Global Stability of Vortex Solutions of the Two-Dimensional Navier-Stokes Equation

Both experimental and numerical studies of fluid motion indicate that initially localized regions of vorticity tend to evolve into isolated vortices and that these vortices then serve as organizing centers for the flow. In this paper we prove that in two dimensions localized regions of vorticity do evolve toward a vortex. More precisely we prove that any solution of the two-dimensional Navier-Stokes equation whose initial vorticity distribution is integrable converges to an explicit self-similar solution called Oseens vortex. This implies that the Oseen vortices are dynamically stable for all values of the circulation Reynolds number, and our approach also shows that these vortices are the only solutions of the two-dimensional Navier-Stokes equation with a Dirac mass as initial vorticity. Finally, under slightly stronger assumptions on the vorticity distribution, we give precise estimates on the rate of convergence toward the vortex.Acknowledgement The first author is indebted to J. Dolbeault and, especially, to C. Villani for suggesting the beautiful idea of using the Boltzmann entropy functional in the context of the two-dimensional Navier-Stokes equation. The research of C.E.W. is supported in part by the NSF under grant DMS-0103915.     

Continuity of the temperature and derivation of the Gibbs canonical distribution in classical statistical mechanics

For a classical system of interacting particles we prove, in the microcanonical ensemble formalism of statistical mechanics, that the thermodynamic-limit entropy density is a differentiable function of the energy density and that its derivative, the thermodynamic-limit inverse temperature, is a continuous function of the energy density. We also prove that the inverse temperature of a finite system approaches the thermodynamic-limit inverse temperature as the volume of the system increases indefinitely. Finally, we show that the probability distribution for a system of fixed size in thermal contact with a large system approaches the Gibbs canonical distribution as the size of the large system increases indefinitely, if the composite system is distributed microcanonically.Supported by The British Council and the Universidad Nacional Autónoma de México.     

Microcanonical Analysis of Exactness of the Mean-Field Theory in Long-Range Interacting Systems

Classical spin systems with nonadditive long-range interactions are studied in the microcanonical ensemble. It is expected that the entropy of such a system is identical to that of the corresponding mean-field model, which is called “exactness of the mean-field theory”. It is found out that this expectation is not necessarily true if the microcanonical ensemble is not equivalent to the canonical ensemble in the mean-field model. Moreover, necessary and sufficient conditions for exactness of the mean-field theory are obtained. These conditions are investigated for two concrete models, the α-Potts model with annealed vacancies and the α-Potts model with invisible states.     

Statistical mechanics of two-dimensional point vortices: relaxation equations and strong mixing limit

We complement the literature on the statistical mechanics of point vortices in two-dimensional hydrodynamics. Using a maximum entropy principle, we determine the multi-species Boltzmann-Poisson equation and establish a form of Virial theorem. Using a maximum entropy production principle (MEPP), we derive a set of relaxation equations towards statistical equilibrium. These relaxation equations can be used as a numerical algorithm to compute the maximum entropy state. We mention the analogies with the Fokker-Planck equations derived by Debye and Hückel for electrolytes. We then consider the limit of strong mixing (or low energy). To leading order, the relationship between the vorticity and the stream function at equilibrium is linear and the maximization of the entropy becomes equivalent to the minimization of the enstrophy. This expansion is similar to the Debye-Hückel approximation for electrolytes, except that the temperature is negative instead of positive so that the effective interaction between like-sign vortices is attractive instead of repulsive. This leads to an organization at large scales presenting geometry-induced phase transitions, instead of Debye shielding. We compare the results obtained with point vortices to those obtained in the context of the statistical mechanics of continuous vorticity fields described by the Miller-Robert-Sommeria (MRS) theory. At linear order, we get the same results but differences appear at the next order. In particular, the MRS theory predicts a transition between sinh and tanh-like ω ? ψ relationships depending on the sign of Ku ? 3 (where Ku is the Kurtosis) while there is no such transition for point vortices which always show a sinh-like ω ? ψ relationship. We derive the form of the relaxation equations in the strong mixing limit and show that the enstrophy plays the role of a Lyapunov functional.     

Large scale dissipation and filament instability in two-dimensional turbulence

Coherent vortices in two-dimensional turbulence induce far-field effects that stabilize vorticity filaments and inhibit the generation of new vortices. We show that the large-scale energy sink often included in numerical simulations of statistically stationary two-dimensional turbulence reduces the stabilizing role of the vortices, leading to filament instability and to continuous formation of new coherent vortices. This counterintuitive effect sheds new light on the mechanisms responsible for vortex formation in forced-dissipated two-dimensional turbulence, and it has significant impact on the temporal evolution of the vortex population in freely decaying turbulence. The time dependence of vortex statistics in the presence of a large-scale energy sink can be approximately described by a modified version of the scaling theory developed for small-scale dissipation.     

Quantum microcanonical entropy of a pair of observables

The quantum analogue of the classical theory of the joint microcanonical entropy of a pair of observables is investigated for a system of a large number of identical non-interacting subsystems. It is shown that the quantum joint entropy coincides with the classical joint entropy of an appropriately chosen auxiliary classical system, and known results for classical systems are applied to prove the equivalence of the quantum microcanonical and quantum canonical ensembles.     

