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

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.

Relaxation equations for two-dimensional turbulent flows with a prior vorticity distribution

Using a Maximum Entropy Production Principle (MEPP), we derive a new type of relaxation equations for two-dimensional turbulent flows in the case where a prior vorticity distribution is prescribed instead of the Casimir constraints [Ellis, Haven, Turkington, Nonlin., 15, 239 (2002)]. The particular case of a Gaussian prior is specifically treated in connection to minimum enstrophy states and Fofonoff flows. These relaxation equations are compared with other relaxation equations proposed by Robert and Sommeria [Phys. Rev. Lett. 69, 2776 (1992)] and Chavanis [Physica D, 237, 1998 (2008)]. They can provide a small-scale parametrization of 2D turbulence or serve as numerical algorithms to compute maximum entropy states with appropriate constraints. We perform numerical simulations of these relaxation equations in order to illustrate geometry induced phase transitions in geophysical flows.Comment: 21 pages, 9 figure

Thermodynamics and collapse of self-gravitating Brownian particles in D dimensions

We address the thermodynamics (equilibrium density profiles, phase diagram, instability analysis...) and the collapse of a self-gravitating gas of Brownian particles in D dimensions, in both canonical and microcanonical ensembles. In the canonical ensemble, we derive the analytic form of the density scaling profile which decays as f(x)=x^{-\alpha}, with alpha=2. In the microcanonical ensemble, we show that f decays as f(x)=x^{-\alpha_{max}}, where \alpha_{max} is a non-trivial exponent. We derive exact expansions for alpha_{max} and f in the limit of large D. Finally, we solve the problem in D=2, which displays rather rich and peculiar features

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 technics, 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.Comment: 50 pages. To appear in Phys. Rev.

On the effective velocity created by a point vortex in two-dimensional hydrodynamics

We complete previous investigations on the statistics of velocity fluctuations arising from a random distribution of point vortices in two-dimensional hydrodynamics. We show that, on a statistical sense, the velocity created by a point vortex is shielded by cooperative effects on a distance $\Lambda \sim n^{-1/2}$, the inter-vortex separation. For $R\gg \Lambda$, the ``effective'' velocity decays as $R^{-2}$ instead of the ordinary law $R^{-1}$ recovered for $R\ll \Lambda$. These results are similar to those obtained by Agekyan [Sov. Astron. 5 (1962) 809] in his investigations on the fluctuations of the gravitational field. They give further support to our previous observation that the statistics of velocity fluctuations are (marginally) dominated by the contribution of the nearest neighbor.Comment: Submitted to Phys. Rev.

Statistical mechanics of Fofonoff flows in an oceanic basin

We study the minimization of potential enstrophy at fixed circulation and energy in an oceanic basin with arbitrary topography. For illustration, we consider a rectangular basin and a linear topography h=by which represents either a real bottom topography or the beta-effect appropriate to oceanic situations. Our minimum enstrophy principle is motivated by different arguments of statistical mechanics reviewed in the article. It leads to steady states of the quasigeostrophic (QG) equations characterized by a linear relationship between potential vorticity q and stream function psi. For low values of the energy, we recover Fofonoff flows [J. Mar. Res. 13, 254 (1954)] that display a strong westward jet. For large values of the energy, we obtain geometry induced phase transitions between monopoles and dipoles similar to those found by Chavanis and Sommeria [J. Fluid Mech. 314, 267 (1996)] in the absence of topography. In the presence of topography, we recover and confirm the results obtained by Venaille and Bouchet [Phys. Rev. Lett. 102, 104501 (2009)] using a different formalism. In addition, we introduce relaxation equations towards minimum potential enstrophy states and perform numerical simulations to illustrate the phase transitions in a rectangular oceanic basin with linear topography (or beta-effect).Comment: 26 pages, 28 figure

Collapses and explosions in self-gravitating systems

Collapse and reverse to collapse explosion transition in self-gravitating systems are studied by molecular dynamics simulations. A microcanonical ensemble of point particles confined to a spherical box is considered; the particles interact via an attractive soft Coulomb potential. It is observed that the collapse in the particle system indeed takes place when the energy of the uniform state is put near or below the metastability-instability threshold (collapse energy), predicted by the mean-field theory. Similarly, the explosion in the particle system occurs when the energy of the core-halo state is increased above the explosion energy, where according to the mean field predictions the core-halo state becomes unstable. For a system consisting of 125 -- 500 particles, the collapse takes about $10^5$ single particle crossing times to complete, while a typical explosion is by an order of magnitude faster. A finite lifetime of metastable states is observed. It is also found that the mean-field description of the uniform and the core-halo states is exact within the statistical uncertainty of the molecular dynamics data.Comment: 9 pages, 14 figure

Statistics of the gravitational force in various dimensions of space: from Gaussian to Levy laws

We discuss the distribution of the gravitational force created by a Poissonian distribution of field sources (stars, galaxies,...) in different dimensions of space d. In d=3, it is given by a Levy law called the Holtsmark distribution. It presents an algebraic tail for large fluctuations due to the contribution of the nearest neighbor. In d=2, it is given by a marginal Gaussian distribution intermediate between Gaussian and Levy laws. In d=1, it is exactly given by the Bernouilli distribution (for any particle number N) which becomes Gaussian for N>>1. Therefore, the dimension d=2 is critical regarding the statistics of the gravitational force. We generalize these results for inhomogeneous systems with arbitrary power-law density profile and arbitrary power-law force in a d-dimensional universe

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