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Statistical Mechanics of Systems with Long range interactions David Mukamel

Statistical Mechanics of Systems with Long range interactions David Mukamel

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Statistical Mechanics of Systems with Long range interactions David Mukamel. Systems with long range interactions. two-body interaction. v(r) a 1/r s at large r with s

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Page 1: Statistical Mechanics of Systems with Long range interactions David Mukamel

Statistical Mechanics of Systems withLong range interactions

David Mukamel

Page 2: Statistical Mechanics of Systems with Long range interactions David Mukamel

Systems with long range interactions

v(r) 1/rs at large r with s<d, d dimensions

two-body interaction

12 VRE sd 01 d

s

self gravitating systems s=1ferromagnets s=32d vortices s=0 (logarithmic)

Page 3: Statistical Mechanics of Systems with Long range interactions David Mukamel

SEF Free Energy:

VSVE , 1 since

VS the entropy may be neglected in thethermodynamic limit.

EIn finite systems, although E>>S, if T is high enough may be comparable to S, and the full free energyneed to be considered. (Self gravitating systems, e.g.globular clusters)

NEE /

Page 4: Statistical Mechanics of Systems with Long range interactions David Mukamel

Ferromagnetic dipolar systems

v ~ 1/r3 0

2MV

DHH

D is the shape dependent demagnetization factor

2

1

N

iiSN

JHH

Models of this type, although they look extensive,are non-additive.

(for ellipsoidal samples)

Page 5: Statistical Mechanics of Systems with Long range interactions David Mukamel

1S )(2 i

2

1

N

iiSN

JH

Although the canonical thermodynamic functions (free energy,entropy etc) are extensive, the system is non-additive

+ _

4/JNEE 0E

21 EEE

For example, consider the Ising model:

Page 6: Statistical Mechanics of Systems with Long range interactions David Mukamel

Features which result from non-additivity

Negative specific heat in microcanonical ensemble

Inequivalence of microcanonical (MCE) andcanonical (CE) ensembles

Breaking of ergodicity in microcanonical ensemble

Slow dynamics, diverging relaxation time

Thermodynamics

Dynamics

Temperature discontinuity in MCE

Page 7: Statistical Mechanics of Systems with Long range interactions David Mukamel

Some general considerations

Negative specific heat in microcanonical ensembleof non-additive systems.Antonov (1962); Lynden-Bell & Wood (1968); Thirring (1970), Thirring & Posch

coexistence region in systems with short range interactions

E0 = xE1 +(1-x)E2 S0 = xS1 +(1-x)S2

hence S is concave and the microcanonicalspecific heat is non-negative

S

1E 2E E0E

Page 8: Statistical Mechanics of Systems with Long range interactions David Mukamel

On the other hand in systems with long range interactions(non-additive), in the region E1<E<E2

S

1E 2E E

E0 = xE1 +(1-x)E2

S0 xS1 +(1-x)S2

The entropy may thus follow the homogeneoussystem curve, the entropy is not concave. andthe microcanonical specific heat becomesnegative.

0 222 EECT V

compared with canonical ensemble where

0E

Page 9: Statistical Mechanics of Systems with Long range interactions David Mukamel

Ising model with long and short range interactions.

)1(2

)(2 1

1

2

1

i

N

ii

N

ii SS

KS

N

JH

d=1 dimensional geometry, ferromagnetic long range interaction J>0

The model has been analyzed within the canonical ensemble Nagel (1970), Kardar (1983)

Page 10: Statistical Mechanics of Systems with Long range interactions David Mukamel

Canonical (T,K) phase diagram

0M

0M

Page 11: Statistical Mechanics of Systems with Long range interactions David Mukamel

canonical microcanonical

359.0/

317.032

3ln/

JT

JT

MTP

CTP

The two phase diagrams differ in the 1st order region of the canonical diagram

Ruffo, Schreiber, Mukamel (2005)

Page 12: Statistical Mechanics of Systems with Long range interactions David Mukamel

s

m

discontinuous transition:

In a 1st order transition there is a discontinuity in T, and thus thereis a T region which is not accessible.

//1 sT

Page 13: Statistical Mechanics of Systems with Long range interactions David Mukamel

S

E

Page 14: Statistical Mechanics of Systems with Long range interactions David Mukamel

In general it is expected that whenever the canonical transitionis first order the microcanonical and canonical ensemblesdiffer from each other.

S

1E 2E E

Page 15: Statistical Mechanics of Systems with Long range interactions David Mukamel

Dynamics

Systems with long range interactions exhibit slow relaxation processes.

This may result in quasi-stationary states (long livednon-equilibrium states whose relaxation time to the equilibrium state diverges with the system size).

Non-additivity may facilitate breaking of ergodicity which could lead to trapping of systems in non-Equilibrium states.

Page 16: Statistical Mechanics of Systems with Long range interactions David Mukamel

Slow Relaxation

In systems with short range interaction, typically the relaxation timefrom an unstable (or metastable) state to a stable one is finite

(independent of the system size).

ms

m=0

R

1 dd RfR

fRc /

free energy gain of a droplet

critical radius above which the droplet grows.

Page 17: Statistical Mechanics of Systems with Long range interactions David Mukamel

Since the critical radius is finite, the relaxation time scale insystems with short range interactions is finite.

