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On the Limiting Markov Process of Energy Exchanges in a Rarely Interacting Ball-Piston Gas

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Abstract

We analyse the process of energy exchanges generated by the elastic collisions between a point-particle, confined to a two-dimensional cell with convex boundaries, and a ‘piston’, i.e. a line-segment, which moves back and forth along a one-dimensional interval partially intersecting the cell. This model can be considered as the elementary building block of a spatially extended high-dimensional billiard modeling heat transport in a class of hybrid materials exhibiting the kinetics of gases and spatial structure of solids. Using heuristic arguments and numerical analysis, we argue that, in a regime of rare interactions, the billiard process converges to a Markov jump process for the energy exchanges and obtain the expression of its generator.

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Notes

  1. The upper bound on \(\delta \) is imposed so as to prevent overlap between the piston and a similar hypothetical vertical piston centered on either of the top and bottom edges of the cell, such as in the cells depicted in Fig. 1.

  2. For \(\rho = \tfrac{1}{2}\), however, we have \(\lambda = 0\) so that, in the small \(\delta \) regime, \(|\Gamma | \simeq 2 \delta \left( 1 - \tfrac{\pi }{4}\right) \) and \(|\partial \Gamma _{\textsc {bp}}| \simeq \tfrac{2\sqrt{2}}{3} \delta ^3\). The two limits \(\rho \rightarrow \tfrac{1}{2}\) and \(\delta \rightarrow 0\) are therefore not interchangeable:

    $$\begin{aligned} \lim _{\rho \rightarrow {1}/{2}} \lim _{\delta \rightarrow 0} \delta ^2 \frac{|\Gamma |}{|\partial \Gamma _{\textsc {bp}}|} = \frac{1}{4 \sqrt{2}} (4 - \pi ) \ne \lim _{\delta \rightarrow 0} \lim _{\rho \rightarrow {1}/{2}} \delta ^2 \frac{|\Gamma |}{|\partial \Gamma _{\textsc {bp}}|} = \frac{3}{ 4 \sqrt{2}} ( 4 - \pi )\,. \end{aligned}$$
  3. The integral of the surface element on \(\mathbb {S}^{2}\) along the two horizontal circles at heights \(\pm \sqrt{2\epsilon _{\textsc {p}} }\) is \(1/\sqrt{2\epsilon _{\textsc {p}} }\), which is the density of the Beta distribution of shape parameters \(\tfrac{1}{2}\) and 1, properly normalised.

  4. The energy values include \(\epsilon _{\textsc {p}} = 1/100\), 2 / 100, \(\dots \), 49 / 100, to which are added \(\epsilon _{\textsc {p}} = 1/200\), 1 / 400, \(\dots \), 1 / 3200 and \(\epsilon _{\textsc {p}} = {1}/{2}-1/200\), \({1}/{2}-1/400\), \(\dots \), \({1}/{2}-1/3200\).

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Acknowledgments

The authors gratefully acknowledge fruitful discussions with Tamás Tasnádi. They are also grateful to Makiko Sasada for communicating her results prior to publishing. TG and PN wish to acknowledge the hospitality of the Institute of Mathematics at the Budapest University of Technology and Economics where part of this work was conducted. TG also wishes to acknowledge stimulating discussions with the DinAmicI community during their 2015 workshop, held in Corinaldo, Italy. The authors are grateful to the Erwin Schrödinger Institute, Vienna, for their hospitality on the occasion of the workshop Mixing Flows and Averaging Methods during which this work was finalized. Finally, they also express their gratitude to the referees for valuable comments. PB, DSz and IPT acknowledge the financial support of the Hungarian National Foundation for Scientific Research (OTKA): Grant T104745 and of Stiftung Aktion Österreich-Ungarn: Grants 87öu6 and 92öu6. TG is financially supported by the (Belgian) FRS-FNRS.

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Correspondence to Domokos Szász.

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To David Ruelle and Yasha Sinai on the occasion of their 80th birthdays: We are deeply honored and privileged to dedicate this paper to David Ruelle and Yasha Sinai, great founding fathers of rigorous statistical physics. Their works were fundamental in creating the subject and have profoundly changed the way people think about it. In particular, beyond its wider and deeper impact, Ruelle’s 1998 work [1], as well as his Brussels lecture [2], were key to reinvigorating the general interest toward understanding Fourier’s law of heat conduction and raising hopes for a satisfactory answer to this difficult problem. The theory of hyperbolic billiards, initiated by Sinai, helped engineer models which offer the most promising perspectives in this direction. It is our hope this paper testifies to their influence.

