16 views

Original Title: HMF MODEL

Uploaded by batenas1

- AP Chemistry, Chapter 19, Thermodynamics
- Btech Syllabus
- Chapter%209.pdf
- Accurately Calculate Nitrogen Requirement for Pressure Purging
- thermodynamic-prop
- Hybrid Optoelectronic Sensor for Current and Temperature Monitoring in Overhead Transmission Lines
- Temperature
- TD Tutorial
- HW 1 Laws of Thermodynamics
- Mp Thermodynamics 1 Principle 0 Thermal Equation of State
- Jntuk 2 1 Thermodynamics Nov 2017 q.p
- Problems Heat Exchange
- 16
- Carpenter_p2-22_98
- Definitions & Pure Substance
- C-94 Deterioration Assessment of Bridge Rubber Bearings
- sm5-056
- Bcc-To-hcp Transformation Pathways for Iron Versus Hydro Static Pressure
- jimenezPRE08.pdf
- chiplabjoeyandpetter

You are on page 1of 11

Digital Object Identier (DOI) 10.1007/s00161-003-0170-0

Original article

A. Pluchino, V. Latora, A. Rapisarda

Dipartimento di Fisica e Astronomia, Universita di Catania, and INFN Sezione di Catania,

Via S. Soa 64, 95123 Catania, Italy

Received July 8, 2003 / Accepted October 27, 2003

Published online February 11, 2004 Springer-Verlag 2004

Communicated by M. Sugiyama

Abstract. The dynamics and thermodynamics of particles/spins interacting via long-range forces

display several unusual features compared with systems with short-range interactions. The Hamiltonian mean eld (HMF) model, a Hamiltonian system of N classical inertial spins with inniterange interactions represents a paradigmatic example of this class of systems. The equilibrium

properties of the model can be derived analytically in the canonical ensemble: in particular, the

model shows a second-order phase transition from a ferromagnetic to a paramagnetic phase.

Strong anomalies are observed in the process of relaxation towards equilibrium for a particular

class of out-of-equilibrium initial conditions. In fact, the numerical simulations show the presence

of quasi-stationary states (QSSs), i.e. metastable states that become stable if the thermodynamic

limit is taken before the innite time limit. The QSSs differ strongly from BoltzmannGibbs

equilibrium states: they exhibit negative specic heats, vanishing Lyapunov exponents and weak

mixing, non-Gaussian velocity distributions and anomalous diffusion, slowly decaying correlations, and aging. Such a scenario provides strong hints for the possible application of Tsallis

generalized thermostatistics. The QSSs have recently been interpreted as a spin-glass phase of

the model. This link indicates another promising line of research, which does not preclude to the

previous one.

Key words: phase transitions, Hamiltonian dynamics, long-range interaction, out-of-equilibrium

statistical mechanics

PACS: 05.70.Fh, 89.75.Fb, 64.60.Fr, 75.10.Nr

1 Introduction

Since the original paper by Ising [1], magnetic models on a lattice have been extensively used over the years

to investigate the statistical physics of interacting many-body systems. In particular, many generalizations of

the Ising model have been proposed, among them models with long-range interactions. The thermodynamics

and dynamics of systems of particles interacting with long-range forces are particularly interesting because

they display a series of anomalies compared with systems with short-range interactions [2]. By long-range

interaction, it is usually meant that the modulus of the potential energy decays, at large distances, not faster than

the inverse of the distance to the power of the spatial dimension. The main reason for the observed anomalies

is that systems with long-range forces in general violate extensivity and additivity, two basic properties used

Correspondence to: A. Rapisarda (e-mail: andrea.rapisarda@ct.infn.it)

246

A. Pluchino et al.

to derive the thermodynamics of a system. Extensivity means that the thermodynamic potentials scale with the

system size, i.e. that the specic thermodynamic potentials (the thermodynamic potentials per particle) do not

diverge in the thermodynamic limit. Additivity means that if we divide the system into two macroscopic parts,

the thermodynamic potentials of the whole system are, in the thermodynamic limit, the sum of those of the

two components. Although extensivity can be articially restored by an ad-hoc introduction of an N -dependent

coupling constant (the so called Kacs prescription [3]) in the interaction, the problem of non-additivity is

still present [2]. Thus, the study of long-range magnetic systems on lattices can give insight into the statistical

properties of long-range potentials, and is therefore useful for investigating the statistical mechanics and dynamics

of such systems.1

In this paper we study the HMF- model, a model of planar spins on a d-dimensional lattice with couplings

that decay as the inverse of the distances between spins raised to the power [4,5]. When is smaller than d,

additivity does not hold and the system shows a series of anomalies. Even ensemble equivalence, the proof of

which is based on the possibility of separating the energy of a subsystem from that of the whole, might not be

guaranteed in that limit.

In particular we focus on = 0. In such a case the model reduces to a mean eld model [613], since a

spin interacts equally with all the others independently of their position on the lattice. This case is extremely

important since it has been proven that all the cases with /d 1 [4,5] can be reduced to it. Moreover the

dynamical behavior of the model with = 0 is also a representative example of other nonextensive systems

[4,5,9,1417]. We will discuss the equilibrium phase and the dynamical anomalies found in an energy region

before the second-order critical point when one studies the relaxation towards equilibrium. The connections with

Tsallis generalized thermodynamics [18,9,15,11,19] and with glassy systems [20,21] will also be addressed.

