Abstract
With focus on anharmonic chains, we develop a nonlinear version of fluctuating hydrodynamics, in which the Euler currents are kept to second order in the deviations from equilibrium and dissipation plus noise are added. The required model-dependent parameters are written in such a way that they can be computed numerically within seconds, once the interaction potential, pressure, and temperature are given. In principle the theory is applicable to any one-dimensional system with local conservation laws. The resulting nonlinear stochastic field theory is handled in the one-loop approximation. Some of the large scale predictions can still be worked out analytically. For more details one has to rely on numerical simulations of the corresponding mode-coupling equations. In this way we arrive at detailed predictions for the equilibrium time correlations of the locally conserved fields of an anharmonic chain.
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Acknowledgments
The topic of my article reflects longstanding interests. The actual study was triggered, in fact, by two workshops in the fall 2012 on transport in one-dimensional systems, one at the ICTP Trieste, organized by A. Dhar, M.N. Kiselev, Y.A. Kosevich, R. Livi, and one at BIRS, Banff, organized by J.L. Lebowitz, S. Olla, G. Stoltz, for both of which I am most grateful. I thank H. van Beijeren for sharing his insights on mode-coupling theory, S. Olla for emphasizing the hydrodynamics of anharmonic chains, J. Krug for pointing at the early literature on coupled KPZ equations, P. Ferrari, C. Mendl, T. Sasamoto for constant help and encouragement, and C. Bernardin, S. Lepri, A. Politi, H. Posch, G. Schütz, H. Zhao for highly useful discussions. Support by Fund For Math is acknowledged.
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Appendices
Appendix 1: Coupling Constants
1.1 (a) Equilibrium Susceptibilities, Currents
Averages with respect to \(Z^{-1}\exp [-\beta (V(y)+py)]dy\) are denoted in this appendix by \(\langle \cdot \rangle \) with the dependence on \(p,\beta \) being suppressed. \(\langle X_1;X_2\rangle = \langle X_1 X_2\rangle - \langle X_1\rangle \langle X_2\rangle \) is the second cumulant and
the third cumulant. It holds
In equilibrium, \(\{r_j,p_j, j\in \mathbb {Z}\}\) are independent random variables. \(p_j\) has a Gaussian density with mean zero and variance \(\beta ^{-1}\) and \(r_j\) has the density \(Z^{-1}\exp [-\beta (V(y)+py)]\). Hence \(S(j,0) = \delta _{0j} C\) with
The macroscopic conserved fields are \((\ell ,\mathsf {u},\mathfrak {e})\). Their currents are
We linearize the Euler equations at \((\ell , \mathsf {u}=0,\mathsf {e})\), \(\mathsf {e}\) the internal energy, where
which defines \((p,\beta ) \mapsto (\ell (p,\beta ),\mathsf {e}(p,\beta ))\). Inverting this map yields
1.2 (b) Linearization, Normal Modes
The linearized currents are
with the property that
\(A\) has the eigenvalues \(c_\sigma =\sigma c\), \(c_0=0\), \(\sigma =\pm 1\), \(c\) the sound speed,
\(A\) has right eigenvectors defined by \(A|\psi _\alpha \rangle = c_\alpha |\psi _\alpha \rangle \) and given by
and left eigenvectors defined by \(\langle \tilde{\psi }_\alpha |A = c_\alpha \langle \tilde{\psi }_\alpha |\) and given by
which satisfy \(\langle \tilde{\psi }_\alpha |\psi _\beta \rangle =0\) for \(\alpha \ne \beta \). The linear transformation to normal modes, \(\vec {\phi }=R\vec {u}\), is defined through
The first identity can be achieved by setting
The normalization factors are still free, but up to an overall factor of \(-1\) determined by the second identity of (8.12),
The Euler part of the equations of motion reads
Using \(\vec {\phi } = R \vec {u}\), one arrives at
which implies
with the normal mode coupling constants
1.3 (c) Hessians and \(G\) Couplings
The three Hessians are
The \(H^\mathsf {u}\) matrix elements are given by
and the \(H^\mathsf {e}\) matrix elements are
Denoting the standard basis vectors by \(\mathrm {e}_1,\mathrm {e}_2,\mathrm {e}_3\), one has
and arrives at the coupling constants
They have the symmetries
1.4 (d) Transformation to Canonical Variables
We transform the couplings \(G\) from microcanonical to canonical variables. In canonical variables, all \(G\) coefficients are given by up to third order cumulants in \(y,V,V+py\), which can be completely expressed in terms of one-dimensional integrals. A Mathematica program computes all \(G\) coefficients for specified \(V,p,\beta \) and by the same procedure also the \(R,R^{-1}\) matrices.
