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Dynamical foundations of nonextensive statistical mechanics

Dynamical foundations of nonextensive statistical mechanics
Dynamical foundations of nonextensive statistical mechanics

a r X i v :c o n d -m a t /0105374v 1 [c o n d -m a t .s t a t -m e c h ] 18 M a y 2001

Dynamical foundations of nonextensive statistical

mechanics

Christian Beck 1

Isaac Newton Institute for Mathematical Sciences,University of Cambridge,20Clarkson Road,Cambridge CB30EH,UK

Abstract

We construct classes of stochastic di?erential equations with ?uc-tuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics.These systems generalize the way in which ordinary Langevin equations un-derly ordinary statistical mechanics to the more general nonextensive case.As a main example,we construct a dynamical model of velocity ?uctuations in a turbulent ?ow,which generates probability densities that very well ?t experimentally measured probability densities in Eu-lerian and Lagrangian turbulence.Our approach provides a dynamical reason why many physical systems with ?uctuations in temperature or energy dissipation rate are correctly described by Tsallis statistics.

Recently there has been considerable interest in the formalism of nonex-tensive statistical mechanics(NESM)as introduced by Tsallis[1]and further developed by many others(e.g.[2]–[4]).In the mean time there is growing evidence that the formalism,rather than being just a theoretical construc-tion,is of relevance to many complex physical systems.Applications in various areas have been reported,mainly for systems with either long-range interactions[5]–[7],multifractal behaviour[8,9],or?uctuations of temper-ature or energy dissipation rate[10]–[14].A recent interesting application of the formalism is that to fully developed turbulence[9,11,12].Precision measurements of probability density functions(pdfs)of longitudinal veloc-ity di?erences in high-Reynolds number turbulent Couette-Taylor?ows are found to agree quite perfectly with analytic formulas of pdfs as predicted by NESM[12].

Despite this apparent success of the nonextensive approach,still the ques-tion remains why in many cases(such as the above turbulent?ow)NESM works so well.To answer this question,let us?rst go back to ordinary sta-tistical mechanics and just consider a very simple well known example,the Brownian particle[15].Its velocity u satis?es the linear Langevin equation

˙u=?γu+σL(t),(1) where L(t)is Gaussian white noise,γ>0is a friction constant,andσdescribes the strength of the noise.The stationary probability density of u is Gaussian with average0and varianceβ?1,where whereβ=γ

n2?1exp ?nβ

Γ n2β0

ables X i,i=1,...,n with average0.Ifβis given by the sum

β:=

n

i=1X2i(3)

then it has the pdf(2).The average is given by

β =n X2 = ∞0βf(β)dβ=β0(4) and the variance by

β2 ?β20=2

β

2

βu2 ,(6) for the joint probability p(u,β)(i.e.the probability to observe both a certain value of u and a certain value ofβ)

p(u,β)=p(u|β)f(β)(7) and for the marginal probability p(u)(i.e.the probability to observe a certain value of u no matter whatβis)

p(u)= p(u|β)f(β)dβ.(8) The integral(8)is easily evaluated and one obtains

p(u)=

Γ n2 2 β021n u2 n2(9)

Hence the SDE(1)withχ2-distributedβ=γ/σ2generates the generalized canonical distributions of NESM[1]

p(u)~

1

2

?β(q?1)u2 1

provided the following identi?cations are made.

1

2

+1

n +1

(11)

1

n ???β

=2

?u V (u )is a nonlinear forcing.To be speci?c,let us assume

that V (u )=C |u |2α

is a power-law potential.The SDE

(13)then generates the conditional pdf

p (u |β)=

α

(Cβ)

1

Z q

1

q ?1

,(15)

where

Z ?1q

=α C (q ?1)?β

1

q ?1

Γ

1

(16)

and

q =1+

1+2α?q

β0.(18)

To generalize to N particles in d space dimensions,we may consider

coupled systems of SDEs with ?uctuating friction forces,as given by

˙ u i =?γi F i ( u 1,..., u N )+σi L

i (t )i =1,...,N

(19)

3

Suppose that a potential V( u1,..., u N)exists for this problem such that

F i =?

