Hamiltonian and Brownian systems with long-range interactions: III. The BBGKY hierarchy for spatially inhomogeneous systems

We study the growth of correlations in systems with weak long-range interactions. Starting from the BBGKY hierarchy, we determine the evolution of the two-body correlation function by using an expansion of the solutions of the hierarchy in powers of 1/N in a proper thermodynamic limit N→+∞, where N is the number of particles. These correlations are responsible for the “collisional” evolution of the system beyond the Vlasov regime due to finite N effects. We obtain a general kinetic equation that can be applied to spatially inhomogeneous systems and that takes into account memory effects. These peculiarities are specific to systems with unshielded long-range interactions. For spatially homogeneous systems with short memory time like plasmas, we recover the classical Landau (or Lenard-Balescu) equations. An interest of our approach is to develop a formalism that remains in physical space (instead of Fourier space) and that can deal with spatially inhomogeneous systems. This enlightens the basic physics and provides novel kinetic equations with a clear physical interpretation. However, unless we restrict ourselves to spatially homogeneous systems, closed kinetic equations can be obtained only if we ignore some collective effects between particles. General exact coupled equations taking into account collective effects are also given. We use this kinetic theory to discuss the processes of violent collisionless relaxation and slow collisional relaxation in systems with weak long-range interactions. In particular, we investigate the dependence of the relaxation time with the system size N and try to provide a coherent discussion of all the numerical results obtained for these systems.     

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     

Cluster formation in binary fluids with competing short-range and long-range interactions

Abstract

The equilibrium phase behaviour of a model binary fluid is investigated through Monte Carlo simulations and by developing a molecular thermodynamic model. Both fluid components interact through a hard core with short-range attractions (SA), but one of the components exhibits an additional long-range repulsion (SA+LR). We find that phase behaviour for this system is controlled by the cross-interaction between the two types of particles as well as their chemical potentials. For a weak cross-interaction, the system displays behaviour that is a composite of the behaviour of the individual components, i.e. the SA component can display bulk vapour/liquid phase separation, while the SALR component can display giant micelle-like clusters for a suitable combination of SA and LR interactions. For a strong cross-interaction, qualitatively different behaviour is observed, with the resulting clusters typically composed of a more equal mixture of SA and SALR particles. Moreover, these mixed clusters can exist even when the SA component by itself would be undersaturated or supercritical, and/or when the SALR component by itself would not form giant clusters. These insights should help to identify the mechanisms for clustering in experimental systems where giant equilibrium clusters are observed.     

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.     

Two-dimensional Brownian vortices

We introduce a stochastic model of 2D Brownian vortices associated with the canonical ensemble. The point vortices evolve through their usual mutual advection but they experience in addition a random velocity and a systematic drift generated by the system as a whole. The statistical equilibrium state of this stochastic model is the Gibbs canonical distribution. We consider a single species system and a system made of two types of vortices with positive and negative circulations. At positive temperatures, like-sign vortices repel each other (“plasma” case) and at negative temperatures, like-sign vortices attract each other (“gravity” case). We derive the stochastic equation satisfied by the exact vorticity field and the Fokker-Planck equation satisfied by the N-body distribution function. We present the BBGKY-like hierarchy of equations satisfied by the reduced distribution functions and close the hierarchy by considering an expansion of the solutions in powers of 1/N, where N is the number of vortices, in a proper thermodynamic limit. For spatially inhomogeneous systems, we derive the kinetic equations satisfied by the smooth vorticity field in a mean field approximation valid for N→+∞. For spatially homogeneous systems, we study the two-body correlation function, in a Debye-Hückel approximation valid at the order O(1/N). The results of this paper can also apply to other systems of random walkers with long-range interactions such as self-gravitating Brownian particles and bacterial populations experiencing chemotaxis. Furthermore, for positive temperatures, our study provides a kinetic derivation, from microscopic stochastic processes, of the Debye-Hückel model of electrolytes.     

Exploring the thermodynamic limit of Hamiltonian models: convergence to the Vlasov equation

We here discuss the emergence of quasistationary states (QSS), a universal feature of systems with long-range interactions. With reference to the Hamiltonian mean-field model, numerical simulations are performed based on both the original N-body setting and the continuum Vlasov model which is supposed to hold in the thermodynamic limit. A detailed comparison unambiguously demonstrates that the Vlasov-wave system provides the correct framework to address the study of QSS. Further, analytical calculations based on Lynden-Bell's theory of violent relaxation are shown to result in accurate predictions. Finally, in specific regions of parameters space, Vlasov numerical solutions are shown to be affected by small scale fluctuations, a finding that points to the need for novel schemes able to account for particle correlations.     

