We study long-range interacting systems perturbed by external stochastic forces. Unlike the case of short-range systems, where stochastic forces usually act locally on each particle, here we consider perturbations by external stochastic fields. The system reaches stationary states where external forces balance dissipation on average. These states do not respect detailed balance and support non-vanishing fluxes of conserved quantities. We generalize the kinetic theory of isolated long-range systems to describe the dynamics of this non-equilibrium problem. The kinetic equation that we obtain applies to plasmas, self-gravitating systems, and to a broad class of other systems. Our theoretical results hold for homogeneous states, but may also be generalized to apply to inhomogeneous states. We obtain an excellent agreement between our theoretical predictions and numerical simulations. We discuss possible applications to describe non-equilibrium phase transitions.
The behavior of dynamical system interacting with non-equilibrium medium is investigated. Formally exact kinetic equations are derived for the statistical operator of the dynamical system and the macroscopic parameters of the medium. In the second order of perturbation with respect of interaction of the system with the medium, expression for the scattering integral is presented. The simplest applications of the obtained equations are considered.
Long-range interacting Hamiltonian systems are believed to relax generically towards non-equilibrium states called "quasi-stationary" because they evolve towards thermodynamic equilibrium very slowly, on a time-scale diverging with particle number. We show here that, by applying a suitable perturbation operator for a finite time interval, we obtain, in a family of long-range systems, non-equilibrium states which appear to be strictly stationary. They exist even in the case of a harmonic potential, and are characterised by an ordered microscopic phase space structure. We give some simple heuris…
We have examined the stationary state solutions of a bond diluted kinetic Ising model under a time dependent oscillating magnetic field within the effective-field theory (EFT) for a honeycomb lattice $(q=3)$. Time evolution of the system has been modeled with a formalism of master equation. The effects of the bond dilution, as well as the frequency $(ω)$ and amplitude $(h/J)$ of the external field on the dynamic phase diagrams have been discussed in detail. We have found that the system exhibits the first order phase transition with a dynamic tricritical point (DTCP) at low temperature and hig…
The long-term dynamics of long-range interacting $N$-body systems can generically be described by the Balescu-Lenard kinetic equation. However, for ${1D}$ homogeneous systems, this collision operator exactly vanishes by symmetry. These systems undergo a kinetic blocking, and cannot relax as a whole under ${1/N}$ resonant effects. As a result, these systems can only relax under ${1/N^{2}}$ effects, and their relaxation is drastically slowed down. In the context of the homogeneous Hamiltonian Mean Field model, we present a new, closed and explicit kinetic equation describing self-consistently th…
Interactions never lower the ground state kinetic energy of a quantum system. However, at nonzero temperature, where the system occupies a thermal distribution of states, interactions can reduce the kinetic energy below the noninteracting value. This can be demonstrated from a first order weak coupling expansion. Simulations (both variational and restricted path integral Monte Carlo) of the electron gas model and dense hydrogen confirm this and show that in contrast to the ground state case, at nonzero temperature the population of low momentum states can be increased relative to the free Ferm…
Finite-$N$ effects unavoidably drive the long-term evolution of long-range interacting $N$-body systems. The Balescu-Lenard kinetic equation generically describes this process sourced by ${1/N}$ effects but this kinetic operator exactly vanishes by symmetry for one-dimensional homogeneous systems: such systems undergo a kinetic blocking and cannot relax as a whole at this order in ${1/N}$. It is therefore only through the much weaker ${1/N^{2}}$ effects, sourced by three-body correlations, that these systems can relax, leading to a much slower evolution. In the limit where collective effects c…
We propose a new method for the evaluation of the particle density and kinetic pressure profiles in inhomogeneous one-dimensional systems of non-interacting fermions, and apply it to harmonically confined systems of up to N=1000 fermions. The method invokes a Green's function operator in coordinate space, which is handled by techniques originally developed for the calculation of the density of single-particle states from Green's functions in the energy domain. In contrast to the Thomas-Fermi (local density) approximation, the exact profiles under harmonic confinement show negative local pressu…
We construct explicit examples of one-dimensional driven diffusive systems for two and three species of interacting particles, defined by asymmetric dynamical rules which do not obey detailed balance, but whose nonequilibrium stationary-state measure coincides with a prescribed equilibrium Gibbs measure. For simplicity, the measures considered in this construction only involve nearest-neighbor interactions. For two species, the dynamics thus obtained generically has five free parameters, and does not obey pairwise balance in general. The latter property is satisfied only by the totally asymmet…