The paper is organized as follows. We introduce the model in Sect. 2, the equilibrium thermodynamics

is presented in Sect. 3, while the anomalous dynamical behavior and its possible theoretical interpretation is

discussed in Sect. 4. Conclusions and future perspectives are presented in Sect. 5.

2 The HMF model

The HMF- model was introduced in [4] and describes a system of classical bidimensional spins (XY spins)

with mass m = 1. The Hamiltonian is

N

N

1 cos(i j )

p2i

H = K + V =

+

,

(1)

2

rij

2N

i=1

i=j

with = 1. The N spins are placed at the sites of a generic d-dimensional lattice, and each one is represented

by the conjugate canonical pair (pi , i ), where the pi s are the momenta and the i s [0, 2) are the angles of

rotation on a family of parallel planes, each one dened at each lattice point. The interaction between rotators i

and j decays as the inverse of their distance rij to the power 0.

Such a Hamiltonian is extensive if the thermodynamic limit (TL) N of the canonical partition function

in front of the

(ln Z)/N exists and is nite. This is assured for each by the presence of the rescaling factor N

double sum of the potential energy. N is a function of the lattice parameters , d, and N , and is proportional to

the range S of the interaction dened by [4,5]

1

S=

N

(2)

.

rij

j=i

The sum is independent of the origin i because of periodic conditions. For each , V is proportional to N .

When > d, which we call here the short-range case, S is nite in the TL [5], and things go as if each rotator

interacted with a nite number of rotators, those within the range S. On the contrary, when < d, which we

in (1) compensates for this.

consequently call the long-range case, S diverges in the TL and the factor 1/N

For = 0, the model (1) reduces to the model introduced originally in [6] and called HMF model. The

Hamiltonian of the HMF model is

N

N

p2i

H0 = K + V 0 =

[1 cos(i j )] .

(3)

+

2

2N i,j=1

i=1

1

Very often, as in this case, the term "nonextensivity" is used to refer to the "non-additivity" property.

247

This model can be seen as classical XY -spins with innite-range couplings, or also as representing particles

moving on the unit circle. In the latter interpretation, the coordinate i of particle i is its position on the circle and

pi its conjugate momentum. For > 0, particles attract each other or, equivalently speaking, spins tend to align

(ferromagnetic case), while for < 0, particles repel each other and spins tend to anti-align (antiferromagnetic

case) [2]. At short distances, we can either think that particles cross each other or that they collide elastically,

since they have the same mass. For simplicity of the notation, in the following we omit the subscript = 0. One

can introduce the mean eld vector

N

1

M = M ei =

mi ,

(4)

N i=1

where mi = (cos i , sin i ). Here, M and represent respectively the modulus and the phase of the order parameter, which species the degree of clustering in the particle interpretation, while also being the magnetization

for the XY spins. Employing this quantity, the potential energy can be rewritten as a sum of single particle

potentials vi :

N

1

V =

vi

with

vi = 1 M cos(i ) .

(5)

2 i=1

It should be noted that the motion of each particle is coupled to all the others, since the mean-eld variables M

and are determined at each time t by the instantaneous positions of all particles.

3 Thermodynamics

In this section we review the equilibrium solution of the HMF model derived in the canonical ensemble in [6].

The equilibrium solution of the HMF- model in the general case can be found in [5]. In the canonical ensemble

we need to evaluate the partition function

(6)

Z = dN pi dN i exp (H) ,

where = 1/(kB T ), kB is the Boltzmann constant, and T is the temperature. The integration domain is extended

to the whole phase space. It is suitable to factorize the partition function into a kinetic part

N/2

2

ZK =

dN pi exp

p2i =

(7)

2 i

ZV = exp

N

2

dN i exp

2N

cos(i j ) .

(8)

i,j

2

2

2

cos(i j ) =

cos i

+

sini

=

mi .

i,j

Z=C

where

C=

dN i exp

N/2

N 2

M ,

2

N

.

exp

2

(9)

1

exp x2 =

dy exp [y2 + 2 x y] ,

2

(10)

(11)

248

A. Pluchino et al.

1.0

0.8

0.6

N=100

N=1000

0.4

0.2

0.0

0.0

0.2

0.4

0.6

0.8

1.0

1.0

1.2

0.8

0.6

0.4

0.2

0.0

0.0

0.2

0.4

0.6

0.8

1.0

1.2

particle U in the ferromagnetic case. The

symbols refer to equilibrium molecular dynamic simulations for N = 102 and 103 ,

while the solid lines refer to the canonical equilibrium prediction obtained analytically (see text). The vertical dashed line

indicates the critical energy density located

at Uc = 0.75 and c = 1/Tc = 2

where x and y are two-dimensional vectors and is positive. We can therefore rewrite (9) as

C N

Z=

d i

dy exp [y2 + 2M y] ,

(12)

where = N . We now use denition (4) and exchange the order of the integrals in (12),

factorizing the

integration over the coordinates of the particles. By introducing the rescaled variable y y N/2, one ends

up with the following expression for Z:

2

y

NC

dy exp N

(13)

