An Optimization Principle for Deriving Nonequilibrium Statistical Models of Hamiltonian Dynamics

A general method for deriving closed reduced models of Hamiltonian dynamical systems is developed using techniques from optimization and statistical estimation. Given a vector of resolved variables, selected to describe the macroscopic state of the system, a family of quasi-equilibrium probability densities on phase space corresponding to the resolved variables is employed as a statistical model, and the evolution of the mean resolved vector is estimated by optimizing over paths of these densities. Specifically, a cost function is constructed to quantify the lack-of-fit to the microscopic dynamics of any feasible path of densities from the statistical model; it is an ensemble-averaged, weighted, squared-norm of the residual that results from submitting the path of densities to the Liouville equation. The path that minimizes the time integral of the cost function determines the best-fit evolution of the mean resolved vector. The closed reduced equations satisfied by the optimal path are derived by Hamilton-Jacobi theory. When expressed in terms of the macroscopic variables, these equations have the generic structure of governing equations for nonequilibrium thermodynamics. In particular, the value function for the optimization principle coincides with the dissipation potential that defines the relation between thermodynamic forces and fluxes. The adjustable closure parameters in the best-fit reduced equations depend explicitly on the arbitrary weights that enter into the lack-of-fit cost function. Two particular model reductions are outlined to illustrate the general method. In each example the set of weights in the optimization principle contracts into a single effective closure parameter.     

An extended rational thermodynamics model for surface excess fluxes

In this paper, we derive constitutive equations for the surface excess fluxes in multiphase systems, in the context of an extended rational thermodynamics formalism. This formalism allows us to derive Maxwell-Cattaneo type constitutive laws for the surface extra stress tensor, the surface thermal energy flux vector, and the surface mass flux vector, which incorporate a direct coupling to their corresponding bulk fluxes in the adjacent bulk phases. These constitutive laws also incorporate contributions to the time evolution of the surface excess fluxes from spatial inhomogeneities in these flux fields. These phenomenological equations can be used to model the dynamic behavior of complex viscoelastic interfaces in multiphase systems, in the small deformation limit.     

Non-linear reciprocity in extended thermodynamics from the Robertson formalism

Robertson has found a projection operator which, applied to the Liouville equation, yields an exact equation for , the information-theoretic phase-space distribution. If the Robertson equation is multiplied by a set [0pt]{} of functions representing physical fluxes, odd under momentum reversal and even under configuration inversion, a set of evolution equations is obtained for time-dependent ensemble averages which are variables of extended thermodynamics. In earlier work, a perturbation calculation was developed, assuming just one variable , for an operator [0pt] occurring in the Robertson equation. This calculation is extended here to the case where there are variables. The coefficients in the evolution equations depend on {} and explicitly on time t at short times. It is shown here that these coefficients exhibit Onsager symmetry at long times, after the transient explicit t-dependence has disappeared, to . Received 13 September 1999 and Received in final form 4 April 2000     

Hamiltonian and Thermodynamic Modeling of Quantum Turbulence

The state variables in the novel model introduced in this paper are the fields playing this role in the classical Landau-Tisza model and additional fields of mass, entropy (or temperature), superfluid velocity, and gradient of the superfluid velocity, all depending on the position vector and another tree dimensional vector labeling the scale, describing the small-scale structure developed in ⁴He superfluid experiencing turbulent motion. The fluxes of mass, momentum, energy, and entropy in the position space as well as the fluxes of energy and entropy in scales, appear in the time evolution equations as explicit functions of the state variables and of their conjugates. The fundamental thermodynamic relation relating the fields to their conjugates is left in this paper undetermined. The GENERIC structure of the equations serves two purposes: (i) it guarantees that solutions to the governing equations, independently of the choice of the fundamental thermodynamic relation, agree with the observed compatibility with thermodynamics, and (ii) it is used as a guide in the construction of the novel model.     

On a kinetic justification of the generalized nonequilibrium thermodynamics of multicomponent systems

The problem of the kinetic justification of the generalized thermodynamics of nonequilibrium processes using the method of moments for solving the kinetic equation for a multicomponent gas mixture is examined. Generalized expressions are obtained for the entropy density, entropy flux density, and entropy production as functions of an arbitrary number of state variables (moments of the distribution function). Different variants of writing the relations between fluxes and thermodynamic forces are considered, which correspond to the Onsager version for spatially homogeneous systems and, in a more general case, lead to the generalized thermodynamic forces of a complicated form, including derivatives of the fluxes with respect to time and spatial coordinates. Some consequences and new physical effects, following from the obtained equations, are analyzed. It is shown that a transition from results of the method of moments to expressions for the entropy production and the corresponding phenomenological relations of the generalized nonequilibrium thermodynamics is possible on the level of a linearized Barnett approximation of the Chapman–Enskog method.     

