arXiv subjects

Pierre-Henri Chavanis

Publications and source records attributed to Pierre-Henri Chavanis.

At least 145 records · Page 8Linked to original sources

arXiv2009

Dynamics and thermodynamics of systems with long-range interactions: interpretation of the different functionals

We discuss the dynamics and thermodynamics of systems with weak long-range interactions. Generically, these systems experience a violent collisionless relaxation in the Vlasov regime leading to a (usually) non-Boltzmannian quasi stationary state (QSS), followed by a slow collisional relaxation leading to the Boltzmann statistical equilibrium state. These two regimes can be explained by a kinetic theory, using an expansion of the BBGKY hierarchy in powers of 1/N, where N is the number of particles. We discuss the physical meaning of the different functionals appearing in the analysis: the Boltzmann entropy, the Lynden-Bell entropy, the "generalized" entropies arising in the reduced space of coarse-grained distribution functions, the Tsallis entropy, the generalized H-functions increasing during violent relaxation (not necessarily monotonically) and the convex Casimir functionals used to settle the formal nonlinear dynamical stability of steady states of the Vlasov equation. We show the connection between the different variational problems associated with these functionals. We also introduce a general class of nonlinear mean field Fokker-Planck (NFP) equations that can be used as numerical algorithms to solve these constrained optimization problems.

cond-mat.stat-mech↗

arXiv2009

Statistical mechanics of 2D turbulence with a prior vorticity distribution

We adapt the formalism of the statistical theory of 2D turbulence in the case where the Casimir constraints are replaced by the specification of a prior vorticity distribution. A phenomenological relaxation equation is obtained for the evolution of the coarse-grained vorticity. This equation monotonically increases a generalized entropic functional (determined by the prior) while conserving circulation and energy. It can be used as a thermodynamical parametrization of forced 2D turbulence, or as a numerical algorithm to construct (i) arbitrary statistical equilibrium states in the sense of Ellis-Haven-Turkington (ii) particular statistical equilibrium states in the sense of Miller-Robert-Sommeria (iii) arbitrary stationary solutions of the 2D Euler equation that are formally nonlinearly dynamically stable according to the Ellis-Haven-Turkington stability criterion refining the Arnold theorems.

physics.flu-dyn↗

arXiv2009

Microcanonical quasi-stationarity of long-range interacting systems in contact with a heat bath

On the basis of analytical results and molecular dynamics simulations we clarify the nonequilibrium dynamics of a long-range interacting system in contact with a heat bath. For small couplings with the bath, we show that the system can first be trapped in a Vlasov quasi-stationary state, then a microcanonical one follows, and finally canonical equilibrium is reached at the bath temperature. We compare a Langevin mesoscopic thermostat with Hamiltonian reservoirs microscopically coupled with the system and demonstrate the equivalence of the two descriptions. Our identification of the parameters determining the quasi-stationary lifetimes could be exploited to control experimental systems such as the Free Electron Laser, in the presence of external noise or inherent imperfections.

cond-mat.stat-mech↗

arXiv2009

Virial theorem for rotating self-gravitating Brownian particles and two-dimensional point vortices

We derive the proper form of Virial theorem for a system of rotating self-gravitating Brownian particles. We show that, in the two-dimensional case, it takes a very simple form that can be used to obtain general results about the dynamics of the system without being required to solve the Smoluchowski-Poisson system explicitly. We also develop the analogy between self-gravitating systems and two-dimensional point vortices and derive a Virial-like relation for the vortex system.

cond-mat.stat-mech↗

arXiv2009

Critical dynamics of self-gravitating Langevin particles and bacterial populations

We study the critical dynamics of the generalized Smoluchowski-Poisson system (for self-gravitating Langevin particles) or generalized Keller-Segel model (for the chemotaxis of bacterial populations). These models [Chavanis & Sire, PRE, 69, 016116 (2004)] are based on generalized stochastic processes leading to the Tsallis statistics. The equilibrium states correspond to polytropic configurations with index $n$ similar to polytropic stars in astrophysics. At the critical index $n_{3}=d/(d-2)$ (where $d\ge 2$ is the dimension of space), there exists a critical temperature $Θ_{c}$ (for a given mass) or a critical mass $M_{c}$ (for a given temperature). For $Θ>Θ_{c}$ or $M M_{c}$ the system collapses and forms, in a finite time, a Dirac peak containing a finite fraction $M_c$ of the total mass surrounded by a halo. This study extends the critical dynamics of the ordinary Smoluchowski-Poisson system and Keller-Segel model in $d=2$ corresponding to isothermal configurations with $n_{3}\to +\infty$. We also stress the analogy between the limiting mass of white dwarf stars (Chandrasekhar's limit) and the critical mass of bacterial populations in the generalized Keller-Segel model of chemotaxis.

