Reconstruction of phase dynamics from macroscopic observations based on linear and nonlinear response theories.

We propose a method to reconstruct the phase dynamics in rhythmical interacting systems from macroscopic responses to weak inputs by developing linear and nonlinear response theories, which predict the responses in a given system. By solving an inverse problem, the method infers an unknown system: the natural frequency distribution, the coupling function, and the time delay which is inevitable in real systems. In contrast to previous methods, our method requires neither strong invasiveness nor microscopic observations. We demonstrate that the method reconstructs two phase systems from observed responses accurately. The qualitative methodological advantages demonstrated by our quantitative numerical examinations suggest its broad applicability in various fields, including brain systems, which are often observed through macroscopic signals such as electroencephalograms and functional magnetic response imaging.

Mode selectivity of dynamically induced conformation in many-body chainlike bead-spring models.

We consider conformation of a chain consisting of beads connected by stiff springs, where the conformation is determined by the bending angles between the consecutive two springs. Stability of a conformation is determined intrinsically by a potential energy function depending on the bending angles. However, effective forces induced by excited springs can change the stability, and a conformation can stay around a local maximum or a saddle of the bending potential. A stabilized conformation was named the dynamically induced conformation in a previous work on a three-body system [Y. Y. Yamaguchi et al., Phys. Rev. E 105, 064201 (2022)2470-004510.1103/PhysRevE.105.064201]. A remarkable fact is that the stabilization by the spring motion depends on the excited normal modes, which depend on a conformation. We extend analyses of the dynamically induced conformation in many-body chainlike bead-spring systems. Simple rules are that the lowest-eigenfrequency mode contributes to the stabilization and that the higher the eigenfrequency is, the more the destabilization emerges. We verify theoretical predictions by performing numerical simulations.

Discontinuous codimension-two bifurcation in a Vlasov equation.

In a Vlasov equation, the destabilization of a homogeneous stationary state is typically described by a continuous bifurcation characterized by strong resonances between the unstable mode and the continuous spectrum. However, when the reference stationary state has a flat top, it is known that resonances drastically weaken and the bifurcation becomes discontinuous. In this article we analyze one-dimensional spatially periodic Vlasov systems, using a combination of analytical tools and precise numerical simulations to demonstrate that this behavior is related to a codimension-two bifurcation, which we study in detail.

Dynamically induced conformation depending on excited normal modes of fast oscillation.

We present dynamical effects on conformation in a simple bead-spring model consisting of three beads connected by two stiff springs. The conformation defined by the bending angle between the two springs is determined not only by a given potential energy function depending on the bending angle, but also by fast motion of the springs which constructs the effective potential. A conformation corresponding with a local minimum of the effective potential is hence called the dynamically induced conformation. We develop a theory to derive the effective potential using multiple-scale analysis and the averaging method. A remarkable consequence is that the effective potential depends on the excited normal modes of the springs and amount of the spring energy. Efficiency of the obtained effective potential is numerically verified.

Critical exponents in coupled phase-oscillator models on small-world networks.

A coupled phase-oscillator model consists of phase oscillators, each of which has the natural frequency obeying a probability distribution and couples with other oscillators through a given periodic coupling function. This type of model is widely studied since it describes the synchronization transition, which emerges between the nonsynchronized state and partially synchronized states. The synchronization transition is characterized by several critical exponents, and we focus on the critical exponent defined by coupling strength dependence of the order parameter for revealing universality classes. In a typical interaction represented by the perfect graph, an infinite number of universality classes is yielded by dependency on the natural frequency distribution and the coupling function. Since the synchronization transition is also observed in a model on a small-world network, whose number of links is proportional to the number of oscillators, a natural question is whether the infinite number of universality classes remains in small-world networks irrespective of the order of links. Our numerical results suggest that the number of universality classes is reduced to one and the critical exponent is shared in the considered models having coupling functions up to second harmonics with unimodal and symmetric natural frequency distributions.

Erratum: Critical exponents in mean-field classical spin systems [Phys. Rev. E 100, 032131 (2019)].

This corrects the article DOI: 10.1103/PhysRevE.100.032131.

Small traveling clusters in attractive and repulsive Hamiltonian mean-field models.

Long-lasting small traveling clusters are studied in the Hamiltonian mean-field model by comparing between attractive and repulsive interactions. Nonlinear Landau damping theory predicts that a Gaussian momentum distribution on a spatially homogeneous background permits the existence of traveling clusters in the repulsive case, as in plasma systems, but not in the attractive case. Nevertheless, extending the analysis to a two-parameter family of momentum distributions of Fermi-Dirac type, we theoretically predict the existence of traveling clusters in the attractive case; these findings are confirmed by direct N -body numerical simulations. The parameter region with the traveling clusters is much reduced in the attractive case with respect to the repulsive case.

Critical exponents in mean-field classical spin systems.

For mean-field classical spin systems exhibiting a second-order phase transition in the stationary state, we obtain within the corresponding phase-space evolution according to the Vlasov equation the values of the critical exponents describing power-law behavior of response to a small external field. The exponent values so obtained significantly differ from the ones obtained on the basis of an analysis of the static phase-space distribution, with no reference to dynamics. This work serves as an illustration that cautions against relying on a static approach, with no reference to the dynamical evolution, to extract critical exponent values for mean-field systems.

One-dimensional self-gravitating sheet model and Lynden-Bell statistics.

