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.     

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.     

Lynden-Bell and Tsallis distributions for the HMF model

Systems with long-range interactions can reach a Quasi Stationary State (QSS) as a result of a violent collisionless relaxation. If the system mixes well (ergodicity), the QSS can be predicted by the statistical theory of Lynden-Bell (1967) based on the Vlasov equation. When the initial condition takes only two values, the Lynden-Bell distribution is similar to the Fermi-Dirac statistics. Such distributions have recently been observed in direct numerical simulations of the HMF model (Antoniazzi et al. 2006). In this paper, we determine the caloric curve corresponding to the Lynden-Bell statistics in relation with the HMF model and analyze the dynamical and thermodynamical stability of spatially homogeneous solutions by using two general criteria previously introduced in the literature. We express the critical energy and the critical temperature as a function of a degeneracy parameter fixed by the initial condition. Below these critical values, the homogeneous Lynden-Bell distribution is not a maximum entropy state but an unstable saddle point. Known stability criteria corresponding to the Maxwellian distribution and the water-bag distribution are recovered as particular limits of our study. In addition, we find a critical point below which the homogeneous Lynden-Bell distribution is always stable. We apply these results to the situation considered in Antoniazzi et al. For a given energy, we find a critical initial magnetization above which the homogeneous Lynden-Bell distribution ceases to be a maximum entropy state. For an energy U=0.69, this transition occurs above an initial magnetization M_x=0.897. In that case, the system should reach an inhomogeneous Lynden-Bell distribution (most mixed) or an incompletely mixed state (possibly fitted by a Tsallis distribution). Thus, our theoretical study proves that the dynamics is different for small and large initial magnetizations, in agreement with numerical results of Pluchino et al. (2004). This new dynamical phase transition may reconcile the two communities by showing that they study different regimes.     

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     

Curious behaviour of the diffusion coefficient and friction force for the strongly inhomogeneous HMF model

We present first elements of kinetic theory appropriate to the inhomogeneous phase of the Hamiltonian Mean Field (HMF) model. In particular, we investigate the case of strongly inhomogeneous distributions for T→0 and exhibit curious behaviour of the force auto-correlation function and friction coefficient. The temporal correlation function of the force has an oscillatory behaviour which averages to zero over a period. By contrast, the effects of friction accumulate with time and the friction coefficient does not satisfy the Einstein relation. On the contrary, it presents the peculiarity to increase linearly with time. Motivated by this result, we provide analytical solutions of a simplified kinetic equation with a time dependent friction. Analogies with self-gravitating systems and other systems with long-range interactions are also mentioned.     

Kinetic theory of point vortices in two dimensions: analytical results and numerical simulations

We develop the kinetic theory of point vortices in two-dimensional hydrodynamics and illustrate the main results of the theory with numerical simulations. We first consider the evolution of the system “as a whole” and show that the evolution of the vorticity profile is due to resonances between different orbits of the point vortices. The evolution stops when the profile of angular velocity becomes monotonic even if the system has not reached the statistical equilibrium state (Boltzmann distribution). In that case, the system remains blocked in a quasi stationary state with a non standard distribution. We also study the relaxation of a test vortex in a steady bath of field vortices. The relaxation of the test vortex is described by a Fokker-Planck equation involving a diffusion term and a drift term. The diffusion coefficient, which is proportional to the density of field vortices and inversely proportional to the shear, usually decreases rapidly with the distance. The drift is proportional to the gradient of the density profile of the field vortices and is connected to the diffusion coefficient by a generalized Einstein relation. We study the evolution of the tail of the distribution function of the test vortex and show that it has a front structure. We also study how the temporal auto-correlation function of the position of the test vortex decreases with time and find that it usually exhibits an algebraic behavior with an exponent that we compute analytically. We mention analogies with other systems with long-range interactions.     

Weak chaos and metastability in a symplectic system of many long-range-coupled standard maps

We introduce, and numerically study, a system of N symplectically and globally coupled standard maps localized in a d=1 lattice array. The global coupling is modulated through a factor r^-α, being r the distance between maps. Thus, interactions are long-range (nonintegrable) when 0≤α≤1, and short-range (integrable) when α>1. We verify that the largest Lyapunov exponent λ_M scales as λ_M ∝ N^-κ(α), where κ(α) is positive when interactions are long-range, yielding weak chaos in the thermodynamic limit N↦∞ (hence λ_M→0). In the short-range case, κ(α) appears to vanish, and the behaviour corresponds to strong chaos. We show that, for certain values of the control parameters of the system, long-lasting metastable states can be present. Their duration t_c scales as t_c ∝N^β(α), where β(α) appears to be numerically in agreement with the following behavior: β>0 for 0 ≤α< 1, and zero for α≥1. These results are consistent with features typically found in nonextensive statistical mechanics. Moreover, they exhibit strong similarity between the present discrete-time system, and the α-XY Hamiltonian ferromagnetic model.     

