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.     

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.     

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.     

Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market

The distributions of trade sizes and trading volumes are investigated based on the limit order book data of 22 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. We observe that the size distribution of trades for individualstocks exhibits jumps, which is caused by the number preference of traders when placing orders. We analyze the applicability of the “q-Gamma” function for fitting the distribution by the Cramér-von Mises criterion. The empirical PDFs of tradingvolumes at different timescales Δt ranging from 1 min to 240 min can be well modeled. The applicability of the q-Gamma functions for multiple trades is restricted to the transaction numbers Δn≤ 8. We find that all the PDFs have power-law tails for large volumes. Using careful estimation of the average tail exponents α of the distributions of trade sizes and trading volumes, we get α> 2, well outside the Lévy regime.     

q-Gaussians in the porous-medium equation: stability and time evolution

The stability of q-Gaussian distributions as particular solutions of the linear diffusion equation and its generalized nonlinear form, , the porous-medium equation, is investigated through both numerical and analytical approaches. An analysis of the kurtosis of the distributions strongly suggests that an initial q-Gaussian, characterized by an index q_i, approaches asymptotically the final, analytic solution of the porous-medium equation, characterized by an index q, in such a way that the relaxation rule for the kurtosis evolves in time according to a q-exponential, with a relaxation index q_rel ≡q_rel(q). In some cases, particularly when one attempts to transform an infinite-variance distribution (q_i ≥ 5/3) into a finite-variance one (q < 5/3), the relaxation towards the asymptotic solution may occur very slowly in time. This fact might shed some light on the slow relaxation, for some long-range-interacting many-body Hamiltonian systems, from long-standing quasi-stationary states to the ultimate thermal equilibrium state.     

Stationary solutions of Liouville equations for non-Hamiltonian systems

We consider the class of non-Hamiltonian and dissipative statistical systems with distributions that are determined by the Hamiltonian. The distributions are derived analytically as stationary solutions of the Liouville equation for non-Hamiltonian systems. The class of non-Hamiltonian systems can be described by a non-holonomic (non-integrable) constraint: the velocity of the elementary phase volume change is directly proportional to the power of non-potential forces. The coefficient of this proportionality is determined by Hamiltonian. The constant temperature systems, canonical-dissipative systems, and Fermi-Bose classical systems are the special cases of this class of non-Hamiltonian systems.     

Generalized Pearson distributions for charged particles interacting with an electric and/or a magnetic field

The linear Boltzmann equation for elastic and/or inelastic scattering is applied to derive the distribution function of a spatially homogeneous system of charged particles spreading in a host medium of two-level atoms and subjected to external electric and/or magnetic fields. We construct a Fokker-Planck approximation to the kinetic equations and derive the most general class of distributions for the given problem by discussing in detail some physically meaningful cases. The equivalence with the transport theory of electrons in a phonon background is also discussed.     

Inhomogeneous Tsallis distributions in the HMF model

We study the maximization of the Tsallis functional at fixed mass and energy in the Hamiltonian Mean Field (HMF) model. We give a thermodynamical and a dynamical interpretation of this variational principle. This leads to q-distributions known as stellar polytropes in astrophysics. We study phase transitions between spatially homogeneous and spatially inhomogeneous equilibrium states. We show that there exists a particular index q _c = 3 playing the role of a canonical tricritical point separating first and second order phase transitions in the canonical ensemble and marking the occurence of a negative specific heat region in the microcanonical ensemble. We apply our results to the situation considered by Antoni and Ruffo [Phys. Rev. E 52, 2361 (1995)] and show that the anomaly displayed on their caloric curve can be explained naturally by assuming that, in this region, the QSSs are polytropes with critical index q _c = 3. We qualitatively justify the occurrence of polytropic (Tsallis) distributions with compact support in terms of incomplete relaxation and inefficient mixing (non-ergodicity). Our paper provides an exhaustive study of polytropic distributions in the HMF model and the first plausible explanation of the surprising result observed numerically by Antoni and Ruffo (1995). In the course of our analysis, we also report an interesting situation where the caloric curve presents both microcanonical first and second order phase transitions.     

Connectivity of growing networks with link constraints

We propose a growing network model with link constraint, in which new nodes are continuously introduced into the system and immediately connected to preexisting nodes, and any arbitrary node cannot receive new links when it reaches a maximum number of links k_m. The connectivity of the network model is then investigated by means of the rate equation approach. For the connection kernel A(k)=k^γ, the degree distribution n_k takes a power law if γ≥1 and decays stretched exponentially if 0≤γ< 1. We also consider a network system with the connection kernel A(k)=k^α(k_m-k)^β. It is found that n_k approaches a power law in the α> 1 case and has a stretched exponential decay in the 0≤α< 1 case, while it can take a power law with exponential truncation in the special α=β=1 case. Moreover, n_k may have a U-type structure if α> β.     

