Brownian particles with long- and short-range interactions

We develop the kinetic theory of Brownian particles with long- and short-range interactions. Since the particles are in contact with a thermal bath fixing the temperature T, they are described by the canonical ensemble. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean field Smoluchowski equation including a mean field potential due to long-range interactions and a generically nonlinear barotropic pressure due to short-range interactions. This equation describes various physical systems such as self-gravitating Brownian particles (Smoluchowski-Poisson system), bacterial populations experiencing chemotaxis (Keller-Segel model) and colloidal particles with capillary interactions. We also take into account the inertia of the particles and derive corresponding kinetic and hydrodynamic equations generalizing the usual Kramers, Jeans, Euler and Cattaneo equations. For each model, we provide the corresponding form of free energy and establish the H-theorem and the virial theorem. Finally, we show that the same hydrodynamic equations are obtained in the context of nonlinear mean field Fokker-Planck equations associated with generalized thermodynamics. However, in that case, the nonlinear pressure is due to the bias in the transition probabilities from one state to the other leading to non-Boltzmannian distributions while in the former case the distribution is Boltzmannian but the nonlinear pressure arises from the two-body correlation function induced by the short-range potential of interaction. As a whole, our paper develops connections between the topics of long-range interactions, short-range interactions, nonlinear mean field Fokker-Planck equations and generalized thermodynamics. It also justifies from a kinetic theory based on microscopic processes, the basic equations that were introduced phenomenologically to describe self-gravitating Brownian particles, chemotaxis and colloidal suspensions with attractive interactions.     

Jeans type analysis of chemotactic collapse

We perform a linear dynamical stability analysis of a general hydrodynamic model of chemotactic aggregation [P.H. Chavanis, C. Sire, Physica A 384 (2007) 199]. Specifically, we study the stability of an infinite and homogeneous distribution of cells against “chemotactic collapse”. We discuss the analogy between the chemotactic collapse of biological populations and the gravitational collapse (Jeans instability) of self-gravitating systems. Our hydrodynamic model involves a pressure force which can take into account several effects like anomalous diffusion or the fact that the organisms cannot interpenetrate. We also take into account the degradation of the chemical which leads to a shielding of the interaction like for a Yukawa potential. Finally, our hydrodynamic model involves a friction force which quantifies the importance of inertial effects. In the strong friction limit, we obtain a generalized Keller–Segel model similar to the generalized Smoluchowski–Poisson system describing self-gravitating Langevin particles. For small frictions, we obtain a hydrodynamic model of chemotaxis similar to the Euler–Poisson system describing a self-gravitating barotropic gas. We show that an infinite and homogeneous distribution of cells is unstable against chemotactic collapse when the “velocity of sound” in the medium is smaller than a critical value. We study in detail the linear development of the instability and determine the range of unstable wavelengths, the growth rate of unstable modes and the damping rate, or the pulsation frequency, of the stable modes as a function of the friction parameter and shielding length. For specific equations of state, we express the stability criterion in terms of cell density.     

Statistical mechanics of nonlinear hydrodynamic fluctuations

The paper studies nonlinear hydrodynamic fluctuations by the methods of nonequilibrium statistical mechanics. The generalized Fokker-Planck equation for the distribution function of coarse-grained densities of conserved quantities is derived from the Liouville equation and then is investigated by using the gradient expansions in the flux correlation matrix. We have obtained the functional-differential Fokker-Planck equation describing the nonlinear hydrodynamic fluctuations in spatially nonuniform systems to second order in gradients of coarse-grained fluctuating fields. An outline of the derivation of Fokker-Planck equations containing the Burnett terms is also given. The explicit coordinate representation for the hydrodynamic Fokker-Planck equation is discussed in the case of one-component simple fluid. The general scheme of a change of coarse-grained functional variables is developed for hydrodynamic Fokker-Planck equations. The corresponding transformation rules are found for “drift” terms, “diffusion coefficients” and thermodynamic forces. The dynamical equations and stationary conditions for averages of functions (functionals) of hydrodynamic fields are discussed by using the Fokker-Planck operators acting on such functions. The explicit form of these operators are found for various sets of fluctuating fields. As an application of the formalism the calculation of the stationary correlation functions is presented for a simple nonequilibrium steady state.     

