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Scaling Dynamics of a Massive Piston in a Cube Filled With Ideal Gas Exact Results

Scaling Dynamics of a Massive Piston in a Cube Filled With Ideal Gas Exact Results
Scaling Dynamics of a Massive Piston in a Cube Filled With Ideal Gas Exact Results

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Scaling Dynamics of a Massive Piston in a Cube Filled With Ideal Gas:Exact Results N.Chernov 1,4,J.L.Lebowitz 2,4,and Ya.Sinai 3February 1,2008Dedicated to Robert Dorfman on the occasion of his 65th birthday Abstract We continue the study of the time evolution of a system consisting of a piston in a cubical container of large size L ?lled with an ideal gas.The piston has mass M ~L 2and undergoes elastic collisions with N ~L 3gas particles of mass m .In a previous paper,Lebowitz,Piasecki and Sinai [LPS]considered a scaling regime,with time and space scaled by L ,in which they argued heuristically that the motion of the piston and the one particle distribution of the gas satisfy autonomous coupled di?erential equations.Here we state exact results and sketch proofs for this behavior.1The model and main results This paper is a continuation of [LPS],where deterministic scaled equations describing the dynamics of a massive piston in a cubical container ?lled with ideal gas were given.Here we state exact conditions on the validity of those equations and outline the arguments.Full proofs will be published in a separate paper [CLS].We refer the reader to [LPS]and to [CLS]as well as [G,GF,GP,KBM,Li]for a detailed description of the problem of a massive piston moving in a cylinder.Here we just recall necessary facts.Consider a cubical domain ΛL of size L separated into two parts by a wall (piston),which can move freely without friction inside ΛL .Each part of ΛL is ?lled by a noninter-

acting gas of particles,each of mass m .The piston has mass M =M L and moves along the x -axis under the action of elastic collisions with the particles.The size L of the cube

is a large parameter of the model,and we are interested in the limit behavior as L→∞. The mass m of gas particles is?xed.We will assume that M grows proportionally to L2 and the number of gas particles N is proportional to L3,while their velocities remain of order one.

The position of the piston at time t is speci?ed by a single coordinate X=X L(t), 0≤X≤L,its velocity is then given by V=V L(t)=˙X L(t).Since the components of the particle velocities perpendicular to the x-axis play no role in the dynamics,we may assume that each particle has only one coordinate,x,and one component of velocity,v, directed along the x-axis.

When a particle with velocity v hits the piston with velocity V,their velocities after the collision,v′and V′,respectively,are given by

V′=(1?ε)V+εv(1.1)

v′=?(1?ε)v+(2?ε)V(1.2) whereε=2m/(M+m).We assume that M+m=2mL2/a,where a>0is a constant,

so that

ε=2m

L2

(1.3)

When a particle collides with a wall at x=0or x=L,its velocity just changes sign.

The evolution of the system is completely deterministic,but one needs to specify initial conditions.We shall assume that the piston starts at the midpoint X L(0)=L/2 with zero velocity V L(0)=0.The initial con?guration of gas particles is chosen at random as a realization of a(two-dimensional)Poisson process on the(x,v)-plane(restricted to 0≤x≤L)with density L2p L(x,v),where p L(x,v)is a function satisfying certain conditions,see below,and the factor of L2is the cross-sectional area of the container.In other words,for any domain D?[0,L]×I R1the number of gas particles(x,v)∈D at time t=0has a Poisson distribution with parameterλD=L2 D p L(x,v)dx dv.

Let?L denote the space of all possible con?gurations of gas particles inΛL.For each realizationω∈?L the piston trajectory will be denoted by X L(t,ω)and its velocity by V L(t,ω).

As L→∞,space and time are rescaled as

y=x/L andτ=t/L.(1.4) which is a typical rescaling for the hydrodynamic limit transition(see[LPS,CLS]for motivation and physical discussion).We call y andτthe macroscopic(“slow”)variable, as opposed to the original microscopic(“fast”)x and t.Now let

Y L(τ,ω)=X L(τL,ω)/L,W L(τ,ω)=V L(τL,ω)(1.5) be the position and velocity of the piston in the macroscopic variables.The initial density p L(x,v)satis?es

p L(x,v)=π0(x/L,v)

where the functionπ0(y,v)is independent of L.Without loss of generality,assume that

π0is normalized so that 1

0 ∞

?∞

π0(y,v)dv dy=1

Then the mean number of particles in the entire containerΛL is equal exactly to

E(N)= L0 ∞?∞L2p L(x,v)dv dx=L3

In order to describe the dynamics by di?erential equations,we assume that the func-tionπ0(y,v)satis?es several technical requirements stated below.

