Considering a gas of self-propelled particles with binary interactions, we derive the hydrodynamic equations governing the density and velocity fields from the microscopic dynamics, in the framework of the associated Boltzmann equation. Explicit expressions for the transport coefficients are given, as a function of the microscopic parameters of the model. We show that the homogeneous state with zero hydrodynamic velocity is unstable above a critical density (which depends on the microscopic parameters), signaling the onset of a collective motion. Comparison with numerical simulations on a standard model of self-propelled particles shows that the phase diagram we obtain is robust, in the sense that it depends only slightly on the precise definition of the model. While the homogeneous flow is found to be stable far from the transition line, it becomes unstable with respect to finite-wavelength perturbations close to the transition, implying a non trivial spatio-temporal structure for the resulting flow. We find solitary wave solutions of the hydrodynamic equations, quite similar to the stripes reported in direct numerical simulations of self-propelled particles.
We use the method of the microscopic phase density to get the kinetic equation for the system of self-propelled particles with Vicsek-like alignment rule. The hydrodynamic equations are derived for the ordered phase taking into account the mean-field force only. The equation for the hydrodynamic velocity plays the role of the Euler equation for the self-propelled Vicsek fluid. The hydrodynamics of such ideal self-propelled fluid demonstrates the dynamical transition from disordered initial state to the completely ordered motion. To take the noise into account we consider how the framework of t…
Motivated by recent experiments on colloidal suspensions, we study analytically and numerically a microscopic model for self-propelled particles lacking alignment interactions. In this model, even for purely repulsive interactions, a dynamical instability leading to phase separation has been reported. Starting from the many-body Smoluchowski equation, we develop a mean-field description based on a novel closure scheme and derive the effective hydrodynamic equations. We demonstrate that the microscopic origin of the instability is a force imbalance due to an anisotropic pair distribution leadin…
We combine computer simulations and analytical theory to investigate the glassy dynamics in dense assemblies of athermal particles evolving under the sole influence of self-propulsion. The simulations reveal that when the persistence time of the self-propelled particles is increased, the local structure becomes more pronounced whereas the long-time dynamics first accelerates and then slows down. These seemingly contradictory evolutions are explained by constructing a nonequilibrium mode-coupling-like theory for interacting self-propelled particles. To predict the collective dynamics the theory…
Using tools of nonequilibirum mechanics, we study a model of self-propelled hard rods on a substrate in two dimensions to quantify the interplay of self-propulsion and excluded-volume effects. We derive of a Smoluchowski equation for the configurational probability density of self-propelled rods that contains several modifications as compared to the familiar Smoluchowski equation for thermal rods. As a side-product of our work, we also present a purely dynamical derivation of the Onsager form of the mean field excluded volume interaction among thermal hard rods.
We derive a set of minimal yet complete nonlinear field equations describing the collective properties of self-propelled rods from a simple microscopic starting point, the Vicsek model with nematic alignment. Analysis of their linear and nonlinear dynamics shows good agreement with the original microscopic model. In particular, we derive an explicit expression for the fronts forming density-segregated, banded solutions, allowing us to develop a more complete analytic picture of the problem at the nonlinear level.
