Current Symmetries for Particle Systems with Several Conservation Laws

We consider stochastic interacting particle systems with more than one conservation law in a regime far from equilibrium. Using time reversal we derive symmetry relations for the stationary currents of the conserved quantities that are reminiscent of Onsager’s reciprocity relations. These relations are valid for a very large class of particles with only some mild assumption on the decay of stationary relations and imply that the coarse-grained macroscopic dynamics is governed by a system of hyperbolic conservation laws. An explicit expression for the conserved Lax entropy is obtained.     

Derivation of the Leroux System as the Hydrodynamic Limit of a Two-Component Lattice Gas

The long time behavior of a couple of interacting asymmetric exclusion processes of opposite velocities is investigated in one space dimension. We do not allow two particles at the same site, and a collision effect (exchange) takes place when particles of opposite velocities meet at neighboring sites. There are two conserved quantities, and the model admits hyperbolic (Euler) scaling; the hydrodynamic limit results in the classical Leroux system of conservation laws, even beyond the appearance of shocks. Actually, we prove convergence to the set of entropy solutions, the question of uniqueness is left open. To control rapid oscillations of Lax entropies via logarithmic Sobolev inequality estimates, the symmetric part of the process is speeded up in a suitable way, thus a slowly vanishing viscosity is obtained at the macroscopic level. Following [4, 5], the stochastic version of Tartar–Murat theory of compensated compactness is extended to two-component stochastic models.Supported in part by the Hungarian Science Foundation (OTKA), grants T26176 and T037685.     

Construction of BGK Models with a Family of Kinetic Entropies for a Given System of Conservation Laws

We introduce a general framework for kinetic BGK models. We assume to be given a system of hyperbolic conservation laws with a family of Lax entropies, and we characterize the BGK models that lead to this system in the hydrodynamic limit, and that are compatible with the whole family of entropies. This is obtained by a new characterization of Maxwellians as entropy minimizers that can take into account the simultaneous minimization problems corresponding to the family of entropies. We deduce a general procedure to construct such BGK models, and we show how classical examples enter the framework. We apply our theory to isentropic gas dynamics and full gas dynamics, and in both cases we obtain new BGK models satisfying all entropy inequalities.     

Weak Solutions of General Systems of Hyperbolic Conservation Laws

 In this paper, we establish the existence theory for general system of hyperbolic conservation laws and obtain the uniform L ₁ boundness for the solutions. The existence theory generalizes the classical Glimm theory for systems, for which each characteristic field is either genuinely nonlinear or linearly degenerate in the sense of Lax. We construct the solutions by the Glimm scheme through the wave tracing method. One of the key elements is a new way of measuring the potential interaction of the waves of the same characteristic family involving the angle between waves. A new analysis is introduced to verify the consistency of the wave tracing procedure. The entropy functional is used to study the L ₁ boundedness. Received: 16 October 2001 / Accepted: 8 May 2002 Published online: 4 September 2002 RID="★" ID="★" The research was supported in part by NSF Grant DMS-9803323. RID="★★" ID="★★" The research was supported in part by the RGC Competitive Earmarked Research Grant CityU 1032/98P.     

On Entropy,Information, and Conservation of Information

The term entropy is used in different meanings in different contexts, sometimes in contradictory ways, resulting in misunderstandings and confusion. The root cause of the problem is the close resemblance of the defining mathematical expressions of entropy in statistical thermodynamics and information in the communications field, also called entropy, differing only by a constant factor with the unit ‘J/K’ in thermodynamics and ‘bits’ in the information theory. The thermodynamic property entropy is closely associated with the physical quantities of thermal energy and temperature, while the entropy used in the communications field is a mathematical abstraction based on probabilities of messages. The terms information and entropy are often used interchangeably in several branches of sciences. This practice gives rise to the phrase conservation of entropy in the sense of conservation of information, which is in contradiction to the fundamental increase of entropy principle in thermodynamics as an expression of the second law. The aim of this paper is to clarify matters and eliminate confusion by putting things into their rightful places within their domains. The notion of conservation of information is also put into a proper perspective.     