cond-mat.stat-mech↗

arXiv2008

Critical mass of bacterial populations in a generalized Keller-Segel model. Analogy with the Chandrasekhar limiting mass of white dwarf stars

We point out a remarkable analogy between the limiting mass of white dwarf stars (Chandrasekhar's limit) and the critical mass of bacterial populations in a generalized Keller-Segel model of chemotaxis [Chavanis & Sire, PRE, 69, 016116 (2004)]. This model is based on generalized stochastic processes leading to the Tsallis statistics. The equilibrium states correspond to polytropic configurations similar to gaseous polytropes in astrophysics. For the critical index n_3=d/(d-2) (where d is the dimension of space), the theory of polytropes leads to a unique value of the mass M_c that we interpret as a limiting mass. In d=3, we find M_c=202.8956... and in d=2, we recover the well-known result M_c=8 pi (in suitable units). For M M_c, the system collapses and forms a Dirac peak containing a mass M_c surrounded by a halo. This paper exposes the model and shows, by simple considerations, the origin of the critical mass. A detailed description of the critical dynamics of the generalized Keller-Segel model will be given in a forthcoming paper.

cond-mat.stat-mech↗

arXiv2008

Jeans type analysis of chemotactic collapse

We perform a linear dynamical stability analysis of a general hydrodynamic model of chemotactic aggregation [Chavanis & Sire, Physica A, in press (2007)]. Specifically, we study the stability of an infinite and homogeneous distribution of cells against "chemotactic collapse". We discuss the analogy between the chemotactic collapse of biological populations and the gravitational collapse (Jeans instability) of self-gravitating systems. Our hydrodynamic model involves a pressure force which can take into account several effects like anomalous diffusion or the fact that the organisms cannot interpenetrate. We also take into account the degradation of the chemical which leads to a shielding of the interaction like for a Yukawa potential. Finally, our hydrodynamic model involves a friction force which quantifies the importance of inertial effects. In the strong friction limit, we obtain a generalized Keller-Segel model similar to the generalized Smoluchowski-Poisson system describing self-gravitating Langevin particles. For small frictions, we obtain a hydrodynamic model of chemotaxis similar to the Euler-Poisson system describing a self-gravitating barotropic gas. We show that an infinite and homogeneous distribution of cells is unstable against chemotactic collapse when the "velocity of sound" in the medium is smaller than a critical value. We study in detail the linear development of the instability and determine the range of unstable wavelengths, the growth rate of the unstable modes and the damping rate, or the pulsation frequency, of the stable modes as a function of the friction parameter and shielding length. For specific equations of state, we express the stability criterion in terms of the density of cells.

physics.bio-ph↗

arXiv2008

Jeans type instability for a chemotactic model of cellular aggregation

We consider an inertial model of chemotactic aggregation generalizing the Keller-Segel model and we study the linear dynamical stability of an infinite and homogeneous distribution of cells (bacteria, amoebae, endothelial cells,...) when inertial effects are accounted for. These inertial terms model cells directional persistance. We determine the condition of instability and the growth rate of the perturbation as a function of the cell density and the wavelength of the perturbation. We discuss the differences between overdamped (Keller-Segel) and inertial models. Finally, we show the analogy between the instability criterion for biological populations and the Jeans instability criterion in astrophysics.

physics.bio-ph↗

arXiv2008

Dynamical phase transitions in long-range Hamiltonian systems and Tsallis distributions with a time-dependent index

We study dynamical phase transitions in systems with long-range interactions, using the Hamiltonian Mean Field (HMF) model as a simple example. These systems generically undergo a violent relaxation to a quasi-stationary state (QSS) before relaxing towards Boltzmann equilibrium. In the collisional regime, the out-of-equilibrium one-particle distribution function (DF) is a quasi-stationary solution of the Vlasov equation, slowly evolving in time due to finite $N$ effects. For subcritical energies $7/12<U<3/4$, we exhibit cases where the DF is well-fitted by a Tsallis $q$-distribution with an index $q(t)$ slowly decreasing in time from $q\simeq 3$ (semi-ellipse) to $q=1$ (Boltzmann). When the index $q(t)$ reaches a critical value $q_{crit}(U)$, the non-magnetized (homogeneous) phase becomes Vlasov unstable and a dynamical phase transition is triggered, leading to a magnetized (inhomogeneous) state. While Tsallis distributions play an important role in our study, we explain this dynamical phase transition by using only conventional statistical mechanics. For supercritical energies, we report for the first time the existence of a magnetized QSS with a very long lifetime.

