  Microcanonical thermodynamics allows the application of statistical mechanics
both to finite and even small systems and also to the largest, self-gravitating
ones. However, one must reconsider the fundamental principles of statistical
mechanics especially its key quantity, entropy. Whereas in conventional
thermostatistics, the homogeneity and extensivity of the system and the
concavity of its entropy are central conditions, these fail for the systems
considered here. For example, at phase separation, the entropy, S(E), is
necessarily convex to make exp[S(E)-E/T] bimodal in E. Particularly, as
inhomogeneities and surface effects cannot be scaled away, one must be careful
with the standard arguments of splitting a system into two subsystems, or
bringing two systems into thermal contact with energy or particle exchange. Not
only the volume part of the entropy must be considered. As will be shown here,
when removing constraints in regions of a negative heat capacity, the system
may even relax under a flow of heat (energy) against a temperature slope. Thus
the Clausius formulation of the second law: ``Heat always flows from hot to
cold'', can be violated. Temperature is not a necessary or fundamental control
parameter of thermostatistics. However, the second law is still satisfied and
the total Boltzmann entropy increases. In the final sections of this paper, the
general microscopic mechanism leading to condensation and to the convexity of
the microcanonical entropy at phase separation is sketched. Also the
microscopic conditions for the existence (or non-existence) of a critical
end-point of the phase-separation are discussed. This is explained for the
liquid-gas and the solid-liquid transition.