(P1)Smoothness.π0(y,v)is a piecewise C1function with uniformly bounded partial derivatives,i.e.|?π0/?y|≤D1and|?π0/?v|≤D1for some D1>0.

(P2)Discontinuity lines.π0(y,v)may be discontinuous on the line y=Y L(0)(i.e.,“on the piston”).In addition,it may have a?nite number(≤K1)of other discontinuity lines in the(y,v)-plane with strictly positive slopes(each line is given by an equation v=f(y)where f(y)is C1and0

(P3)Density bounds.Let

π0(y,v)>πmin>0for v1<|v|

sup

y,v

π0(y,v)=πmax<∞(1.7)

The requirements(1.6)and(1.7)basically mean thatπ0(y,v)takes values of order one.

(P4)Velocity“cuto?”.Let

π0(y,v)=0,if|v|≤v min or|v|≥v max(1.8) with some0

(P5)Approximate pressure balance.π0(y,v)must be nearly symmetric about the piston,

i.e.

|π0(y,v)?π0(1?y,?v)|<ε0(1.9) for all00.

The requirements(P4)and(P5)are made to ensure that the piston velocity|V L(t,ω)| will be smaller than the minimum speed of the particles,with probability close to one, for times t=O(L).Such assumptions were?rst made in[LPS].

We think of D1,K1,c1,c2,v1,v2,v min,v max,πmin andπmax in(P1)–(P4)as?xed (global)constants andε0in(P5)as an adjustable small parameter.We will assume throughout the paper thatε0is small enough,meaning that

ε0<ˉε0(D1,K1,c1,c2,v1,v2,v min,v max,πmin,πmax)

It is important to note that the hydrodynamic limit does not require thatε0→0.The parameterε0stays positive and?xed as L→∞.

Here is our main result:

Theorem1.1There is an L-independent function Y(τ)de?ned for allτ≥0and a positiveτ?≈2/v max(actually,τ?→2/v max asε0→0),such that

sup 0≤τ≤τ?|Y L(τ,ω)?Y(τ)|→0(1.10)

and

sup 0≤τ≤τ?|W L(τ,ω)?W(τ)|→0(1.11)

in probability,as L→∞.Here W(τ)=˙Y(τ).

This theorem establishes the convergence in probability of the random functions Y L(τ,ω),W(τ,ω)characterizing the mechanical evolution of the piston to the determin-istic functions Y(τ),W(τ),in the hydrodynamic limit L→∞.

The functions Y(τ)and W(τ)satisfy certain(Euler-type)di?erential equations stated in the next section.Those equations have solutions for allτ≥0,but we can only guarantee the convergence(1.10)and(1.11)forτ<τ?.What happens forτ>τ?, especially asτ→∞,remains an open problem.Some experimental results and heuristic observations in this direction are presented in[CL]and discussed in Section4.

Remark1.The function Y(τ)is at least C1and,furthermore,piecewise C2on the interval(0,τ?).Its?rst derivative W=˙Y(velocity)and its second derivative A=¨Y (acceleration)remainε0-small:supτ|W(τ)|≤const·ε0and supτ|A(τ)|≤const·ε0,see the next section.

Remark2.We also estimate the speed of convergence in(1.10)and(1.11):there is aτ1>0(τ1≈1/v max)such that|Y L(τ,ω)?Y(τ)|=O(ln L/L)for0<τ<τ1and |Y L(τ,ω)?Y(τ)|=O(ln L/L1/7)forτ1<τ<τ?.The same bounds are valid for |W L(τ,ω)?W(τ)|.These estimates hold with“overwhelming”probability,speci?cally they hold for allω∈??L??L such that P(??L)=1?O(L?ln L).

2Hydrodynamical equations

The equations describing the deterministic function Y(τ)involve another deterministic function–the density of the gasπ(y,v,τ).Initially,π(y,v,0)=π0(y,v),and forτ>0 the densityπ(y,v,τ)evolves according to the following rules.

(H1)Free motion.Inside the container the density satis?es the standard continuity equation for a noninteracting particle system without external forces:

??y π(y,v,τ)=0(2.1) for all y except y=0,y=1and y=Y(τ).