cond-mat.stat-mech↗

arXiv2008

Hamiltonian and Brownian systems with long-range interactions: V. Stochastic kinetic equations and theory of fluctuations

We develop a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic Smoluchowski equation governing the evolution of the fluctuating density field, we determine the expression of the correlation function of the density fluctuations around a spatially homogeneous equilibrium distribution. In the stable regime, we find that the temporal correlation function of the Fourier components of the density fluctuations decays exponentially rapidly with the same rate as the one characterizing the damping of a perturbation governed by the mean field Smoluchowski equation (without noise). On the other hand, the amplitude of the spatial correlation function in Fourier space diverges at the critical point $T=T_{c}$ (or at the instability threshold $k=k_{m}$) implying that the mean field approximation breaks down close to the critical point and that the phase transition from the homogeneous phase to the inhomogeneous phase occurs sooner. By contrast, the correlations of the velocity fluctuations remain finite at the critical point (or at the instability threshold). We give explicit examples for the Brownian Mean Field (BMF) model and for Brownian particles interacting via the gravitational potential and via the attractive Yukawa potential. We also introduce a stochastic model of chemotaxis for bacterial populations generalizing the mean field Keller-Segel model by taking into account fluctuations.

cond-mat.stat-mech↗

arXiv2008

Nonlinear mean field Fokker-Planck equations. Application to the chemotaxis of biological populations

We study a general class of nonlinear mean field Fokker-Planck equations in relation with an effective generalized thermodynamical formalism. We show that these equations describe several physical systems such as: chemotaxis of bacterial populations, Bose-Einstein condensation in the canonical ensemble, porous media, generalized Cahn-Hilliard equations, Kuramoto model, BMF model, Burgers equation, Smoluchowski-Poisson system for self-gravitating Brownian particles, Debye-Huckel theory of electrolytes, two-dimensional turbulence... In particular, we show that nonlinear mean field Fokker-Planck equations can provide generalized Keller-Segel models describing the chemotaxis of biological populations. As an example, we introduce a new model of chemotaxis incorporating both effects of anomalous diffusion and exclusion principle (volume filling). Therefore, the notion of generalized thermodynamics can have applications for concrete physical systems. We also consider nonlinear mean field Fokker-Planck equations in phase space and show the passage from the generalized Kramers equation to the generalized Smoluchowski equation in a strong friction limit. Our formalism is simple and illustrated by several explicit examples corresponding to Boltzmann, Tsallis and Fermi-Dirac entropies among others.

cond-mat.stat-mech↗

arXiv2008

Generalized Keller-Segel models of chemotaxis. Analogy with nonlinear mean field Fokker-Planck equations

We consider a generalized class of Keller-Segel models describing the chemotaxis of biological populations (bacteria, amoebae, endothelial cells, social insects,...). We show the analogy with nonlinear mean field Fokker-Planck equations and generalized thermodynamics. As an illustration, we introduce a new model of chemotaxis incorporating both effects of anomalous diffusion and exclusion principle (volume filling). We also discuss the analogy between biological populations described by the Keller-Segel model and self-gravitating Brownian particles described by the Smoluchowski-Poisson system.

physics.bio-ph↗

arXiv2008

General properties of nonlinear mean field Fokker-Planck equations

Recently, several authors have tried to extend the usual concepts of thermodynamics and kinetic theory in order to deal with distributions that can be non-Boltzmannian. For dissipative systems described by the canonical ensemble, this leads to the notion of nonlinear Fokker-Planck equation (T.D. Frank, Non Linear Fokker-Planck Equations, Springer, Berlin, 2005). In this paper, we review general properties of nonlinear mean field Fokker-Planck equations, consider the passage from the generalized Kramers to the generalized Smoluchowski equation in the strong friction limit, and provide explicit examples for Boltzmann, Tsallis and Fermi-Dirac entropies.

cond-mat.stat-mech↗

arXiv2008

Fluctuation-Dissipation Relations and statistical temperatures in a turbulent von Kármán flow