We study analytically the emergence of spontaneous collective motion within large bidimensional groups of self-propelled particles with noisy local interactions, a schematic model for assemblies of biological organisms. As a central result, we derive from the individual dynamics the hydrodynamic equations for the density and velocity fields, thus giving a microscopic foundation to the phenomenological equations used in previous approaches. A homogeneous spontaneous motion emerges below a transition line in the noise-density plane. Yet, this state is shown to be unstable against spatial perturb…
Obtaining a reduced description with particle and momentum flux densities outgoing from the microscopic equations of motion of the particles requires approximations. The usual method, we refer to as truncation method, is to zero Fourier modes of the orientation distribution starting from a given number. Here we propose another method to derive continuum equations for interacting self-propelled particles. The derivation is based on a Gaussian approximation (GA) of the distribution of the direction of particles. First, by means of simulation of the microscopic model we justify that the distribut…
Starting from a microscopic model of self-propelled hard spheres we use tools of non-equilibrium statistical mechanics and the kinetic theory of hard spheres to derive a Smoluchowski equation for interacting Active Brownian particles. We illustrate the utility of the statistical mechanics framework developed with two applications. First, we derive the steady state pressure of the hard sphere active fluid in terms of the microscopic parameters and second, we identify the critical density for the onset of motility-induced phase separation in this system. We show that both these quantities agree …
We derive a dynamical field theory for self-propelled particles subjected to generic torques and forces by explicitly coarse-graining their microscopic dynamics, described by a many-body Fokker-Planck equation. The model includes both intrinsic torques inducing self-rotation, as well as interparticle torques leading to, for instance, the local alignment of particles' orientations. Within this approach, although the functional form of the pairwise interactions does not need to be specified, one can directly map the parameters of the field theory onto the parameters of particle-based models. We …
We study coarse-grained density fluctuations in the disordered phase of the paradigmatic Vicsek-like models of self-propelled particles with alignment interactions and random self-propulsion velocities. By numerically integrating a fluctuation-response relation - the direct consequence of an additivity property, we compute logarithm of the large-deviation probabilities of the coarse-grained subsystem density, while the system is in the disordered fluid phase with vanishing macroscopic velocity. The large-deviation probabilities, computed within additivity, agree remarkably well with that obtai…
In this work we derive and analyze coarse-grained descriptions of self-propelled particles with selective attraction-repulsion interaction, where individuals may respond differently to their neighbours depending on their relative state of motion (approach versus movement away). Based on the formulation of a nonlinear Fokker-Planck equation, we derive a kinetic description of the system dynamics in terms of equations for the Fourier modes of a one-particle density function. This approach allows effective numerical investigation of the stability of possible solutions of the system. The detailed …
We propose a comprehensive dynamical model for cooperative motion of self-propelled particles, e.g., flocking, by combining well-known elements such as velocity-alignment interactions, spatial interactions, and angular noise into a unified Lagrangian treatment. Noise enters into our model in an especially realistic way: it incorporates correlations, is highly nonlinear, and it leads to a unique collective behavior. Our results show distinct stability regions and an apparent change in the nature of one class of noise-induced phase transitions, with respect to the mean velocity of the group, as …
The constitutive equations for the orientational dynamics of a liquid formed of linear molecules are derived microscopically. The resulting generalised Langevin equations coincide with the phenomenological approach of Dreyfus et al. Formally exact expressions are given for the phenomenological coefficients and various constraints are shown to be consequences of this microscopic approach.
Two models for quantum Brownian motion - the Oscillator Bath (OB) model and the Random-Band-Matrix (RBM) model - are compared and a relation between the spectral density function I(w) and the variance (Vab)^2 is established. The extension to a fractal environment is then considered and the microscopic origin of anomalous diffusion is discussed. In particular, it is shown that the asymptotic behavior of the normalized velocity auto-correlation function (VACF) is entirely determined by the band form factor. This allows for a microscopic derivation of the "whip-back" effect.
We present an approximate and heuristic scheme for the derivation of continuum kinetic equations from microscopic dynamics for stochastic, interacting systems. The method consists of a mean-field type, decoupled approximation of the master equation followed by the `naive' continuum limit. The Ising model and driven diffusive systems are used as illustrations. The equations derived are in agreement with other approaches, and consequences of the microscopic dependences of coarse-grained parameters compare favorably with exact or high-temperature expansions. The method is valuable when more syste…
Inspired by the Turing mechanism for pattern formation, we propose a simple self-propelled particle model with short-ranged alignment and anti-alignment at larger distances. It is able to produce orientationally ordered states, periodic vortex patterns as well as meso-scale turbulence. The latter phase resembles observations in dense bacterial suspensions. The model allows a systematic derivation and analysis of a kinetic theory as well as hydrodynamic equations for density and momentum fields. A phase diagram with regions of such pattern formation as well as spatially homogeneous orientationa…
We study the behaviour of interacting self-propelled particles, whose self-propulsion speed decreases with their local density. By combining direct simulations of the microscopic model with an analysis of the hydrodynamic equations obtained by explicitly coarse graining the model, we show that interactions lead generically to the formation of a host of patterns, including moving clumps, active lanes and asters. This general mechanism could explain many of the patterns seen in recent experiments and simulations.