Nonlinear mean field Fokker-Planck equations. Application to the chemotaxis of biological populations

We study a general class of nonlinear mean field Fokker-Planck equations in relation with an effective generalized thermodynamical (E.G.T.) formalism. We show that these equations describe several physical systems such as: chemotaxis of bacterial populations, Bose-Einstein condensation in the canonical ensemble, porous media, generalized Cahn-Hilliard equations, Kuramoto model, BMF model, Burgers equation, Smoluchowski-Poisson system for self-gravitating Brownian particles, Debye-Hückel theory of electrolytes, two-dimensional turbulence... In particular, we show that nonlinear mean field Fokker-Planck equations can provide generalized Keller-Segel models for the chemotaxis of biological populations. As an example, we introduce a new model of chemotaxis incorporating both effects of anomalous diffusion and exclusion principle (volume filling). Therefore, the notion of generalized thermodynamics can have applications for concrete physical systems. We also consider nonlinear mean field Fokker-Planck equations in phase space and show the passage from the generalized Kramers equation to the generalized Smoluchowski equation in a strong friction limit. Our formalism is simple and illustrated by several explicit examples corresponding to Boltzmann, Tsallis, Fermi-Dirac and Bose-Einstein entropies among others.     

From the Perron-Frobenius equation to the Fokker-Planck equation

We show that for certain classes of deterministic dynamical systems the Perron-Frobenius equation reduces to the Fokker-Planck equation in an appropriate scaling limit. By perturbative expansion in a small time scale parameter, we also derive the equations that are obeyed by the first- and second-order correction terms to the Fokker-Planck limit case. In general, these equations describe non-Gaussian corrections to a Langevin dynamics due to an underlying deterministic chaotic dynamics. For double-symmetric maps, the first-order correction term turns out to satisfy a kind of inhomogeneous Fokker-Planck equation with a source term. For a special example, we are able solve the first- and second-order equations explicitly.     

Theory of nonlinear Gaussian noise

We consider stochastic differential equations of the Langevin type in which the noise enters nonlinearly. In particular we study quadratic gaussian noise and we derive equations for the probability density under different approximations. In the limit of small intensity and small correlation time of the noise we obtain a Fokker-Planck equation which accounts for the main effects of the nonlinear noise. We present some examples and we discuss the consequences of our results in the analysis of an electrohydrodynamic instability in liquid crystals in the presence of external noise.     

Nonlinear theory of polarization-mode dispersion for fiber solitons

We consider the evolution of optical solitons inside a nonlinear dispersive fiber with random birefringence, causing polarization-mode dispersion. We convert the pair of coupled nonlinear Schr?dinger equations satisfied by the orthogonally polarized components into a Fokker-Planck equation using the collective-variable approach. We solve this equation and derive expressions for the probability density functions associated with the differential group delay and the pulse width in the limit of large propagation distances.     

Derivation of Smoluchowski equations with corrections for Fokker-Planck and BGK collision models

The time evolution of the phase space distribution function for a classical particle in contact with a heat bath and in an external force field can be described by a kinetic equation. From this starting point, for either Fokker-Planck or BGK (Bhatnagar-Gross-Krook) collision models, we derive, with a projection operator technique, Smoluchowski equations for the configuration space density with corrections in reciprocal powers of the friction constant. For the Fokker-Planck model our results in Laplace space agree with Brinkman, and in the time domain, with Wilemski and Titulaer. For the BGK model, we find that the leading term is the familiar Smoluchowski equation, but the first correction term differs from the Fokker-Planck case primarily by the inclusion of a fourth order space derivative or super Burnett term. Finally, from the corrected Smoluchowski equations for both collision models, in the spirit of Kramers, we calculate the escape rate over a barrier to fifth order in the reciprocal friction constant, for a particle initially in a potential well.     

Description of far-from-equilibrium processes by mean-field lattice gas models

Mean-field kinetic equations are a valuable tool to study the atomic dynamics and spin dynamics of simple lattice gas and Ising models. They can be derived from the microscopic master equation of the system and contain analytical expressions for kinetic coefficients and thermodynamic quantities which are usually introduced phenomenologically. We review several methods to obtain such equations, and discuss applications to the dynamics of order–disorder transitions, spinodal decomposition, and dendritic growth in the isothermal or chemical model. In the case of dendritic growth we show that the mean-field kinetic equations are equivalent to standard continuum equations for this problem and derive expressions for macroscopic quantities, e.g. the surface tension and kinetic coefficients, as functions of the microscopic order parameters. In spinodal decomposition, we focus our attention on the vacancy mechanism, which is a more faithful picture of diffusion in solids than the more widely examined exchange mechanism. We study the interfaces between an unstable mixture and a stable ‘vapour’ phase, and analyse surface modes that lead to specific surface patterns. For order–disorder transitions, studied in the framework of a repulsive two-sublattice model, we derive sets of coupled equations for the mean concentration (a conserved quantity) and for the occupational difference between the two sublattices emerging from the symmetry breaking due to ordering (non-conserved order parameter). These equations are applied to transport in the presence of ordered domains. Finally, we discuss the possibilities of improving the simple mean-field approximation by density functional theories and various forms of the dynamic pair approximation, including the path-probability method.     

