Dynamical stability criterion for inhomogeneous quasi-stationary states in long-range systems

We derive a necessary and sufficient condition of linear dynamical stability for inhomogeneous Vlasov stationary states of the Hamiltonian Mean Field (HMF) model. The condition is expressed by an explicit disequality that has to be satisfied by the stationary state, and it generalizes the known disequality for homogeneous stationary states. In addition, we derive analogous disequalities that express necessary and sufficient conditions of formal stability for the stationary states. Their usefulness, from the point of view of linear dynamical stability, is that they are simpler, although they provide only sufficient criteria of linear stability. We show that for homogeneous stationary states the relations become equal, and therefore linear dynamical stability and formal stability become equivalent.Comment: Submitted to Journal of Statistical Mechanics: Theory and Experimen

Relaxation to thermal equilibrium in the self-gravitating sheet model

We revisit the issue of relaxation to thermal equilibrium in the so-called "sheet model", i.e., particles in one dimension interacting by attractive forces independent of their separation. We show that this relaxation may be very clearly detected and characterized by following the evolution of order parameters defined by appropriately normalized moments of the phase space distribution which probe its entanglement in space and velocity coordinates. For a class of quasi-stationary states which result from the violent relaxation of rectangular waterbag initial conditions, characterized by their virial ratio R_0, we show that relaxation occurs on a time scale which (i) scales approximately linearly in the particle number N, and (ii) shows also a strong dependence on R_0, with quasi-stationary states from colder initial conditions relaxing much more rapidly. The temporal evolution of the order parameter may be well described by a stretched exponential function. We study finally the correlation of the relaxation times with the amplitude of fluctuations in the relaxing quasi-stationary states, as well as the relation between temporal and ensemble averages.Comment: 37 pages, 24 figures; some additional discussion of previous literature and other minor modifications, final published versio

Self-gravitating Brownian particles in two dimensions: the case of N=2 particles

We study the motion of N=2 overdamped Brownian particles in gravitational interaction in a space of dimension d=2. This is equivalent to the simplified motion of two biological entities interacting via chemotaxis when time delay and degradation of the chemical are ignored. This problem also bears some similarities with the stochastic motion of two point vortices in viscous hydrodynamics [Agullo & Verga, Phys. Rev. E, 63, 056304 (2001)]. We analytically obtain the density probability of finding the particles at a distance r from each other at time t. We also determine the probability that the particles have coalesced and formed a Dirac peak at time t (i.e. the probability that the reduced particle has reached r=0 at time t). Finally, we investigate the variance of the distribution and discuss the proper form of the virial theorem for this system. The reduced particle has a normal diffusion behaviour for small times with a gravity-modified diffusion coefficient =r_0^2+(4k_B/\xi\mu)(T-T_*)t, where k_BT_{*}=Gm_1m_2/2 is a critical temperature, and an anomalous diffusion for large times ~t^(1-T_*/T). As a by-product, our solution also describes the growth of the Dirac peak (condensate) that forms in the post-collapse regime of the Smoluchowski-Poisson system (or Keller-Segel model) for T<T_c=GMm/(4k_B). We find that the saturation of the mass of the condensate to the total mass is algebraic in an infinite domain and exponential in a bounded domain.Comment: Revised version (20/5/2010) accepted for publication in EPJ

Phase transitions of quasistationary states in the Hamiltonian Mean Field model

The out-of-equilibrium dynamics of the Hamiltonian Mean Field (HMF) model is studied in presence of an externally imposed magnetic field h. Lynden-Bell's theory of violent relaxation is revisited and shown to adequately capture the system dynamics, as revealed by direct Vlasov based numerical simulations in the limit of vanishing field. This includes the existence of an out-of-equilibrium phase transition separating magnetized and non magnetized phases. We also monitor the fluctuations in time of the magnetization, which allows us to elaborate on the choice of the correct order parameter when challenging the performance of Lynden-Bell's theory. The presence of the field h removes the phase transition, as it happens at equilibrium. Moreover, regions with negative susceptibility are numerically found to occur, in agreement with the predictions of the theory.Comment: 6 pages, 7 figure