Appendices

Appendix 1: Collision Volume

To determine the volume \(|\Gamma |\) of configuration space, note that when \(q_3 > (1 - \lambda )/2\), the volume of all possible positions \(q_1\) and \(q_2\) is

$$\begin{aligned} 4 \int _0^{(1 - \lambda )/2} \mathrm {d}\, q \left[ \tfrac{1}{2} - \sqrt{\rho ^2 - \left( q - \tfrac{1}{2} \right) ^2} \right] = 1 - \lambda - \rho ^2 \big ( \pi - 4 \arctan \lambda \big ) \,. \end{aligned}$$
(41)

When \(q_3 < (1 - \lambda )/2\), we must subtract from the above area the quantity

$$\begin{aligned}&2 \int _{q_3}^{(1-\lambda )/2} \mathrm {d}\, q \left[ \tfrac{1}{2} - \sqrt{\rho ^2 - \left( q - \tfrac{1}{2} \right) ^2} \right] = \frac{1}{2} - \frac{\lambda }{4} - q_3 - \frac{1 - 2 q_3}{4} \sqrt{4 \rho ^2 - (1 - 2 q_3)^2} \nonumber \\&\quad + \rho ^2 \left[ \arctan \lambda - \arctan \frac{1 - 2 q_3}{\sqrt{4 \rho ^2 - (1 - 2 q_3)^2}} \right] . \end{aligned}$$
(42)

We therefore obtain the total volume of configuration space (10) by multiplying Eq. (41) by \(\lambda + 2 \delta \) and subtracting the integral of Eq. (42) over \(q_3\) from \((1 - \lambda )/2 - \delta \) to \((1 - \lambda )/2\).

To compute the collision surface integral, note that the position coordinates on \(\partial \Gamma _{\textsc {bp}}\) are bounded according to

$$\begin{aligned}&\frac{1}{2}(1 - \lambda ) - \delta \le q_1 = q_3 \le \tfrac{1}{2} (1 - \lambda ) \,, \nonumber \\&\quad -\frac{1}{2} + \sqrt{\rho ^2 - (q_1-\tfrac{1}{2})^2} \le q_2 \le \tfrac{1}{2} - \sqrt{\rho ^2 - (q_1 - \tfrac{1}{2})^2}. \end{aligned}$$
(43)

Its projection on the \((q_1, q_2)\) plane is the area (42) evaluated at \(q_3 = (1 - \lambda )/2 - \delta \). Since the surface itself makes an angle \(\pi /4\) with respect to the \((q_1, q_2)\) plane, we obtain for \(|\partial \Gamma _{\textsc {bp}}|\) the expression given by Eq. (11).

Appendix 2: Ball-Wall and Piston-Wall Return Times

Wall collision return times of the piston and ball can be computed in ways similar to Eq. (9),

$$\begin{aligned} \overline{\tau }_{\textsc {pw}}&= \frac{4 |\Gamma |}{|\partial \Gamma _{\textsc {pw}}|}\,, \nonumber \\ \overline{\tau }_{\textsc {bw}}&= \frac{4 |\Gamma |}{|\partial \Gamma _{\textsc {bw}}|}\,, \end{aligned}$$
(44)

where \(|\partial \Gamma _{\textsc {pw}}|\) and \(|\partial \Gamma _{\textsc {bw}}|\) are the areas of piston-wall and ball-wall collisions. The former corresponds to the area of all positions \(q_1\) and \(q_2\) such that \(q_3 = ( 1 \pm \lambda )/2 \pm \delta \), which is parallel to the \((q_1, q_2)\) plane and twice the area (41) minus the projection of the collision surface \(|\partial \Gamma _{\textsc {bp}}|\) (11) on this plane, and the latter to the positions \(q_1, q_2\) such that \((q_1 \pm \tfrac{1}{2})^2 + (q_2 \pm \tfrac{1}{2})^2 = \rho ^2\) while \(q_1 < q_3\), with \(q_3\) integrated over the interval (1). That is,

$$\begin{aligned} |\partial \Gamma _{\textsc {pw}}|&= 2\Big [1 - \lambda - \rho ^2 \big ( \pi - 4 \arctan \lambda \big ) \Big ] - \frac{1}{\sqrt{2}}|\partial \Gamma _{\textsc {bp}}|\,, \end{aligned}$$
(45)

and

$$\begin{aligned} |\partial \Gamma _{\textsc {bw}}|&= \rho ( \lambda + 2 \delta ) \Big ( 8 \arcsin \frac{1 - \lambda }{2 \sqrt{2} \rho } - \arcsin \frac{\lambda + 2 \delta }{2 \rho } + \arcsin \frac{\lambda }{2 \rho } \Big ) \\&\quad + \rho \big [1 - \sqrt{1 - 4 \delta ( \lambda + \delta ) } \big ] \,. \end{aligned}$$
(46)

Appendix 3: Restriction of the Invariant Measure on \({M}_{\textsc {bp}}\) to Fixed Energy Configurations

Substituting the parametrisation (17) of the velocity vector \(\mathbf {v}\in \mathbb {S}^{2}\) and evaluating its scalar product with the normal vector (6), the velocity integral in Eq. (19) splits into two contributions, integrated over an arc-length proportional to the angle along the arcs:

$$\begin{aligned} \int _{2\times \mathbb {S}^{1}: \, \mathbf {v}\cdot \mathbf {n} \ge 0} \mathrm {d}\mathbf {v}\,&(\mathbf {v}\cdot \mathbf {n}) = \frac{1}{\sqrt{2}} \int _{\mathbb {S}^{1}: \, \sqrt{2\epsilon _{\textsc {p}} } \ge \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha } \mathrm {d}\alpha \, (\sqrt{2\epsilon _{\textsc {p}} } - \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha ) \\&\quad + \frac{1}{\sqrt{2}} \int _{\mathbb {S}^{1}: \, \sqrt{2\epsilon _{\textsc {p}} } \le -\sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha } \mathrm {d}\alpha \, (-\sqrt{2\epsilon _{\textsc {p}} } - \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha ) \, ; \end{aligned}$$
(47)

see Fig. 6 for a graphical representation. Two separate regimes arise.

