Random transitions described by the stochastic Smoluchowski-Poisson system and by the stochastic Keller-Segel model.

We study random transitions between two metastable states that appear below a critical temperature in a one-dimensional self-gravitating Brownian gas with a modified Poisson equation experiencing a second order phase transition from a homogeneous phase to an inhomogeneous phase [P. H. Chavanis and L. Delfini, Phys. Rev. E 81, 051103 (2010)]. We numerically solve the N-body Langevin equations and the stochastic Smoluchowski-Poisson system, which takes fluctuations (finite N effects) into account. The system switches back and forth between the two metastable states (bistability) and the particles accumulate successively at the center or at the boundary of the domain. We explicitly show that these random transitions exhibit the phenomenology of the ordinary Kramers problem for a Brownian particle in a double-well potential. The distribution of the residence time is Poissonian and the average lifetime of a metastable state is given by the Arrhenius law; i.e., it is proportional to the exponential of the barrier of free energy ΔF divided by the energy of thermal excitation kBT. Since the free energy is proportional to the number of particles N for a system with long-range interactions, the lifetime of metastable states scales as eN and is considerable for N≫1. As a result, in many applications, metastable states of systems with long-range interactions can be considered as stable states. However, for moderate values of N, or close to a critical point, the lifetime of the metastable states is reduced since the barrier of free energy decreases. In that case, the fluctuations become important and the mean field approximation is no more valid. This is the situation considered in this paper. By an appropriate change of notations, our results also apply to bacterial populations experiencing chemotaxis in biology. Their dynamics can be described by a stochastic Keller-Segel model that takes fluctuations into account and goes beyond the usual mean field approximation.

Phase transitions and marginal ensemble equivalence for freely evolving flows on a rotating sphere.

The large-scale circulation of planetary atmospheres such as that of the Earth is traditionally thought of in a dynamical framework. Here we apply the statistical mechanics theory of turbulent flows to a simplified model of the global atmosphere, the quasigeostrophic model, leading to nontrivial equilibria. Depending on a few global parameters, the structure of the flow may be either a solid-body rotation (zonal flow) or a dipole. A second-order phase transition occurs between these two phases, with associated spontaneous symmetry breaking in the dipole phase. This model allows us to go beyond the general theory of marginal ensemble equivalence through the notion of Goldstone modes.

Out-of-equilibrium phase transitions in the Hamiltonian mean-field model: a closer look.

We provide a detailed discussion of out-of-equilibrium phase transitions in the Hamiltonian mean-field (HMF) model in the framework of Lynden-Bell's statistical theory of the Vlasov equation. For two-level initial conditions, the caloric curve ß(E) only depends on the initial value f(0) of the distribution function. We evidence different regions in the parameter space where the nature of the phase transitions between magnetized and nonmagnetized states changes: (i) For f(0)>0.10965, the system displays a second-order phase transition; (ii) for 0.109497

Phase transitions in self-gravitating systems and bacterial populations with a screened attractive potential.

We consider a system of particles interacting via a screened Newtonian potential and study phase transitions between homogeneous and inhomogeneous states in the microcanonical and canonical ensembles. For small screenings, the interaction is long range. Like for other systems with long-range interactions, we obtain a great diversity of microcanonical and canonical phase transitions depending on the dimension of space and on the importance of the screening length. We also consider a system of particles in Newtonian interaction (without screening) in the presence of a "neutralizing background." By a proper interpretation of the parameters, our study describes (i) self-gravitating systems in a cosmological setting, and (ii) chemotaxis of bacterial populations in the original Keller-Segel model.

Negative specific heat in the canonical statistical ensemble.

According to thermodynamics, the specific heat of Boltzmannian short-range interacting systems is a positive quantity. Less intuitive properties are instead displayed by systems characterized by long-range interactions. In that case, the sign of specific heat depends on the considered statistical ensemble: Negative specific heat can be found in isolated systems, which are studied in the framework of the microcanonical ensemble; on the other hand, it is generally recognized that a positive specific heat should always be measured in systems in contact with a thermal bath, for which the canonical ensemble is the appropriate one. We demonstrate that the latter assumption is not generally true: One can, in principle, measure negative specific heat also in the canonical ensemble if the system under scrutiny is non-Boltzmannian and/or out-of-equilibrium.

Out-of-equilibrium phase re-entrance(s) in long-range interacting systems.

Systems with long-range interactions display a short-time relaxation toward quasistationary states (QSSs) whose lifetime increases with system size. The application of Lynden-Bell's theory of "violent relaxation" to the Hamiltonian Mean Field model leads to the prediction of out-of-equilibrium first- and second-order phase transitions between homogeneous (zero magnetization) and inhomogeneous (nonzero magnetization) QSSs, as well as an interesting phenomenon of phase re-entrances. We compare these theoretical predictions with direct N -body numerical simulations. We confirm the existence of phase re-entrance in the typical parameter range predicted from Lynden-Bell's theory, but also show that the picture is more complicated than initially thought. In particular, we exhibit the existence of secondary re-entrant phases: we find unmagnetized states in the theoretically magnetized region as well as persisting magnetized states in the theoretically unmagnetized region. We also report the existence of a region with negative specific heats for QSSs both in the numerical and analytical caloric curves.

Dynamics and thermodynamics of axisymmetric flows: Theory.