A dynamical classification of the range of pair interactions

We formalize a classification of pair interactions based on the convergence properties of the {\it forces} acting on particles as a function of system size. We do so by considering the behavior of the probability distribution function (PDF) P(F) of the force field F in a particle distribution in the limit that the size of the system is taken to infinity at constant particle density, i.e., in the "usual" thermodynamic limit. For a pair interaction potential V(r) with V(r) \rightarrow \infty) \sim 1/r^a defining a {\it bounded} pair force, we show that P(F) converges continuously to a well-defined and rapidly decreasing PDF if and only if the {\it pair force} is absolutely integrable, i.e., for a > d-1, where d is the spatial dimension. We refer to this case as {\it dynamically short-range}, because the dominant contribution to the force on a typical particle in this limit arises from particles in a finite neighborhood around it. For the {\it dynamically long-range} case, i.e., a \leq d-1, on the other hand, the dominant contribution to the force comes from the mean field due to the bulk, which becomes undefined in this limit. We discuss also how, for a \leq d-1 (and notably, for the case of gravity, a=d-2) P(F) may, in some cases, be defined in a weaker sense. This involves a regularization of the force summation which is generalization of the procedure employed to define gravitational forces in an infinite static homogeneous universe. We explain that the relevant classification in this context is, however, that which divides pair forces with a > d-2 (or a < d-2), for which the PDF of the {\it difference in forces} is defined (or not defined) in the infinite system limit, without any regularization. In the former case dynamics can, as for the (marginal) case of gravity, be defined consistently in an infinite uniform system.Comment: 12 pages, 1 figure; significantly shortened and focussed, additional references, version to appear in J. Stat. Phy

Invariant measures of the 2D Euler and Vlasov equations

We discuss invariant measures of partial differential equations such as the 2D Euler or Vlasov equations. For the 2D Euler equations, starting from the Liouville theorem, valid for N-dimensional approximations of the dynamics, we define the microcanonical measure as a limit measure where N goes to infinity. When only the energy and enstrophy invariants are taken into account, we give an explicit computation to prove the following result: the microcanonical measure is actually a Young measure corresponding to the maximization of a mean-field entropy. We explain why this result remains true for more general microcanonical measures, when all the dynamical invariants are taken into account. We give an explicit proof that these microcanonical measures are invariant measures for the dynamics of the 2D Euler equations. We describe a more general set of invariant measures, and discuss briefly their stability and their consequence for the ergodicity of the 2D Euler equations. The extension of these results to the Vlasov equations is also discussed, together with a proof of the uniqueness of statistical equilibria, for Vlasov equations with repulsive convex potentials. Even if we consider, in this paper, invariant measures only for Hamiltonian equations, with no fluxes of conserved quantities, we think this work is an important step towards the description of non-equilibrium invariant measures with fluxes.Comment: 40 page

Collective dynamics of colloids at fluid interfaces

The evolution of an initially prepared distribution of micron sized colloidal particles, trapped at a fluid interface and under the action of their mutual capillary attraction, is analyzed by using Brownian dynamics simulations. At a separation \lambda\ given by the capillary length of typically 1 mm, the distance dependence of this attraction exhibits a crossover from a logarithmic decay, formally analogous to two-dimensional gravity, to an exponential decay. We discuss in detail the adaption of a particle-mesh algorithm, as used in cosmological simulations to study structure formation due to gravitational collapse, to the present colloidal problem. These simulations confirm the predictions, as far as available, of a mean-field theory developed previously for this problem. The evolution is monitored by quantitative characteristics which are particularly sensitive to the formation of highly inhomogeneous structures. Upon increasing \lambda\ the dynamics show a smooth transition from the spinodal decomposition expected for a simple fluid with short-ranged attraction to the self-gravitational collapse scenario.Comment: 13 pages, 12 figures, revised, matches version accepted for publication in the European Physical Journal

Algebraic damping in the one-dimensional Vlasov equation

We investigate the asymptotic behavior of a perturbation around a spatially non homogeneous stable stationary state of a one-dimensional Vlasov equation. Under general hypotheses, after transient exponential Landau damping, a perturbation evolving according to the linearized Vlasov equation decays algebraically with the exponent -2 and a well defined frequency. The theoretical results are successfully tested against numerical $N$-body simulations, corresponding to the full Vlasov dynamics in the large $N$ limit, in the case of the Hamiltonian mean-field model. For this purpose, we use a weighted particles code, which allows us to reduce finite size fluctuations and to observe the asymptotic decay in the $N$-body simulations.Comment: 26 pages, 8 figures; text slightly modified, references added, typos correcte

Dynamical stability of infinite homogeneous self-gravitating systems: application of the Nyquist method

We complete classical investigations concerning the dynamical stability of an infinite homogeneous gaseous medium described by the Euler-Poisson system or an infinite homogeneous stellar system described by the Vlasov-Poisson system (Jeans problem). To determine the stability of an infinite homogeneous stellar system with respect to a perturbation of wavenumber k, we apply the Nyquist method. We first consider the case of single-humped distributions and show that, for infinite homogeneous systems, the onset of instability is the same in a stellar system and in the corresponding barotropic gas, contrary to the case of inhomogeneous systems. We show that this result is true for any symmetric single-humped velocity distribution, not only for the Maxwellian. If we specialize on isothermal and polytropic distributions, analytical expressions for the growth rate, damping rate and pulsation period of the perturbation can be given. Then, we consider the Vlasov stability of symmetric and asymmetric double-humped distributions (two-stream stellar systems) and determine the stability diagrams depending on the degree of asymmetry. We compare these results with the Euler stability of two self-gravitating gaseous streams. Finally, we determine the corresponding stability diagrams in the case of plasmas and compare the results with self-gravitating systems