Motivated by recent simulations and by experiments on aggregation of gliding bacteria, we study a model of the collective dynamics of self-propelled hard rods on a substrate in two dimensions. The rods have finite size, interact via excluded volume and their dynamics is overdamped by the interaction with the substrate. Starting from a microscopic model with non-thermal noise sources, a continuum description of the system is derived. The hydrodynamic equations are then used to characterize the possible steady states of the systems and their stability as a function of the particles packing fract…
Starting from microscopic mechanics, we derive thermodynamic relations for heat conducting nonequilibrium steady states. The extended Clausius relation enables one to experimentally determine nonequilibrium entropy to the second order in the heat current. The associated Shannon-like microscopic expression of the entropy is suggestive. When the heat current is fixed, the extended Gibbs relation provides a unified treatment of thermodynamic forces in linear nonequilibrium regime.
Systems composed of strongly interacting self-propelled particles can form a spontaneously flowing polar active fluid. The study of the connection between the microscopic dynamics of a single such particle and the macroscopic dynamics of the fluid can yield insights into experimentally realizable active flows, but this connection is well understood in only a few select cases. We introduce a model of self-propelled particles based on an analogy with the motion of electrons that have strong spin-orbit coupling. We find that, within our model, self-propelled particles are subject to an analog of …
We present a derivation of a recently proposed theory for the time dependence of density fluctuations in stationary states of strongly interacting, athermal, self-propelled particles. The derivation consists of two steps. First, we start from the equation of motion for the joint distribution of particles' positions and self-propulsions and we integrate out the self-propulsions. In this way we derive an approximate, many-particle evolution equation for the probability distribution of the particles' positions. Second, we use this evolution equation to describe the time dependence of steady-state…
It is shown how to explicitly coarse-grain the microscopic dynamics of the Vicsek model for self-propelled agents. The macroscopic transport equations are derived by means of an Enskog-type kinetic theory. Expressions for all transport coefficients at large particle speed are given. The phase transition from a disordered to a flocking state is studied numerically and analytically.
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's displacement. It is shown that the interplay of step length and turning angle distributions and self-propulsion produces various signs of anomalous diffusion at short time scales and asymptotically a normal diffusion behavior with a broad range of diffusion coefficients. The crossover from the anomalous short time behavior to the asymptotic diffusion regime is stud…
We present a comprehensive study of a model system of repulsive self-propelled disks in two dimensions with ferromagnetic and nematic velocity alignment interactions. We characterize the phase behavior of the system as a function of the alignment and self-propulsion strength, featuring orientational order for strong alignment and Motility-Induced Phase Separation (MIPS) at moderate alignment but high enough self-propulsion. We derive a microscopic theory for these systems yielding a close set of hydrodynamic equations from which we perform a linear stability analysis of the homogenous disorder…
Using the standard Vicsek model, I show how the macroscopic transport equations can be systematically derived from microscopic collision rules. The approach starts with the exact evolution equation for the N-particle probability distribution, and after making the mean-field assumption of Molecular Chaos leads to a multi-particle Enskog-type equation. This equation is treated by a non-standard Chapman-Enskog expansion to extract the macroscopic behavior. The expansion includes terms up to third order in a formal expansion parameter $ε$, and involves a fast time scale. A self-consistent closure …
Thermal contact is the archetype of non-equilibrium processes driven by constant non-equilibrium constraints when the latter are enforced by reservoirs exchanging conserved microscopic quantities. At a mesoscopic scale only the energies of the macroscopic bodies are accessible together with the configurations of the contact system. We consider a class of models where the contact system, as well as macroscopic bodies, have a finite number of possible configurations. The global system with only discrete degrees of freedom has no microscopic Hamiltonian dynamics, but it is shown that, if the micr…