Linear relaxation processes governed by fractional symmetric kinetic equations

The fractional symmetric Fokker-Planck and Einstein-Smoluchowski kinetic equations that describe the evolution of systems influenced by stochastic forces distributed with stable probability laws are derived. These equations generalize the known kinetic equations of the Brownian motion theory and involve symmetric fractional derivatives with respect to velocity and space variables. With the help of these equations, the linear relaxation processes in the force-free case and for the linear oscillator is analytically studied. For a weakly damped oscillator, a kinetic equation for the distribution in slow variables is obtained. Linear relaxation processes are also studied numerically by solving the corresponding Langevin equations with the source given by a discrete-time approximation to white Levy noise. Numerical and analytical results agree quantitatively.     

Boundary conditions and non-equilibrium thermodynamics

The theory of non-equilibrium thermodynamics is applied to a system of two immiscible fluids and their interface. A singular energy density at the interface, which is related to the phenomenon of surface tension, is taken into account. Furthermore the momentum and the heat currents are allowed to be singular at the interface. Using the conservation laws and the Gibbs' relation for the surface, an expression for the singular entropy production density at the interface is obtained. The linear phenomenological laws between fluxes and thermodynamic forces occurring in this singular entropy production density are given. Some of these linear laws are boundary conditions for the solution of the differential equations governing the evolution of the state variables in the bulk.     

An Integrable Chain and Bi-Orthogonal Polynomials

An integrable chain connected to the isospectral evolution of the polynomials of type R–I introduced by Ismail and Masson is presented. The equations of motion of this chain generalize the corresponding equations of the relativistic Toda chain introduced by Ruijsenaars. We study simple self-similar solutions to these equations that are obtained through separation of variables. The corresponding polynomials are expressed in terms of the Gauss hypergeometric function. It is shown that these polynomials are stable (up to shifts of the parameters) against Darboux transformations of the generalized chain.     

Dual-phase-lag transfer equations and entropy behavior in relaxational hydrodynamics

Extended thermodynamics of irreversible processes is developed; based on two postulates by which additional variables of the entropy density are dissipative fluxes and material time derivatives of the ordinary thermodynamic variables. Within these theories a more general approximation of entropy production is obtained. As a consequence of the proposed formalism, the constitutive dual-phase-lag equations, as well as equations of the conventional version of extended irreversible thermodynamics are obtained. The behavior of the entropy during oscillatory approach to equilibrium is considered. The proposed theory leads to a strictly monotonic dependency of the entropy on time.     

Aggregation methods in dynamical systems and applications in population and community dynamics

Approximate aggregation techniques allow one to transform a complex system involving many coupled variables into a simpler reduced model with a lesser number of global variables in such a way that the dynamics of the former can be approximated by that of the latter. In ecology, as a paradigmatic example, we are faced with modelling complex systems involving many variables corresponding to various interacting organization levels. This review is devoted to approximate aggregation methods that are based on the existence of different time scales, which is the case in many real systems as ecological ones where the different organization levels (individual, population, community and ecosystem) possess a different characteristic time scale. Two main goals of variables aggregation are dealt with in this work. The first one is to reduce the dimension of the mathematical model to be handled analytically and the second one is to understand how different organization levels interact and which properties of a given level emerge at other levels. The review is organized in three sections devoted to aggregation methods associated to different mathematical formalisms: ordinary differential equations, infinite-dimensional evolution equations and difference equations.     

Discrete stochastic evolution rules and continuum evolution equations

The continuum evolution equations are derived from updating rules for three classes of stochastic models. The first class corresponds to models whose stochastic continuum equations are of the Langevin type obtained after carrying out a “local average” known as coarse-graining. The second class consists of a hierarchy of continuum equations for the correlations of the dynamical variables obtained after making an average over realizations. This average generates a hierarchy of deterministic partial differential equations except when the dynamical variables do not depend on the values of the neighboring dynamical variables, in which case a hierarchy of ordinary differential equations is obtained. The third class of evolution equations for the correlations of the dynamical variable constitutes another hierarchy after calculating an average over both realizations and all the sites of the lattice. This double average generates a hierarchy of deterministic ordinary differential equations. The second and third classes of equations are truncated using a mean field (m,n)-closure approximation in order to obtain a finite set of equations. Illustrative examples of every class are given.     

