We perform a detailed study of the relaxation towards equilibrium in the Hamiltonian Mean-Field (HMF) model, a prototype for long-range interactions in N -particle dynamics. In particular, we point out the role played by the infinity of stationary states of the associated N → ∞ Vlasov dynamics. In this context, we derive a new general criterion for the stability of any spatially homogeneous distribution, and compare its analytical predictions with numerical simulations of the Hamiltonian, finite N , dynamics. We then propose and verify numerically a scenario for the relaxation process, relying on the Vlasov equation. When starting from a non stationary or a Vlasov unstable stationary initial state, the system shows initially a rapid convergence towards a stable stationary state of the Vlasov equation via non stationary states: we characterize numerically this dynamical instability in the finite N system by introducing appropriate indicators. This first step of the evolution towards Boltzmann-Gibbs equilibrium is followed by a slow quasi-stationary process, that proceeds through different stable stationary states of the Vlasov equation. If the finite N system is initialized in a Vlasov stable homogenous state, it remains trapped in a quasi-stationary state for times that increase with the nontrivial power law N 1.7 . Single particle momentum distributions in such a quasi-stationary regime do not have power-law tails, and hence cannot be fitted by the q-exponential distributions derived from Tsallis statistics.
We discuss the dynamics and thermodynamics of the Hamiltonian Mean Field model (HMF) which is a prototypical system with long-range interactions. The HMF model can be seen as the one Fourier component of a one-dimensional self-gravitating system. Interestingly, it exhibits many features of real selfgravitating systems (violent relaxation, persistence of metaequilibrium states, slow collisional dynamics, phase transitions,...) while avoiding complicated problems posed by the singularity of the gravitational potential at short distances and by the absence of a large-scale confinement. We stress the deep analogy between the HMF model and self-gravitating systems by developing a complete parallel between these two systems. This allows us to apply many technics introduced in plasma physics and astrophysics to a new problem and to see how the results depend on the dimension of space and on the form of the potential of interaction. This comparative study brings new light in the statistical mechanics of self-gravitating systems. We also mention simple astrophysical applications of the HMF model in relation with the formation of bars in spiral galaxies. PACS. 05.20.-y Classical statistical mechanics -05.45.-a Nonlinear dynamics and nonlinear dynamical systems
The theoretical study of the self-organization of two-dimensional and geophysical turbulent flows is addressed based on statistical mechanics methods. This review is a self-contained presentation of classical and recent works on this subject; from the statistical mechanics basis of the theory up to applications to Jupiter's troposphere and ocean vortices and jets. Emphasize has been placed on examples with available analytical treatment in order to favor better understanding of the physics and dynamics.After a brief presentation of the 2D Euler and quasi-geostrophic equations, the specificity of two-dimensional and geophysical turbulence is emphasized. The equilibrium microcanonical measure is built from the Liouville theorem. Important statistical mechanics concepts (large deviations, mean field approach) and thermodynamic concepts (ensemble inequivalence, negative heat capacity) are briefly explained and described.On this theoretical basis, we predict the output of the long time evolution of complex turbulent flows as statistical equilibria. This is applied to make quantitative models of twodimensional turbulence, the Great Red Spot and other Jovian vortices, ocean jets like the GulfStream, and ocean vortices. A detailed comparison between these statistical equilibria and real flow observations is provided.We also present recent results for non-equilibrium situations, for the studies of either the relaxation towards equilibrium or non-equilibrium steady states. In this last case, forces and dissipation are in a statistical balance; fluxes of conserved quantity characterize the system and microcanonical or other equilibrium measures no longer describe the system.
We explain the ubiquity and extremely slow evolution of non-Gaussian out-of-equilibrium distributions for the Hamiltonian mean-field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one also unambiguously explains and predicts striking slow algebraic relaxation of the momenta autocorrelation, previously found in numerical simulations. Finally, angular anomalous diffusion are predicted for a large class of initial distributions. Non-extensive statistical mechanics is shown to be unnecessary for the interpretation of these phenomena.
We study the two-dimensional (2D) stochastic Navier-Stokes (SNS) equations in the inertial limit of weak forcing and dissipation. The stationary measure is concentrated close to steady solutions of the 2D Euler equations. For such inertial flows, we prove that bifurcations in the flow topology occur either by changing the domain shape, the nonlinearity of the vorticity-stream-function relation, or the energy. Associated with this, we observe bistable behavior in SNS with random changes from dipoles to unidirectional flows. The theoretical explanation being very general, we infer the existence of similar phenomena in experiments and in some regimes of geophysical flows.
We discuss the Giardinà-Kurchan-Peliti population dynamics method for evaluating large deviations of time-averaged quantities in Markov processes [Phys. Rev. Lett. 96, 120603 (2006)PRLTAO0031-900710.1103/PhysRevLett.96.120603]. This method exhibits systematic errors which can be large in some circumstances, particularly for systems with weak noise, with many degrees of freedom, or close to dynamical phase transitions. We show how these errors can be mitigated by introducing control forces within the algorithm. These forces are determined by an iteration-and-feedback scheme, inspired by multicanonical methods in equilibrium sampling. We demonstrate substantially improved results in a simple model, and we discuss potential applications to more complex systems.
Thermodynamic and dynamical properties of systems with long-range pairwise interactions (LRI), which decay as $1/r^{d+\sigma}$ at large distances $r$ in $d$ dimensions, are reviewed. 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.Comment: Partly based on lectures given by one of the authors (DM) at the school "Fundamental Problems in Statistical Physics: XII" held at Leuven, Belgium (2009). 37 pages, 7 figures. v2: minor changes, published versio
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