Z=

ln (2I0 (y)) ,

2

2

where I0 is the modied Bessel function of order 0 and y is the modulus of y. Finally, integral (13) can be

evaluated by employing the saddle point technique in the thermodynamic limit, i.e. for N . In this limit,

the Helmholtz free energy per particle f reads as

2

1

2

y

ln Z

= ln

+ + max

ln(2I0 (y)) ,

(14)

f = lim

y

N N

2

2

2

while the maximum condition leads to the following consistency equation:

y

I1 (y)

=

,

I0 (y)

(15)

where I1 is the modied Bessel function of order 1. The expression in (15) is analogous, in the XY model, to the

CurieWeiss equation obtained by solving the Ising model in the mean-eld approximation. For c = 2

it presents only the solution y = 0, which is unstable . At = c , i.e. below the critical temperature Tc = 0.5

(kB = 1), two new stable symmetric solutions appear through a pitchfork bifurcation, and a discontinuity in

the second derivative of the free energy is present, indicating a second-order phase transition. These results are

1

pdf

N=500

0.1

0.5

2<K>/N

249

U=0.69

0.01

0.001

-3 -2 -1 0 1 2 3

0.1

0.01

0.001

-3 -2 -1 0 1 2 3

0.475

Teq=0.476

QSS regime

BG regime

0.45

T

0.5

0.5

0.4

0.4

0.425

0.4

1

10

10

10

10

10

10

10

Fig. 2ad. Microcanonical numerical simulations for N = 500 and energy density U = 0.69. In the main part of the gure we plot

twice the average kinetic energy per particle (which gives the temperature) as a function of time (lled triangles). We can easily

distinguish a long metastable plateau (QSS regime) preceding the relaxation towards the BoltzmannGibbs equilibrium temperature

(BG regime). In the BG regime, one nds, as expected, very good agreement with the equilibrium thermodynamic value for the

temperature (panel d). In this regime the velocity pdfs reported in panel b are Gaussian. At variance, in the QSS region, we observe

strong deviations from the expected equilibrium temperature. Here the specic heat becomes negative (panel c) and the velocity

pdfs, reported in panel a, are very different from the Gaussian equilibrium curves, reported as full lines for comparison (see text for

further details).

M=

y)

I1 (

.

I0 (

y)

(16)

The magnetization M vanishes continuously at c (see Fig. 1b). Thus, since M measures the degree of clustering

of the particles, we have a transition from a clustered phase when > c to a homogeneous phase when < c .

The exponent that characterizes the behavior of the magnetization close to the critical point is 12 , as expected for

a mean eld model [6]. One can also obtain the energy per particle vs temperature and magnetization

U=

(f )

1

1

1 M2 ,

=

+

2

2

(17)

In Fig. 1 we report temperature and magnetization vs the energy density. The full curves are the exact results

obtained in the canonical ensemble, the BoltzmannGibbs (BG) equilibrium. The numerical simulations (symbols) were performed at xed total energy (microcanonical molecular dynamics) by starting the system close to

the equilibrium, i.e. with an initial Gaussian distribution of angles and velocities, and reproduce the theoretical

curves. This is already true for small system sizes such as N = 100, apart from some nite size effects in the

homogeneous phase [2]. As we shall see in the next section the scenario is very different when the system is

started with strong out-of-equilibrium initial conditions: in such a case the dynamics does have difculties in

reaching the BG equilibrium and shows a series of anomalies.

2

This is obtained by adding to the Hamiltonian an external eld and taking the derivative of the free energy with respect to this

eld, evaluated at zero eld.

250

A. Pluchino et al.

4 Dynamics

The dynamics of each particle obeys the following pendulum equation of motion:

i =

N

sin(j i ) = M sin(i ) ,

i = 1, ....., N ,

(18)

j=1

where M and have non-trivial time dependencies, related to the motion of all the other particles in the system.

Equations (18) can be integrated numerically (see, for example, [6,7] for technical details). In this section we

show that, in the energy range from U = 0.5 up to Uc = 0.75, when the system is started with strong out-ofequilibrium initial conditions, the model has a non-trivial dynamical relaxation to the BoltzmannGibbs (BG)

equilibrium. The class of out-of-equilibrium initial conditions we consider, called water bag initial conditions,

consists of i = 0 i and uniformly distributed momenta (according to the total energy density U ). In Fig. 2

we report, for U = 0.69 and N = 500, the time evolution of 2 < K > /N (where < K > denotes the

time-averaged kinetic energy), a quantity that coincides with the temperature T . As expected, the system does

not relax immediately to the BG equilibrium, but rapidly reaches a quasi-stationary state (QSS) corresponding

to a temperature plateau situated below the canonical prediction (dotted curve). The T vs U plot (caloric curve),

shown in inset c for the QSS regime, conrms a large disagreement with the equilibrium prediction (inset d).

Furthermore, it turns out that the system remains trapped in such a state for a time that diverges with the size N of

the system [9]. This means that, if the thermodynamic limit is performed before the innite-time limit, the QSS

becomes stable and the system never relaxes to the BG equilibrium, exhibiting different equilibrium properties

characterized by non-Gaussian velocity distributions (see inset a) [9]. Such velocity distributions have been tted

in [9] and have been shown to be in agreement with the prediction of Tsallis generalized thermodynamics [18].