Equation(2.1)has a simple solution

π(y,v,τ)=π(y?vs,v,τ?s)(2.2)

for0

(H2)Collisions with the walls.At the walls y=0and y=1we have

π(0,v,τ)=π(0,?v,τ)(2.3)

π(1,v,τ)=π(1,?v,τ)(2.4)

(H3)Collisions with the piston.At the piston y=Y(τ)we have

π(Y(τ)?0,v,τ)=π(Y(τ)?0,2W(τ)?v,τ)for v

π(Y(τ)+0,v,τ)=π(Y(τ)+0,2W(τ)?v,τ)for v>W(τ)(2.5)

where v represents the velocity after the collision and2W(τ)?v that before the collision;here

d

W(τ)=

(H4)Piston’s velocity.The velocity W=W(τ)of the piston must satisfy the equation

∞?∞(v?W)2sgn(v?W)q(v,τ;Y,W)dv=0(2.8) We also remark that forτ>0,when(2.5)holds,

W(τ)= vπ(Y?0,v,τ)dv π(Y+0,v,τ)dv

i.e.the piston’s velocity is the average of the nearby particle velocities on each side.

The system of(hydrodynamical)equations(H1)–(H4)is now closed and,given ap-propriate initial conditions,should completely determine the functions Y(τ),W(τ)and p(y,v,τ)forτ>0.To specify the initial conditions,we set p(y,v,0)=π(y,v)and Y(0)=0.5.The initial velocity W(0)does not have to be speci?ed,it comes“for free”as the solution of the equation(2.8)at timeτ=0.It is easy to check that the initial speed|W(0)|will be smaller than v min,in fact W(0)→0asε0→0in(P5).Note that if the initial conditions atτ=0do not satisfy(2.3)–(2.5),there will be a discontinuity in p asτ→0(see also Remark4below).

Equation(2.8)has a unique solution W as long as the piston interacts with some gas particles on both sides,i.e.as long as

inf{v:π(Y+0,v,τ)>0}≤sup{v:π(Y?0,v,τ)>0}

Indeed,the left hand side of(2.8)is a continuous and strictly monotonically decreasing function of W,and it takes both positive and negative values.The solution W(τ)may not be continuous inτ,though.But ifπ(y,v,τ)is piecewise C1and has a?nite number of discontinuity lines with positive slopes(as we require ofπ0(y,v)in Section1),then W(τ)will be continuous and piecewise di?erentiable.

Remark3.One can easily check that the total mass M= π(y,v,τ)dv dy and the total kinetic energy2E= v2π(y,v,τ)dv dy remain constant along any solution of our system of equations(H1)–(H4).Also,the mass in the left and right part ofΛL separately remains constant.Equation(2.8)also preserves the total momentum of the gas vπ(y,v,τ)dv dy,but it changes due to collisions with the walls.

Remark4.Previously,Lebowitz,Piasecki and Sinai[LPS]studied the piston dy-namics under essentially the same initial conditions as our(P1)–(P5).They argued heuristically that the piston dynamics could be approximated by certain deterministic equations in the original(microscopic)variables x and t.The deterministic equations found in[LPS]correspond to our(2.2)–(2.6)with obvious transformation back to the variables x,t,but our main equation(2.8)has a di?erent counterpart in the context of [LPS],which reads

d

Here X=X(t)and V=V(t)=˙X(t)denote the deterministic position and velocity of the piston andπ(x,v,t)the density of the gas(the constant a appeared in(1.3)).We refer to[LPS]for more details and a heuristic derivation of(2.9).Since(2.9),unlike our (2.8),is a di?erential equation,the initial velocity V(0)has to be speci?ed separately, and it is customary to set V(0)=0.Alternatively,one can set V(0)=W(0),see[CLS]. Equation(2.9)can be reduced to(2.8)in the limit L→∞as follows.One can show(we omit details)that(2.9)is a dissipative equation whose solution with any(small enough) initial condition V(0)converges to the solution of(2.8)during a t-time interval of length ~ln L.That interval has length~L?1ln L on theτaxis,and so it vanishes as L→∞, this is why we replace(2.9)with(2.8)and ignore the initial condition V(0)when working with the thermodynamic variablesτand y.The equation(2.9)is not used in this paper.

We now describe the solution of our equations(H1)-(H4)in more detail.Assume that for someτ>0the gas densityπ(y,v,τ)satis?es the same requirements(P1)-(P4)as those imposed on the initial functionπ0(y,v)in Sect.1,with constants D′1,K′1,c′1,c′2, v′1,v′2,v′min,v′max,π′min andπ′max,whose values are not essential,but are independent of τ.

