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.     

The Vlasov equation and the Hamiltonian mean-field model

We show that the quasi-stationary states of homogeneous (zero magnetization) states observed in the N-particle dynamics of the Hamiltonian mean-field (HMF) model are nothing but Vlasov stable homogeneous states. There is an infinity of Vlasov stable homogeneous states corresponding to different initial momentum distributions. Tsallis q-exponentials in momentum, homogeneous in angle, distribution functions are possible, however, they are not special in any respect, among an infinity of others. All Vlasov stable homogeneous states lose their stability because of finite N effects and, after a relaxation time diverging with a power-law of the number of particles, the system converges to the Boltzmann–Gibbs equilibrium.     

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.     

HCIZ integral and 2D Toda lattice hierarchy

The expression of the large N Harish Chandra–Itzykson–Zuber (HCIZ) integral in terms of the moments of the two matrices is investigated using an auxiliary unitary two-matrix model, the associated biorthogonal polynomials and integrable hierarchy. We find that the large N HCIZ integral is governed by the dispersionless Toda lattice hierarchy and derive its string equation. We use this to obtain various exact results on its expansion in powers of the moments.     

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.     

Metastability in the Hamiltonian mean field model and Kuramoto model

We briefly discuss the state of the art on the anomalous dynamics of the Hamiltonian mean field (HMF) model. We stress the important role of the initial conditions for understanding the microscopic nature of the intriguing metastable quasi-stationary states (QSS) observed in the model and the connections to Tsallis statistics and glassy dynamics. We also present new results on the existence of metastable states in the Kuramoto model and discuss the similarities with those found in the HMF model. The existence of metastability seems to be quite a common phenomenon in fully coupled systems, whose origin could be also interpreted as a dynamical mechanism preventing or hindering synchronization.     

Equations for the distributions of functionals of a random-walk trajectory in an inhomogeneous medium

Based on the random-trap model and using the mean-field approximation, we derive an equation that allows the distribution of a functional of the trajectory of a particle making random walks over inhomogeneous-lattice site to be calculated. The derived equation is a generalization of the Feynman-Kac equation to an inhomogeneous medium. We also derive a backward equation in which not the final position of the particle but its position at the initial time is used as an independent variable. As an example of applying the derived equations, we consider the one-dimensional problem of calculating the first-passage time distribution. We show that the average first-passage times for homogeneous and inhomogeneous media with identical diffusion coefficients coincide, but the variance of the distribution for an inhomogeneous medium can be many times larger than that for a homogeneous one.     

Quantum field theories and critical phenomena on defects

We derive a nonlinear integral equation (NLIE) for some bulk excited states of the sine-Gordon model on a finite interval with general integrable boundary interactions, including boundary terms proportional to the first time derivative of the field. We use this NLIE to compute numerically the dimensions of these states as a function of scale, and check the UV and IR limits analytically. We also find further support for the ground-state NLIE by comparison with boundary conformal perturbation theory (BCPT), boundary truncated conformal space approach (BTCSA) and the boundary analogue of the Lüscher formula.     

The integrable SU(N) Heisenberg model at finite temperature

We derive an exact integral representation for the free energy of the integrable SU(N) Heisenberg model with arbitrary color.     

Dynamics and thermodynamics of rotators interacting with both long- and short-range couplings

The effect of nearest-neighbor coupling on the thermodynamic and dynamical properties of the ferromagnetic Hamiltonian mean field model (HMF) is studied. For a range of antiferromagnetic nearest-neighbor coupling, a canonical first-order transition is observed, and the canonical and microcanonical ensembles are non-equivalent. In studying the relaxation time of non-equilibrium states it is found that as in the HMF model, a class of non-magnetic states is quasi-stationary, with an algebraic divergence of their lifetime with the number of degrees of freedom N. The lifetime of metastable states is found to increase exponentially with N as expected.     

Subdiffusion in a time-dependent force field

Based on the random-barrier model and using the mean-field approximation, we derive an equation that describes the subdiffusion of particles in an external time-varying force field. The derived equation predicts the frequency dependence of the conductivity and, in this regard, is consistent with the experiment. We show that the response of the system to an external perturbation depends significantly on the structure of the inhomogeneous medium.     