The latter is a theoretical formalism well suited to describing all situations in which long-range correlations,

weak mixing, and fractal structures in phase space are present [19], such as, for example, excited plasmas [22],

turbulent uids [23,24], maps at the edge of chaos [2528], high-energy nuclear reactions [29], and cosmic rays

uxes [30].

The characteristics of QSSs have been studied in several papers: vanishing Lyapunov spectrum [9,14,15], negative microcanonical specic heat [8], dynamical correlations in phase space [9,11], Levy walks and anomalous

diffusion [7]. Recently, the validity of the zeroth principle of thermodynamics has also been numerically demonstrated for these metastable states [12].

In the rest of this paper we focus on the study of anomalous diffusion, long-range correlations, and the spin-glass

phase.

The link between relaxation to the BG equilibrium, and anomalous diffusion was studied in [7]. In that paper

the authors studied the variance of the angular displacement, dened as

2 (t) =

N

1

[i (t) i (0)]2 ,

N i=1

(19)

which typically depends on time as 2 (t) t . The diffusion is anomalous when = 1 and, in particular, it

is called subdiffusion if 0 < < 1 and superdiffusion if 1 < < 2. In [7] the authors found the existence of

an anomalous superdiffusive behavior below the critical energy that was connected to the presence of the QSS.

Superdiffusion turns into normal diffusion after a crossover time crossover that coincides with the time relax

needed for the QSS to relax to the BG equilibrium. We illustrate this behavior in Fig. 3. In particular, we show, for

the case of N = 500 and various energy densities, the time evolution for 2 (t). No diffusion ( = 0) is observed

for very low energy, while one gets ballistic motion in the overcritical energy region ( = 2). On the other hand,

superdiffusion is found in the energy region U = 0.5 0.75 with 1.4. We plot the cases of U = 0.6 and

U = 0.69. As expected, however, diffusion again becomes normal ( = 1) after complete relaxation. In the

gure we indicate with vertical dashed lines the relaxation time relax for U = 0.6 and U = 0.69. Lines with

different slopes are also reported to indicate the different diffusion regimes.

Notice that diffusion starts around U = 0.3 when particles start to be evaporated from the main cluster [6].

10

10

251

12

N=500

10

=1

U=5.0

10

=2

U=0.6

10

10

10

10

10

=1.38

U=0.69

=0

0

U=0.2

-2

10

10

10

t

the angular displacement (see (18)) for N =

500 and various energy densities. A ballistic diffusion behavior ( = 2) is found for

overcritical energies. No diffusion ( = 0)

is of course observed at very small energies (U < 0.25).Anomalous diffusion (

1.4) is obtained for the cases U = 0.6 and

U = 0.69. This behavior is seen only for

a time interval equal to the duration of the

QSS regime, indicated by vertical dashed

lines (see also the previous gure). When

relaxation to equilibrium is attained, the diffusion again becomes normal ( = 1). This

relaxation time depends on U and diverges

linearly with N [9]

This result can be interpreted in the following way. When started with water-bag initial conditions (M = 1),

the system immediately decays into the QSS plateau with M 0. In Fig. 2 this initial part is not shown. Then,

a very slow microscopic relaxation occurs since the force exerted on each single spin/particle is almost zero [9].

During the slow relaxation process, many small rotating clusters on the unitary circle are continuously formed

and compete with each other by trapping particles in order to reach a conguration compatible with the nal BG

equilibrium state. Thus, particles remain trapped for a while in the clusters, until they nally succeed in escaping

again and so on. Trapping times and escape times obey power-law decays with characteristic exponents that

allow them to be related to anomalous diffusion with Levy walks (see [7] for more details). Such a mechanism

of trapping and Levy walks disappears when the system nally reaches equilibrium, since at that time only one

large cluster is present (the system is below the critical point in the ferromagnetic phase).

Anomalous diffusion can be obtained within a generalized FokkerPlanck equation which generates Tsallis

distributions with an entropic index q (see [31,32]). One can extract the following relationship between the

exponent that characterizes anomalous diffusion and the entropic index q of Tsallis thermostatistics:

2

=

.

(20)

3q

Considering the value of 1.38 1.4 observed in our case, we would expect a value of the entropic index

q 1.55 1.58 that should characterize the dynamical anomalies of the HMF model. Actually, this is not the

value found in [9] for the velocity pdfs, where we obtained only an effective entropic index. However, this value

is in good agreement with what has been found for the decay of the velocity correlation functions, which will

be examined in the next section.

4.2 Slow relaxation and aging

The global effects of the competition between magnetic clusters discussed in the previous subsection prevent the

system from exploring all the available phase space. Thus, one observes a sort of dynamical frustration, which

suggests also an interesting connection with the weak ergodicity-breaking scenario typical of glassy systems.

Such a scenario, introduced by Bouchaud et al. [20], generally occurs when the phase space of the system we

consider is not a priori broken into mutually inaccessible regions, but when the system remains conned only into

a restricted part of it: consequently, one nds slowly decaying correlation functions and aging, i.e. the presence

of strong memory effects that depend on the history of the system. This is just what happens in the HMF model.