We also assume an analogue of(P5),but this one is not so straightforward,since the piston does not have to stay at the middle point y=0.5at any timeτ>0.We require that

|Y(τ)?0.5|<ε′0(2.10) and for any point(y,v)with v′min≤|v|≤v′max there is another point(y?,v?)“across the piston”(i.e.such that(y?Y(τ))(y??Y(τ))<0)satisfying

|y+y??1|<ε′0,|v+v?|<ε′0(2.11) and

|π(y,v,τ)?π(y?,v?,τ)|<ε′0(2.12) for some su?ciently smallε′0>0.Actually,the map(y,v)→(y?,v?),which we denote by Rτ,is one-to-one and will be explicitly constructed below.The constantε′0here,just likeε0in(P5),is assumed to be small enough,and moreover

ε′00.

We now derive elementary but important consequences of the above assumptions. Since the densityπ(y,v,τ)vanishes for|v|

Q0W2?2Q1W+Q2=0(2.14)

where

Q0= sgn v·q(v,τ;Y)dv(2.15)

Q1= v sgn v·q(v,τ;Y)dv(2.16)

Q2= v2sgn v·q(v,τ;Y)dv(2.17) with Y=Y(τ).The integrals Q0,Q1,Q2have the following physical meaning:

mQ0=m L?m R

mQ1=p L?p R

mQ2=2(e L?e R)

where m L,p L,e L represent the total mass,momentum and energy of the incoming gas particles(per unit length)on the left hand side of the piston,and m R,p R,e R–those on the right hand side of it.The value Q2also represents the net pressure exerted on the piston by the gas as if the piston did not move.Of course,if Q2(τ)=0,then we must have W(τ)=0,which agrees with(2.14).

Next,under the above requirements onπ(y,v,τ),the function q(v,τ;Y)is,in a certain sense,nearly symmetric in v about v=0(see[CLS]for details).This fact implies that Q0and Q2are small,more precisely

max{|Q0|,|Q2|}≤C′ε0(2.18) where C′>0is a constant depending on the parameters D′1,K′1,etc.,but not onε0.At the same time,the assumption(P3)guarantees that

Q1≥Q1,min>0(2.19) where Q1,min is a constant depending onπ′min,v′1,v′2,etc.,but not onε0.

Ifε0is small enough,there is a unique root of the quadratic polynomial(2.14)on the interval(?v′min,v′min),which corresponds to the only solution of(2.8).Since this root is smaller,in absolute value,than the other root of(2.14),it can be expressed by

Q1? Q0(2.20)

W(τ)=

where the sign before the radical is“?”,not“+”.Of course,(2.20)applies whenever Q0=0,while for Q0=0we simply have W(τ)=Q2/2Q1.

Eqs.(2.18)-(2.20)imply an upper bound on the piston velocity:|W(τ)|≤B′ε0for some constant B′>0depending on D′1,K′1,etc.,but not onε0.A similar bound holds for the piston acceleration A(τ)=˙W(τ),since

(dQ0/dτ)W2?2(dQ1/dτ)W+(dQ2/dτ)

A(τ)=

and|dQ i/dτ|=|(dQ i/dY)W|≤const·ε0,see[CLS]for more details.

Next we consider the evolution of a point(y,v)in the domain G:={(y,v):0≤y≤1}under the rules(H1)–(H3),i.e.as it moves freely with constant velocity and collides elastically with the walls and the piston.Denote by(yτ,vτ)its position and velocity at timeτ≥0.Then(H1)translates into˙yτ=vτand˙vτ=0whenever yτ/∈{0,1,Y(τ)}, (H2)becomes(yτ+0,vτ+0)=(yτ?0,?vτ?0)whenever yτ?0∈{0,1},and(H3)gives

(yτ+0,vτ+0)=(yτ?0,2W(τ)?vτ?0)(2.21) whenever yτ?0=Y(τ).Note that(2.21)corresponds to a special case of the mechanical collision rules(1.1)–(1.2)withε=0(equivalently,m=0).Hence the point(y,v)moves in G as if it was a gas particle with zero mass.

The motion of points in(y,v)is described by a one-parameter family of transfor-mations Fτ:G→G de?ned by Fτ(y0,v0)=(yτ,vτ)forτ>0.We will also write F?τ(yτ,vτ)=(y0,v0).According to(H1)–(H3),the densityπ(y,v,τ)satis?es a simple equation

π(yτ,vτ,τ)=π(F?τ(yτ,vτ),0)=π0(y0,v0)(2.22) for allτ≥0.Also,it is easy to see that for eachτ>0the map Fτis one-to-one and preserves area,i.e.det|DFτ(y,v)|=1.

Now,because of(P4),the initial densityπ0(y,v)can only be positive in the region

G+:={(y,v):0≤y≤1,v min≤|v|≤v max}

hence we will restrict ourselves to points(y,v)∈G+only.At any timeτ>0,the images of those points will be con?ned to the region G+(τ):=Fτ(G+).In particular,π(y,v,τ)=0for(y,v)/∈G+(τ).