Dynamic stability of nonspherical bodies

We derive and solve equations, describing in a simplified way the Newtonian dynamics of a self-gravitating nonspherical nonrotating star after its loss of a linear stability, and investigate nonlinear stages of contraction. We find that only pure spherical models can collapse to singularity, but any kind of nonsphericity leads to a dynamic stabilization of the collapse, and formation of regularly or chaotically oscillating body. Therefore nonspherical star without dissipative processes will never reach a singularity. A real collapse happens after damping of the oscillations due to energy losses, shock-wave formation, or viscosity. Detailed analysis of the nonlinear oscillations is performed using a Poincaré map construction.     

Phase synchronization between collective rhythms of globally coupled oscillator groups: noisy identical case

We theoretically investigate the collective phase synchronization between interacting groups of globally coupled noisy identical phase oscillators exhibiting macroscopic rhythms. Using the phase reduction method, we derive coupled collective phase equations describing the macroscopic rhythms of the groups from microscopic Langevin phase equations of the individual oscillators via nonlinear Fokker-Planck equations. For sinusoidal microscopic coupling, we determine the type of the collective phase coupling function, i.e., whether the groups exhibit in-phase or antiphase synchronization. We show that the macroscopic rhythms can exhibit effective antiphase synchronization even if the microscopic phase coupling between the groups is in-phase, and vice versa. Moreover, near the onset of collective oscillations, we analytically obtain the collective phase coupling function using center-manifold and phase reductions of the nonlinear Fokker-Planck equations.     

超流费米气体中两维孤子的动力学

我们利用解析和数值的方法,研究从Bardeen-Cooper-Schrieffer(BCS)超流到玻色-爱因斯坦凝聚(BEC)渡越的过程里超流费米气体中两维(2D)孤子的形成和演化.基于超流流体力学方程,在准二维和长波近似下,推导描述弱非线性激发带正色散项的Kadomtsev-Petviashvili方程;给出整个BCS-BEC渡越的2D孤子解,以及数值求解孤子在囚禁势中的演化.数值结果显示由于Snake(横向)不稳定性,大振幅的暗孤子会衰变为大量涡旋-反涡旋对,并且这个不稳定性在不同超流区域不同.     

The nonlinear Fokker-Planck equation with state-dependent diffusion - a nonextensive maximum entropy approach

Nonlinear Fokker-Planck equations (e.g., the diffusion equation for porous medium) are important candidates for describing anomalous diffusion in a variety of systems. In this paper we introduce such nonlinear Fokker-Planck equations with general state-dependent diffusion, thus significantly generalizing the case of constant diffusion which has been discussed previously. An approximate maximum entropy (MaxEnt) approach based on the Tsallis nonextensive entropy is developed for the study of these equations. The MaxEnt solutions are shown to preserve the functional relation between the time derivative of the entropy and the time dependent solution. In some particular important cases of diffusion with power-law multiplicative noise, our MaxEnt scheme provides exact time dependent solutions. We also prove that the stationary solutions of the nonlinear Fokker-Planck equation with diffusion of the (generalized) Stratonovich type exhibit the Tsallis MaxEnt form. Received 26 February 1999     

Stable nonequilibrium probability densities and phase transitions for meanfield models in the thermodynamic limit

A nonlinear Fokker-Planck equation is derived to describe the cooperative behavior of general stochastic systems interacting via mean-field couplings, in the limit of an infinite number of such systems. Disordered systems are also considered. In the weak-noise limit; a general result yields the possibility of having bifurcations from stationary solutions of the nonlinear Fokker-Planck equation into stable time-dependent solutions. The latter are interpreted as non-equilibrium probability distributions (states), and the bifurcations to them as nonequilibrium phase transitions. In the thermodynamic limit, results for three models are given for illustrative purposes. A model of self-synchronization of nonlinear oscillators presents a Hopf bifurcation to a time-periodic probability density, which can be analyzed for any value of the noise. The effects of disorder are illustrated by a simplified version of the Sompolinsky-Zippelius model of spin-glasses. Finally, results for the Fukuyama-Lee-Fisher model of charge-density waves are given. A singular perturbation analysis shows that the depinning transition is a bifurcation problem modified by the disorder noise due to impurities. Far from the bifurcation point, the CDW is either pinned or free, obeying (to leading order) the Grüner-Zawadowki-Chaikin equation. Near the bifurcation, the disorder noise drastically modifies the pattern, giving a quenched average of the CDW current which is constant. Critical exponents are found to depend on the noise, and they are larger than Fisher's values for the two probability distributions considered.     