Deriving the laws of thermodynamics from a microscopic picture is a central quest of statistical mechanics. This tutorial focuses on the derivation of the first and second law for closed and open quantum systems far from equilibrium, where such foundational questions also become practically relevant for emergent nanotechnologies. The derivation is based on a microscopic definition of five essential quantities: internal energy, thermodynamic entropy, work, heat and temperature. These definitions are shown to satisfy the phenomenological laws of nonequilibrium thermodynamics for a large class of…
The Isometric Fluctuation Relation (IFR) [P.I. Hurtado et al., PNAS 108, 7704 (2011)] relates the relative probability of current fluctuations of fixed magnitude in different spatial directions. We test its validity in an experiment on a tapered rod, rendered motile by vertical vibration and immersed in a sea of spherical beads. We analyse the statistics of the velocity vector of the rod and show that they depart significantly from the IFR of Hurtado et al. Aided by a Langevin-equation model we show that our measurements are largely described by an anisotropic generalization of the IFR [R. Vil…
Field-theoretical method is proposed, that yields analytical expression for lateral pressure distribution across hydrophobic core of a bilayer lipid membrane. Lipid molecule, repelling entropicaly surrounding neighbors, is modeled as a flexible string embedded between confining walls in the self-consistent harmonic potential. At room temperature the pressure profile is expressed solely via lowest energy eigenfunctions of the operator of the string energy density. Analytical results compare favorably with molecular dynamics simulations. The theory is suited to study protein-lipid interaction.
Flocking in $d=2$ is a genuine non-equilibrium phenomenon for which irreversibility is an essential ingredient. We study a class of minimal flocking models whose only source of irreversibility is self-propulsion and use the entropy production rate (EPR) to quantify the departure from equilibrium across their phase diagrams. The EPR is maximal in the vicinity of the order-disorder transition, where reshuffling of the interaction network is fast. We show that signatures of irreversibility come in the form of asymmetries in the steady state distribution of the flock's microstates. They occur as c…
We present microscopic derivation of the relativistic hydrodynamics (RHD) equations directly from mechanics omitting derivation of kinetic equation. We derive continuity equation and energy-momentum conservation law. We also derive equation of evolution of particles current. In non-relativistic hydrodynamics equation of particles current evolution coincide with the equation of momentum evolution, the Maxwell's equations contain concentration and electric current (which proportional to the particles current), so, to get a close set of equations we should have equations of evolution of the conce…
Microscopic derivation of the thin film equation using the Mori-Zwanzig formalism
DAMTP, Centre for Mathematical Sciences, University of Cambridge（剑桥大学数学科学中心应用数学与理论物理系）；Institute of Physical Chemistry, Universität Münster（明斯特大学物理化学研究所）；Institute of Theoretical Physics, Center for Soft Nanoscience, Universität Münster（明斯特大学理论物理学院软纳米科学中心）
We derive the hydrodynamic equations of motion for a fluid of active particles described by under- damped Langevin equations that reduce to the Active-Brownian-Particle model, in the overdamped limit. The contraction into the hydrodynamic description is performed by locally averaging the par- ticle dynamics with the non-equilibrium many-particle probability density, whose formal expression is found in the physically relevant limit of high-friction through a multiple-time-scale analysis. This approach permits to identify the conditions under which self-propulsion can be subsumed into the fluid …
We study the order-disorder transition in a collection of polar self-propelled particles, interacting through a distance dependent short range alignment interaction. A distance dependent interaction parameter $a_0$ is introduced such that on decreasing $a_0$ interaction decay faster with distance $d$ and for $a_0=1.0$ model reduces to Vicsek's type. For all $a_0>0.0$, system shows a transition from disorder to long ranged ordered state. We find another phase transition from phase separated to nonphase separated state with decreasing $a_0$: at the same time order-disorder transition changes fro…
A model of fluctuations in the market price including many deterministic dealers, who predict their buying and selling prices from the latest price change, is developed. We show that price changes of the model is approximated by ARCH(1) process. We conclude that predictions of dealers affected by the past price changes cause the fat tails of probability density function. We believe that this study bridges stochastic processes in econometrics with multi-agent simulation approaches.