The velocity autocorrelation functions in the QSS regime have been studied in [11]. In its simplest form the

autocorrelation function of the particles velocity can be written as [13]

N

1

pj (t)pj (0) .

(21)

Cp (t) =

N i=1

252

A. Pluchino et al.

U=0.69 N=1000

10

10

lnq[Cp(t)]

Cp ( t )

10

-1

-10

t for the case of U = 0.69

and N = 500 in the QSS

region (open symbols). The

curve plotted as a full line

is a q -exponential t, with

q = 1.55. b The q -logarithm

of the curves and points reported in a (see text for further details)

-2

-20

a

10

-3

10

10

10

2000

4000

t

1.0

1.0

Cp ( t + tw, tw )

tw=500

tw=1000

tw=2000

tw=5000

c

-1.0

-2.0

-3.0

0

0.1

1

10

t

10

100

t /(tw)

0.1

10

0.0

lnq[Cp ( t + tw, tw ) ]

Cp ( t + tw, tw )

U=0.69 N=1000

10

200

1/4

10

10

1/4

t /(tw)

autocorrelation function dened by (25) for U = 0.69

and N = 1000. Different delay times tw were considered

(open symbols). Aging, i.e.

a marked dependence of the

correlation function on tw is

clearly evident. b The curves

collapse onto a single one if

an opportune scaling is performed (see text). This behavior can be reproduced by

the q -exponential t that is

also shown. We also plot in

c the q -logarithm of the data

drawn in b

If we want to take into account several dynamical realizations (events) in order to obtain better averaged quantities,

it is possible to use the following alternative denition of the autocorrelation function:

Cp (t) =

< P(t) P(0) > < P(t) > < P(0) >

,

p (t)p (0)

(22)

where P = (p1 , p2 , ...pN ) is the N -component velocity vector and the brackets < ... > indicate the average

over different events, while p (t) and p (0) are the standard deviations at time t and at the initial time. Such

a function has been numerically evaluated [11] in the QSS region. The results are shown in Fig. 4 for the case

U = 0.69 and N = 1000: a power-law tail is observed, this being a signature of long-range correlations. The

power-law tail and the initial saturation can be tted by means of the q-exponential relaxation function of Tsallis

generalized thermodynamics [18],

1

(23)

253

with z = y

. Here, is a characteristic time and q is the entropic exponent that takes into account the specic

dynamical anomalies of the model under consideration. We multiply the curve by a constant renormalization

factor A (the saturation value). In our case we get for U = 0.69 and N = 1000 a value q = 1.55 with a saturation

value A = 0.72 and a characteristic time = 245. By plotting the inverse function of the q-exponential, i.e. the

q-logarithm dened as

z 1q 1

,

(24)

lnq (z) =

1q

one can check the quality of the agreement between the theoretical expected behavior and the numerical simulations. This is done in Fig. 4b.

To study the aging phenomenon, we need to evaluate a two-point correlation function:

< P(t + tw ) P(tw ) > < P(t + tw ) > < P(tw ) >

Cp (t + tw , tw ) =

,

(25)

p (t + tw )p (tw )

where tw is the waiting time. This function has been evaluated in [10,11]. In the QSS region, one nds a strong

dependence on the waiting time tw (see Fig. 5a for the case of U = 0.69 and N = 1000). The curves obey a

precise scaling as observed for glasses. Rescaling the time of the various correlation curves by t/tw with = 14 ,

we get a unique curve with a very interesting power-law tail (see Fig. 5b). As in the previous gure, in this case

one can reproduce nicely the time evolution of the rescaled correlation function with a q-exponential curve. The

best t, reported in the gure, was obtained for the case of q = 1.65, = 60, and A = 0.7. The q-logarithm

is reported in Fig. 5c in order to compare the quality of the t. Notice that this value of q is not very different

from the one extracted from the decay of the autocorrelation function (22) and from the one extracted from the

anomalous diffusion. A more detailed investigation, in order to deduce analytically the predicted value of the

entropic index from the observed anomalies, is in progress.

4.3 Spin-glass phase

In long-range spin-glass models, the aging phenomenon below a transition temperature is associated with the

complex energy landscape characteristic of frustrated models. The latter are rich in metastable states that play the

role of dynamical traps which can conne the system for a long time and cause the observed history-dependent

slow relaxation dynamics [20,33]. The parallel with spin-glass systems can be made stronger by the introduction

of a new order parameter for the QSS plateau, the polarization p [21]. The polarization represents the temporal

average (over a time interval inside the QSS plateau) of the spin vectors, whose modulus is also averaged over

the N spins, i.e.

N

1 p=

| <si > | .

(26)

N i=1

Such an order parameter allows the dynamical freezing and frustration of the QSS regime to be characterized in

a quantitative way by interpreting the latter as a spin-glass phase. In fact, in analogy with the spin-glass phase

of the long-range SherringtonKirkpatrick (SK) model [34], we have observed that, in the QSS regime and in

1

the thermodynamic limit, the magnetization vanishes as M 6 , but the polarization p remains constant around

a value equal to 0.24 (see Fig. 2 of [21]). Therefore, p allows the disordered QSS glassy phase and the high

temperature one to be distinguished.

