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.     

Hamiltonian and Brownian systems with long-range interactions: V. Stochastic kinetic equations and theory of fluctuations

We developed a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic Smoluchowski equation governing the evolution of the fluctuating density field of Brownian particles, we determine the expression of the correlation function of the density fluctuations around a spatially homogeneous equilibrium distribution. In the stable regime, we find that the temporal correlation function of the Fourier components of density fluctuations decays exponentially rapidly, with the same rate as the one characterizing the damping of a perturbation governed by the deterministic mean field Smoluchowski equation (without noise). On the other hand, the amplitude of the spatial correlation function in Fourier space diverges at the critical point T=T_c (or at the instability threshold k=k_m) implying that the mean field approximation breaks down close to the critical point, and that the phase transition from the homogeneous phase to the inhomogeneous phase occurs sooner. By contrast, the correlations of the velocity fluctuations remain finite at the critical point (or at the instability threshold). We give explicit examples for the Brownian Mean Field (BMF) model and for Brownian particles interacting via the gravitational potential and via the attractive Yukawa potential. We also introduce a stochastic model of chemotaxis for bacterial populations generalizing the deterministic mean field Keller-Segel model by taking into account fluctuations and memory effects.     

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.     

Nonequilibrium statistical mechanics of systems with long-range interactions

Systems with long-range (LR) forces, for which the interaction potential decays with the interparticle distance with an exponent smaller than the dimensionality of the embedding space, remain an outstanding challenge to statistical physics. The internal energy of such systems lacks extensivity and additivity. Although the extensivity can be restored by scaling the interaction potential with the number of particles, the non-additivity still remains. Lack of additivity leads to inequivalence of statistical ensembles. Before relaxing to thermodynamic equilibrium, isolated systems with LR forces become trapped in out-of-equilibrium quasi-stationary states (qSSs), the lifetime of which diverges with the number of particles. Therefore, in the thermodynamic limit LR systems will not relax to equilibrium. The qSSs are attained through the process of collisionless relaxation. Density oscillations lead to particle–wave interactions and excitation of parametric resonances. The resonant particles escape from the main cluster to form a tenuous halo. Simultaneously, this cools down the core of the distribution and dampens out the oscillations. When all the oscillations die out the ergodicity is broken and a qSS is born. In this report, we will review a theory which allows us to quantitatively predict the particle distribution in the qSS. The theory is applied to various LR interacting systems, ranging from plasmas to self-gravitating clusters and kinetic spin models.     

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.     

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.     

Effect of the long-range adsorbate interactions on the atomic self-assembly on metal surfaces

Recent experimental studies have demonstrated that short linear chains are often formed in the early stage of heteroepitaxy on the (1 1 1) noble metal surfaces at low temperatures. Here, we show that the surface-state mediated long-range interaction between adsorbates is the driving force for the self-organization of adsorbates at very low temperatures. Our kinetic Monte Carlo simulations for Co adatoms on Cu(1 1 1) and for Ce adatoms on Ag(1 1 1) reveal that these interactions can lead to the formation of linear chains.     

Synchronization time in a hyperbolic dynamical system with long-range interactions

We show that the threshold of complete synchronization in a lattice of coupled non-smooth chaotic maps is determined by linear stability along the directions transversal to the synchronization subspace. We examine carefully the synchronization time and show that an inadequate observation of the system evolution leads to wrong results. We present both careful numerical experiments and a rigorous mathematical explanation confirming this fact, allowing for a generalization involving hyperbolic coupled map lattices.     

Dynamical stability of systems with long-range interactions: application of the Nyquist method to the HMF model

We apply the Nyquist method to the Hamiltonian mean field (HMF) model in order to settle the linear dynamical stability of a spatially homogeneous distribution function with respect to the Vlasov equation. We consider the case of Maxwell (isothermal) and Tsallis (polytropic) distributions and show that the system is stable above a critical kinetic temperature T_c and unstable below it. Then, we consider a symmetric double-humped distribution, made of the superposition of two decentered Maxwellians, and show the existence of a re-entrant phase in the stability diagram. When we consider an asymmetric double-humped distribution, the re-entrant phase disappears above a critical value of the asymmetry factor Δ > 1.09. We also consider the HMF model with a repulsive interaction. In that case, single-humped distributions are always stable. For asymmetric double-humped distributions, there is a re-entrant phase for 1 ≤ Δ < 25.6, a double re-entrant phase for 25.6 < Δ < 43.9 and no re-entrant phase for Δ > 43.9. Finally, we extend our results to arbitrary potentials of interaction and mention the connexion between the HMF model, Coulombian plasmas and gravitational systems. We discuss the relation between linear dynamical stability and formal nonlinear dynamical stability and show their equivalence for spatially homogeneous distributions. We also provide a criterion of dynamical stability for spatially inhomogeneous systems.     