σ2

i

?uctuate in the same way,

i.e.are given by the same?uctuatingχ2distributed random variableβi=β. One then has for the conditional probability

p( u1,..., u N|β)=1

(1+?β(q?1)V( u1,..., u N))1

n?2x

(23) and

?β=β0

(1+?β(q?1)V s( u i))1

in[14]).The truth of what the

correct nonextensive thermodynamic descrip-

tion is will often lie inbetween the two extreme cases(22)and(25).

Let us now come to our main physical example,namely fully developed turbulence.Let u in eq.(13)represent a local velocity di?erence in a fully developed turbulent?ow as measured on a certain scale r.We de?ne

β=?τ(26) where?is the(?uctuating)energy dissipation rate(averaged over r3)and τis a typical time scale during which energy is transferred.Both?and τcan?uctuate,and we assume that?τisχ2-distributed.For power-law friction forces the SDE(13)generates the stationary pdf(15).In Fig.1 this theoretical distribution is compared with experimental measurements in two turbulence experiments,performed on two very di?erent scales.All distributions have been rescaled to variance1.Apparently,there is very good coincidence between experimental and theoretical curves,thus indicating that our simple model assumptions are a good approximation of the true turbulent statistics.

Generally,in turbulent systems the entropic index q is observed to de-crease with increasing r(see[12]for precision measurements of q(r)).At the smallest scale we expect from the de?nition of the energy dissipation rate

?=5ν ?v?x2 2+ ?v

5ντ

?v

2ifα≈1.This is indeed con?rmed by

the?t of the small-scale data of the Bodenschatz group in Fig.1,yielding q=1.49and anαas given by eq.(17).

Acknowledgement

I am very grateful to Harry Swinney and Eberhard Bodenschatz for providing me with the experimental data displayed in Fig.1.

5

References

[1]C.Tsallis,J.Stat.Phys.52,479(1988)

[2]S.Abe,Phys.Lett.271A,74(2000)

[3]S.Abe,S.Mart′inez,F.Pennini,and A.Plastino,Phys.Lett.281A,126

(2001)

[4]C.Tsallis,R.S.Mendes and A.R.Plastino,Physica261A,534(1998)

[5]A.R.Plastino and A.Plastino,Phys.Lett.174A,384(1993)

[6]https://www.wendangku.net/doc/3214791423.html,vagno,G.Kaniadakis,M.Rego-Monteiro,P.Quarati and C.Tsal-

lis,Astrophys.Lett.and Comm.35,449(1998)

[7]M.Antoni and S.Ru?o,Phys.Rev.52E,2361(1995)

[8]M.L.Lyra and C.Tsallis,Phys.Rev.Lett.80,53(1998)

[9]T.Arimitsu and N.Arimitsu,J.Phys.33A,L235(2000)

[10]G.Wilk and Z.Wlodarczyk,Phys.Rev.Lett.84,2770(2000)

[11]C.Beck,Physica277A,115(2000)

[12]C.Beck,G.S.Lewis and H.L.Swinney,Phys.Rev.63E,035303(R)

(2001)

[13]I.Bediaga,E.M.F.Curado,and J.Miranda,Physica286A,156(2000)

[14]C.Beck,Physica286A,164(2000)

[15]N.G.van Kampen,Stochastic Processes in Physics and Chemistry,

North-Holland,Amsterdam(1981)

[16]G.S.Lewis and H.L.Swinney,Phys.Rev.59E,5457(1999)

[17]https://www.wendangku.net/doc/3214791423.html, Porta,G.A.Voth,A.M.Crawford,J.Alexander,and E.Boden-

schatz,Nature409,1017(2001)

6

Fig.1Histogram of longitudinal velocity di?erences as measured by Swinney et al.[12,16]in a turbulent Couette Taylor ?ow with Reynolds number R λ=262at scale r =116η(solid line),where ηis the Kolmogorov length.The experimental data are very well ?tted by the analytic formula (15)with q =1.10and α=0.90(dashed line).The square data points are a histogram of the acceleration (=velocity di?erence on a very small time scale)of a Lagrangian test particle as measured by Bodenschatz et al.for R λ=200[17].These data are well ?tted by (15)with q =1.49and α=0.92(dotted line).

1e-06

1e-050.00010.0010.01

0.11-10

-50510

p (u )

u

’Swinney’’q=1.10’’Bodenschatz’

’q=1.49’

7

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