A recently developed non-linear fluctuating hydrodynamics theory has been quite successful in describing various features of anomalous energy transport. However the diffusion and the noise terms present in this theory are not derived from microscopic descriptions but rather added phenomenologically. We here derive these hydrodynamic equations with explicit calculation of the diffusion and noise terms in a one-dimensional model. We show that in this model the energy current scales anomalously with system size $L$ as $\sim L^{-2/3}$ in the leading order with a diffusive correction of order $\sim…
A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign exchange market. Furthermore, a theoretical framework parallel to molecular kinetic theory is developed for the systematic description of the financial market from microscopic dynamics of HFTs. We report first on a microscopic empirical law of traders' trend-following behavior by tracking the trajectories of all individuals, which quantifies the collective motion of HFTs but has not been captured in conventional order-book models. We next in…
We consider an interacting particles system composed of a Hamiltonian part and perturbed by a conservative stochastic noise so that the full system conserves two quantities: energy and volume. The Hamiltonian part is regulated by a scaling parameter vanishing in the limit. We study the form of the fluctuations of these quantities at equilibrium and derive coupled stochastic partial differential equations with a KPZ flavor.
We analyze the microscopic evolution of a system undergoing a far-from-equilibrium thermodynamic process. Explicitly accounting for the degrees of freedom of participating heat reservoirs, we derive a hybrid result, similar in form to both the fluctuation theorem, and a statement of detailed balance. We relate this result to the steady-state fluctuation theorem, and to a free energy relation valid far from equilibrium.
We study the glassy dynamics taking place in dense assemblies of athermal active particles that are driven solely by a nonequilibrium self-propulsion mechanism. Active forces are modeled as an Ornstein-Uhlenbeck stochastic process, characterized by a persistence time and an effective temperature, and particles interact via a Lennard-Jones potential that yields well-studied glassy behavior in the Brownian limit, obtained as the persistence time vanishes. By increasing the persistence time, the system departs more strongly from thermal equilibrium and we provide a comprehensive numerical analysi…
Based on a microscopic model, we develop a continuum description for a suspension of microscopic self propelled particles. With this continuum description we study the role of long-range interactions in destabilizing macroscopic ordered phases that are developed by short-range interactions. Long-wavelength fluctuations can destabilize both isotropic and also symmetry broken polar phase in a suspension of dipolar particles. The instabilities in a suspension of pullers (pushers) arise from splay (bend) fluctuations. Such instabilities are not seen in a suspension of quadrupolar particles.
All of the basic microsopic physical laws are time reversible. In contrast, the second law of thermodynamics, which is a macroscopic physical representation of the world, is able to describe irreversible processes in an isolated system through the change of entropy S larger than 0. It is the attempt of the present manuscript to bridge the microscopic physical world with its macrosocpic one with an alternative approach than the statistical mechanics theory of Gibbs and Boltzmann. It is proposed that time is discrete with constant step size. Its consequence is the presence of time irreversibilit…
We derive a coarse-grained equation of motion of a number density by applying the projection operator method to a non-relativistic model. The derived equation is an integrodifferential equation and contains the memory effect. The equation is consistent with causality and the sum rule associated with the number conservation in the low momentum limit, in contrast to usual acausal diffusion equations given by using the Fick's law. After employing the Markov approximation, we find that the equation has the similar form to the causal diffusion equation. Our result suggests that current-current corr…
Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic structure in a microscopic relaxation kernel connected to the frequency dependent penetration length familiar for diffusive processes, and leads to a microscopic definition of the position where the hydrodynamic boundary condition has to be applied. Corrections to the hydrodynamic limit are obtained and we derive general amplitudes of spatially and temporal…
A mean-field approach (filtering out subgrid scales) is applied to the Boltzmann equation in order to derive a subgrid turbulence model based on kinetic theory. It is demonstrated that the only Smagorinsky type model which survives in the hydrodynamic limit on the viscosity time scale is the so-called tensor-diffusivity model. Scaling of the filter-width with Reynolds number and Knudsen number is established. This sets the first rigorous step in deriving turbulence models from kinetic theory.