Synchronization and suppression of chaos in non-locally coupled map lattices

We considered coupled map lattices with long-range interactions to study the spatiotemporal behaviour of spatially extended dynamical systems. Coupled map lattices have been intensively investigated as models to understand many spatiotemporal phenomena observed in extended system, and consequently spatiotemporal chaos. We used the complex order parameter to quantify chaos synchronization for a one-dimensional chain of coupled logistic maps with a coupling strength which varies with the lattice in a power-law fashion. Depending on the range of the interactions, complete chaos synchronization and chaos suppression may be attained. Furthermore, we also calculated the Lyapunov dimension and the transversal distance to the synchronization manifold.     

Thermodynamics and dynamics of systems with long-range interactions

We review simple aspects of the thermodynamic and dynamical properties of systems with long-range pairwise interactions (LRI), which decay as 1/r^d+σ at large distances r in d dimensions. Two broad classes of such systems are discussed. (i) Systems with a slow decay of the interactions, termed “strong” LRI, where the energy is super-extensive. These systems are characterized by unusual properties such as inequivalence of ensembles, negative specific heat, slow decay of correlations, anomalous diffusion and ergodicity breaking. (ii) Systems with faster decay of the interaction potential, where the energy is additive, thus resulting in less dramatic effects. These interactions affect the thermodynamic behavior of systems near phase transitions, where long-range correlations are naturally present. Long-range correlations are often present in systems driven out of equilibrium when the dynamics involves conserved quantities. Steady state properties of driven systems with local dynamics are considered within the framework outlined above.     

Upper bound to the spin correlation function of the n-vector model with random anisotropic interactions

We obtain an upper bound to the spin correlation function in the thermodynamic limit of the zero external field limit for the n-vector model with random anisotropic interactions. We find a sufficient condition for disappearance of the spontaneous long-range order.     

Core-halo distribution in the Hamiltonian mean-field model

We study a paradigmatic system with long-range interactions: the Hamiltonian mean-field (HMF) model. It is shown that in the thermodynamic limit this model does not relax to the usual equilibrium Maxwell-Boltzmann distribution. Instead, the final stationary state has a peculiar core-halo structure. In the thermodynamic limit, HMF is neither ergodic nor mixing. Nevertheless, we find that using dynamical properties of Hamiltonian systems it is possible to quantitatively predict both the spin distribution and the velocity distribution functions in the final stationary state, without any adjustable parameters. We also show that HMF undergoes a nonequilibrium first-order phase transition between paramagnetic and ferromagnetic states.     

Breaking of ergodicity and long relaxation times in systems with long-range interactions

The thermodynamic and dynamical properties of an Ising model with both short-range and long-range, mean-field-like, interactions are studied within the microcanonical ensemble. It is found that the relaxation time of thermodynamically unstable states diverges logarithmically with system size. This is in contrast with the case of short-range interactions where this time is finite. Moreover, at sufficiently low energies, gaps in the magnetization interval may develop to which no microscopic configuration corresponds. As a result, in local microcanonical dynamics the system cannot move across the gap, leading to breaking of ergodicity even in finite systems. These are general features of systems with long-range interactions and are expected to be valid even when the interaction is slowly decaying with distance.     

Dynamic transitions in Domany-Kinzel cellular automata on small-world network

We study Domany-Kinzel cellular automata on small-world network. Every link on a one dimensional chain is rewired and coupled with any node with probability p. We observe that, the introduction of long-range interactions does not remove the critical character of the model and the system still exhibits a well-defined phase transition to absorbing state. In case of directed percolation (DP), we observe a very anomalous behavior as a function of size. The system shows long lived metastable states and a jump in order parameter. This jump vanishes in thermodynamic limit and we recover second-order transition. The critical exponents are not equal to the mean-field values even for large p. However, for compact directed percolation(CDP), the critical exponents reach their mean-field values even for small p.     