The relativistic statistical theory and Kaniadakis entropy: an approach through a molecular chaos hypothesis

We have investigated the proof of the H theorem within a manifestly covariant approach by considering the relativistic statistical theory developed in [G. Kaniadakis, Phys. Rev. E 66, 056125 (2002); G. Kaniadakis, Phys. Rev. E 72, 036108 (2005)]. As it happens in the nonrelativistic limit, the molecular chaos hypothesis is slightly extended within the Kaniadakis formalism. It is shown that the collisional equilibrium states (null entropy source term) are described by a κ power law generalization of the exponential Juttner distribution, e.g., , with θ=α(x)+β_μp^μ, where α(x) is a scalar, β_μ is a four-vector, and p^μ is the four-momentum. As a simple example, we calculate the relativistic κ power law for a dilute charged gas under the action of an electromagnetic field F^μν. All standard results are readly recovered in the particular limit κ→0.     

Energy fluctuations and the ensemble equivalence in Tsallis statistics

We investigate the general property of the energy fluctuation in the canonical ensemble and the ensemble equivalence in Tsallis statistics. By taking the generalized ideal gas and the generalized harmonic oscillators as examples, we show that, when the particle number N is large enough, the relative fluctuation of the energy is proportional to 1/N in the new statistics, instead of in Boltzmann-Gibbs statistics. Thus the equivalence between microcanonical and canonical ensemble still holds in Tsallis statistics.     

Probability distribution of inherent states in models of granular media and glasses

The present paper develops a Statistical Mechanics approach to the inherent states of glassy systems and granular materials by following the original ideas proposed by Edwards for granular media. We consider three lattice models (a diluted spin glass, a system of hard spheres under gravity and a hard-spheres binary mixture under gravity) introduced to describe glassy and granular systems. They are evolved using a “tap dynamics” analogous to that of experiments on granular media. We show that the asymptotic states reached in such a dynamics are not dependent on the particular sample history and are characterized by a few thermodynamical parameters. We assume that under stationarity these systems are distributed in their inherent states satisfying the principle of maximum entropy. This leads to a generalized Gibbs distribution characterized by new “thermodynamical” parameters, called “configurational temperatures” (related to Edwards compactivity for granular materials). Finally, we show by Monte Carlo calculations that the average of macroscopic quantities over the tap dynamics and over such distribution indeed coincide. In particular, in the diluted spin glass and in the system of hard spheres under gravity, the asymptotic states reached by the system are found to be described by a single “configurational temperature”. Whereas in the hard-spheres binary mixture under gravity the asymptotic states reached by the system are found to be described by two thermodynamic parameters, coinciding with the two configurational temperatures which characterize the distribution among the inherent states when the principle of maximum entropy is satisfied under the constraint that the energies of the two species are independently fixed. Received 19 March 2002 and Received in final form 14 June 2002     

Dynamics of normal and anomalous diffusion in nonlinear Fokker-Planck equations

Consequences of the connection between nonlinear Fokker-Planck equations and entropic forms are investigated. A particular emphasis is given to the feature that different nonlinear Fokker-Planck equations can be arranged into classes associated with the same entropic form and its corresponding stationary state. Through numerical integration, the time evolution of the solution of nonlinear Fokker-Planck equations related to the Boltzmann-Gibbs and Tsallis entropies are analyzed. The time behavior in both stages, in a time much smaller than the one required for reaching the stationary state, as well as towards the relaxation to the stationary state, are of particular interest. In the former case, by using the concept of classes of nonlinear Fokker-Planck equations, a rich variety of physical behavior may be found, with some curious situations, like an anomalous diffusion within the class related to the Boltzmann-Gibbs entropy, as well as a normal diffusion within the class of equations related to Tsallis’ entropy. In addition to that, the relaxation towards the stationary state may present a behavior different from most of the systems studied in the literature.     