In the present paper we introduce generalized kinetic equations describing the dynamics of a system of interacting gas and photons obeying to a very general statistics. In the space homogeneous case we study the equilibrium state of the system and investigate its stability by means of Lyapounov's theory. Two physically relevant situations are discussed in details: photons in a background gas and atoms in a background radiation. After having dropped the statistics generalization for atoms but keeping the statistics generalization for photons, in the zero order Chapmann-Enskog approximation, we …
Thermo-Kinetic relations bound thermodynamic quantities such as entropy production with statistics of dynamical observables. We introduce a Thermo-Kinetic Relation to bound the entropy production or the non-adiabatic (Hatano-Sasa, excess) entropy production for overdamped Markov jump processes, possibly with time-varying rates and non stationary distributions. For stationary cases, this bound is akin to a Thermodynamic Uncertainty Relation, only involving absolute fluctuations rather than the mean square, thereby offering a better lower bound far from equilibrium. For non-stationary cases, thi…
We present a Green's function method for the evaluation of the particle density profile and of the higher moments of the one-body density matrix in a mesoscopic system of N Fermi particles moving independently in a linear potential. The usefulness of the method is illustrated by applications to a Fermi gas confined in a harmonic potential well, for which we evaluate the momentum flux and kinetic energy densities as well as their quantal mean-square fluctuations. We also study some properties of the kinetic energy functional E_{kin}[n(x)] in the same system. Whereas a local approximation to the…
A statistical approach to a self-consistent description of kinetic and hydrodynamic processes in systems of interacting particles is formulated on the basis of the nonequilibrium statistical operator method by D.N.Zubarev. It is shown how to obtain the kinetic equation of the revised Enskog theory for a hard sphere model, the kinetic equations for multistep potentials of interaction and the Enskog-Landau kinetic equation for a system of charged hard spheres. The BBGKY hierarchy is analyzed on the basis of modified group expansions. Generalized transport equations are obtained in view of a self…
In this paper we study the combined mean field and homogenization limits for a system of weakly interacting diffusions moving in a two-scale, locally periodic confining potential, of the form considered in~\cite{DuncanPavliotis2016}. We show that, although the mean field and homogenization limits commute for finite times, they do not, in general, commute in the long time limit. In particular, the bifurcation diagrams for the stationary states can be different depending on the order with which we take the two limits. Furthermore, we construct the bifurcation diagram for the stationary McKean-Vl…
We have explored a simple microscopic model to simulate a thermally activated rate process where the associated bath which comprises a set of relaxing modes is not in an equilibrium state. The model captures some of the essential features of non-Markovian Langevin dynamics with a fluctuating barrier. Making use of the Fokker-Planck description we calculate the barrier dynamics in the steady state and non-stationary regimes. The Kramers-Grote-Hynes reactive frequency has been computed in closed form in the steady state to illustrate the strong dependence of the dynamic coupling of the system wi…
We develop a kinetic theory of systems with long-range interactions taking collective effects and spatial inhomogeneity into account. Starting from the Klimontovich equation and using a quasilinear approximation, we derive a Lenard-Balescu-type kinetic equation written in angle-action variables. We confirm the result obtained by Heyvaerts [Mon. Not. R. Astron. Soc. {\bf 407}, 355 (2010)] who started from the Liouville equation and used the BBGKY hierarchy truncated at the level of the two-body distribution function. When collective effects are neglected, we recover the Landau-type kinetic equa…
We use a semiclassical two-fluid model to study the momentum distribution of a Bose-condensed gas with repulsive interactions inside a harmonic trap at finite temperature, with specific focus on atomic hydrogen. We give particular attention to the average kinetic energy, which is almost entirely associated with the thermal cloud. A non-linear dependence of the kinetic energy on temperature is displayed, affording a precise way to assess the temperature of the gas. We also show that the kinetic energy increases with the strength of the interactions, reflecting an enhanced rate of depletion of t…
We use a Hamiltonian dynamics to discuss the statistical mechanics of long-lasting quasi-stationary states particularly relevant for long-range interacting systems. Despite the presence of an anomalous single-particle velocity distribution, we find that the Central Limit Theorem implies the Boltzmann expression in Gibbs' $Γ$-space. We identify the nonequilibrium sub-manifold of $Γ$-space characterizing the anomalous behavior and show that by restricting the Boltzmann-Gibbs approach to this sub-manifold we obtain the statistical mechanics of the quasi-stationary states.