Partial equivalence of statistical ensembles and kinetic energy

The phenomenon of partial equivalence of statistical ensembles is illustrated by discussing two examples, the mean-field XY and the mean-field spherical model. The configurational parts of these systems exhibit partial equivalence of the microcanonical and the canonical ensemble. Furthermore, the configurational microcanonical entropy is a smooth function, whereas a nonanalytic point of the configurational free energy indicates the presence of a phase transition in the canonical ensemble. In the presence of a standard kinetic energy contribution, partial equivalence is removed and a nonanalyticity arises also microcanonically. Hence in contrast to the common belief, kinetic energy, even though a quadratic form in the momenta, has a nontrivial effect on the thermodynamic behaviour. As a by-product we present the microcanonical solution of the mean-field spherical model with kinetic energy for finite and infinite system sizes.     

On Vorticity Directions near Singularities for the Navier-Stokes Flows with Infinite Energy

We give a geometric nonblow-up criterion on the direction of the vorticity for the three dimensional Navier-Stokes flow whose initial data is just bounded and may have infinite energy. We prove that under a restriction on behavior in time (type I condition) the solution does not blow up if the vorticity direction is uniformly continuous at the place where the vorticity magnitude is large. This improves the regularity condition for the vorticity direction first introduced by P. Constantin and C. Fefferman (1993) for finite energy weak solution. Our method is based on a simple blow-up argument which says that the situation looks like two-dimensional under continuity of the vorticity direction. We also discuss boundary value problems.     

Evaporation of the pancake-vortex lattice in weakly coupled layered superconductors

We calculate the melting line of the pancake-vortex system in a layered superconductor, interpolating between two-dimensional (2D) melting at high fields and the zero-field limit of single-stack evaporation. Long-range interactions between pancake vortices in different layers permit a mean-field approach, the "substrate model, " where each 2D crystal fluctuates in a substrate potential due to the vortices in other layers. We find the thermal stability limit of the 3D solid, and compare the free energy to a 2D liquid to determine the first-order melting transition and its jump in entropy.     

Statistical mechanics and dynamics of solvable models with long-range interactions

For systems with long-range interactions, the two-body potential decays at large distances as V(r)1/r^α, with α≤d, where d is the space dimension. Examples are: gravitational systems, two-dimensional hydrodynamics, two-dimensional elasticity, charged and dipolar systems. Although such systems can be made extensive, they are intrinsically non additive: the sum of the energies of macroscopic subsystems is not equal to the energy of the whole system. Moreover, the space of accessible macroscopic thermodynamic parameters might be non convex. The violation of these two basic properties of the thermodynamics of short-range systems is at the origin of ensemble inequivalence. In turn, this inequivalence implies that specific heat can be negative in the microcanonical ensemble, and temperature jumps can appear at microcanonical first order phase transitions. The lack of convexity allows us to easily spot regions of parameter space where ergodicity may be broken. Historically, negative specific heat had been found for gravitational systems and was thought to be a specific property of a system for which the existence of standard equilibrium statistical mechanics itself was doubted. Realizing that such properties may be present for a wider class of systems has renewed the interest in long-range interactions. Here, we present a comprehensive review of the recent advances on the statistical mechanics and out-of-equilibrium dynamics of solvable systems with long-range interactions. The core of the review consists in the detailed presentation of the concept of ensemble inequivalence, as exemplified by the exact solution, in the microcanonical and canonical ensembles, of mean-field type models. Remarkably, the entropy of all these models can be obtained using the method of large deviations. Long-range interacting systems display an extremely slow relaxation towards thermodynamic equilibrium and, what is more striking, the convergence towards quasi-stationary states. The understanding of such unusual relaxation process is obtained by the introduction of an appropriate kinetic theory based on the Vlasov equation. A statistical approach, founded on a variational principle introduced by Lynden-Bell, is shown to explain qualitatively and quantitatively some features of quasi-stationary states. Generalizations to models with both short and long-range interactions, and to models with weakly decaying interactions, show the robustness of the effects obtained for mean-field models.     

Application of large deviation theory to the mean-field $\boldsymbol{\varphi}^\mathsf{4}$-model

A large deviation technique is used to calculate the microcanonical entropy function s(v,m) of the mean-field ϕ⁴-model as a function of the potential energy v and the magnetization m. As in the canonical ensemble, a continuous phase transition is found. An analytical expression is obtained for the critical energy v_c(J) as a function of the coupling parameter J.     

Complete Equivalence of the Gibbs Ensembles for One-Dimensional Markov Systems

We show the equivalence of the Gibbs ensembles at the level of measures for one-dimensional Markov-Systems with arbitrary boundary conditions. That is, the limit of the microcanonical Gibbs ensemble is a Gibbs measure with an interaction depending on the microcanonical constraint. In fact the usual microcanonical condition is replaced by the sharper constraint that all type frequencies of neighboring spins (including the boundary spins) are fixed. When conditioning on a set of different frequencies of neighboring spins compatible with physical quantities like energy density we get the usual microcanonical ensemble. We show that the limit is a Gibbs measure for a nearest neighbor potential depending on the pair measure which maximizes the entropy on the given set of pair measures. For this we show the large deviation property of the pair empirical measure for arbitrary boundary conditions. We establish analogous results for finite range potentials.     