Differentiating the identities \(p(\ell (p,\beta ),\mathsf {e}(p,\beta ))= p\) and \(\beta (\ell (p,\beta ),\mathsf {e}(p,\beta ))= \beta \) with respect to \(p\) and \(\beta \) yields
Hence
and for the velocity of sound
We collect first and second derivatives of \(\ell ,\mathsf {e}\) and first derivatives of \(\Gamma \),
To complete our task we still need the second derivatives \(\partial _\ell \partial _\ell p\), \(\partial _\ell \partial _\mathsf {e} p\), \(\partial _\mathrm {e}\partial _\mathsf {e} p\), where we start from
Inverting (8.39), (8.40) we arrive at
By successive substitutions, the coupling constants in (8.26), (8.26) are expressed in terms of cumulants in \(y, V, V+py\) at most of order three.
1.5 (e) Even Potential, Zero Pressure
For an even potential and \(p=0\) by symmetry \(\langle y;V\rangle =0\), \(\langle y;V;V\rangle =0\), \(\langle y;y;y\rangle =0\). This simplifies the expressions for the couplings and \(c^2\). It holds
The only non-zero couplings are
1.6 (f) Second Sum Rule
As claimed in Eq. (3.9), the linearized Euler currents, \(A\), and the susceptibility matrix, \(C\), satisfy
This relation is well known for classical fluids, see e.g. [70]. In fact, (8.46) is very general and relies only on space–time stationarity. Let us denote, independently of any particular model, the conserved fields by \(\eta _\alpha (j,t)\), \(j\in \mathbb {Z}\), \(t \in \mathbb {R}\), \(\alpha = 1,\ldots ,n\), which are assumed to be space–time stationary with zero mean. The corresponding currents are denoted by \(\mathcal {J}_\alpha (j,t)\). By stationarity
Using the conservation law,
As standard for mechanical systems in thermal equilibrium, but also valid for stochastic lattice gases with conservation laws [71, 72], the infinite volume average can be obtained from a system on a ring by introducing a chemical potential, \(\mu _\alpha \), for the density \(\rho _\alpha \). Hence
and
Summing in Eq. (8.47) over \(j\) yields
which is the desired identity.
For many-component lattice gases Eq. (3.9) was noted by Tóth and Valkó [73] in a special case and proved in generality by Grisi and Schütz [72].
Appendix 2: The Hard-Point Gas with Alternating Masses
As the name suggests, the hard-point gas consists of point particles which collide elastically. This amounts to merely exchanging the labels and thus ideal gas dynamics. To introduce more chaotic elements one modifies the model to have alternating masses, say \(m_0\) and \(m_1\). Numerically the choice \(m_1/m_0 = 3\) seems to have good time mixing. The simulation runs from collision to collision which is much faster than solving differential equations. Regarded as a chain, the hard-point gas has maximal simplicity and appears to be a favorable candidate the check our predictions. At the same time it serves as a nice illustration of the method.
As a novel feature, the unit cell consists of two particles. Let us first consider the case of hard-points with a general potential \(V\) and let us reintroduce the mass \(m\) of a particle. Then the hydrodynamic currents from (2.22) are modified as
\(\mathsf {u}\) the momentum density. Alternating masses modify the currents. We claim that in (9.1) one merely has to substitute for \(m\) the average mass
To verify the claim we use the relation \(AC = CA\), which holds in generality. The static correlator \(C\) is modified to
since
Hence the linearization \(A\) is modified to
as claimed.
The hard-point gas has ideal gas thermodynamics, which means
Thus \(\partial _\ell p= -\beta p^2\), \(\partial _\mathsf {e}p= 2\beta p\) and the sound speed reads
The transformation matrix is obtained to
The correlations of the physical fields are then given through \(S= R^{-1}S^\sharp R^{-1\mathrm {T}}\), where \(S^\sharp \) is assumed to be approximately diagonal,
Using (9.9) one obtains
Next we compute the \(G\) matrices. Firstly, by direct differentiation of \(p\),
and transformed as
with the matrices
We conclude that
and more explicitly
As a special feature of the hard-point gas, all non-universal parameters are accounted for by the sound speed \(c_{\bar{m}}\). Most importantly, it should be noted that \(G^1_{00} = 0\), which implies that to leading order there is no coupling of the heat mode to the sound mode. This is an indication that for the sound mode peaks the finite time corrections are less severe than in asymmetric FPU chains.