After a sudden disruption, weakly interacting quantum systems first relax to a prethermalized state that can be described by perturbation theory and a generalized Gibbs ensemble. Using these properties of the prethermalized state we perturbatively derive a kinetic equation which becomes a quantum Boltzmann equation in the scaling limit of vanishing interaction. Applying this to interaction quenches in the fermionic Hubbard model we find that the momentum distribution relaxes to the thermal prediction of statistical mechanics. For not too large interaction, this two-stage scenario provides a qu…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems, two-dimensional turbulence, and also in a broad class of other systems. Under the effect of stochastic driving, the system reaches a stationary state where external forces balance dissipation on average. These states have the invariant probability that does not respect detailed balance, and are characterized by non-vanishing currents of conserved quantities.…
A Hamiltonian-based model of many harmonically interacting massive particles that are subject to linear friction and coupled to heat baths at different temperatures is used to study the dynamic approach to equilibrium and non-equilibrium stationary states. Based on the exactly calculated dynamic approach to the stationary distribution, the functional that governs this approach, which is called the free entropy, is constructed. For the stationary distribution the free entropy becomes maximal and its time derivative is minimal and vanishes. Thus, the free entropy characterizes equilibrium as wel…
The Stranski-Krastanov growth kinetics of undislocated (coherent) 3-dimensional islands is studied with a self-consistent mean field rate theory that takes account of elastic interactions between the islands. The latter are presumed to facilitate the detachment of atoms from the islands with a consequent decrease in their average size. Semi-quantitative agreement with experiment is found for the time evolution of the total island density and the mean island size. When combined with scaling ideas, these results provide a natural way to understand the often-observed initial increase and subseque…
A modified Gross-Pitaevskii approximation was introduced recently for bosons in dimension $d\le2$ by Kolomeisky {\it et al.} (Phys. Rev. Lett. {\bf 85} 1146 (2000)). We use the density functional approach with sixth-degree interaction energy term in the Bose field to reproduce the stationary-frame results of Kolomeisky {\it et al.} for a one-dimensional Bose-Einstein system with a repulsive interaction. We also find a soliton solution for an attractive interaction, which may be boosted to a finite velocity by a Galilean transformation. The stability of such a soliton is discussed analytically.…
Non-stationary saturation of inhomogeneously broadened EPR lines is investigated under effective cross-relaxation. The generalized kinetic equations are solved and the complex susceptibility is calculated. All quantities change in time exponentially.
Stochastic model and kinetic Monte Carlo simulation of solute interactions with stationary and moving grain boundaries. II. Application to two-dimensional systems
We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a multidimensional version of the Unified Colored Noise Approximation. By comparing theory with numerical simulations we demonstrate that the theoretical probability density quantitatively describes the accumulation of active particles around repulsive obstacles. In particular, for two particles with repulsive interactions, the probability of close contact decreases when one…
The finite duration of collisions appear as time-nonlocality in the kinetic equation. Analyzing the corresponding quantum kinetic equation for dense interacting Fermi systems a delay differential equation is obtained which combines time derivatives with finite time stepping known from the logistic mapping. The responsible delay time is explicitly calculated and discussed. As a novel feature oscillations in the time evolution of the distribution function itself appear and bifurcations up to chaotic behavior can occur. The temperature and density conditions are presented where such oscillations …
We introduce a new variational approach to the stationary state of kinetic Ising-like models. The approach is based on the cluster expansion of the entropy term appearing in a functional which is minimized by the system history. We rederive a known mean-field theory and propose a new method, here called diamond approximation, which turns out to be more accurate and faster than other methods of comparable computational complexity.
Isolated long-range interacting particle systems appear generically to relax to non-equilibrium states ("quasi-stationary states" or QSS) which are stationary in the thermodynamic limit. A fundamental open question concerns the "robustness" of these states when the system is not isolated. In this paper we explore, using both analytical and numerical approaches to a paradigmatic one dimensional model, the effect of a simple class of perturbations. We call them "internal local perturbations" in that the particle energies are perturbed at collisions in a way which depends only on the local proper…
We discuss the non-Boltzmannian nature of quasi-stationary states in the Hamiltonian Mean Field (HMF) model, a paradigmatic model for long-range interacting classical many-body systems. We present a theorem excluding the Boltzmann-Gibbs exponential weight in Gibbs $Γ$-space of microscopic configurations, and comment a paper recently published by Baldovin and Orlandini (2006). On the basis of the points here discussed, the ongoing debate on the possible application, within appropriate limits, of the generalized $q$-statistics to long-range Hamiltonian systems remains open.