Weakly nonextensive thermostatistics and the Ising model with long-range interactions

We introduce a new nonextensive entropic measure that grows like , where N is the size of the system under consideration. This kind of nonextensivity arises in a natural way in some N-body systems endowed with long-range interactions described by interparticle potentials. The power law (weakly nonextensive) behavior exhibited by is intermediate between (1) the linear (extensive) regime characterizing the standard Boltzmann-Gibbs entropy and (2) the exponential law (strongly nonextensive) behavior associated with the Tsallis generalized q-entropies. The functional is parametrized by the real number in such a way that the standard logarithmic entropy is recovered when . We study the mathematical properties of the new entropy, showing that the basic requirements for a well behaved entropy functional are verified, i.e., possesses the usual properties of positivity, equiprobability, concavity and irreversibility and verifies Khinchin axioms except the one related to additivity since is nonextensive. For , the entropy becomes superadditive in the thermodynamic limit. The present formalism is illustrated by a numerical study of the thermodynamic scaling laws of a ferromagnetic Ising model with long-range interactions. Received 24 May 2000     

Entropy of self-gravitating radiation

We examine the entropy of self-gravitating radiation confined to a spherical box of radiusR in the context of general relativity. We expect that configurations (i.e., initial data) which extremize total entropy will be spherically symmetric, time symmetric distributions of radiation in local thermodynamic equilibrium. Assuming this is the case, we prove that extrema ofS coincide precisely with static equilibrium configurations of the radiation fluid. Furthermore, dynamically stable equilibrium configurations are shown to coincide with local maxima ofS. The equilibrium configurations and their entropies are calculated and their properties are discussed. However, it is shown that entropies higher than these local extrema can be achieved and, indeed, arbitrarily high entropies can be attained by configurations inside of or outside but arbitrarily near their own Schwarzschild radius. However, if we limit consideration to configurations which are outside their own Schwarzschild radius by at least one radiation wavelength, then the entropy is bounded and we find S_max MR, whereM is the total mass. This supports the validity for self-gravitating systems of the Bekenstein upper limit on the entropy to energy ratio of material bodies.     

Nonlocal hydrodynamic description of quantized field models

A procedure is considered for passing to the hydrodynamic limit for a quantized multiparticle system having N local conservation laws. A non-equilibrium statistical-operator method is used. A general form is derived for the hydrodynamic equations containing sources in the linear approximation with respect to deviations from the global equilibrium state, which involve Green's functions for the currents. The hydrodynamic model in general is nonlocal in time and space. The corresponding material relations are given.Earth Physics Institute, Russian Academy of Sciences. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 7, pp. 70–75, July, 1994.     

Contrasting different scenarios for the quantum critical point

Competing scenarios for quantum critical points (QCPs) of strongly interacting Fermi systems signaled by a divergent density of states at zero temperature are contrasted. The conventional scenario, which enlists critical fluctuations of a collective mode and attributes the divergence to a coincident vanishing of the quasi-particle strength z, is shown to be incompatible with identities arising from conservation laws prevailing in the fermionic medium. An alternative scenario, in which the topology of the Fermi surface is altered at the QCP, is found to explain the non-Fermi-liquid thermodynamic behavior observed experimentally in Yb-based compounds close to the QCP. It is suggested that combination of the topological scenario with the theory of quantum phase transitions will provide a proper foundation for analysis of the extended QCP region.     

The rank-size scaling law and entropy-maximizing principle

The rank-size regularity known as Zipf’s law is one of the scaling laws and is frequently observed in the natural living world and social institutions. Many scientists have tried to derive the rank-size scaling relation through entropy-maximizing methods, but they have not been entirely successful. By introducing a pivotal constraint condition, I present here a set of new derivations based on the self-similar hierarchy of cities. First, I derive a pair of exponent laws by postulating local entropy maximizing. From the two exponential laws follows a general hierarchical scaling law, which implies the general form of Zipf’s law. Second, I derive a special hierarchical scaling law with the exponent equal to 1 by postulating global entropy maximizing, and this implies the pure form of Zipf’s law. The rank-size scaling law has proven to be one of the special cases of the hierarchical scaling law, and the derivation suggests a certain scaling range with the first or the last data point as an outlier. The entropy maximization of social systems differs from the notion of entropy increase in thermodynamics. For urban systems, entropy maximizing suggests the greatest equilibrium between equity for parts/individuals and efficiency of the whole.     

Painlevé analysis,conservation laws,and symmetry of perturbed nonlinear equations

We consider the Lie-Backlund symmetries and conservation laws of a perturbed KdV equation and NLS equation. The arbitrary coefficients of the perturbing terms can be related to the condition of existence of nontrivial LB symmetry generator. When the perturbed KdV equation is subjected to Painlevé analysisa la Weiss, it is found that the resonance position changes compared to the unperturbed one. We prove the compatibility of the overdetermined set of equations obtained at the different stages of recursion relations, at least for one branch. All other branches are also indicated and difficulties associated them are discussed considering the perturbation parameter to be small. We determine the Lax pair for the aforesaid branch through the use of Schwarzian derivative. For the perturbed NLS equation we determine the conservation laws following the approach of Chen and Liu. From the recurrence of these conservation laws a Lax pair is constructed. But the Painlevé analysis does not produce a positive answer for the perturbed NLS equation. So here we have two contrasting examples of perturbed nonlinear equations: one passes the Painlevé test and its Lax pair can be found from the analysis itself, but the other equation does not meet the criterion of the Painlevé test, though its Lax pair is found in another way.     