Persistence in financial markets

Persistence is studied in a financial context by mapping the time evolution of the values of the shares quoted on the London Financial Times Stock Exchange 100 index (FTSE 100) onto Ising spins. By following the time dependence of the spins, we find evidence for power law decay of the proportion of shares that remain either above or below their 'starting' values. As a result, we estimate a persistence exponent for the underlying financial market to be θ_f∼0.5.     

Short-range plasma model for intermediate spectral statistics

We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson statistics similar to the ones found numerically at the critical point of the Anderson metal-insulator transition in disordered systems and in certain dynamical systems. The model emerges from Dysons one-dimensional gas corresponding to the eigenvalue distribution of the classical random matrix ensembles by restricting the logarithmic pair interaction to a finite number k of nearest neighbors. We calculate analytically the spacing distributions and the two-level statistics. In particular we show that the number variance has the asymptotic form Σ²(L) ∼χL for large L and the nearest-neighbor distribution decreases exponentially when s→∞, P(s) ∼ exp(- Λs) with Λ = 1/χ = kβ + 1, where β is the inverse temperature of the gas (β = 1, 2 and 4 for the orthogonal, unitary and symplectic symmetry class respectively). In the simplest case of k = β = 1, the model leads to the so-called Semi-Poisson statistics characterized by particular simple correlation functions e.g. P(s) = 4s exp(- 2s). Furthermore we investigate the spectral statistics of several pseudointegrable quantum billiards numerically and compare them to the Semi-Poisson statistics. Received 13 September 2000     

Violation of ensemble equivalence in the antiferromagnetic mean-field XY model

It is well known that long-range interactions pose serious problems for the formulation of statistical mechanics. We show in this paper that ensemble equivalence is violated in a simple mean-field model of N fully coupled classical rotators with repulsive interaction (antiferromagnetic XY model). While in the canonical ensemble the rotators are randomly dispersed over all angles, in the microcanonical ensemble a bi-cluster of rotators separated by angle , forms in the low energy limit. We attribute this behavior to the extreme degeneracy of the ground state. We obtain empirically an analytical formula for the probability density function for the angle made by the rotator, which compares extremely well with numerical data and should become exact in the zero energy limit. At low energy, in the presence of the bi-cluster, an extensive amount of energy is located in the single harmonic mode, with the result that the energy temperature relation is modified. Although still linear, , it has the slope , instead of the canonical value . Received 1 February 2000     

Exact diffusion coefficient of self-gravitating Brownian particles in two dimensions

We derive the exact expression of the diffusion coefficient of a self-gravitating Brownian gas in two dimensions. Our formula generalizes the usual Einstein relation for a free Brownian motion to the context of two-dimensional gravity. We show the existence of a critical temperature T_c at which the diffusion coefficient vanishes. For T < T_c, the diffusion coefficient is negative and the gas undergoes gravitational collapse. This leads to the formation of a Dirac peak concentrating the whole mass in a finite time. We also stress that the critical temperature T_c is different from the collapse temperature T_* at which the partition function diverges. These quantities differ by a factor 1-1/N where N is the number of particles in the system. We provide clear evidence of this difference by explicitly solving the case N = 2. We also mention the analogy with the chemotactic aggregation of bacteria in biology, the formation of “atoms” in a two-dimensional (2D) plasma and the formation of dipoles or “supervortices” in 2D point vortex dynamics.     

The underdamped Josephson junction subjected to colored noises

The properties of the underdamped Josephson junction subjected to colored noises were investigated with large and small phase difference (φ). For the case of the large φ, we found numerically that: (i) the probability distribution function of φ exhibits monostability → bistability → monostability transitions as the autocorrelation rate (λ) of a colored noise increases; (ii) in the bistability region the multiplicative noise drives the phase difference to turn over periodically; (iii) the slope K of the linear response of the junction potential difference (〈V 〉) can be somewhat reduced by means of tuning an optimal λ; (iv) the amplitude of φ in response to external sinusoidal signals changes with λ. For the case of small φ, after deriving the analytical expressions of the potential difference amplitude (〈V 〉_max) and the K in the presence of a dichotomous noise, we found nonmonotonic behavior of 〈V 〉_max and the slope K as a function of λ.     