The map Rτ:(y,v)→(y?,v?)involved in(2.11)and(2.12)can now be de?ned as Rτ=Fτ?R0?F?τ,where R0(y,v)=(1?y,?v)is a simple re?ection“across the piston”at timeτ=0.

We now make an important observation.If a fast point(yτ,vτ)collides with a slow piston,|W(τ)|?|vτ|,they cannot recollide too soon:the point must travel to a wall, bounce o?it,and then travel back to the piston before it hits it again.

Therefore,as long as(P1)–(P4)hold,the collisions of each moving point(yτ,vτ)∈G+(τ)with the piston occur at well separated time moments,which allows us to e?ec-tively count them.For(x,v)∈G+

N(y,v,τ)=#{s∈(0,τ):y s=Y(s),v s=W(s)}

is the number of collisions of the point(y,v)with the piston during the interval(0,τ). For eachτ>0,we partition the region G+(τ)into subregions

G+n(τ):={Fτ(y,v):(y,v)∈G+&N(y,v,τ)=n}

so G+n(τ)is occupied by the points that at timeτhave experienced exactly n collisions with the piston during the interval(0,τ).

Now,for each n≥1we de?neτn>0to be the?rst time when a point(yτ,vτ)∈G+(τ) experiences its(n+1)-st collision with the piston,i.e.

τn=sup{τ>0:G+n+1(τ)=?}

In particular,τ1>0is the earliest time when a point(yτ,vτ)∈G+(τ)experiences its

?rst recollision with the piston.Hence,no recollisions occur on the interval[0,τ1),and we call it the zero-recollision interval.Similarly,on the interval(τ1,τ2)no more than one recollision with the piston is possible for any point,and we call it the one-recollision

interval.

The time momentτ?mentioned in Theorem1.1is the earliest time when a point (yτ,vτ)∈G+(τ)either experiences its third collision with the piston or has its second

collision with the piston given that the?rst one occurred afterτ1.Hence,τ?≤τ2,and actuallyτ?is very close toτ2,see below.

The following theorem summarizes the properties of the solutions of the hydrody-namical equations(H1)–(H4).

Theorem2.1([CLS])Let T>0be given.If the initial densityπ0(y,v)satis?es(P1)–

(P5)with a su?ciently smallε0,then

(a)the solution of our hydrodynamical equations(H1)–(H4)exists and is unique on the

interval(0,T);

(b)the densityπ(y,v,τ)satis?es conditions similar to(P1)–(P4)for all0<τ

also satis?es(2.10)–(2.13);

(c)The piston velocity and acceleration remain small,|W(τ)|=O(ε0)and|A(τ)|=

O(ε0);

(d)we have|τk?k/v max|=O(ε0)for all1≤k2,then also

|τ??τ2|=O(ε0).

Corollary2.2Ifε0=0,so that the initial densityπ0(y,v)is completely symmetric

about the piston,the solution is trivial:Y(τ)≡0.5and W(τ)≡0for allτ>0.

Lastly,we demonstrate the reason for our assumption that all the discontinuity curves of the initial densityπ0(y,v)must have positive slopes.It would be quite tempting to let π0(y,v)have more general discontinuity lines,e.g.allow it be smooth for v min<|v|

Example.Suppose the initial densityπ0(y,v)has a horizontal discontinuity line v=v0 (say,v0=v min or v0=v max).After one interaction with the piston the image of this

discontinuity line can oscillate up and down,due to the?uctuations of the piston accel-eration(Fig.1).As time goes on,this oscillating curve will“travel”to the wall and come back to the piston,experiencing some distortions on its way,caused by the di?erences in velocities of its points(Fig.1).When this curve comes back to the piston again,it may well have“turning points”where its tangent line is vertical,or even contain vertical segments of positive length.This produces unwanted singularities or even discontinuities of the piston velocity and acceleration.The same phenomena can also occur when a discontinuity line of the initial densityπ0(y,v)has a negative slope.

3Sketch of the argument

Our proof of Theorem1.1is based on large deviation estimates for the Poisson random variable:

Lemma3.1([CLS])Let X be a Poisson random variable with parameterλ>0.For any b>0there is a c>0such that for all0

λ)≤2e?cB2

This shows that the probabilities of large deviations rapidly decay,as they do for the Gaussian distribution.