Quantum tunneling at zero temperature in the strong friction regime

In the large damping limit we derive a Fokker-Planck equation in configuration space (the so-called Smoluchowski equation) describing a Brownian particle immersed into a thermal environment and subjected to a nonlinear external force. We quantize this stochastic system and survey the problem of escape over a double-well potential barrier. Our finding is that the quantum Kramers rate does not depend on the friction coefficient at low temperatures; i.e., we predict a superfluidity phenomenon in overdamped open systems. Moreover, at zero temperature we show that the quantum escape rate does not vanish in the strong friction regime. This result, therefore, is in contrast with the work by Ankerhold et al. [Phys. Rev. Lett. 87, 086802 (2001)]] in which no quantum tunneling is predicted at zero temperature.     

Nonlinear voter models: the transition from invasion to coexistence

In nonlinear voter models the transitions between two states depend in a nonlinear manner on the frequencies of these states in the neighborhood. We investigate the role of these nonlinearities on the global outcome of the dynamics for a homogeneous network where each node is connected to m = 4 neighbors. The paper unfolds in two directions. We first develop a general stochastic framework for frequency dependent processes from which we derive the macroscopic dynamics for key variables, such as global frequencies and correlations. Explicit expressions for both the mean-field limit and the pair approximation are obtained. We then apply these equations to determine a phase diagram in the parameter space that distinguishes between different dynamic regimes. The pair approximation allows us to identify three regimes for nonlinear voter models: (i) complete invasion; (ii) random coexistence; and – most interestingly – (iii) correlated coexistence. These findings are contrasted with predictions from the mean-field phase diagram and are confirmed by extensive computer simulations of the microscopic dynamics.     

Why many theories of shock waves are necessary: Kinetic functions,equivalent equations,and fourth-order models

We consider several systems of nonlinear hyperbolic conservation laws describing the dynamics of nonlinear waves in presence of phase transition phenomena. These models admit under-compressive shock waves which are not uniquely determined by a standard entropy criterion but must be characterized by a kinetic relation. Building on earlier work by LeFloch and collaborators, we investigate the numerical approximation of these models by high-order finite difference schemes, and uncover several new features of the kinetic function associated with physically motivated second and third-order regularization terms, especially viscosity and capillarity terms.On one hand, the role of the equivalent equation associated with a finite difference scheme is discussed. We conjecture here and demonstrate numerically that the (numerical) kinetic function associated with a scheme approaches the (analytic) kinetic function associated with the given model – especially since its equivalent equation approaches the regularized model at a higher order. On the other hand, we demonstrate numerically that a kinetic function can be associated with the thin liquid film model and the generalized Camassa–Holm model. Finally, we investigate to what extent a kinetic function can be associated with the equations of van der Waals fluids, whose flux-function admits two inflection points.     

Hamiltonian and Brownian systems with long-range interactions: IV. General kinetic equations from the quasilinear theory

We develop the kinetic theory of Hamiltonian systems with weak long-range interactions. Starting from the Klimontovich equation and using a quasilinear theory, we obtain a general kinetic equation that can be applied to spatially inhomogeneous systems and that takes into account memory effects. This equation is valid at order 1/N in a proper thermodynamic limit and it coincides with the kinetic equation obtained from the BBGKY hierarchy. For N→+∞, it reduces to the Vlasov equation governing collisionless systems. We describe the process of phase mixing and violent relaxation leading to the formation of a quasistationary state (QSS) on the coarse-grained scale. We interpret the physical nature of the QSS in relation to Lynden-Bell’s statistical theory and discuss the problem of incomplete relaxation. In the second part of the paper, we consider the relaxation of a test particle in a thermal bath. We derive a Fokker-Planck equation by directly calculating the diffusion tensor and the friction force from the Klimontovich equation. We give general expressions of these quantities that are valid for possibly spatially inhomogeneous systems with long correlation time. We show that the diffusion and friction terms have a very similar structure given by a sort of generalized Kubo formula. We also obtain non-Markovian kinetic equations that can be relevant when the auto-correlation function of the force decreases slowly with time. An interesting factor in our approach is the development of a formalism that remains in physical space (instead of Fourier space) and that can deal with spatially inhomogeneous systems.     

Stability of a Robertson-Walker universe against stochastic perturbations

The Einstein-Langevin equations for a Robertson-Walker universe in which a small stochastic perturbation is introduced in the deterministic equations of motion for the radius of the universe are analysed. We solve the associated nonlinear Fokker-Planck equation in the small noise limit using the Ω expansion and find that the cosmological constant plays an essential role in the long time stability of the model.