Appendix 3: Discretized Multi-Component KPZ, Mode-Coupling
1.1 (a) Discretized KPZ
The Langevin equation (3.21) is somewhat formal. To have a well-defined evolution, we lattice discretize space by a lattice of \(N\) sites. The field \(\phi (x,t)\) then becomes \(\phi _j(t)\) with components \(\phi _{j,\alpha }(t)\), \(j=1,\ldots ,N\), \(\alpha =1,\ldots ,n\). The spatial finite difference operator is denoted by \(\tau \), \(\tau f_j=f_j-f_{j-1}\), with transpose \(\tau ^\mathrm {T} f_j=f_j-f_{j+1}\). Then the discretized KPZ equation reads
with \(\phi _{0}=\phi _N\), \(\phi _{N+1}=\phi _1\), \(\xi _0=\xi _N\), where \(\xi _{j,\alpha }\) are independent Gaussian white noises with covariance
The diffusion matrix \(D\) acts on components, while the difference \(\tau \) acts on the lattice site variable \(j\).
\(\mathcal {N}_{j,\alpha }\) is quadratic in \(\phi \). But let us first consider the case \(\mathcal {N}_{j,\alpha } =0\). Then, since according to (10.1) the drift is linear in \(\phi \), \(\phi _{j,\alpha }(t)\) a Gaussian process. The noise strength has been chosen such that one invariant measure is the Gaussian
The set of all extremal invariant measures are obtained by conditioning (10.3) on the hyperplanes
which for large \(N\) would become independent Gaussians with mean \(\rho _\alpha \). In the following we fix \(\rho _\alpha =0\) and denote the average with respect to \(\rho _\mathrm {G}\) by \(\langle \cdot \rangle _{\mathrm {eq}}\).
The generator corresponding to (10.1) with \(\mathcal {N}_{j,\alpha }=0\) is given by
The invariance of \(\rho _\mathrm {G}(\phi )\) can be checked through
where \(^*\) is the adjoint with respect to the flat volume measure. Furthermore linear functions evolve to linear functions according to
where the matrix \(B=-\tau \otimes \mathrm {diag} (c_1,\ldots , c_n) -\tau \tau ^\mathrm {T} \otimes D\).
We now add the nonlinearity \(\mathcal {N}_{j,\alpha }\). In general, this will modify the invariant measure and we have little control how. Therefore we propose to choose \(\mathcal {N}_{j,\alpha }\) such that \(\rho _\mathrm {G}\) is left invariant under the deterministic flow generated the evolution equation \(\tfrac{d}{dt}\phi = -\tau \mathcal {N}\), i.e. under the generator
The invariance of \(\rho _\mathrm {G}\) under \(L_1\) is equivalent to the condition
If \(\mathcal {N}_{j,\alpha }\) depends only on the field at sites \(j\) and \(j+1\), then the most general solution to (10.9) reads
under the constraint that
for all \(\alpha ,\beta ,\gamma =1,\ldots ,n\). Denoting the generator of the Langevin equation (10.1) by
one concludes \(L^*\rho _\mathrm {G}=0\), i.e. the invariance of \(\rho _\mathrm {G}\).
In the continuum limit the condition (10.9) reads
where \(G^\alpha _{\beta \gamma }=G^\alpha _{\gamma \beta }\). By partial integration
and (10.13) is satisfied only if \(G^\gamma _{\beta \alpha }=G^\alpha _{\beta \gamma }\), which is the condition (10.11) obtained already in the discrete setting.
We henceforth assume (10.11) although it will not hold for anharmonic chains, in general. The leading coefficients \(G^\alpha _{\alpha \alpha }\)’s are not constrained and one can still freely choose the sub-leading \(G^\alpha _{\beta \beta }\). The symmetry thus restricts the coefficients corresponding to sub-sub-leading terms. Appealing to universality we expect that the true invariant measure for general \(G\) will have short range correlations and nonlinear fluctuating hydrodynamics remains a valid approximation to the microscopic dynamics.