This is not the case in systems with long range interactions.relaxation processes are typically slow, with relaxation time

which grows with the system size.

In the case of the Ising model, the relaxation time isfound to grow as logN.

In other cases it is found to grow with a power of N.

This results in non-equilibrium, quasi-stationary states.

Page 18: Statistical Mechanics of Systems with Long range interactions David Mukamel

Dynamics

Microcanonical Monte Carlo Ising dynamics:

)1(2

)(2 1

1

2

1

i

N

ii

N

ii SS

KS

N

JH

Page 19: Statistical Mechanics of Systems with Long range interactions David Mukamel

Relaxation of a state with a local minimum of the entropy(thermodynamically unstable)

0 ms

One would expect the relaxation time of the m=0state to remain finite for large systems (as is the caseof systems with short range interactions..

sm0

Page 20: Statistical Mechanics of Systems with Long range interactions David Mukamel

M=0 is a minimum of the entropyK=-0.25 0.2

Nln

Page 21: Statistical Mechanics of Systems with Long range interactions David Mukamel

One may understand this result by considering the followingLangevin equation for m:

)()()( )( '' ttDtttm

s

t

m

With D~1/N

0, )( 42 babmamms

Page 22: Statistical Mechanics of Systems with Long range interactions David Mukamel

Pm

s

mm

PD

t

P2

2

Fokker-Planck Equation:

)()0,( ),( mtmPtmP

This is the dynamics of a particle moving in a double wellpotential V(m)=-s(m), with T~1/N starting at m=0.

Page 23: Statistical Mechanics of Systems with Long range interactions David Mukamel

This equation yields at large t

D

eamtmP

at

2exp),(

22

mPm

am

PD

t

P

2

2

Taking for simplicity s(m)~am2, a>0, the problem becomes that of a particle moving in a potential V(m) ~ -am2 at temperature T~D~1/N

Since D~1/N the width of the distribution is Nem at /22

NNe a ln 1/2

Page 24: Statistical Mechanics of Systems with Long range interactions David Mukamel

i

N

i

N

jiji

N

ii W

NpH

1

2

1,

2

1

2 cos))cos(1(2

1

2

1

The anisotropic XY model

with Hamiltonian, deterministic dynamics

ii

ii

dt

dp

pdt

d

slow relaxation with algebraically increasing time scale

Page 25: Statistical Mechanics of Systems with Long range interactions David Mukamel

m=0m>0

N

7.1

Nln

Dynamical phase diagram of the anisotropic XY model

Relaxation of the thermodynamically unstable m=0 state

One would expect the relaxation time of the m=0state to remain finite for large systems (as is the caseof systems with short range interactions.

Yamaguchi, Barre, Bouchet, Dauxois, Ruffo (2004)Jain, Bouchet, Mukamel, J. Stat. Mech. (2007)

Page 26: Statistical Mechanics of Systems with Long range interactions David Mukamel

N=500

N=10000

Relaxation of the quasi-stationary m=0 state:

Page 27: Statistical Mechanics of Systems with Long range interactions David Mukamel

In fact depending on energy and initial distributionone seems to have for the XY model:

NNln

1 c

Page 28: Statistical Mechanics of Systems with Long range interactions David Mukamel

Breaking of Ergodicity in Microcanonical dynamics.

Borgonovi, Celardo, Maianti, Pedersoli (2004); Mukamel, Ruffo, Schreiber (2005).

Systems with short range interactions are defined on a convexregion of their extensive parameter space.

E

M

1M 2M

If there are two microstates with magnetizations M1 and M2 Then there are microstates corresponding to any magnetizationM1 < M < M2

.

Page 29: Statistical Mechanics of Systems with Long range interactions David Mukamel

This is not correct for systems with long range interactionswhere the domain over which the model is defined need notbe convex.

E

M

Page 30: Statistical Mechanics of Systems with Long range interactions David Mukamel

K=-0.4

mmK

JK 1

2/0 2

Page 31: Statistical Mechanics of Systems with Long range interactions David Mukamel

m

Local dynamics cannot make the system cross from one segment to another.

Ergodicity is thus broken even for a finite system.

Page 32: Statistical Mechanics of Systems with Long range interactions David Mukamel
Page 33: Statistical Mechanics of Systems with Long range interactions David Mukamel
Page 34: Statistical Mechanics of Systems with Long range interactions David Mukamel

Summary

Some general thermodynamic and dynamical propertiesof system with long range interactions have been considered.

Negative specific heat in microcanonical ensembles

Canonical and microcanonical ensembles need not be equivalentwhenever the canonical transition is first order.

Breaking of ergodicity in microcanonical dynamics due tonon-convexity of the domain over which the model exists.

Long time scales, diverging with the system size.

Quasi-staionary states.

The results were derived for mean field long range interactionsbut they are expected to be valid for algebraically decayingpotentials.

Page 35: Statistical Mechanics of Systems with Long range interactions David Mukamel

S. Ruffo, (Fitenze)J. Barre, (Nice)A. Campa, (Rome)A. Giansanti, (Rome)N. Schreiber, (Weizmann)P. de Buyl, (Firenze)R. Khomeriki, (Georgia)K. Jain, (Weizmann)F. Bouchet, (Nice)T. Dauxois (Lyon)