Quasi-stationary states and incomplete violent relaxation in systems with long-range interactions

We discuss the nature of quasi-stationary states (QSS) with non-Boltzmannian distribution in systems with long-range interactions in relation with a process of incomplete violent relaxation based on the Vlasov equation. We discuss several attempts to characterize these QSS. We show that their distribution is non-universal and explain why their prediction is difficult in general.     

Inhomogeneous similarity solutions of the Boltzmann equation with confining external forces

The Nikolskii transform makes it possible to construct inhomogeneous solutions of the Boltzmann equation from homogeneous ones. These solutions correspond to a gas in expansion, but if we introduce external forces, they can relax toward absolute Maxwellians. This property holds independently of the assumed intermolecular inverse power force. Consequently, for Maxwell molecules and from energy-dependent homogeneous distributions, we construct effectively a class of inhomogeneous similarity distributions with Maxwellian equilibrium relaxation. We review and investigate again the homogeneous distributions which can be written in closed form, for instance, we show that an elliptic exact solution proposed some years ago violates positivity. For Maxwell interaction with singular cross sections, we numerically construct inhomogeneous distributions having Maxwellian equilibrium states and study the Tjon overshoot effect. We show that both the sign and the time decrease of the external force as well as the microscopic model of the cross section contribute to the asymptotic behavior of the distribution. These inhomogeneous similarity solutions include a class of distributions that asymptotically oscillate between different Maxwellians. Two classes of external forces are considered: linear spatial-dependent forces or linear velocity-dependent forces plus source term.     

Generalized nonlinear Doebner-Goldin Schrödinger equation and the relaxation of quantum systems

We propose a new class of nonlinear homogeneous extension of the Doebner-Goldin Schrödinger equation, valid for arbitrary representations and operators, chosen in accordance with the investigated physical problem. We verify that the nonlinearity simulates an environment, thence, the new model leads to simple exact solutions as, for instance, the time-dependent squeezed coherent states and a special class of stationary states that we call pseudothermal, reached after relaxation. We illustrate the use of the new equation with applications to problems such as, the relaxation of a two-level or spin-1/2 system, and of the harmonic oscillator (HO) or equivalently, the emission-absorption process of photons in an electromagnetic cavity. Furthermore, in order to compare solutions for the HO example we introduce two different representations in the new equation, one continuous (positional representation) and the other discrete (Fock states).     

A Schrödinger Potential Conditionally Integrable in Terms of the Hermite Functions

We introduce a biconfluent Heun potential well for the one-dimensional stationary Schrödinger equation which is composed of a confining fraction-power term and a repulsive centrifugal-barrier core. This is a conditionally integrable potential in that the strength of the centrifugal barrier is fixed to a constant. The potential supports a countable infinite number of bound states. We present the general solution of the Schrödinger equation, deduce the exact equation for the energy spectrumand derive a highly accurate approximation for energy levels. The bound state wave functions are written as irreducible linear combinations with constant coefficients of two Hermite functions of a scaled and shifted argument.

     

Explicit solutions for a nonlinear model on the honeycomb and triangular lattices

We study a simple nonlinear model de?ned on the honeycomb and triangular lattices. We propose a bilin-earization scheme for the ?eld equations and demonstrate that the resulting system is closely related to the well-studied integrable models, such as the Hirota bilinear difference equation and the Ablowitz-Ladik system. This result is used to derive the two sets of explicit solutions: the N-soliton solutions and ones constructed of the Toeplitz determinants.     

Time-dependent Ginzburg–Landau equation in the Nambu–Jona-Lasinio model

We apply the closed time-path Green function formalism in the Nambu–Jona-Lasinio model. First of all, we use this formalism to obtain the well-known gap equation for the quark condensate in a stationary homogeneous system. We have also used this formalism to obtain the Ginzburg–Landau (GL) equation and the time-dependent Ginzburg–Landau (TDGL) equation for the chiral order parameter in an inhomogeneous system. In our derived GL and TDGL equations, there is no other parameters except for those in the original NJL model.     

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.