Noise-induced dynamical phase transitions in long-range systems (original) (raw)

Thermodynamics and dynamics of systems with long-range interactions

Physica A: Statistical Mechanics and its Applications, 2010

We propose a lecture on simple aspects of the thermodynamic and dynamical properties of systems with long-range pairwise interactions (LRI), which decay as 1/r d+σ at large distances r in d dimensions. 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. Longrange 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.

Kinetic theory for non-equilibrium stationary states in long-range interacting systems

Journal of Statistical Mechanics: Theory and Experiment, 2012

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.

Out-of-equilibrium fluctuations in stochastic long-range interacting systems

EPL (Europhysics Letters), 2016

For a many-particle system with long-range interactions and evolving under stochastic dynamics, we study for the first time the out-of-equilibrium fluctuations of the work done on the system by a time-dependent external force. For equilibrium initial conditions, the work distributions for a given protocol of variation of the force in time and the corresponding time-reversed protocol exhibit a remarkable scaling and a symmetry when expressed in terms of the average and the standard deviation of the work. The distributions of the work per particle predict, by virtue of the Crooks fluctuation theorem, the equilibrium free-energy density of the system. For a large number N of particles, the latter is in excellent agreement with the value computed by considering the Langevin dynamics of a single particle in a self-consistent mean field generated by its interaction with other particles. The agreement highlights the effective mean-field nature of the original many-particle dynamics for large N. For initial conditions in non-equilibrium stationary states (NESSs), we study the distribution of a quantity similar to dissipated work that satisfies the non-equilibrium generalization of the Clausius inequality, namely, the Hatano-Sasa equality, for transitions between NESSs. Besides illustrating the validity of the equality, we show that the distribution has exponential tails that decay differently on the left and on the right.

Relaxation dynamics of stochastic long-range interacting systems

Journal of Statistical Mechanics: Theory and Experiment, 2010

Long-range interacting systems, while relaxing towards equilibrium, may get trapped in nonequilibrium quasistationary states (QSS) for a time which diverges algebraically with the system size. These intriguing non-Boltzmann states have been observed under deterministic Hamiltonian evolution of a paradigmatic system, the Hamiltonian Mean-Field (HMF) model. We study here the robustness of QSS with respect to stochastic processes beyond deterministic dynamics within a microcanonical ensemble. To this end, we generalize the HMF model by allowing for stochastic three-particle collision dynamics in addition to the deterministic ones. By analyzing the resulting Boltzmann equation for the phase space density, we demonstrate that in the presence of stochasticity, QSS occur only as a crossover phenomenon over a finite time determined by the strength of the stochastic process. In particular, we argue that the relaxation time to equilibrium does not scale algebraically with the system size. We propose a scaling form for the relaxation time which is in very good agreement with results of extensive numerical simulations. The broader validity of these results is tested on a different stochastic HMF model involving microcanonical Monte Carlo dynamical moves.

Kinetic theory of nonequilibrium stochastic long-range systems: phase transition and bistability

Journal of Statistical Mechanics: Theory and Experiment, 2012

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. In order to analyze spatially homogeneous stationary states, we develop a kinetic approach that generalizes the one known for deterministic long-range systems; we obtain a very good agreement between predictions from kinetic theory and extensive numerical simulations. Our approach may also be generalized to describe spatially inhomogeneous stationary states. We also report on numerical simulations exhibiting a first-order nonequilibrium phase transition from homogeneous to inhomogeneous states. Close to the phase transition, the system shows bistable behavior between the two states, with a mean residence time that diverges as an exponential in the inverse of the strength of the external stochastic forces, in the limit of low values of such forces.

On the Physical Origin of Long-Ranged Fluctuations in Fluids in Thermal Nonequilibrium States

Journal of Statistical Physics, 2000

Thermodynamic fluctuations in systems that are in nonequilibrium steady states are always spatially long ranged, in contrast to fluctuations in thermodynamic equilibrium. In the present paper we consider a fluid subjected to a stationary temperature gradient. Two different physical mechanisms have been identified by which the temperature gradient causes long-ranged fluctuations. One cause is the presence of couplings between fluctuating fields. Secondly, spatial variation of the strength of random forces, resulting from the local version of the fluctuation-dissipation theorem, has also been shown to generate long-ranged fluctuations. We evaluate the contributions to the long-ranged temperature fluctuations due to both mechanisms. While the inhomogeneously correlated Langevin noise does lead to long-ranged fluctuations, in practice, they turn out to be negligible as compared to nonequilibrium temperature fluctuations resulting from the coupling between temperature and velocity fluctuations.

Dissipation and large thermodynamic fluctuations

Journal of Statistical Physics, 1990

The results of recent work of Kipnis, Olla, and Varadhan on the dynamic large deviations from a hydrodynamic limit for some interacting particle models are formally extended to a general hydrodynamic situation, including nonequilibrium steady states, as a fluctuation-dissipation hypothesis. The basic conjecture is that the exponent of decay in the probability of a large thermodynamic fluctuation is given by the dissipation of the force required to produce the fluctuation. It is shown that this hypothesis leads to a nonlinear version of Onsager-Machlup fluctuation theory that had previously been proposed by Graham. A direct consequence of the theory is a dynamic variational principle for the most probable thermodynamic history subject to imposed constraints (Onsager's principle of least dissipation). Following Graham, the theory leads also to a generalized potential, analogous to an equilibrium free energy, for the nonequilibrium steady state and an associated static variational principle. Finally, a formulation of nonlinear fluctuating hydrodynamics is proposed in which the noise enters multiplicatively so as to reproduce the conjectured large-deviations theory on a formal analogy with the results of Freidlin and Wentzell for finite-dimensional systems.

Stability criteria of the Vlasov equation and quasi-stationary states of the HMF model

Physica A-statistical Mechanics and Its Applications, 2004

We perform a detailed study of the relaxation towards equilibrium in the Hamiltonian Mean-Field model, a prototype for long-range interactions in N -particle dynamics. In particular, we point out the role played by the inÿnity 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, ÿnite N , dynamics. We then propose, and verify numerically, a scenario for the relaxation process, relying on the Vlasov equation. When starting from a nonstationary or a Vlasov unstable stationary state, the system shows initially a rapid convergence towards a stable stationary state of the Vlasov equation via nonstationary states: we characterize numerically this dynamical instability in the ÿnite N system by introducing appropriate indicators. This ÿrst step of the evolution towards Boltzmann-Gibbs equilibrium is followed by a slow quasi-stationary process, that proceeds through di erent stable stationary states of the Vlasov equation. If the ÿnite N system is initialized in a Vlasov stable homogeneous 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 ÿtted by the q-exponential distributions derived from Tsallis statistics.

On the entropy of classical systems with long-range interaction

2005

We discuss the form of the entropy for classical hamiltonian systems with long-range interaction using the Vlasov equation which describes the dynamics of a NNN-particle in the limit NtoinftyN\to\inftyNtoinfty. The stationary states of the hamiltonian system are subject to infinite conserved quantities due to the Vlasov dynamics. We show that the stationary states correspond to an extremum of the Boltzmann-Gibbs entropy, and their stability is obtained from the condition that this extremum is a maximum. As a consequence the entropy is a function of an infinite set of Lagrange multipliers that depend on the initial condition. We also discuss in this context the meaning of ensemble inequivalence and the temperature.