Thouless energy of a superconductor from non local conductance fluctuations

The three-dimensional bimodal random-field Ising model is investigated using the N-fold version of the Wang-Landau algorithm. The essential energy subspaces are determined by the recently developed critical minimum energy subspace technique, and two implementations of this scheme are utilized. The random fields are obtained from a bimodal discrete (±Δ) distribution, and we study the model for various values of the disorder strength Δ, Δ=0.5,1,1.5 and 2, on cubic lattices with linear sizes L=4–24. We extract information for the probability distributions of the specific heat peaks over samples of random fields. This permits us to obtain the phase diagram and present the finite-size behavior of the specific heat. The question of saturation of the specific heat is re-examined and it is shown that the open problem of universality for the random-field Ising model is strongly influenced by the lack of self-averaging of the model. This property appears to be substantially depended on the disorder strength.     

Using relative entropy to find optimal approximations: An application to simple fluids

We develop a maximum relative entropy formalism to generate optimal approximations to probability distributions. The central results consist of (a) justifying the use of relative entropy as the uniquely natural criterion to select a preferred approximation from within a family of trial parameterized distributions, and (b) to obtain the optimal approximation by marginalizing over parameters using the method of maximum entropy and information geometry. As an illustration we apply our method to simple fluids. The “exact” canonical distribution is approximated by that of a fluid of hard spheres. The proposed method first determines the preferred value of the hard-sphere diameter, and then obtains an optimal hard-sphere approximation by a suitably weighed average over different hard-sphere diameters. This leads to a considerable improvement in accounting for the soft-core nature of the interatomic potential. As a numerical demonstration, the radial distribution function and the equation of state for a Lennard-Jones fluid (argon) are compared with results from molecular dynamics simulations.     

The effects of time delay on the decline and propagation processes of population in the Malthus-Verhulst model with cross-correlated noises

This contribution presents a derivation of the steady-state distribution of velocities and distances of driven particles on a onedimensional periodic ring, using a Fokker-Planck formalism. We will compare two different situations: (i) symmetrical interaction forces fulfilling Newton’s law of “actio = reactio” and (ii) asymmetric, forwardly directed interactions as, for example in vehicular traffic. Surprisingly, the steady-state velocity and distance distributions for asymmetric interactions and driving terms agree with the equilibrium distributions of classical many-particle systems with symmetrical interactions, if the system is large enough. This analytical result is confirmed by computer simulations and establishes the possibility of approximating the steady state statistics in driven many-particle systems by Hamiltonian systems. Our finding is also useful to understand the various departure time distributions of queueing systems as a possible effect of interactions among the elements in the respective queue [Physica A 363, 62 (2006)].     

Numerical study of the directed polymer in a 1 + 3 dimensional random medium

The directed polymer in a 1+3 dimensional random medium is known to present a disorder-induced phase transition. For a polymer of length L, the high temperature phase is characterized by a diffusive behavior for the end-point displacement R² ∼L and by free-energy fluctuations of order ΔF(L) ∼O(1). The low-temperature phase is characterized by an anomalous wandering exponent R²/L ∼L^ω and by free-energy fluctuations of order ΔF(L) ∼L^ω where ω∼0.18. In this paper, we first study the scaling behavior of various properties to localize the critical temperature T_c. Our results concerning R²/L and ΔF(L) point towards 0.76 < T_c ≤T₂=0.79, so our conclusion is that T_c is equal or very close to the upper bound T₂ derived by Derrida and coworkers (T₂ corresponds to the temperature above which the ratio remains finite as L ↦ ∞). We then present histograms for the free-energy, energy and entropy over disorder samples. For T ≫T_c, the free-energy distribution is found to be Gaussian. For T ≪T_c, the free-energy distribution coincides with the ground state energy distribution, in agreement with the zero-temperature fixed point picture. Moreover the entropy fluctuations are of order ΔS ∼L^1/2 and follow a Gaussian distribution, in agreement with the droplet predictions, where the free-energy term ΔF ∼L^ω is a near cancellation of energy and entropy contributions of order L^1/2.     

On the velocity distributions of granular gases

We present a new approach to determine velocity distributions in granular gases to improve the Sonine polynomial expansion of the velocity distribution function, at higher inelasticities, for the homogeneous cooling regime of inelastic hard spheres. The perturbative consistency is recovered using a new set of dynamical variables based on the characteristic function and we illustrate our approach by computing the first four Sonine coefficients for moderate and high inelasticities. The analytical coefficients are compared with molecular dynamics simulations results and with a previous approach by Huthmann et al.     