Fig. 6
figure 6

Equation (47) has either one (\(1/4 \le \epsilon _{\textsc {p}} \le \tfrac{1}{2}\)) or two (\(0 \le \epsilon _{\textsc {p}} < 1/4\)) contributions, given by the integrals along the arc-circles on the hemisphere of velocity coordinates whose projection along the normal to the collision surface (6) is positive. Here \(\epsilon _{\textsc {p}} = 1/8\) and the two arc-circles at \(v_3 = \pm \tfrac{1}{2}\) contributing to Eq. (47) are the portions (in green) of the corresponding full circles above the plane tangent to the collision surface (the excluded parts of those circles are shown in white) (Color figure online)

On the one hand, when the piston’s energy is less than the ball’s, the condition \(\sqrt{2\epsilon _{\textsc {p}} } \ge \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha \) in the first of the two integrals on the right-hand side of Eq. (47) is equivalent to

$$\begin{aligned} \arccos \sqrt{\frac{\epsilon _{\textsc {p}} }{\tfrac{1}{2} - \epsilon _{\textsc {p}} }} \le \alpha \le 2 \pi - \arccos \sqrt{\frac{\epsilon _{\textsc {p}} }{\tfrac{1}{2} - \epsilon _{\textsc {p}} }} \,. \end{aligned}$$
(48)

Performing the integral, we obtain the contribution,

$$\begin{aligned} \frac{1}{\sqrt{2}} \int _{\mathbb {S}^{1}: \, \sqrt{2\epsilon _{\textsc {p}} } \ge \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha }&\mathrm {d}\alpha \, (\sqrt{2\epsilon _{\textsc {p}} } - \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha ) \\&= 2\sqrt{\epsilon _{\textsc {p}} } \left( \pi - \arccos \sqrt{\frac{\epsilon _{\textsc {p}} }{\tfrac{1}{2} - \epsilon _{\textsc {p}} }} \right) + 2 \sqrt{ \tfrac{1}{2} - 2 \epsilon _{\textsc {p}} } \,. \end{aligned}$$
(49)

Likewise, the condition \(\sqrt{2\epsilon _{\textsc {p}} } \le - \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha \) in the second of the two integrals on the right-hand side of Eq. (47) is equivalent to

$$\begin{aligned} \pi - \arccos \sqrt{\frac{\epsilon _{\textsc {p}} }{\tfrac{1}{2} - \epsilon _{\textsc {p}} }} \le \alpha \le \pi + \arccos \sqrt{\frac{\epsilon _{\textsc {p}} }{\tfrac{1}{2} - \epsilon _{\textsc {p}} }} \,. \end{aligned}$$
(50)

Thus the second integral yields the contribution

$$\begin{aligned} \frac{1}{\sqrt{2}} \int _{\mathbb {S}^{1}: \, \sqrt{2\epsilon _{\textsc {p}} } \le - \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha }&\mathrm {d}\alpha \, \left( -\sqrt{2\epsilon _{\textsc {p}} } - \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha \right) \\&= - 2\sqrt{\epsilon _{\textsc {p}} } \arccos \sqrt{\frac{\epsilon _{\textsc {p}} }{\tfrac{1}{2} - \epsilon _{\textsc {p}} }} + 2 \sqrt{ \tfrac{1}{2} - 2 \epsilon _{\textsc {p}} } \,. \end{aligned}$$
(51)

The contribution to Eq. (19) from the velocity integral in the corresponding energy interval is thus given by the sum of Eqs. (49) and (51).

On the other hand, when the piston’s energy is larger than the ball’s, the condition \(\sqrt{2\epsilon _{\textsc {p}} } \ge \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha \) in the first of the two integrals on the right-hand side of Eq. (47) holds true for all angles \(\alpha \). The result of the integration,

$$\begin{aligned} \frac{1}{\sqrt{2}} \int _{\mathbb {S}^{1}: \, \sqrt{2\epsilon _{\textsc {p}} } \ge \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha } \mathrm {d}\alpha \, \left( \sqrt{2\epsilon _{\textsc {p}} } - \sqrt{1 - 2\epsilon _{\textsc {p}} } \cos \alpha \right) = 2 \pi \sqrt{\epsilon _{\textsc {p}} } \,, \end{aligned}$$
(52)

yields the only contribution to the velocity integral in Eq. (19).

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Bálint, P., Gilbert, T., Nándori, P. et al. On the Limiting Markov Process of Energy Exchanges in a Rarely Interacting Ball-Piston Gas. J Stat Phys 166, 903–925 (2017). https://doi.org/10.1007/s10955-016-1598-5

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