The principal step in our proof of Theorem1.1is the velocity decomposition scheme described next.Let V L(t,ω)be the velocity of the piston at time t≥0for a random con?guration of particlesω∈?L.Let?t>0be a small time increment.Then the law of elastic collision(1.1)implies

V L(t+?t,ω)=(1?ε)k V L(t,ω)+ε

k

j=1(1?ε)k?j·v j(3.1)

Here k=k(t,?t,ω)is the number of particles colliding with the piston during the time interval(t,t+?t),and v j are their velocities numbered in the order in which the particles collide.

We rearrange the formula(3.1)as follows:

V L(t+?t,ω)=(1?εk)V L(t,ω)+ε

k

j=1v j+χ(1)+χ(2)(3.2)

where

χ(1)=V L(t,ω)[(1?ε)k?1+εk]

and

χ(2)=ε

k

j=1v j[(1?ε)k?j?1]

Let us assume that the?uctuations of the velocity V L(s,ω)on the interval(t,t+?t), are bounded by some quantityδV:

|V L(s,ω)?V L(t,ω)|≤δV(3.3)

sup

s∈(t,t+?t)

Consider two regions on the x,v plane:

D1= (x,v):v?V L(t,ω)?(sgn v)δV?t,v min<|v|

D2= (x,v):v?V L(t,ω)+(sgn v)δV?t,v min<|v|

Each of them is a union of two trapezoids D i=D+i∪D?i,i=1,2,where D?i denotes the upper and D+i the lower trapezoid,see Fig.2.

Note that D1?D2.The bound(3.3)implies that all the particles in the region D1 necessarily collide with the piston during the time interval(t,t+?t).Moreover,the trajectory of every point(x,v)∈D1hits the piston within time?t.The bound(3.3) also implies that all the particles actually colliding with the piston during the interval (t,t+?t)are contained in D2.

Let us denote by k±r the number of particles in the regions D±r for r=1,2at time t. We also denote by k?the number of particles actually colliding with the piston“on the left”,and by k+that number“on the right”(of course,k?+k+=k).Due to the above observations,k±1≤k±≤k±2.

Now,suppose that t+?t<τ1L.Then we show that for typical con?gurationsωthe particles in each domain D r,r=1,2,have never collided with the piston before.There-fore,their number,k±r,r=1,2,satis?es the laws of Poisson distribution,in particular, the large deviation estimate in Lemma3.1applies.This gives the bound(for typicalω)

λ±1??k±1≤k±≤λ±2+?k±2(3.6) where

λ±r=E(k±r)=L2 F?t L(D±r)p L(x,v)dx dv

and F?t L corresponds to the action of F?τ=F?t/L in the original time-space coordinates x,t.The deviations?k±r in(3.6)can be adjusted by using Lemma3.1.The di?erence λ±2?λ±1is estimated by

λ±2?λ±1=L2 F?t L(D±2\D±1)p L(x,v)dx dv≤const·L2δV?t

By putting all these estimates together we get tight bounds on k in(3.2).Similarly we get bounds on k j=1v j in(3.2).The following is the?nal result of this analysis:

V L(t+?t,ω)?V L(t,ω)=D(t,ω)?t+χ3(3.7)

Here

D(t,ω)=a[Q0V2L(t,ω)?2Q1V L(t,ω)+Q2](3.8) and Q0,Q1,Q2are de?ned similarly to(2.15)-(2.17),in which Y(τ)must be replaced by the actual piston position X L(t,ω)/L.The error termχ3in(3.7)is bounded by

|χ3|≤const·ln L √

L

(3.9) which corresponds to Brownian motion-type random?uctuations.

The term D(t,ω)in(3.7)represents the main(“deterministic”)force acting on the piston.The termχ3describes random?uctuations of that force.When the piston velocity stabilizes,then the main force D should vanish,and an“equilibrium”velocity ˉV

L

(t,ω)will be established.The latter is the root of the equation D(t,ω)=0,which is

ˉV L (t,ω)=

Q1? Q0(3.10)

The reason why V L(t,ω)converges toˉV L is that D is almost proportional toˉV L?V L,i.e. 0

|V L(t,ω)?ˉV L(t,ω)|

Now,the piston coordinate Y L(τ,ω)=X L(τL,ω)/L is the solution of the di?erential equation

˙Y

L

=V L=ˉV L+χ4

where|χ4|

The proof on the one-recollision interval(τ1,τ?)goes along the same lines.One major di?erence is that the number of particles k±r,r=1,2,in the domain D±r constructed in the velocity decomposition scheme is no longer a Poisson variable,so Lemma3.1does not apply directly.