Asymmetric superconducting gap and DDW state in high-Tc cuprates

The asymmetric gap superconductivity is considered in orthorhombic high T_c cuprates. Recent experiments predict an anisotropy in the gap where |Δ(0,π)|> |Δ(π,0)| and the gap node deviates from the diagonal direction toward the k_x axis. The temperature dependencies of the specific heat and penetration depth along the a and b directions are calculated for the anisotropic gap superconductors. However, the anisotropy in the penetration depth can be consistent with the experimental observations only after the inclusion of the plane and chain coupling. The d-density wave (DDW) phase that explains the pseudogap has also been considered to study the phase diagrams of the cuprates.     

Longitudinal broadening of near-side jets due to parton cascade

Longitudinal broadening along the Δη direction on the near side in the two-dimensional (Δφ×Δη) di-hadron correlation distribution has been studied for central Au+Au collisions at  GeV, within a dynamical multi-phase transport model. It was found that longitudinal broadening is generated by a longitudinal flow induced by a strong parton cascade in central Au+Au collisions, to be compared with p+p collisions at  GeV. The longitudinal broadening may shed light on the strongly interacting partonic matter at RHIC.     

Thermodynamics of rotating self-gravitating systems

We investigate the statistical equilibrium properties of a system of classical particles interacting via Newtonian gravity, enclosed in a three-dimensional spherical volume. Within a mean-field approximation, we derive an equation for the density profiles maximizing the microcanonical entropy and solve it numerically. At low angular momenta, i.e. for a slowly rotating system, the well-known gravitational collapse “transition” is recovered. At higher angular momenta, instead, rotational symmetry can spontaneously break down giving rise to more complex equilibrium configurations, such as double-clusters (“double stars”). We analyze the thermodynamics of the system and the stability of the different equilibrium configurations against rotational symmetry breaking, and provide the global phase diagram. Received 8 July 2002 Published online 15 October 2002 RID="a" ID="a"e-mail: demartino@hmi.de     

Ursell operators in statistical physics of dense systems: the role of high order operators and of exchange cycles

The purpose of this article is to discuss cluster expansions in dense quantum systems, as well as their interconnection with exchange cycles. We show in general how the Ursell operators of order l≥ 3 contribute to an exponential which corresponds to a mean-field energy involving the second operator U₂, instead of the potential itself as usual - in other words, the mean-field correction is expressed in terms of a modification of a local Boltzmann equilibrium. In a first part, we consider classical statistical mechanics and recall the relation between the reducible part of the classical cluster integrals and the mean-field; we introduce an alternative method to obtain the linear density contribution to the mean-field, which is based on the notion of tree-diagrams and provides a preview of the subsequent quantum calculations. We then proceed to study quantum particles with Boltzmann statistics (distinguishable particles) and show that each Ursell operator U_n with n≥ 3 contains a “tree-reducible part”, which groups naturally with U₂ through a linear chain of binary interactions; this part contributes to the associated mean-field experienced by particles in the fluid. The irreducible part, on the other hand, corresponds to the effects associated with three (or more) particles interacting all together at the same time. We then show that the same algebra holds in the case of Fermi or Bose particles, and discuss physically the role of the exchange cycles, combined with interactions. Bose condensed systems are not considered at this stage. The similarities and differences between Boltzmann and quantum statistics are illustrated by this approach, in contrast with field theoretical or Green's functions methods, which do not allow a separate study of the role of quantum statistics and dynamics. Received 18 October 2001     

Clustering of exponentially separating trajectories

It might be expected that trajectories of a dynamical system which has no negative Lyapunov exponent (implying exponential growth of small separations) will not cluster together. However, clustering can occur such that the density ρ(Δx) of trajectories within distance |Δx| of a reference trajectory has a power-law divergence, so that ρ(Δx) ∼ |Δx| ^−β when |Δx| is sufficiently small, for some 0 < β < 1. We demonstrate this effect using a random map in one dimension. We find no evidence for this effect in the chaotic logistic map, and argue that the effect is harder to observe in deterministic maps.     

Manifestation of the nuclear viscosity effects in induced fission reactions at excitation energies below 30 MeV

A large set of experimental observables for the ²³²Th(α, xnf)reaction was analyzed theoretically within the dynamic-statistical approach, making it possible to interconsistently consider the manifestation of nuclear viscosity, the double-humped structure of the fission barrier, and the phenomenon of shell effect damping with temperature. Analyses were performed for the energy dependence of the finite lifetime effect in the investigated reaction, obtained using the crystal blocking technique; the fission probability isotopes produced in this reaction during the development of a neutron emission cascade; and the anisotropy of angular distributions of fission fragments. It is shown that this analysis allows us to obtain information regarding nuclear viscosity and its energy dependence at relatively low excitation energies (<30 MeV).