Entropy of Open Lattice Systems

We investigate the behavior of the Gibbs-Shannon entropy of the stationary nonequilibrium measure describing a one-dimensional lattice gas, of L sites, with symmetric exclusion dynamics and in contact with particle reservoirs at different densities. In the hydrodynamic scaling limit, L → ∞, the leading order (O(L)) behavior of this entropy has been shown by Bahadoran to be that of a product measure corresponding to strict local equilibrium; we compute the first correction, which is O(1). The computation uses a formal expansion of the entropy in terms of truncated correlation functions; for this system the k ^th such correlation is shown to be O(L ^−k+1). This entropy correction depends only on the scaled truncated pair correlation, which describes the covariance of the density field. It coincides, in the large L limit, with the corresponding correction obtained from a Gaussian measure with the same covariance.     

Properties of hydrodynamic nuclei for quantum field models

The transition to the hydrodynamic limit for a many-particle quantum system withN local conservation laws is made in a specified class of external effects. It is shown that the hydrodynamic equations are nonlocal in time and space and the hydrodynamic model is equivalent to the initial quantum statistical model. The nuclei appearing in the material relations are expressed in terms of the Green functions for the currents. It follows from the properties of the Green functions that the hydrodynamic model satisfies the dissipation conditions. When the quantum field model isT-invariant, the nuclei are related by reciprocal relations (analogous to the Onsager relations).Institute of Earth Physics, Russian Academy of Sciences. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 7, pp. 34–38, July, 1995.     

Statistical mechanics of quantum spin systems

The thermodynamic limit of a quantum spin system is considered. It is demonstrated that for a large class of interactions and a wide range of the thermodynamic parameters the equilibrium state of the system is describable by an extremalZ ^v -invariant state (a single phase state) over aC* algebra of local observables. It is further shown that the equilibrium state may be obtained as the solution of a variational problem involving the mean entropy. These results extend results previously obtained for classical spin systems byGallavotti, Miracle-Sole andRuelle.     

Scaling Limits of Waves in Convex Scalar Conservation Laws Under Random Initial Perturbations

We study waves in convex scalar conservation laws under noisy initial perturbations. It is known that the building blocks of these waves are shock and rarefaction waves, both are invariant under hyperbolic scaling. Noisy perturbations can generate complicated wave patterns, such as diffusion process of shock locations. However we show that under the hyperbolic scaling, the solutions converge in the sense of distribution to the unperturbed waves. In particular, randomly perturbed shock waves move at the unperturbed velocity in the scaling limit. Analysis makes use of the Hopf formula of the related Hamilton-Jacobi equation and regularity estimates of noisy processes. AMS subject classifications: 35L60, 35B40, 60H15     

SBV Regularity for Genuinely Nonlinear, Strictly Hyperbolic Systems of Conservation Laws in one Space Dimension

We prove that if t ? u(t) ? BV(\mathbbR){t \mapsto u(t) \in BV(\mathbb{R})} is the entropy solution to a N × N strictly hyperbolic system of conservation laws with genuinely nonlinear characteristic fields     

A simple-looking relative of the Novikov,Hirota-Satsuma and Sawada-Kotera equations

We study the simple-looking scalar integrable equation f_xxt 3( f_x f_t 1) = 0, which is related (in different ways) to the Novikov, Hirota-Satsuma and Sawada-Kotera equations. For this equation we present a Lax pair, a Bäcklund transformation, soliton and merging soliton solutions (some exhibiting instabilities), two infinite hierarchies of conservation laws, an infinite hierarchy of continuous symmetries, a Painlevé series, a scaling reduction to a third order ODE and its Painlevé series, and the Hirota form (giving further multisoliton solutions).     

Continuous Correspondence of Conservation Laws of the Semi-discrete AKNS System

In this paper we investigate the semi-discrete Ablowitz–Kaup–Newell–Segur (sdAKNS) hierarchy, and specifically their Lax pairs and infinitely many conservation laws, as well as the corresponding continuum limits. The infinitely many conserved densities derived from the Ablowitz-Ladik spectral problem are trivial, in the sense that all of them are shown to reduce to the first conserved density of the AKNS hierarchy in the continuum limit. We derive new and nontrivial infinitely many conservation laws for the sdAKNS hierarchy, and also the explicit combinatorial relations between the known conservation laws and our new ones. By performing a uniform continuum limit, the new conservation laws of the sdAKNS system are then matched with their counterparts of the continuous AKNS system.