We discuss the dynamics and thermodynamics of systems with long-range
interactions. We contrast the microcanonical description of an isolated
Hamiltonian system to the canonical description of a stochastically forced
Brownian system. We show that the mean-field approximation is exact in a proper
thermodynamic limit. The equilibrium distribution function is solution of an
integrodifferential equation obtained from a static BBGKY-like hierarchy. It
also optimizes a thermodynamical potential (entropy or free energy) under
appropriate constraints. We discuss the kinetic theory of these systems. In the
Nâ+â limit, a Hamiltonian system is described by the Vlasov equation.
To order 1/N, the collision term of a homogeneous system has the form of the
Lenard-Balescu operator. It reduces to the Landau operator when collective
effects are neglected. We also consider the motion of a test particle in a bath
of field particles and derive the general form of the Fokker-Planck equation.
The diffusion coefficient is anisotropic and depends on the velocity of the
test particle. This can lead to anomalous diffusion. For Brownian systems, in
the Nâ+â limit, the kinetic equation is a non-local Kramers equation.
In the strong friction limit Οâ+â, or for large times tâ«ÎŸâ1, it reduces to a non-local Smoluchowski equation. We give explicit
results for self-gravitating systems, two-dimensional vortices and for the HMF
model. We also introduce a generalized class of stochastic processes and derive
the corresponding generalized Fokker-Planck equations. We discuss how a notion
of generalized thermodynamics can emerge in complex systems displaying
anomalous diffusion.Comment: The original paper has been split in two parts with some new material
and correction