Low-density expanison for unstable interactions and a model of crystallization

For a class of unstable pair interactions in classical continuous systems of identical particles the high-temperature thermodynamic behavior is shown to be normal by extending low-density theorems for the correlation functions. In an example we prove a transition between a translation-invariant phase at high temperatures and low densities and solid with long-range oder at low temperatures. The transition is catastropic in the sense that it is accompanied by the divergence of thermodynamic quantities. We also exhibit counterexamples of unstable interactions in any dimension which do not give rise to a low-temperature catastrophe.     

Solitary Excitations of Dipolar Bosons in Optical Lattice under Magnetic Fields

We obtain the multisolitary solutions of the extended Bose-Hubbard model which describes dipolar BoseEinstein condensates in optical lattices under time-dependent magnetic fields, and indicate that the nonlinearity is due to both on-site short-range interactions and also (long-range) dipole-dipole interactions which can act between neighboring sites. The discrete breathers as nonlinear excitations are always oscillatory in time and can also be spatially localized,while the oscillatory frequencies are determined by an external field. We show that these excitations will be observable and discuss how the parameters can be tuned in future experiments.     

Solitary Excitations of Dipolar Bosons in Optical Lattice under Magnetic Fields

We obtain the multisolitary solutions of the extended Bose-Hubbard model which describes dipolar Bose- Einstein condensates in optical lattices under time-dependent magnetic fields, and indicate that the nonlinearity is due to both on-site short-range interactions and also （long-range） dipole-dipole interactions which can act between neighboring sites. The discrete breathers as nonlinear excitations are always oscillatory in time and can also be spatially localized, while the oscillatory frequencies are determined by an external field. We show that these excitations will be observable and discuss how the parameters can be tuned in future experiments.     

A non-extensive statistical physics approach to the polarity reversals of the geomagnetic field

Using the CK95 database of Cande and Kent (1995) [7], we apply the concepts of non-extensive statistical physics (NESP) to the time intervals between two consecutive geomagnetic reversals, called inter-reversal times. The application of NESM is appropriate to systems such as the geomagnetic field where non-linearity, long-range interactions, memory effects and scaling are important. We calculate the probability density function for the inter-reversal times and using the CK95 geomagnetic reversals and we estimate a thermodynamic q parameter of q=1.5, which supports the conclusion that the geomagnetic system is a sub-extensive one with long-range memory effects. The results discussed using the complementary to the NESP approach of superstatistics which is based on a superposition of ordinary local equilibrium statistical mechanics, using a suitable intensive parameter β that fluctuates on a relatively large temporal scale, leading to the conclusion that two degrees of freedom describe the process which generates the geomagnetic reversals.     

Thermodynamic Curvature of the Binary van der Waals Fluid

The thermodynamic Ricci curvature scalar R has been applied in a number of contexts, mostly for systems characterized by 2D thermodynamic geometries. Calculations of R in thermodynamic geometries of dimension three or greater have been very few, especially in the fluid regime. In this paper, we calculate R for two examples involving binary fluid mixtures: a binary mixture of a van der Waals (vdW) fluid with only repulsive interactions, and a binary vdW mixture with attractive interactions added. In both of these examples, we evaluate R for full 3D thermodynamic geometries. Our finding is that basic physical patterns found for R in the pure fluid are reproduced to a large extent for the binary fluid.     

Effect of short- and long-range forces on the properties of fluids. III. Dipolar and quadrupolar fluids

Using realistic pair potential models for acetone and carbon dioxide, both the spatial and orientational structure of these two typical multipolar (i.e. dipolar and quadrupolar, respectively) fluids is investigated in detail by computing the complete set of the site-site correlation functions, multipole-multipole correlation functions, and selected 2D correlation functions. The effect of the range of interactions on both the structural and thermodynamic properties of these fluids is studied by decomposing the potential into short- and long-range parts in the same manner as for water [Kolafa, J. and Nezbeda, I., 2000, Molec. Phys., 98, 1505; Nezbeda, I. and Lísal, M., 2001, Molec. Phys., 99, 291]. It is found that the spatial arrangement of the molecules is only marginally affected by the long-range forces. The effect of the electrostatic interactions is significant at short separations and cannot be neglected but nevertheless the overall structure of the short-range and full systems is similar as well as their dielectric constants. These findings are also reflected in the dependence of the thermodynamic properties on the potential range with the short-range models providing a very good approximation to those of the full system.