We obtain macroscopic isothermal thermodynamic transformations by space-time scalings of a microscopic Hamiltonian dynamics in contact with a heat bath. The microscopic dynamics is given by a chain of anharmonic oscillators subject to a varying tension (external force) and the contact with the heat bath is modeled by independent Langevin dynamics acting on each particle. After a diffusive space-time scaling and cross-graining, the profile of volume converges to the solution of a deterministic diffusive equation with boundary conditions given by the applied tension. This defines an irreversible…
We provide a rigorous construction of Markovian master equations for a wide class of quantum systems that encompass quadratic models of finite size, linearly coupled to an environment modeled by a set of independent thermal baths. Our theory can be applied for both fermionic and bosonic models in any number of physical dimensions, and does not require any particular spatial symmetry of the global system. We show that, for non-degenerate systems under a full secular approximation, the effective Lindblad operators are the normal modes of the system, with coupling constants that explicitly depend…
The theory of fluctuating hydrodynamics has been an important tool for analyzing macroscopic behavior in nonlinear lattices. However, despite its practical success, its microscopic derivation is still incomplete. In this work, we provide the microscopic derivation of fluctuating hydrodynamics, using the coarse-graining and projection technique; the equivalence of ensembles turns out to be critical. The Green-Kubo (GK) like formula for the bare transport coefficients is presented in a numerically computable form. Our numerical simulations show that the bare transport coefficients exist for a su…
We obtain macroscopic adiabatic thermodynamic transformations by space-time scalings of a microscopic Hamiltonian dynamics subject to random collisions with the environment. The microscopic dynamics is given by a chain of oscillators subject to a varying tension (external force) and to collisions with external independent particles of "infinite mass". The effect of each collision is to change the sign of the velocity without changing the modulus. This way the energy is conserved by the resulting dynamics. After a diffusive space-time scaling and cross-graining, the profiles of volume and energ…
We consider the microscopic solutions of the Boltzmann-Enskog equation discovered by Bogolyubov. The fact that the time-irreversible kinetic equation has time-reversible microscopic solutions is rather surprising. We analyze this paradox and show that the reversibility or irreversibility property of the Boltzmann-Enskog equation depends on the considered class of solutions. If the considered solutions have the form of sums of delta-functions, then the equation is reversible. If the considered solutions belong to the class of continuously differentiable functions, then the equation is irreversi…
Catalytically active macromolecules are envisioned as key building blocks in development of artificial nanomotors. However, theory and experiments report conflicting findings regarding their dynamics. The lack of consensus is mostly caused by a limited understanding of specifics of self-propulsion mechanisms at the nanoscale. Here, we study a generic model of a self-propelled nanoparticle that does not rely on a particular mechanism. Instead, its main assumption is the fundamental symmetry of microscopic dynamics of chemical reactions: the principle of microscopic reversibility. Significant co…
Considering the rheology of two-dimensional soft suspensions above the jamming density, we derive a tensorial constitutive model from the microscopic particle dynamics. Starting from the equation governing the $N$-particle distribution, we derive an evolution equation for the stress tensor. This evolution equation is not closed, as it involves the pair and three-particle correlation functions. To close this equation, we first employ the standard Kirkwood closure relation to express the three-particle correlation function in terms of the pair correlation function. Then we use a simple and physi…