1.2 (b) Mode-Coupling
We consider the stationary \(\phi _{j,\alpha }(t)\) process, average denoted by \(\langle \cdot \rangle \), governed by (10.1) with \(\rho _\mathrm {G}\) as \(t=0\) measure. For \(t\ge 0\) the stationary covariance reads
where for easier reading we leave out the superscript \(^{\sharp \phi }\). By construction
The time derivative reads
We insert
in the second summand of (10.17). The term containing \(\mathrm {e}^{L_0 t}\) does not show, since it is cubic in the time zero fields and the average \(\langle \cdot \rangle _\mathrm {eq}\) vanishes. Therefore one arrives at
For the adjoint of \(\mathrm {e}^{L_0(t-s)}\) we use (10.7) and for the adjoint of \(L_1\) we use
Furthermore
Inserting in (10.19) one arrives at the identity
To obtain a closed equation for \(S\) we note that the average \(\langle \tau \mathcal {N}_{j,\alpha }(s)\tau \mathcal {N}_{j',\alpha '}(0)\rangle \) appearing in (10.22) is a four-point correlation, for which we invoke a Gaussian factorization as
The first summand vanishes because of the difference operator \(\tau \). Secondly we replace the bare propagator \(\mathrm {e}^{B(t-s)}\) by the interacting propagator \(S(t-s)\). Finally we take a limit of zero lattice spacing. This step could be avoided, and is done so in numerical schemes. We could also maintain the ring geometry. As one example of interest, thereby one could investigate collisions between the moving peaks. Universality is only expected for large \(j,t\), hence in the limit of zero lattice spacing. The continuum limit of \(S(j,t)\) is denoted by \(S(x,t)\), \(x\in \mathbb {R}\). With these steps we arrive at the mode-coupling equation
with the memory kernel
1.3 (c) Fourier Transform Conventions
Our equations of motion are written mostly in terms of the index \(j\) and its continuum approximation \(x\). For numerical simulations, and also for the asymptotic analysis, it is convenient to use Fourier space. We list here the conventions used throughout.
We naively discretize (10.24) in replacing \(x\in \mathbb {R}\) by \(j\in \mathbb {Z}\), \(\partial _x f(x)\) by \(\frac{1}{2}( f(j+1)-f(j-1))\), and \(\partial ^2_x f(x)\) by \(f(j+1)-2f(j)+f(j-1)\). Then (10.24) becomes
For finite \(N\), \(j=1,\ldots ,N\), periodic boundary conditions are understood.
We adopt the standard discrete Fourier transform,
\(\hat{f}\) is one-periodic and the standard Brillouin zone is \(k\in [-\frac{1}{2},\frac{1}{2}]\). For finite \(N\),
with \([0,1]_N = \{k|k=0,1,\ldots ,N-1\}\). In Fourier space (10.26) becomes
where
Since \(S\) refers here to the normal mode covariance, the initial conditions are
Correspondingly we use for the continuum Fourier transform
Convolutions come with no extra factor of \(\pi \), while \(\partial _x f(x)\) is transformed to \(\mathrm {i}2\pi k \hat{f}(k)\). Also \(\hat{f}(0)=\int dx f(x)\).
Appendix 4: Levy Asymptotics for the Heat Mode
The starting equation reads
\(\hat{f}(k,0)=1\). The function \(\hat{g}\) is assumed to have the scaling form
with \(0<\beta <1\), \(\lambda _\mathrm {s} >0\). We claim that with \(\gamma =1+\beta \)
where the non-universal coefficient, \(\lambda _\beta \), reads
To prove (11.3), (11.4) we look for a scaling function \(\hat{h}\) such that, for \(t\) of order \(|k|^\gamma \),
We first set \(k> 0\). Inserting in (11.1) one obtains
We substitute \(w = |k|^\gamma t\) and \(s\) by \(s/|k|\). Then
Taking the limit \(k \rightarrow 0\), \(\hat{h}\) can be taken out of the \(s\)-integral with the result \(\hat{h}' = -\lambda \hat{h}\), which yields (11.3). In repeating the same computation for \(k< 0\), only the sign in the oscillating factor changes.
Working out the integration in (11.4), the scaling function at \(t=1\) becomes
where
One recognizes (11.9) as the Fourier transform of asymmetric \(\alpha \)-stable law with \(\alpha = \gamma \). The asymmetry parameter is at its limiting allowed value. This implies a decay in position space as \(|x|^{-\gamma -1}\) to the left and as \(\exp [-|x|^{\gamma /(\gamma -1)}]\) to the right, see [74] for the asymptotics. In the context of fluctuating hydrodynamics this feature implies that outside the sound cone the correlations are suppressed faster than exponential.