Fixing the fixed-point system—Applying Dynamic Renormalization Group to systems with long-range interactions

In this paper, a mode of using the Dynamic Renormalization Group (DRG) method is suggested in order to cope with inconsistent results obtained when applying it to a continuous family of one-dimensional nonlocal models. The key observation is that the correct fixed-point dynamical system has to be identified during the analysis in order to account for all the relevant terms that are generated under renormalization. This is well established for static problems, however poorly implemented in dynamical ones. An application of this approach to a nonlocal extension of the Kardar–Parisi–Zhang equation resolves certain problems in one-dimension. Namely, obviously problematic predictions are eliminated and the existing exact analytic results are recovered.     

Internal degrees of freedom, long-range interactions and nonlocal effects in perturbed Klein-Gordon equations

We investigate different mechanisms for the excitation of soliton internal degrees of freedom and for the existence of long-range interactions between solitons. We will study a nonlocal Klein-Gordon equation that is used as a model for Josephson junctions in thin films. We will show the connections between nonlocality, nonlinearity, internal degrees of freedom, long-range interactions and power-law behaviors.     

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.     

Thermodynamic properties of the spin-1/2 ferromagnetic Heisenberg chain with long-range interactions

The one-dimensional spin-1/2 XYZ ferromagnetic model in a transverse field and uniform long-range interactions among the z components of the spins is studied using the mean-field Jordan–Wigner transformation. The thermodynamic quantities results like Helmholtz free energy, the internal energy, the specific heat and the isothermal susceptibility are obtained both analytically and numerically. The phase transition of the system at a finite temperature is also discussed. Our results agree with numerical results of the XYZ spin chain by others.     

The HeisenbergXXZ Hamiltonian with Dzyaloshinsky-Moriya interactions

The quantum Heisenberg chain with Dzyaloshinsky-Moriya interactions is solved by relating it to theXXZ Hamiltonian with a certain type of boundary conditions. Several properties of the ground state are derived which agree with the intuition derived from related soluble classical models. Implications to the model of known results from the theory of conformal invariance, as well as generalizations to higher spin, are briefly discussed.     

Position-space renormalization for systems with weak long-range interactions and the breakdown of hyperscaling

Exact renormalization group equations are derived for a position-space renormalization of spin systems with weak long-range forces. It is shown how an apparent dependence of the critical exponents on the choice of the renormalization group can be resolved via the mechanism of dangerous irrelevant variables and that this same mechanism is responsible for the breakdown of hyperscaling. The dimensiond=4 can be seen to be a borderline dimension above which classical critical exponents are expected.     

Fractional dynamics of systems with long-range space interaction and temporal memory

Field equations with time and coordinate derivatives of noninteger order are derived from a stationary action principle for the cases of power-law memory function and long-range interaction in systems. The method is applied to obtain a fractional generalization of the Ginzburg-Landau and nonlinear Schrödinger equations. As another example, dynamical equations for particle chains with power-law interaction and memory are considered in the continuous limit. The obtained fractional equations can be applied to complex media with/without random parameters or processes.     

Relaxation of a test particle in systems with long-range interactions: diffusion coefficient and dynamical friction

We study the relaxation of a test particle immersed in a bath of field particles interacting via weak long-range forces. To order 1/N in the N→+∞ limit, the velocity distribution of the test particle satisfies a Fokker-Planck equation whose form is related to the Landau and Lenard-Balescu equations in plasma physics. We provide explicit expressions for the diffusion coefficient and friction force in the case where the velocity distribution of the field particles is isotropic. We consider (i) various dimensions of space d=3,2 and 1; (ii) a discret spectrum of masses among the particles; (iii) different distributions of the bath including the Maxwell distribution of statistical equilibrium (thermal bath) and the step function (water bag). Specific applications are given for self-gravitating systems in three dimensions, Coulombian systems in two dimensions and for the HMF model in one dimension.     

Spectral density method in quantum nonextensive thermostatistics and magnetic systems with long-range interactions

Motived by the necessity of explicit and reliable calculations, as a valid contribution to clarify the effectiveness and, possibly, the limits of the Tsallis thermostatistics, we formulate the Two-Time Green Functions Method in nonextensive quantum statistical mechanics within the optimal Lagrange multiplier framework, focusing on the basic ingredients of the related Spectral Density Method (SDM). Besides, to show how the SDM works, we have performed, to the lowest order of approximation, explicit calculations of the low-temperature properties for a quantum d-dimensional spin-1/2 Heisenberg ferromagnet with long-range interactions decaying as 1/r^p ( r is the distance between spins in the lattice).