This result is very interesting because, at variance with standard glassy systems, neither disorder nor frustration

are present a priori in the elementary interactions of the HMF model. On the contrary, they emerge naturally as

dynamical features of the model in the QSS region and, like the other features seen before, disappear when the

system nally reaches the BG equilibrium. The introduction of the polarization order parameter, which connects

the QSS dynamical frustration with the EdwardsAnderson order parameter of the SK model, opens a new

perspective to understanding the true nature of metastability in long-range Hamiltonian systems in terms of an

emerging glassy behavior.

5 Conclusions

In this paper we have briey reviewed the dynamics and thermodynamics of the Hamiltonian mean eld model.

This is a model that allows long-range interactions in many-body Hamiltonian systems to be studied. The

254

A. Pluchino et al.

equilibrium properties of the HMF model can be derived analytically, though the model dynamics present very

interesting anomalies like metastability, superdiffusion, non-Gaussian velocity pdfs, long-range correlations,

vanishing Lyapunov exponents, and weak ergodicity breaking in an energy region below the critical point. These

anomalies are common to many long-range systems. Recently, it has been found that such an anomalous regime

can be characterized as a glassy phase. Therefore, the model also represents a very interesting bridge between

nonextensive systems and glassy systems and in this respect it deserves more detailed investigations in the

future. The link with the nonextensive thermostatistics formalism proposed by Constantino Tsallis is also a very

promising and intriguing line of research. All the anomalies point in that direction and the future years will be

crucial in order to establish this connection in a rm and rigorous way as has recently been done, for example,

with unimodal maps.

References

1. Ising, E.: Beitrag zur Theorie des Ferromagnetismus. Zeitschrift fur Physik 31, 253258 (1925)

2. Dauxois, T., Ruffo, S., Arimondo, E., Wilkens, M. (eds): Dynamics and Thermodynamics of Systems with Long Range Interactions (Lecture Notes in Physics, Vol. 602), Springer Berlin Heidelberg New York (2002)

3. Kac, M., Uhlenbeck, G., Hemmer, P.C.: On the Van der Waals theory of vapor-liquid equilibrium. J. Math. Phys. 4, 216228

(1963)

4. Anteneodo, C., Tsallis, C.: Breakdown of exponential sensitivity to initial conditions: role of the range of interactions. Phys. Rev.

Lett. 80, 53135316 (1998); Tamarit, F., Anteneodo, C.: Rotators with long-range interactions: connection with the mean-eld

approximation. Phys. Rev. Lett. 84, 208211 (2000)

5. Campa, A., Giansanti, A., Moroni, D.: Canonical solution of classical magnetic models with long-range couplings. J. Phys A:

Math. Gen. 36, 68976921 (2003) and references therein

6. Dauxois, T., Latora, V., Rapisarda, A., Ruffo, S., Torcini, A.: In: Dauxois, T., Ruffo, S., Arimondo, E., Wilkens, M. (eds)

Dynamics and Thermodynamics of Systems with Long Range Interactions (Lecture Notes in Physics, Vol. 602), Springer Berlin

Heidelberg New York (2002), p.458 and references therein

7. Latora, V., Rapisarda, A., Ruffo, S.: Superdiffusion and out-of-equilibrium chaotic dynamics with many degrees of freedom.

Phys. Rev. Lett. 83, 21042107 (1999)

8. Latora, V., Rapisarda, A.: Microscopic dynamics of a phase transition: equilibrium vs out-of-equilibrium regime. Nucl. Phys.

A 681, 406416 (2001)

9. Latora, V., Rapisarda, A., Tsallis, C.: Non-Gaussian equilibrium in a long-range Hamiltonian system. Phys. Rev. E 64, 056134

056138 (2001); Latora, V., Rapisarda, A., Tsallis, C.: Fingerprints of nonextensive thermodynamics in a long-range Hamiltonian

system. Physica A 305, 129136 (2002)

10. Montemurro, M.A., Tamarit, F.A., Anteneodo, C.: Aging in an innite-range Hamiltonian system of coupled rotators. Phys.

Rev. E 67, 031106031109 (2003)

11. Pluchino, A., Latora, V., Rapisarda, A.: Metastable states, anomalous distributions and correlations in the HMF model. Physica

D (2004) (in press) [cond-mat/0303081]

12. Moyano, L.G., Baldovin, F., Tsallis, C.: Zeroth principle of thermodynamics in aging quasistationary states.

[cond-mat/0305091] (submitted)

13. Yamaguchi, Y.Y.: Relaxation and diffusion in a globally coupled Hamiltonian system. Phys. Rev. E 68, 066210066219 (2003)

14. Cabral, B.J.C., Tsallis, C.: Metastability and weak mixing in classical long-range many-rotator systems. Phys. Rev. E 66,

065101065104 (R) (2002)

15. Tsallis, C., Rapisarda, A., Latora, V., Baldovin, F.: Nonextensivity: from low-dimensional maps to Hamiltonian systems.