Appendix 5: Anharmonic Chains and One-Dimensional Fluids
One-dimensional fluids are governed by the hamiltonian
with an even interaction potential, \(V(x)=V(-x)\). \(V\) must be chosen such that the system is thermodynamically stable, to say \(V\) may have a hard core and \(V\) decays sufficiently fast at infinity, minimal requirements being \(V(x)\rightarrow 0\) as \(|x|\rightarrow \infty \), faster than \(- |x|^{-2}\) to avoid phase transitions, \(V\) is bounded from below, and not “too negative”. Particles move on the interval \([0,L]\) with periodic boundary conditions. Particle number, momentum, and energy are locally conserved. Their corresponding microscopic fields are written as
From the evolution equations one finds the corresponding microscopic currents as
Even without averaging, the densities from (12.2) and the currents from (12.3) satisfy a system of conservation laws.
If the fluid starts and approximately remains in local equilibrium, one can equilibrium average the microscopic conservation laws and arrives at the Euler equations of a one-dimensional fluid. The hydrodynamic fields are \(\rho \), \(\rho v\), \(\rho \mathfrak {e}_\mathrm {f}\), which depend on \(x,t\). \(\rho \) is the local particle density, \(v\) the local velocity per particle and \(\mathfrak {e}_\mathrm {f}\) the local energy per particle. Then the Euler equations read
Here \(p_\mathrm {f}\) is the local thermodynamic pressure, which depends on \(\rho \) and the internal energy. We use the subscript “f” to distinguish from the corresponding quantity for the anharmonic chain. To construct nonlinear fluctuating hydrodynamics we may proceed as in the main text. In particular, \(G^0_{00}=0\) always and generically \(G^1_{11}= -G^{-1}_{-1-1}\ne 0\). Thus up to model-dependent coefficients the overall structure remains unaltered. There is one technical difference. To determine the pressure \(p_\mathrm {f}\) requires a full many-body computation, in general. One has then to resort to series expansions and Monte Carlo techniques. In particular, to obtain with sufficient accuracy the coupling constants \(G\) will be more costly than for the chain.
If one introduces a hard core, the ordering of particles is preserved and by a suitable choice of parameters one can achieve that only the nearest neighbor contribution to the potential term remains. An explicit example is
Then, on the restricted configuration space,
Thus for \(V_{\mathrm {hc}}\) one may adopt the field theory point of view with coupling only between nearest neighbors.
At second thoughts one is puzzled, since the hydrodynamic equations for a fluid look different from the ones of the field theory. One reason is that \(\rho =\ell ^{-1}\). More importantly \(\partial _x\) above refers to per unit length while the \(\partial _x\) in (2.21), (2.22) refers to the particle label. Still, because it is the same physical system, there must be a transformation which converts (12.4) to (2.21), (2.22). I did not find a discussion in the literature and hence explain how the transformation is done.
First one has to properly distinguish between “\(x\)” in (2.21) and in (12.5). To do so, only in this section, we replace \(x\) in (2.21) by \(y\). Let us define
\(y_t\) is the inverse function of \(x_t\). It follows that
where we used
If in a single equation, as (12.8), both \(x\) and \(y\) appear, they are understood to be related as in (12.9). Using the conservation of mass one obtains
Other quantities flow along, i.e.
We first discuss mass conservation and write
as to be shown. We turn to momentum conservation
Now for any pair of functions \(g\), \(g_\mathrm {f}\) such that \(g_\mathrm {f}(x,t)=g(y,t)\), one has
From (12.13) one concludes that
Finally we turn to energy conservation, with similar steps as in (12.15)
where we used (12.14) with \(g_\mathrm {f}=v p_\mathrm {f}\), \(g= up\). The pressure \(p_\mathrm {f}\) depends on \(x,t\) through \(\rho \) and \(\mathsf {e}_\mathrm {f}\) and the pressure \(p\) depends on \(y,t\) through \(\ell \) and \(\mathsf {e}\).
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Spohn, H. Nonlinear Fluctuating Hydrodynamics for Anharmonic Chains. J Stat Phys 154, 1191–1227 (2014). https://doi.org/10.1007/s10955-014-0933-y
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DOI: https://doi.org/10.1007/s10955-014-0933-y