We experimentally characterize the fluctuations of the non-homogeneous non-isotropic turbulence in an axisymmetric von Kármán flow. We show that these fluctuations satisfy relations analogous to classical Fluctuation-Dissipation Relations (FDRs) in statistical mechanics. We use these relations to measure statistical temperatures of turbulence. The values of these temperatures are found to be dependent on the considered observable as already evidenced in other far from equilibrium systems.

physics.flu-dyn↗

arXiv2007

Out of equilibrium phase transitions in mean field Hamiltonian dynamics

Systems with long-range interactions display a short-time relaxation towards Quasi-Stationary States (QSSs), whose lifetime increases with system size. With reference to the Hamiltonian Mean Field (HMF) model, we here review Lynden-Bell's theory of ``violent relaxation''. The latter results in a maximum entropy scheme for a water-bag initial profile which predicts the presence of out-of-equilibrium phase transitions} separating homogeneous (zero magnetization) from inhomogeneous (non-zero magnetization) QSSs. Two different parametric representations of the initial condition are analyzed and the features of the phase diagram are discussed. In both representations we find a second order and a first order line of phase transitions that merge at a tricritical point. Particular attention is payed to the condition of existence and stability of the homogenous phase.

cond-mat.stat-mech↗

arXiv2007

Hamiltonian and Brownian systems with long-range interactions: III. The BBGKY hierarchy for spatially inhomogeneous systems

We study the growth of correlations in systems with weak long-range interactions. Starting from the BBGKY hierarchy, we determine the evolution of the two-body correlation function by using an expansion of the solutions of the hierarchy in powers of 1/N in a proper thermodynamic limit $N\to +\infty$. These correlations are responsible for the ``collisional'' evolution of the system beyond the Vlasov regime due to finite $N$ effects. We obtain a general kinetic equation that can be applied to spatially inhomogeneous systems and that takes into account memory effects. These peculiarities are specific to systems with unshielded long-range interactions. For spatially homogeneous systems with short memory time like plasmas, we recover the classical Landau (or Lenard-Balescu) equations. An interest of our approach is to develop a formalism that remains in physical space (instead of Fourier space) and that can deal with spatially inhomogeneous systems. This enlightens the basic physics and provides novel kinetic equations with a clear physical interpretation. However, unless we restrict ourselves to spatially homogeneous systems, closed kinetic equations can be obtained only if we ignore some collective effects between particles. General exact coupled equations taking into account collective effects are also given. We use this kinetic theory to discuss the processes of violent collisionless relaxation and slow collisional relaxation in systems with weak long-range interactions. In particular, we investigate the dependence of the relaxation time with the system size and provide a coherent discussion of all the numerical results obtained for these systems.

cond-mat.stat-mech↗

arXiv2007

Statistical mechanics and thermodynamic limit of self-gravitating fermions in D dimensions

We discuss the statistical mechanics of a system of self-gravitating fermions in a space of dimension $D$. We plot the caloric curves of the self-gravitating Fermi gas giving the temperature as a function of energy and investigate the nature of phase transitions as a function of the dimension of space. We consider stable states (global entropy maxima) as well as metastable states (local entropy maxima). We show that for $D\ge 4$, there exists a critical temperature (for sufficiently large systems) and a critical energy below which the system cannot be found in statistical equilibrium. Therefore, for $D\ge 4$, quantum mechanics cannot stabilize matter against gravitational collapse. This is similar to a result found by Ehrenfest (1917) at the atomic level for Coulombian forces. This makes the dimension D=3 of our universe very particular with possible implications regarding the anthropic principle. Our study enters in a long tradition of scientific and philosophical papers who studied how the dimension of space affects the laws of physics.

cond-mat.stat-mech↗

arXiv2007

Kinetic theory with angle-action variables

We present a kinetic theory for inhomogeneous systems with weak long-range interactions. Starting from the Klimontovich equation and using a quasilinear theory, we obtain a closed kinetic equation describing the relaxation of the distribution function of the system as a whole due to resonances between different orbits. This equation is written in angle-action variables. It conserves mass and energy and increases the Boltzmann entropy (H-theorem). Using a thermal bath approximation, we derive a Fokker-Planck equation that describes the relaxation of a test particle towards the Boltzmann distribution under the combined effect of diffusion and friction terms. We mention some analogies with the kinetic theory of point vortices in two-dimensional hydrodynamics. We also stress the limitations of our approach and the connection with recent works.

cond-mat.stat-mech↗