In: Dauxois, T., Ruffo, S., Arimondo, E., Wilkens, M. (eds) Dynamics and Thermodynamics of Systems with Long Range

Interactions (Lecture Notes in Physics, Vol. 602), Springer Berlin Heidelberg New York (2002), p.140162

16. Borges, E., Tsallis, C.: Negative specic heat in a Lennard-Jones-like gas with long range interactions. Physica A 305, 148151

(2002)

17. Nobre, F.D., Tsallis, C.,: Classical innite-range-interaction Heisenberg ferromagnetic model: metastability and sensitivity to

initial conditions. [cond-mat/0301492]

18. Tsallis, C.: Possible generalization of Botlzmann-Gibbs statistics. J. Stat. Phys. 52, 479487 (1988); for recent reviews, see:

Tsallis, C.: Nonextensive statistical mechanics and thermodynamics. In: Abe, S., Okamoto, Y. (eds) Lecture Notes in Physics,

Springer Berlin Heidelberg New York (2001); Kaniadakis, G., Lissia, M., Rapisarda, A. (eds): Proceedings of NEXT2001, special issue of Physica A 305 (2002); Tsallis, C., M. Gell-Mann, M., (eds) Nonextensive Entropy Interdisciplinary Applications,

Oxford University Press (2004); see also http://tsallis.cat.cbpf.br/biblio.htm for a regularly updated and complete bibliography

19. For the recent debate about nonextensive thermodynamics, see: Cho, A.: A fresh take on disorder, or disorderly science? Science

297, 12681269 (2002); Abe, S., Rajagopal, A.K., Plastino, A., Latora, V., Rapisarda, A., Robledo, A.: Revisiting disorder and

Tsallis statistics. Science 300, 249251 (2003)

20. Bouchaud, J.P., Cugliandolo, L.F., Kurchan, J., Mezard, M.M.: Out-of-equilibrium Dynamics in Spin-Glasses and other Glassy

Systems. In: Young, A.P. (ed) Spin glasses and random elds. World Scientic Singapore (1998)

21. Pluchino, A., Latora, V., Rapisarda, A.: Glassy phase in the Hamiltonian mean eld model. [cond-mat/0306374] (submitted)

255

22. Boghosian, B.M.: Thermodynamic description of the relaxation of two-dimensional turbulence using Tsallis statistics. Phys.

Rev. E 53, 47544763 (1996); Coraddu, M., Lissia, M., G. Mezzorani, G., Quarati, P.: Deuterium burning in Jupiter interior.

Physica A 305, 282286 (2002)

23. Beck, C.: Dynamical foundations of nonextensive statistical mechanics. Phys. Rev. Lett. 87, 180201180204 (2001) and

references therein

24. Beck, C., Cohen, E.G.D.: Superstatistics. Physica A 322, 267275 (2003)

25. Lyra, M.L., Tsallis, C.: Nonextensivity and multifractality in low-dimensional dissipative systems. Phys. Rev. Lett. 80, 53

56 (1998); Tirnakli, U., Tsallis, C., Lyra, M.L.: Circular-like maps: sensitivity to the initial conditions, multifractality and

nonextensivity. Eur. Phys. J. B 10, 309315 (1999); de Moura, F.A.B.F., Tirnakli, U., Lyra, M.L.: Convergence to the critical

attractor of dissipative maps: log-periodic oscillations, fractality, and nonextensivity. Phys. Rev. E 62, 63616365 (2000)

26. Latora, V., Baranger, M., Rapisarda, A., Tsallis, C.: The rate of entropy increase at the edge of chaos. Phys. Lett. A 273, 97103

(2000); Borges, E.P., Tsallis, C., Ananos, G.F.J., de Oliveira, P.M.C.: Nonequilibrium probabilistic dynamics of the logistic

map at the edge of chaos. Phys. Rev. Lett. 89, 254103254106 (2002)

27. Baldovin, F., Robledo, A.: Universal renormalization-group dynamics at the onset of chaos in logistic maps and nonextensive

statistical mechanics. Phys. Rev. E 66, 045104(R)045107(R) (2002); Baldovin, F., Robledo, A.: Sensitivity to initial conditions

at bifurcations in one-dimensional nonlinear maps: rigorous nonextensive solutions. Europhys. Lett. 60, 518524 (2002)

28. Baldovin, F., Tsallis, C., Schulze, B.: Nonstandard entropy production in the standard map. Physica A 320, 184192 (2003)

29. Bediaga, I., Curado, E.M.F., Miranda, J.: A nonextensive thermodynamical equilibrium approach in e+ e hadrons. Physica

A 286, 156163 (2000); Wilk, G., Wlodarczyk, Z.: Interpretation of the nonextensivity parameter q in some applications of

Tsallis statistics and Levy distributions. Phys. Rev. Lett. 84, 27702773 (2000)

30. Tsallis, C., Anjos, J.C., Borges, E.P.: Fluxes of cosmic rays: a delicately balanced anomalous thermal equilibrium. Phys. Lett.

