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.     

Kinetic theory of long-range interacting systems with angle–action variables and collective effects

We develop a kinetic theory of systems with long-range interactions taking collective effects and spatial inhomogeneity into account. Starting from the Klimontovich equation and using a quasilinear approximation, we derive a Lenard–Balescu-type kinetic equation written in angle–action variables. We confirm the result obtained by Heyvaerts [Heyvaerts, Mon. Not. R. Astron. Soc. 407, 355 (2010)] who started from the Liouville equation and used the BBGKY hierarchy truncated at the level of the two-body distribution function (i.e., neglecting three-body correlations). When collective effects are ignored, we recover the Landau-type kinetic equation obtained in our previous papers [P.H. Chavanis, Physica A 377, 469 (2007); J. Stat. Mech., P05019 (2010)]. We also consider the relaxation of a test particle in a bath of field particles. Its stochastic motion is described by a Fokker–Planck equation written in angle–action variables. We determine the diffusion tensor and the friction force by explicitly calculating the first and second order moments of the increment of action of the test particle from its equations of motion, taking collective effects into account. This generalizes the expressions obtained in our previous works. We discuss the scaling with N$N$ of the relaxation time for the system as a whole and for a test particle in a bath.     

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.     

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.     

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.     

Effects of long-range interaction on critical and multicritical behavior of compressible disordered systems

A field-theoretic approach is applied to describe behavior of weakly disordered, isotropic elastic compressible systems with long-range interactions directly in the three-dimensional space for various values of the long-range interaction parameter a. A renormalization-group procedure is applied separately for a > 2 and a ≤ 2 directly in the three-dimensional space. Renormalization-group equations are analyzed in the two-loop approximation, and critical and tricritical points are determined. It is shown that long-range effects are not important when a ≤ 2, whereas they play a key role in the opposite case of a > 2. Critical exponents characterizing the system are obtained for various values of the long-range interaction parameter. Behavior of homogeneous and disordered systems characterized by two fluctuating order parameters is also described.     

Upper Bound on the Decay of Correlations in a General Class of O(N)-Symmetric Models

We consider a general class of two-dimensional spin systems, with continuous but not necessarily smooth, possibly long-range, O(N)-symmetric interactions, for which we establish algebraically decaying upper bounds on spin-spin correlations under all infinite-volume Gibbs measures. As a by-product, we also obtain estimates on the effective resistance of a (possibly long-range) resistor network in which randomly selected edges are shorted.     

A family of completely integrable multi-hamiltonian systems

We consider an N-component hierarchy of nonlinear evolution equations, previously known to be bi-hamiltonian and completely integrable. We show that there exist not just two, but (N + 1) compatible hamiltonian structures for this hierarchy. For the case N = 2 we relate our equations to a tri-hamiltonian hierarchy introduced by Kupershmidt.     

Fast convergence of path integrals for many-body systems

We generalize a recently developed method for accelerated Monte Carlo calculation of path integrals to the physically relevant case of generic many-body systems. This is done by developing an analytic procedure for constructing a hierarchy of effective actions leading to improvements in convergence of N-fold discretized many-body path integral expressions from 1/N to 1/Np for generic p. In this Letter we present explicit solutions within this hierarchy up to level p=5. Using this we calculate the low lying energy levels of a two particle model with quartic interactions for several values of coupling and demonstrate agreement with analytical results governing the increase in efficiency of the new method. The applicability of the developed scheme is further extended to the calculation of energy expectation values through the construction of associated energy estimators exhibiting the same speedup in convergence.     

Critical behavior of anisotropic cubic systems with long- and short-range interactions

Critical phenomena in anisotropic cubic N-component spin systems with long- and short-range interactions are investigated and discussed in the regions of weakly long-range, intermediate-range, range, and the long-range potentials. The expressions for the eigenvalues and the critical exponents (n,γ and crossover exponents) in these three regions are derived and their stability is discussed. These results of the systems are compared with those of the same isotropic systems.     

A new approach to the relaxation process in gravitational systems

A reformulation of the kinetic theory of N-body gravitational systems, retaining periodic trajectories in the mean field, leads to an intrinsically non-markovian evolution equation, and a √N dependence of the relaxation time. Explicit calculations are carried out for one-dimensional systems.     

Effect of long-range interactions on the multicritical behavior of homogeneous systems

A field-theoretic approach is applied to describe behavior of homogeneous three-dimensional systems with long-range interactions defined by two order parameters at bicritical and tetracritical points. Renormalization-group equations are analyzed in the two-loop approximation by using the Padé-Borel summation technique. The fixed points corresponding to various types of multicritical behavior are determined. It is shown that effects due to long-range interactions can be responsible for a change from bicritical to tetracritical behavior.     

Dynamical scaling and kinetic equations for heisenberg spin systems just below the critical temperature

We propose an approximate set of kinetic equations to describe the time evolution of spin correlation functions below T_c in a system with long-range interactions. In the ordered region, these equations lead to weakly damped spin waves, in exact agreement with the previous work of Vaks, Lakkin and Pikin. When T_c is approached, spin waves persist for q ? κ_, where κ_is the inverse correlation length but, for q ? κ_, these kinetic equations continuously transform into the non-Markoffian equation previously derived by one of the authors and De Leener above F_c. Moreover, dynamical scaling is microscopically justified in our model. Beyond the assumption of a large number of interacting neighbours, we also need the phenomenological hypothesis that, close to T_c, the equilibrium properties appearing in our kinetic equations can be described by their correct (nonclassical) critical indices.     

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.     

Critical exponent η of isotropic spin systems with long and short-range interactions

Critical phenomena, in particular, the critical exponent η, in isotropic N-component spin systems with long and short range interactions are discussed in the regions of the weakly long-range, the intermediate-range, and the long-range potentials. The expressions for η in these three regions are derived and their stability is discussed.