Versuch einer phÄnomenologischen Begründung erweiterter Casimir-Onsagerscher ReziprozitÄtsbeziehungen

It is tried to argue extended Casimir-Onsager reciprocal relations in a phenomenological way. The extension is based on the assumption of the phenomenological equations being not necessarily linear. The fluxes can be defined as time derivations of state variables or by means of balance equations. Finally, a phenomenological axiomatic system of irreversible thermodynamics is discussed.     

Basic concepts of synergetics

The paper presents a brief outline of microscopic as well as of macroscopic synergetics. In microscopic synergetics we start from evolution equations for microscopic variables or densities in which fluctuating forces and control parameters are included. When control parameters are changed, the systems are studied close to instability points. The concepts of order parameters, enslaving, critical fluctuations, and critical slowing down are presented. In macroscopic synergetics unbiased estimates on distribution functions and underlying processes are made based on observed moments or correlation functions. In such a case, a Fokker-Planck equation or a corresponding Langevin equation may be derived.     

A principle in dynamic coarse graining–Onsager principle and its applications

Dynamic coarse graining is a procedure to map a dynamical system with large degrees of freedom to a system with smaller degrees of freedom by properly choosing coarse grained variables. This procedure has been conducted mainly by empiricisms. In this paper, I will discuss a theoretical principle which may be useful for this procedure. I will discuss how to choose coarse grained variables (or slow variables), and how to set up their evolution equations. To this end, I will review the classical example of dynamic coarse graining, i.e., the Brownian motion theory, and show a variational principle for the evolution of the slow variables. The principle, called the Onsager principle, is useful not only to derive the evolution equations, but also to solve the problems.     

Charges and Fluxes in Maxwell Theory on Compact Manifolds with Boundary

We investigate the charges and fluxes that can occur in higher-order Abelian gauge theories defined on compact space-time manifolds with boundary. The boundary is necessary to supply a destination to the electric lines of force emanating from brane sources, thus allowing non-zero net electric charges, but it also introduces new types of electric and magnetic flux. The resulting structure of currents, charges, and fluxes is studied and expressed in the language of relative homology and de Rham cohomology and the corresponding abelian groups. These can be organised in terms of a pair of exact sequences related by the Poincaré-Lefschetz isomorphism and by a weaker flip symmetry exchanging the ends of the sequences. It is shown how all this structure is brought into play by the imposition of the appropriately generalised Maxwell’s equations. The requirement that these equations be integrable restricts the world-volume of a permitted brane (assumed closed) to be homologous to a cycle on the boundary of space-time. All electric charges and magnetic fluxes are quantised and satisfy the Dirac quantisation condition. But through some boundary cycles there may be unquantised electric fluxes associated with quantised magnetic fluxes and so dyonic in nature.     

Dressed mode description of optical bistability

We generalize and simplify the definition of mode variables given in Haken's theory of phase transitions in systems far from thermal equilibrium. The Maxwell-Bloch equations for absorptive optical bistability in a ring cavity are rephrased in such a way that the boundary conditions for the field become a simple periodicity condition in space without retardation in time. From this formulation of the Maxwell-Bloch equations we derive the time evolution equations for the mode variables, which describe the dressed mode dynamics. The coefficients of these equations are analytically evaluated in the limit of small transmittivity of the mirrors. Some applications are indicated.     

A new class of gas-kinetic relaxation schemes for the compressible Euler equations

Starting from the gas-kinetic model, a new class of relaxation schemes for the Euler equations is presented. In contrast to the Riemann solver, these schemes provide a multidimensional dynamical gas evolution model, which combines both Lax-Wendroff and kinetic flux vector splitting schemes, and their coupling is based on the fact that a nonequilibrium state will evolve into an equilibrium state along with the increase of entropy. The numerical fluxes are constructed without getting into the details of the particle collisions. The results for many well-defined test cases are presented to indicate the robustness and accuracy of the current scheme.