An exact closed relativistic kinetic equation is derived for a system of identical classical particles interacting with each other through a scalar field. The microscopic deterministic mechanism of the irreversible equilibration process in a relativistic classical system of interacting particles has been established. Keywords: Irreversible equilibration process; Classical relativistic dynamics; Retarded interactions.
In this thesis, we investigate the emergence of kinetic processes in finite quantum systems. We first generalize the Redfield theory to describe the dynamics of a small quantum system weakly interacting with an environment of finite heat capacity. We then study in detail the spin-GORM model, a model made of a two-level system interacting with a random matrix environment. By doing this, we verify our new theory and find a critical size of the environment over which kinetic processes occur. We finally study the emergence of a diffusive transport process, on a finite tight-binding subsystem inter…
Long-range interacting systems irreversibly relax as a result of their finite number of particles, $N$. At order $1/N$, this process is described by the inhomogeneous Balescu--Lenard equation. Yet, this equation exactly vanishes in one-dimensional inhomogeneous systems with a monotonic frequency profile and sustaining only 1:1 resonances. In the limit where collective effects can be neglected, we derive a closed and explicit $1/N^{2}$ collision operator for such systems. We detail its properties highlighting in particular how it satisfies an $H$-theorem for Boltzmann entropy. We also compare i…
We present a principled approach for estimating the matrix of microscopic rates among states of a Markov process, given only its stationary state population distribution and a single average global kinetic observable. We adapt Maximum Caliber, a variational principle in which a path entropy is maximized over the distribution of all the possible trajectories, subject to basic kinetic constraints and some average dynamical observables. We show that this approach leads, under appropriate conditions, to the continuous-time master equation and a Smoluchowski-like equation that is valid for both equ…
Stochastic model and kinetic Monte Carlo simulation of solute interactions with stationary and moving grain boundaries. I. Model formulation and application to one-dimensional systems
How much time does it take for a fluctuating system, such as a polymer chain, to reach a target configuration that is rarely visited -- typically because of a high energy cost ? This question generally amounts to the determination of the first-passage time statistics to a target zone in phase space with lower occupation probability. Here, we present an analytical method to determine the mean first-passage time of a generic non-Markovian random walker to a rarely visited threshold, which goes beyond existing weak-noise theories. We apply our method to polymer systems, to determine (i) the first…
We study a model of interacting run-and-tumble random walkers operating under mutual hardcore exclusion on a one-dimensional lattice with periodic boundary conditions. We incorporate a finite, Poisson-distributed, tumble duration so that a particle remains stationary whilst tumbling, thus generalising the persistent random walker model. We present the exact solution for the nonequilibrium stationary state of this system in the case of two random walkers. We find this to be characterised by two lengthscales, one arising from the jamming of approaching particles, and the other from one particle …
Generalized flux-weighted boundary walls in kinetic models
Observatoire de Paris, Université PSL, Sorbonne Université, Université Paris Cité, CY Cergy Paris Université, CNRS（巴黎天文台，巴黎文理研究大学，索邦大学，巴黎西岱大学，塞吉-蓬图瓦兹大学，法国国家科学研究中心）；Istituto dei Sistemi Complessi, Consiglio Nazionale delle Ricerche (ISC-CNR)（复杂系统研究所，意大利国家研究委员会）；INAF – Osservatorio Astrofisico di Arcetri（意大利国家天体物理研究所–阿切特里天文台）；INFN – Sezione di Firenze（意大利国家核物理研究所–佛罗伦萨分部）
We introduce a simple model which shows non-trivial self organized critical properties. The model describes a system of interacting units, modelled by Polya urns, subject to perturbations and which occasionally break down. Three equivalent formulations - stochastic, quenched and deterministic - are shown to reproduce the same dynamics. Among the novel features of the model are a non-homogeneous stationary state, the presence of a non-stationary critical phase and non-trivial exponents even in mean field. We discuss simple interpretations in term of biological evolution and earthquake dynamics …
In this paper, we formulate the relativistic heat equation and the relativistic kinetic Fokker-Planck equations into the GENERIC (General Equation for Non-Equilibrium Reversible-Irreversible Coupling) framework. We also show that the relativistic Maxwellian distribution is the stationary solution of the latter. The GENERIC formulation provides an alternative justification that the two equations are meaningful relativistic generalizations of their nonrelativistic counterparts.
