\left(e^{\beta ^{II}(|𝒌|^2\mu ^{II})}+1\right)}.$$

The resistance.  Let $`\beta ^I=\beta ^{II}`$ and $`\mu ^I=\mu ,\mu ^{II}=\mu +\mathrm{\Delta }\mu `$, with $`\mathrm{\Delta }\mu `$ small. We expand

$$\rho _{II}(𝒌)\rho _I(𝒌)=\beta \mathrm{\Delta }\mu e^{\beta (|𝒌|^2\mu )}(e^{\beta (|𝒌|^2\mu )}+1)^2+O((\mathrm{\Delta }\mu )^2).$$

Retaining only the first order in $`\mathrm{\Delta }\mu `$ in equation (LABEL:eq:5.10) gives (5.6) and (5.7). Let $`T=1/\beta `$ denote the temperature and assume that $`\mu >0`$. We see that $`R(\mu ,\beta )T`$, as $`T\mathrm{}`$. Next, we examine the dependence of the resistance on $`T`$, for small $`T`$, in three dimensions, and where $`\widehat{w}_1`$ is a radial function in both variables (i.e. $`\widehat{w}_1`$ depends only on $`|𝒌|`$ and $`|𝒍|`$). We then have

$$R(\mu ,\beta )^1=8\pi ^3\beta _0^{\mathrm{}}𝑑rr|\widehat{w}_1((\sqrt{r},II),(\sqrt{r},I))|^2\frac{e^{\beta (r\mu )}}{\left(e^{\beta (r\mu )}+1\right)^2}.$$

The fraction in the integral equals $`\beta ^1_r(e^{\beta (r\mu )}+1)^1`$ and it follows that

$$R(\mu ,\beta )^1=_0^{\mathrm{}}𝑑rf^{}(r)\frac{1}{e^{\beta (r\mu )}+1},$$
(5.21)
where $`f^{}`$ denotes the derivative of the function

$$f(r):=8\pi ^3r|\widehat{w}_1((\sqrt{r},II),(\sqrt{r},I))|^2.$$

Let us split the integral in (5.21) as

$`R(\mu ,\beta )^1`$ $`=`$ $`{\displaystyle _0^\mu }f^{}(r){\displaystyle \frac{1}{e^{\beta (r\mu )}+1}}+{\displaystyle _\mu ^{\mathrm{}}}f^{}(r){\displaystyle \frac{1}{e^{\beta (r\mu )}+1}}`$
$`=`$ $`f(\mu ){\displaystyle _0^\mu }f^{}(r){\displaystyle \frac{1}{1+e^{\beta (r\mu )}}}+{\displaystyle _\mu ^{\mathrm{}}}f^{}(r){\displaystyle \frac{1}{e^{\beta (r\mu )}+1}}.`$
Apply the change of variables $`t=\beta (r\mu )`$ and $`t=\beta (r\mu )`$ in the first and second integral on the right side of (LABEL:r2), repectively. Then one has

$`R(\mu ,\beta )^1=f(\mu )`$
$`+{\displaystyle \frac{1}{\beta }}{\displaystyle _0^{\mathrm{}}}𝑑t\left\{f^{}(t/\beta +\mu )f^{}(t/\beta +\mu )\chi (t\beta \mu )\right\}(e^t+1)^1`$
and using the mean value theorem,

$$R(\mu ,\beta )^1=f(\mu )+\frac{2}{\beta ^2}\left(_0^{\mathrm{}}𝑑tf^{\prime \prime }(\xi _t)\frac{t}{e^t+1}+O(e^{\beta \mu })\right),$$

for some $`\xi _t[t/\beta +\mu ,t/\beta +\mu ]`$ and where the exponentially small remainder term comes from removing the cutoff function $`\chi (t\beta \mu )`$. Retaining the main term ($`\beta \mathrm{}`$) yields

$$R(\mu ,\beta )^1f(\mu )+\frac{\pi ^2}{6\beta ^2}f^{\prime \prime }(\mu )$$

and consequently,

$$R(\mu ,\beta )\frac{1}{f(\mu )+\pi ^2T^2f^{\prime \prime }(\mu )/6},T0.$$

At zero temperature, the resistance has the value $`R(\mu ,\mathrm{})=f(\mu )^1`$ and it increases or decreases with increasing $`T`$ according to whether $`f^{\prime \prime }(\mu )<0`$ or $`f^{\prime \prime }(\mu )>0`$.

Energy current.  The energy current

$$𝒫=\omega _{\mathrm{stat}}(i[H1\mathrm{l},W])=\omega ^0(\sigma _+(i[H1\mathrm{l},W]))$$

has been introduced in equations (2.85), (2.77), see also (2.82). We set $`\mathrm{}=1`$. Using the CAR and expression (5.15) for $`H`$, one obtains

$`[H1\mathrm{l},W_N]`$ $`=`$ $`{\displaystyle 𝑑K^{(N)}𝑑L^{(N)}\underset{j=1}{\overset{N}{}}(|𝒌_j|^2\delta _{r_j,I}|𝒍_j|^2\delta _{r_j^{},I})}`$
$`\times 𝐚^{}(K^{(N)})\widehat{w}_N(K^{(N)},L^{(N)})𝐚(L^{(N)}),`$
and it is readily verified that $`𝒫_{1,1}=𝒫_{1,2}=0`$, and a similar calculation as for the particle current shows that

$$𝒫_{2,2}=_0^{\mathrm{}}𝑑t\omega ^0([W_1(t),[H1\mathrm{l},W_1]])$$
(5.23)
is given by (LABEL:eq:5.14).