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

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

Macroscopic detection of the strong stochasticity threshold in Fermi-Pasta-Ulam chains of oscillators

The largest Lyapunov exponent of a system composed by a heavy impurity embedded in a chain of anharmonic nearest-neighbor Fermi-Pasta-Ulam oscillators is numerically computed for various values of the impurity mass $M$. A crossover between weak and strong chaos is obtained at the same value $\epsilon_{_T}$ of the energy density $\epsilon$ (energy per degree of freedom) for all the considered values of the impurity mass $M$. The threshold \epsi lon_{_T} coincides with the value of the energy density $\epsilon$ at which a change of scaling of the relaxation time of the momentum autocorrelation function of the impurity ocurrs and that was obtained in a previous work ~[M. Romero-Bastida and E. Braun, Phys. Rev. E {\bf65}, 036228 (2002)]. The complete Lyapunov spectrum does not depend significantly on the impurity mass $M$. These results suggest that the impurity does not contribute significantly to the dynamical instability (chaos) of the chain and can be considered as a probe for the dynamics of the system to which the impurity is coupled. Finally, it is shown that the Kolmogorov-Sinai entropy of the chain has a crossover from weak to strong chaos at the same value of the energy density that the crossover value $\epsilon_{_T}$ of largest Lyapunov exponent. Implications of this result are discussed.Comment: 6 pages, 5 figures, revtex4 styl

First and second order clustering transitions for a system with infinite-range attractive interaction

We consider a Hamiltonian system made of $N$ classical particles moving in two dimensions, coupled via an {\it infinite-range interaction} gauged by a parameter $A$. This system shows a low energy phase with most of the particles trapped in a unique cluster. At higher energy it exhibits a transition towards a homogenous phase. For sufficiently strong coupling $A$ an intermediate phase characterized by two clusters appears. Depending on the value of $A$ the observed transitions can be either second or first order in the canonical ensemble. In the latter case microcanonical results differ dramatically from canonical ones. However, a canonical analysis, extended to metastable and unstable states, is able to describe the microcanonical equilibrium phase. In particular, a microcanonical negative specific heat regime is observed in the proximity of the transition whenever it is canonically discontinuous. In this regime, {\it microcanonically stable} states are shown to correspond to {\it saddles} of the Helmholtz free energy, located inside the spinodal region.Comment: 4 pages, Latex - 3 EPS Figs - Submitted to Phys. Rev.

Linear theory and violent relaxation in long-range systems: a test case

In this article, several aspects of the dynamics of a toy model for longrange Hamiltonian systems are tackled focusing on linearly unstable unmagnetized (i.e. force-free) cold equilibria states of the Hamiltonian Mean Field (HMF). For special cases, exact finite-N linear growth rates have been exhibited, including, in some spatially inhomogeneous case, finite-N corrections. A random matrix approach is then proposed to estimate the finite-N growth rate for some random initial states. Within the continuous, $N \rightarrow \infty$, approach, the growth rates are finally derived without restricting to spatially homogeneous cases. All the numerical simulations show a very good agreement with the different theoretical predictions. Then, these linear results are used to discuss the large-time nonlinear evolution. A simple criterion is proposed to measure the ability of the system to undergo a violent relaxation that transports it in the vicinity of the equilibrium state within some linear e-folding times

Ensemble Inequivalence in the Spherical Spin Glass Model with Nonlinear Interactions

We investigate the ensemble inequivalence of the spherical spin glass model with nonlinear interactions of polynomial order $p$. This model is solved exactly for arbitrary $p$ and is shown to have first-order phase transitions between the paramagnetic and spin glass or ferromagnetic phases for $p \geq 5$. In the parameter region around the first-order transitions, the solutions give different results depending on the ensemble used for the analysis. In particular, we observe that the microcanonical specific heat can be negative and the phase may not be uniquely determined by the temperature.Comment: 15 pages, 10 figure

The cavity method for large deviations

A method is introduced for studying large deviations in the context of statistical physics of disordered systems. The approach, based on an extension of the cavity method to atypical realizations of the quenched disorder, allows us to compute exponentially small probabilities (rate functions) over different classes of random graphs. It is illustrated with two combinatorial optimization problems, the vertex-cover and coloring problems, for which the presence of replica symmetry breaking phases is taken into account. Applications include the analysis of models on adaptive graph structures.Comment: 18 pages, 7 figure

Out-of-equilibrium states as statistical equilibria of an effective dynamics

We study the formation of coherent structures in a system with long-range interactions where particles moving on a circle interact through a repulsive cosine potential. Non equilibrium structures are shown to correspond to statistical equilibria of an effective dynamics, which is derived using averaging techniques. This simple behavior might be a prototype of others observed in more complicated systems with long-range interactions, like two-dimensional incompressible fluids or self-gravitating systems.Comment: 4 figure

On the inequivalence of statistical ensembles

We investigate the relation between various statistical ensembles of finite systems. If ensembles differ at the level of fluctuations of the order parameter, we show that the equations of states can present major differences. A sufficient condition for this inequivalence to survive at the thermodynamical limit is worked out. If energy consists in a kinetic and a potential part, the microcanonical ensemble does not converge towards the canonical ensemble when the partial heat capacities per particle fulfill the relation $c_{k}^{-1}+c_{p}^{-1}<0$.Comment: 4 pages, 4 figure