To handle this new situation,we pull the domain D±r back in time,as we did before. But now that pullback involves one interaction with the piston(corresponding to the?rst collision of the particles in D±r with the piston,which occurs during the zero-recollision interval0

Since the piston position and velocity at the moment of that?rst collision are random, the preimage of D±r will be a random domain.Its shape will depend on the piston velocity

V(t,ω)during the zero-recollision interval00and construct a d-dense set in the space of all H¨o lder continuous functions in the spirit of a work by Kolmogorov and Tihomirov[KT].The elements of that d-dense set can be used to construct a ?nite collection of(nonrandom)domains,so that one of them will approximate the (random)preimage of our D±r(we need to select the small d>0carefully to ensure su?cient accuracy of the approximation).Now the number of particles in our random domain(the preimage of D±r)can be approximated by the number of particles in the corresponding nonrandom domain.The latter has Poisson distribution,and?nally we can apply Lemma3.1.This trick gives necessary estimates on k±r.

A full proof of Theorem1.1is given in[CLS].At present,we do not know if this theorem can be extended beyond the critical timeτ?,this is an open question.Some other open problems are discussed in the next section.

4Discussion and open problems

1.The main goal of this work is to prove that under suitable initial conditions random ?uctuations in the motion of a massive piston are small and vanish in the thermodynamic limit.We are,however,able to control those?uctuations e?ectively only as long as the surrounding gas particles can be described by a Poisson process,i.e.during the zero-recollision interval0<τ<τ1.In that case the random?uctuations are bounded by const·L?1ln L,see Remark2after Theorem1.1.Up to the logarithmic factor,this bound is optimal,see[CL]and earlier estimates by Holley[H],D¨u rr et al.[DGL].

During the one-recollision intervalτ1<τ<τ2,the situation is di?erent.The proba-bility distribution of gas particles that have experienced one collision with the piston is no longer a Poisson process,it has intricate correlations.We are only able to show that random?uctuations remain bounded by L?1/7,see again Remark2.Perhaps,our bound is far from optimal,but our numerical experiments reported in[CL]show that random ?uctuations indeed grow during the one-recollision interval.

We have tested numerically whether random?uctuations remained small after more than one recollision,i.e.at timesτ>τ2.We found that for some initialπ0they actually increased very rapidly,and we conjectured that the rate of increase was exponential in τ.We found,indeed,that at timesτ~log L the?uctuations became large even on a macroscopic scale,and then many unexpected phenomena occurred[CL].

Interestingly,the exponential growth of random?uctuations seems to be related to the instability of our hydrodynamical equations.We found that small perturbations of the initial densityπ0can grow exponentially inτunder certain conditions,matching the growth of random?uctuations of the piston motion in the mechanical model.We refer the reader to[CL]for further discussion and to our work in progress[CCLP].

2.It is clear that in our model recollisions of gas particles with the piston have a very

“destructive”e?ect on the dynamics in the system.However,we need to distinguish between two types of recollisions.

We say that a recollision of a gas particle with the piston is long if the particle hits a wall x=0or x=L between the two consecutive collisions with the piston.Otherwise a recollision is said to be short.Long recollisions require some time,as the particle has to travel all the way to a wall,bounce o?it,and then travel back to the piston before it hits it again.Short recollisions can occur in rapid succession.

We have imposed the velocity cut-o?(P4)in order to avoid any recollisions for at least some initial period of time(which we call the zero-recollision interval).More precisely, the upper bound v max guarantees the absence of long recollisions.Without it,we would have to deal with arbitrarily fast particles that dash between the piston and the wall very many times in any interval(0,τ).On the other hand,the lower bound v min was assumed to exclude short recollisions.

There are good reasons to believe,though,that short recollisions may not be so de-structive for the piston dynamics.Indeed,let a particle experience two or more collisions with the piston in rapid succession(i.e.without hitting a wall in between).This can occur in two cases:(i)the particle’s velocity is very close to that of the piston,or(ii) the piston’s velocity changes very rapidly.The latter should be very unlikely,since the deterministic acceleration of the piston is very small,cf.Theorem2.1c.In case(i),the recollisions should have very little e?ect on the velocity of the piston according to the rule(1.1),so that they may be safely ignored,as it was done already in earlier studies [H,DGL].

We therefore expect that our results can be extended to velocity distributions without

a cut-o?from zero,i.e.allowing v min=0.

3.In our paper,L plays a dual role:it parameterizes the mass of the piston(M~L2), and it represents the length of the container(0≤x≤L).This duality comes from our assumption that the container is a cube.