Localization-delocalization transition in one-dimensional system with long-range correlated diagonal disorder

We show that the electronic states in a one-dimensional (1D) Anderson model of diagonal disorder with long-range correlation proposed by de Moura and Lyra exhibit localization-delocalization phase transition in varying the energy of electrons. Using transfer matrix method, we calculate the average resistivity and investigate how it changes with the size of the system N. For given value of α (> 2) we find critical energies E_c1 and E_c2 such that the resistivity decreases with N as a power law ∝ N ^{- γ} for electron energies within the range of [E _c1, E _c2], and exponentially grows with N outside this range. Such behaviors persist in approaching the transition points and the exponent γ is in the range from 0.92 to 0.96. The origin of the delocalization in this 1D model is discussed. Received 18 December 2001 / Received in final form 2 May 2002 Published online 14 October 2002 RID="a" ID="a"e-mail: sjxiong@nju.edu.cn     

The power of choice in growing trees

The “power of choice” has been shown to radically alter the behavior of a number of randomized algorithms. Here we explore the effects of choice on models of random tree growth. In our models each new node has k randomly chosen contacts, where k > 1 is a constant. It then attaches to whichever one of these contacts is most desirable in some sense, such as its distance from the root or its degree. Even when the new node has just two choices, i.e., when k = 2, the resulting tree can be very different from a random graph or tree. For instance, if the new node attaches to the contact which is closest to the root of the tree, the distribution of depths changes from Poisson to a traveling wave solution. If the new node attaches to the contact with the smallest degree, the degree distribution is closer to uniform than in a random graph, so that with high probability there are no nodes in the tree with degree greater than O(log log N). Finally, if the new node attaches to the contact with the largest degree, we find that the degree distribution is a power law with exponent -1 up to degrees roughly equal to k, with an exponential cutoff beyond that; thus, in this case, we need k ≫ 1 to see a power law over a wide range of degrees.     

Circular-like maps: sensitivity to the initial conditions, multifractality and nonextensivity

Dissipative one-dimensional maps may exhibit special points (e.g., chaos threshold) at which the Lyapunov exponent vanishes. Consistently, the sensitivity to the initial conditions has a power-law time dependence, instead of the usual exponential one. The associated exponent can be identified with 1/(1-q), where q characterizes the nonextensivity of a generalized entropic form currently used to extend standard, Boltzmann-Gibbs statistical mechanics in order to cover a variety of anomalous situations. It has been recently proposed (Lyra and Tsallis, Phys. Rev. Lett. 80, 53 (1998)) for such maps the scaling law , where and are the extreme values appearing in the multifractal function. We generalize herein the usual circular map by considering inflexions of arbitrary power z, and verify that the scaling law holds for a large range of z. Since, for this family of maps, the Hausdorff dimension d_f equals unity for all z in contrast with q which does depend on z, it becomes clear that d_f plays no major role in the sensitivity to the initial conditions. Received 5 February 1999     

Phase-space Lagrangian dynamics of incompressible thermofluids

Phase-space Lagrangian dynamics in ideal fluids (i.e., continua) is usually related to the so-called ideal tracer particles. The latter, which can in principle be permitted to have arbitrary initial velocities, are understood as particles of infinitesimal size which do not produce significant perturbations of the fluid and do not interact among themselves. An unsolved theoretical problem is the correct definition of their dynamics in ideal fluids. The issue is relevant in order to exhibit the connection between fluid dynamics and the classical dynamical system, underlying a prescribed fluid system, which uniquely generates its time-evolution.The goal of this paper is to show that the tracer-particle dynamics can be exactly established for an arbitrary incompressible fluid uniquely based on the construction of an inverse kinetic theory (IKT) [M. Tessarotto, M. Ellero, Bull. Am. Phys. Soc. 45 (9) (2000) 40; M. Tessarotto, M. Ellero, AIP Conf. Proc. 762 (2005) 108. RGD24, Italy, July 10-16, 2004; M. Ellero, M. Tessarotto, Physica A 355 (2005) 233; M. Tessarotto, M. Ellero, Physica A 373 (2007) 142, arXiv: physics/0602140; M. Tessarotto, M. Ellero, in: M.S. Ivanov, A.K. Rebrov (Eds.), Proc. 25th RGD, International Symposium on Rarefied gas Dynamics, St. Petersburg, Russia, July 21-28, 2006, Novosibirsk Publ. House of the Siberian Branch of the Russian Academy of Sciences, 2007, p. 1001, arXiv:physics/0611113; M. Tessarotto, C. Cremaschini, Strong solutions of the incompressible Navier-Stokes equations in external domains: Local existence and uniqueness, arXiv:0809.5164v1 [math-ph], 2008]. As an example, the case of an incompressible Newtonian thermofluid is considered here.