On the Mean-Field Spherical Model

Exact solutions are obtained for the mean-field spherical model, with or without an external magnetic field, for any finite or infinite number N of degrees of freedom, both in the microcanonical and in the canonical ensemble. The canonical result allows for an exact discussion of the loci/ of the Fisher zeros of the canonical partition function. The microcanonical entropy is found to be nonanalytic for arbitrary finite N. The mean-field spherical model of finite size N is shown to be equivalent to a mixed isovector/isotensor σ-model on a lattice of two sites. Partial equivalence of statistical ensembles is observed for the mean-field spherical model in the thermodynamic limit. A discussion of the topology of certain state space submanifolds yields insights into the relation of these topological quantities to the thermodynamic behavior of the system in the presence of ensemble nonequivalence.     

Derivation of Maximum Entropy Principles in Two-Dimensional Turbulence via Large Deviations

The continuum limit of lattice models arising in two-dimensional turbulence is analyzed by means of the theory of large deviations. In particular, the Miller–Robert continuum model of equilibrium states in an ideal fluid and a modification of that model due to Turkington are examined in a unified framework, and the maximum entropy principles that govern these models are rigorously derived by a new method. In this method, a doubly indexed, measure-valued random process is introduced to represent the coarse-grained vorticity field. The natural large deviation principle for this process is established and is then used to derive the equilibrium conditions satisfied by the most probable macrostates in the continuum models. The physical implications of these results are discussed, and some modeling issues of importance to the theory of long-lived, large-scale coherent vortices in turbulent flows are clarified.     

Classical dissipation and asymptotic equilibrium via interaction with chaotic systems

We study the energy flow between a one-dimensional oscillator and a chaotic system with two degrees of freedom in the weak coupling limit. The oscillator's observables are averaged over an initially microcanonical ensemble of trajectories of the chaotic system, which plays the role of an environment for the oscillator. We show numerically that the oscillator's average energy exhibits irreversible dynamics and ‘thermal’ equilibrium at long times. We use linear response theory to describe the dynamics at short times and we derive a condition for the absorption or dissipation of energy by the oscillator from the chaotic system. The equilibrium properties at long times, including the average equilibrium energies and the energy distributions, are explained with the help of statistical arguments. We also check that the concept of temperature defined in terms of the ‘volume entropy’ agrees very well with these energy distributions.     

Random Tilings of High Symmetry: II. Boundary Conditions and Numerical Studies

We perform numerical studies including Monte Carlo simulations of high rotational symmetry random tilings. For computational convenience, our tilings obey fixed boundary conditions in regular polygons. Such tilings are put in correspondence with algorithms for sorting lists in computer science. We obtain statistics on path counting and vertex coordination which compare well with predictions of mean-field theory and allow estimation of the configurational entropy, which tends to the value 0.568 per vertex in the limit of continuous symmetry. Tilings with phason strain appear to share the same entropy as unstrained tilings, as predicted by mean-field theory. We consider the thermodynamic limit and argue that the limiting fixed boundary entropy equals the limiting free boundary entropy, although these differ for finite rotational symmetry.     

Unifying scaling theory for vortex dynamics in two-dimensional turbulence

We present a scaling theory for unforced inviscid two-dimensional turbulence. Our model unifies existing spatial and temporal scaling theories. The theory is based on a self-similar distribution of vortices of different sizes A. Our model uniquely determines the spatial and temporal scaling of the associated vortex number density which allows the determination of the energy spectra and the vortex distributions. We find that the vortex number density scales as n(A,t)-t(-2/3)/A, which implies an energy spectrum E-k(-5), significantly steeper than the classical Batchelor-Kraichnan scaling. High-resolution numerical simulations corroborate the model.     

Relative equilibria of vortex sheets

Numerical evidence is presented for the existence of relative equilibrium configurations of vortex sheets (one-dimensional singular distributions of vorticity) in a two-dimensional ideal fluid. Point vortices are used to approximate the vortex sheets.     

Topological aspect of vortex lines in two-dimensional Gross—Pitaevskii theory

Using the -mapping topological theory, we study the topological structure of vortex lines in a two-dimensional generalized Gross-Pitaevskii theory in (3+1)-dimensional space-time. We obtain the reduced dynamic equation in the framework of the two-dimensional Gross-Pitaevskii theory, from which a conserved dynamic quantity is derived on the stable vortex lines. Such equations can also be used to discuss Bose-Einstein condensates in heterogeneous and highly nonlinear systems. We obtain an exact dynamic equation with a topological term, which is ignored in traditional hydrodynamic equations. The explicit expression of vorticity as a function of the order parameter is derived, where the δ function indicates that the vortices can only be generated from the zero points of Φ and are quantized in terms of the Hopf indices and Brouwer degrees. The -mapping topological current theory also provides a reasonable way to study the bifurcation theory of vortex lines in the two-dimensional Gross-Pitaevskii theory.