A 310, 372379 (2003)

31. Tsallis, C., Bukman, D.J.: Anomalous diffusion in the presence of external forces: exact time-dependent solutions and their

thermostatistical basis. Phys. Rev. E 54, R2197R2200 (1996)

32. Daniels, K.E., Beck, C., Bodenschatz, E.: Defect turbulence and generalized statistical mechanics. [cond-mat/0302623]

33. Kurchan, J.: Elementary constraints on autocorrelation function scalings. Phys. Rev. E 66, 017101017104 (2002)

34. Sherrington, D., Kirkpatrick, S.: Solvable model of a spin-glass. Phys. Rev. Lett. 35, 17921796 (1975); Sherrington, D.,

Kirkpatrick, S.: Innite-ranged models of spin-glasses. Phys. Rev. B 17, 43844403 (1978)

- AP Chemistry, Chapter 19, ThermodynamicsUploaded bysethisodd
- Btech SyllabusUploaded byHrindam Hooja
- Chapter%209.pdfUploaded bydadas dadaridis
- Accurately Calculate Nitrogen Requirement for Pressure PurgingUploaded bySuleyman Halicioglu
- thermodynamic-propUploaded bySujay Bhattacharya
- Hybrid Optoelectronic Sensor for Current and Temperature Monitoring in Overhead Transmission LinesUploaded byKhadarbaba Shaik
- TemperatureUploaded byAsad Khan
- TD TutorialUploaded byloopycrow
- HW 1 Laws of ThermodynamicsUploaded byAaron Marquez
- Mp Thermodynamics 1 Principle 0 Thermal Equation of StateUploaded bynimeni8
- Jntuk 2 1 Thermodynamics Nov 2017 q.pUploaded bysai
- Problems Heat ExchangeUploaded byLakshya
- 16Uploaded byeka123
- Carpenter_p2-22_98Uploaded bymauricio rojas alvarez
- Definitions & Pure SubstanceUploaded byxplodeitup
- C-94 Deterioration Assessment of Bridge Rubber BearingsUploaded byrasnarock
- sm5-056Uploaded bySadie Hnatow
- Bcc-To-hcp Transformation Pathways for Iron Versus Hydro Static PressureUploaded byBayan Dalgamouni
- jimenezPRE08.pdfUploaded byaldo
- chiplabjoeyandpetterUploaded byapi-311295858
- ON-LINE CONTROL CONDUCTION.pdfUploaded byJohn Ortiz
- statesofmatterdesignprocess-nathanandjonathanUploaded byapi-270558393
- NewTopprUploaded bypuneet punjabi
- 2013 - A New Mathematical Model for Food Thermal Process PredictionUploaded bypedroloxxx
- Eng Physic Report No.1 Copy CopyUploaded byIbrahimDewali
- JMeehUploaded byMiguel Angel
- ThermoUploaded byFiraz Rizaldy
- physical chap 6Uploaded byapi-262495543
- An introduction to alysidal algebra (V): phenomenological componentsUploaded byMia Amalia
- ThermometryUploaded byAngelo Sayson

- Quiebre de ErgodicidadUploaded bybatenas1
- Random WalkUploaded bybatenas1
- GradUploaded bybatenas1
- chavanis-epjbUploaded bybatenas1
- VLASOvUploaded bybatenas1
- Two Dimentional Dipole SystemsUploaded bybatenas1
- chavanis2Uploaded bybatenas1
- PhysRevLett.111.230603Uploaded bybatenas1
- Interacciones de Largo Alcance Paper1Uploaded bybatenas1
- notas LRIUploaded bybatenas1
- Dirac EquationUploaded bybatenas1
- Equacion de DiracUploaded bybatenas1
- Variation Large RangeUploaded bybatenas1
- CLASSICAL HAMILTONIANUploaded bybatenas1
- paper boris.pdfUploaded bybatenas1
- Non GaussianUploaded bybatenas1

- Phase Transition Dynamics, Onuki a, CUP 2002Uploaded byIonut Florica
- Microcanonical Ensemble - WikipediaUploaded bybaibhavvvv
- Waclecka Statical PhysicsUploaded byYair Hernandez
- Grand Canonical EnsembleUploaded byDanny Webb
- Principles of Physical ChemistryUploaded byZarsa Barda
- Statistical PhysicsUploaded bySakher Othman
- Chapter 4Uploaded byMohamed Ayman
- lec20Uploaded byAMIT SINGH
- thermalphysics+Philip MorseUploaded byrikabe70
- Pg PhysicsUploaded byAnubhav Sony
- Mauludi's Desertasion FinalUploaded bymariesto
- Styer ThermoUploaded byBen Szapiro
- (Physics Syllabus)Uploaded byDevojyoti Kansabanik
- Lecture Notes on Statistical MechanicsUploaded byMayukh Kansari
- 20110711154509-MUploaded byCOSM-OS
- EnsemblesUploaded byFrancisco David Lahoz Martín
- many_bodyUploaded bymydeardog
- Fundamentals of Statistical and Thermal Physics-ReifUploaded byPedro Ninhos
- Salasnich.pdfUploaded byanon_340252924
- thstmUploaded byPatrick Sibanda
- Introduction to the Mathematical Nonlinear Wave MotionUploaded bymehr1384
- 近代物理_Singh Introduction to Modern PhysicsUploaded byjames6857
- statistical ensemblesUploaded byArnab Barman Ray
- SNU GraduateCourseCatalogUploaded byNick Striker
- Canonical EnsembleUploaded byXucuru Do Vento
- Partition FunctionUploaded bymanishcmet
- fisika_statistik.pdfUploaded byDina Yoona ELiana
- Statistical PhysicsUploaded byCarlos Kometter
- 10 Grand Canonical EnsembleUploaded byAnonymous FRKcnDx7
- Insuperable Difficulties-Einstein's Statistical Road to Molecular PhysicsUploaded byMCarbajal