However,our model is essentially one-dimensional,and the mass of the piston M and the length of the interval0≤x≤L can be treated as two independent parameters.In particular,we can assume that the container is in?nitely long in the x direction(so,that L is in?nite),but the mass of the piston is still?nite and given by M~L2.In this case there are no recollisions with the piston,as long as its velocity remains small.Hence,our zero-recollision interval is e?ectively in?nite.As a result,Theorem1.1can be extended to arbitrarily large times.Precisely,for any T>0we can prove the convergence in probability:

P sup0≤τ≤T|Y L(τ,ω)?Y(τ)|≤C T ln L/L →1

and

P sup0≤τ≤T|W L(τ,ω)?W(τ)|≤C T ln L/L →1

as L→∞,where C T>0is a constant and Y(τ)and W(τ)=˙Y(τ)are the solutions of

the hydrodynamical equations described in Section2.

4.Along the same lines as above,we can assume that the container is d-dimensional with

d≥3.Then the mass of the piston and the density of the particles are proportional to L d?1rather than L2.

When d is large,the gas particles are very dense on the x,v plane.This leads to a much better control over?uctuations of the particle distribution and the piston trajectory.

As a result,Theorem1.1can be extended to the k-recollision interval(τk,τk+1),where

k≥1depends on d.It can be shown that for any k≥1there is a d k≥3such that for all d≥d k the convergence(1.10)and(1.11)holds withτ?=τk.Therefore,a higher

dimensional piston is more stable than a lower dimensional one.

It would be interesting to investigate other modi?cations of our model that lead to more stable regimes.For example,let the initial densityπ0(y,v)of the gas depend on the factor a=εL2in such a way thatπ0(y,v)=a?1ρ(y,v),whereρ(y,v)is a?xed function. Then the particle density grows as a→0.This is another way to increase the density of the particles,but without changing the dimension.One may expect a better control over random?uctuations in this case,too.

Acknowledgements.N.Chernov was partially supported by NSF grant DMS-9732728.

J.Lebowitz was partially supported by NSF grant DMR-9813268and by Air Force grant

F49620-01-0154.Ya.Sinai was partially supported by NSF grant DMS-9706794.This work was completed when N.C.and J.L.stayed at the Institute for Advanced Study with partial support by NSF grant DMS-9729992.

References

[CCLP]E.Caglioti,N.Chernov,J.L.Lebowitz,E.Presutti,in preparation. [CLS]N.Chernov,J.L.Lebowitz,and Ya.Sinai,Dynamic of a massive piston in an ideal gas,preprint,available at https://www.wendangku.net/doc/149316995.html,/chernov/pubs/.

[CL]N.Chernov,J.L.Lebowitz,Dynamics of a massive piston in an ideal gas: oscillatory motion and approach to equilibrium,this volume of the journal. [DGL] D.D¨u rr,S.Goldstein,and J.L.Lebowitz,A mechanical model of Brownian motion,Commun.Math.Phys.78(1981),507–530.

[G]Ch.Gruber,Thermodynamics of systems with internal adiabatic constraints:

time evolution of the adiabatic piston,Eur.J.Phys.20(1999),259–266. [GF]Ch.Gruber,L.Frachenberg,On the adiabatic properties of a stochastic adiabatic wall:Evolution,stationary non-equilibrium,and equilibrium states,Phys.A, 272(1999),392–428.

[GP]Ch.Gruber,J.Piasecki,Stationary motion of the adiabatic piston,Phys.A268 (1999),412–423.

[H]R.Holley,The motion of a heavy particle in an in?nite one dimensional gas of

hard spheres,Z.Wahrschein.verw.Geb.17(1971),181–219.

[KBM] E.Kestemont,C.Van den Broeck,and M.Mansour,The“adiabatic”piston: and yet it moves,Europhys.Lett.,49(2000),143–149.

[KT] A.N.Kolmogorov,V.M.Tihomirov,ε-entropy andε-capacity of sets in function spaces,Amer.Math.Soc.Transl.17(1961),277–364.

[LPS]J.L.Lebowitz,J.Piasecki,and Ya.Sinai,Scaling dynamics of a massive piston in an ideal gas.In:Hard ball systems and the Lorentz gas,217–227,Encycl.

Math.Sci.,101,Springer,Berlin,2000.

[Le]J.L.Lebowitz,Stationary nonequilibrium Gibbsian ensembles,Phys.Rev.114 (1959),1192–1202.

[Li] E.Lieb,Some problems in statistical mechanics that I would like to see solved, Physica A263(1999),491–499..

Figure1:A horizontal discontinuity line(bottom)comes o?the piston as an oscillating curve(top).

Figure2:Region D1is bounded by solid lines.Region D2is bounded by a dashed line.

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