We develop variational principles to study the structure and the stability of equilibrium states of axisymmetric flows. We show that the axisymmetric Euler equations for inviscid flows admit an infinite number of steady state solutions. We find their general form and provide analytical solutions in some special cases. The system can be trapped in one of these steady states as a result of an inviscid violent relaxation. We show that the stable steady states maximize a (nonuniversal) function while conserving energy, helicity, circulation, and angular momentum (robust constraints). This can be viewed as a form of generalized selective decay principle. We derive relaxation equations which can be used as numerical algorithm to construct nonlinearly dynamically stable stationary solutions of axisymmetric flows. We also develop a thermodynamical approach to predict the equilibrium state at some fixed coarse-grained scale. We show that the resulting distribution can be divided in two parts: one universal coming from the conservation of robust invariants and one non-universal determined by the initial conditions through the fragile invariants (for freely evolving systems) or by a prior distribution encoding nonideal effects such as viscosity, small-scale forcing, and dissipation (for forced systems). Finally, we derive a parametrization of inviscid mixing to describe the dynamics of the system at the coarse-grained scale. A conceptual interest of this axisymmetric model is to be intermediate between two-dimensional (2D) and 3D turbulence.

Thermodynamics of magnetohydrodynamic flows with axial symmetry.

We present strategies based upon optimization principles in the case of the axisymmetric equations of magnetohydrodynamics (MHD). We derive the equilibrium state by using a minimum energy principle under the constraints of the MHD axisymmetric equations. We also propose a numerical algorithm based on a maximum energy dissipation principle to compute in a consistent way the nonlinearly dynamically stable equilibrium states. Then, we develop the statistical mechanics of such flows and recover the same equilibrium states giving a justification of the minimum energy principle. We find that fluctuations obey a Gaussian shape and we make the link between the conservation of the Casimirs on the coarse-grained scale and the process of energy dissipation. We contrast these results with those of two-dimensional hydrodynamical turbulence where the equilibrium state maximizes a H function at fixed energy and circulation and where the fluctuations are nonuniversal.

Estimate of blow-up and relaxation time for self-gravitating Brownian particles and bacterial populations.

We determine an exact asymptotic expression of the blow-up time t(coll) for self-gravitating Brownian particles or bacterial populations (chemotaxis) close to the critical point in d=3. We show that t(coll) = t(*) (eta- eta(c) )(-1/2) with t(*) =0.917 677 02..., where eta represents the inverse temperature (for Brownian particles) or the mass (for bacterial colonies), and eta(c) is the critical value of eta above which the system blows up. This result is in perfect agreement with the numerical solution of the Smoluchowski-Poisson system. We also determine the exact asymptotic expression of the relaxation time close to but above the critical temperature and derive a large time asymptotic expansion for the density profile exactly at the critical point.

Phase diagram of self-attracting systems.

A phase diagram of microcanonical ensembles of self-attracting particles is studied for two types of short-range potential regularizations: self-gravitating fermions and classical particles interacting via an attractive soft -(r(2)+r(2)(0))(-1/2) Coulomb potential. When the range of regularization is sufficiently short, the self-attracting systems exhibit gravitational or collapselike transition. As the fermionic degeneracy or the softness radius increases, the gravitational phase transition crosses over to a normal first-order phase transition, becomes second-order at a critical point, and finally disappears. Applicability of a commonly used saddle-point or mean-field approximation and importance of metastable states is discussed.

Statistical mechanics of the shallow water system.

We extend the formalism of statistical mechanics developed for the two-dimensional (2D) Euler equation to the case of shallow water system. Relaxation equations towards the maximum entropy state are proposed, which provide a parametrization of subgrid-scale eddies in 2D compressible turbulence.

Kinetic theory of point vortices: diffusion coefficient and systematic drift.

We develop a kinetic theory for point vortices in two-dimensional hydrodynamics. Using standard projection operator techniques, we derive a Fokker-Planck equation describing the relaxation of a "test" vortex in a bath of "field" vortices at statistical equilibrium. The relaxation is due to the combined effect of a diffusion and a drift. The drift is shown to be responsible for the organization of point vortices at negative temperatures. A description that goes beyond the thermal bath approximation is attempted. A new kinetic equation is obtained which respects all conservation laws of the point vortex system and satisfies a H theorem. Close to equilibrium, this equation reduces to the ordinary Fokker-Planck equation.

Scaling laws and vortex profiles in two-dimensional decaying turbulence.

We use high resolution numerical simulations over several hundred of turnover times to study the influence of small scale dissipation onto vortex statistics in 2D decaying turbulence. A scaling regime is detected when the scaling laws are expressed in units of mean vorticity and integral scale, like predicted in Carnevale et al., Phys. Rev. Lett. 66, 2735 (1991), and it is observed that viscous effects spoil this scaling regime. The exponent controlling the decay of the number of vortices shows some trends toward xi=1, in agreement with a recent theory based on the Kirchhoff model [C. Sire and P. H. Chavanis, Phys. Rev. E 61, 6644 (2000)]. In terms of scaled variables, the vortices have a similar profile with a functional form related to the Fermi-Dirac distribution.

From Jupiter's Great Red Spot to the structure of galaxies: statistical mechanics of two-dimensional vortices and stellar systems.

The statistical mechanics of two-dimensional vortices and stellar systems both at equilibrium and out of equilibrium are discussed, with emphasis on the analogies (and on the differences) between these two systems. Limitations of statistical theory and problems posed by the long-range nature of the interactions are described in detail. Special attention is devoted to the problem of "incomplete relaxation" and, in the case of stellar systems, to the "gravothermal catastrophe." The relaxation toward equilibrium, possibly restricted to a "maximum entropy bubble," is described with the aid of a maximum entropy production principle (MEPP). The relation with Fokker-Planck equations is made explicit and the structure of the diffusion current analyzed in terms of a pure diffusion compensated by an appropriate friction or a drift.