Generalized thermodynamics and Fokker-Planck equations. Applications to stellar dynamics, two-dimensional turbulence and Jupiter's great red spot

We introduce a new set of generalized Fokker-Planck equations that conserve energy and mass and increase a generalized entropy until a maximum entropy state is reached. The concept of generalized entropies is rigorously justified for continuous Hamiltonian systems undergoing violent relaxation. Tsallis entropies are just a special case of this generalized thermodynamics. Application of these results to stellar dynamics, vortex dynamics and Jupiter's great red spot are proposed. Our prime result is a novel relaxation equation that should offer an easily implementable parametrization of geophysical turbulence. This relaxation equation depends on a single key parameter related to the skewness of the fine-grained vorticity distribution. Usual parametrizations (including a single turbulent viscosity) correspond to the infinite temperature limit of our model. They forget a fundamental systematic drift that acts against diffusion as in Brownian theory. Our generalized Fokker-Planck equations may have applications in other fields of physics such as chemotaxis for bacterial populations. We propose the idea of a classification of generalized entropies in classes of equivalence and provide an aesthetic connexion between topics (vortices, stars, bacteries,...) which were previously disconnected.Comment: Submitted to Phys. Rev.

Heat and work distributions for mixed Gauss-Cauchy process

We analyze energetics of a non-Gaussian process described by a stochastic differential equation of the Langevin type. The process represents a paradigmatic model of a nonequilibrium system subject to thermal fluctuations and additional external noise, with both sources of perturbations considered as additive and statistically independent forcings. We define thermodynamic quantities for trajectories of the process and analyze contributions to mechanical work and heat. As a working example we consider a particle subjected to a drag force and two independent Levy white noises with stability indices $\alpha=2$ and $\alpha=1$. The fluctuations of dissipated energy (heat) and distribution of work performed by the force acting on the system are addressed by examining contributions of Cauchy fluctuations to either bath or external force acting on the system

Spin diffusion from an inhomogeneous quench in an integrable system

Generalised hydrodynamics predicts universal ballistic transport in integrable lattice systems when prepared in generic inhomogeneous initial states. However, the ballistic contribution to transport can vanish in systems with additional discrete symmetries. Here we perform large scale numerical simulations of spin dynamics in the anisotropic Heisenberg $XXZ$ spin $1/2$ chain starting from an inhomogeneous mixed initial state which is symmetric with respect to a combination of spin-reversal and spatial reflection. In the isotropic and easy-axis regimes we find non-ballistic spin transport which we analyse in detail in terms of scaling exponents of the transported magnetisation and scaling profiles of the spin density. While in the easy-axis regime we find accurate evidence of normal diffusion, the spin transport in the isotropic case is clearly super-diffusive, with the scaling exponent very close to $2/3$, but with universal scaling dynamics which obeys the diffusion equation in nonlinearly scaled time.Comment: 8 pages, 7 figures, version as accepted by Nature Communication

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

Nonlinear mean-field Fokker-Planck equations and their applications in physics, astrophysics and biology

We discuss a general class of nonlinear mean-field Fokker-Planck equations [P.H. Chavanis, Phys. Rev. E, 68, 036108 (2003)] and show their applications in different domains of physics, astrophysics and biology. These equations are associated with generalized entropic functionals and non-Boltzmannian distributions (Fermi-Dirac, Bose-Einstein, Tsallis,...). They furthermore involve an arbitrary binary potential of interaction. We emphasize analogies between different topics (two-dimensional turbulence, self-gravitating systems, Debye-H\"uckel theory of electrolytes, porous media, chemotaxis of bacterial populations, Bose-Einstein condensation, BMF model, Cahn-Hilliard equations,...) which were previously disconnected. All these examples (and probably many others) are particular cases of this general class of nonlinear mean-field Fokker-Planck equations

Entropy production in the cyclic lattice Lotka-Volterra model

The cyclic Lotka-Volterra model in a $D$-dimensional regular lattice is considered. Its ``nucleus growth'' mode is analyzed under the scope of Tsallis' entropies $S_q=(1-\sum_i p_i^q)/(q-1)$, $q\in \mathbb{R}$. It is shown both numerically and by means of analytical considerations that a linear increase of entropy with time, meaning finite asymptotic entropy rate, is achieved for the entropic index $q_c=1-1/D$. Although the lattice exhibits fractal patterns along its evolution, the characteristic value of $q$ can be interpreted in terms of very simple features of the dynamics.Comment: 7 pages, 6 figure

Heavy-tailed targets and (ab)normal asymptotics in diffusive motion

We investigate temporal behavior of probability density functions (pdfs) of paradigmatic jump-type and continuous processes that, under confining regimes, share common heavy-tailed asymptotic (target) pdfs. Namely, we have shown that under suitable confinement conditions, the ordinary Fokker-Planck equation may generate non-Gaussian heavy-tailed pdfs (like e.g. Cauchy or more general L\'evy stable distribution) in its long time asymptotics. For diffusion-type processes, our main focus is on their transient regimes and specifically the crossover features, when initially infinite number of the pdf moments drops down to a few or none at all. The time-dependence of the variance (if in existence), $\sim t^{\gamma}$ with $0<\gamma <2$, in principle may be interpreted as a signature of sub-, normal or super-diffusive behavior under confining conditions; the exponent $\gamma$ is generically well defined in substantial periods of time. However, there is no indication of any universal time rate hierarchy, due to a proper choice of the driver and/or external potential.Comment: Major revisio