The Lynden-Bell statistics has been proposed to explain common features among galaxies, which are not in thermal equilibrium. The statistics is not successful to reproduce energy distribution in the one-dimensional self-gravitating sheet model except for initial states near the virial equilibrium. The breakdown is caused by dynamically accelerated high-energy sheets, and hence a modified statistics is examined by focusing on low-energy sheets in order to clarify validity of the basic idea of the Lynden-Bell statistics. The modification improves agreement between the theoretical and numerical energy distributions in a wide interval of the initial virial ratio.

Collective 1/f fluctuation by pseudo-Casimir-invariants.

In this study, we propose a universal scenario explaining the 1/f fluctuation, including pink noises, in Hamiltonian dynamical systems with many degrees of freedom under long-range interaction. In the thermodynamic limit, the dynamics of such systems can be described by the Vlasov equation, which has an infinite number of Casimir invariants. In a finite system, they become pseudoinvariants, which yield quasistationary states. The dynamics then exhibit slow motion over them, up to the timescale where the pseudo-Casimir-invariants are effective. Such long-time correlation leads to 1/f fluctuations of collective variables, as is confirmed by direct numerical simulations. The universality of this collective 1/f fluctuation is demonstrated by taking a variety of Hamiltonians and changing the range of interaction and number of particles.

Low-frequency discrete breathers in long-range systems without on-site potential.

A mechanism of long-range couplings is proposed to realize low-frequency discrete breathers without on-site potentials. The realization of such discrete breathers requires a gap below the band of linear eigenfrequencies. Under the periodic boundary condition of a one-dimensional lattice and the limit of large population, we show theoretically that the long-range couplings universally open the gap below the band irrespective of the coupling functions, while the short-range couplings cannot. The existence of the low-frequency discrete breathers, spatial localization, and stability are numerically analyzed from long range to short range.

Nonequilibrium tricritical point in a system with long-range interactions.

Systems with long-range interactions display a short-time relaxation towards quasistationary states whose lifetime increases with system size. With reference to the Hamiltonian mean field model, we here show that a maximum entropy principle, based on Lynden-Bell's pioneering idea of "violent relaxation," predicts the presence of out-of-equilibrium phase transitions separating the relaxation towards homogeneous (zero magnetization) or inhomogeneous (nonzero magnetization) quasistationary states. When varying the initial condition within a family of "water bags" with different initial magnetization and energy, first- and second-order phase transition lines are found that merge at an out-of-equilibrium tricritical point. Metastability is theoretically predicted and numerically checked around the first-order phase transition line.

Nondivergent and negative susceptibilities around critical points of a long-range Hamiltonian system with two order parameters.

The linear response is investigated in a long-range Hamiltonian system from the viewpoint of dynamics, which is described by the Vlasov equation in the large-population limit. Because of the existence of the Casimir invariants of the Vlasov dynamics, an external field does not drive the system to the forced thermal equilibrium in general, and the linear response is suppressed. With the aid of a linear response theory based on the Vlasov dynamics, we compute the suppressed linear response in a system having two order parameters, which introduce the conjugate two external fields and the susceptibility matrix of size 2 accordingly. Moreover, the two order parameters bring three phases and there are three types of second-order phase transitions between them. For each type of phase transition, all the critical exponents for elements of the susceptibility matrix are computed. The critical exponents reveal that some elements of the matrices do not diverge even at critical points, while the mean-field theory predicts divergences. The linear response theory also suggests the appearance of negative off-diagonal elements; in other words, an applied external field decreases the value of an order parameter. These theoretical predictions are confirmed by direct numerical simulations of the Vlasov equation.

Strange scaling and relaxation of finite-size fluctuation in thermal equilibrium.

We numerically exhibit two strange phenomena of finite-size fluctuation in thermal equilibrium of a paradigmatic long-range interacting system having a second-order phase transition. One is a nonclassical finite-size scaling at the critical point, which differs from the prediction by statistical mechanics. With the aid of this strange scaling, the scaling theory for infinite-range models conjectures the nonclassical values of critical exponents for the correlation length. The other is relaxation of the fluctuation strength from one level to another in spite of being in thermal equilibrium. A scenario is proposed to explain these phenomena from the viewpoint of the Casimir invariants and their nonexactness in finite-size systems, where the Casimir invariants are conserved in the Vlasov dynamics describing the long-range interacting systems in the limit of large population. This scenario suggests appearance of the reported phenomena in a wide class of isolated long-range interacting systems.

Nondiagonalizable and nondivergent susceptibility tensor in the Hamiltonian mean-field model with asymmetric momentum distributions.

We investigate the response to an external magnetic field in the Hamiltonian mean-field model, which is a paradigmatic toy model of a ferromagnetic body and consists of plane rotators like XY spins. Due to long-range interactions, the external field drives the system to a long-lasting quasistationary state before reaching thermal equilibrium, and the susceptibility tensor obtained in the quasistationary state is predicted by a linear response theory based on the Vlasov equation. For spatially homogeneous stable states, whose momentum distributions are asymmetric with 0 means, the theory reveals that the susceptibility tensor for an asymptotically constant external field is neither symmetric nor diagonalizable, and the predicted states are not stationary accordingly. Moreover, the tensor has no divergence even at the stability threshold. These theoretical findings are confirmed by direct numerical simulations of the Vlasov equation for skew-normal distribution functions.

Conditions for predicting quasistationary states by rearrangement formula.

Predicting the long-lasting quasistationary state for a given initial state is one of central issues in Hamiltonian systems having long-range interaction. A recently proposed method is based on the Vlasov description and uniformly redistributes the initial distribution along contours of the asymptotic effective Hamiltonian, which is defined by the obtained quasistationary state and is determined self-consistently. The method, to which we refer as the rearrangement formula, was suggested to give precise prediction under limited situations. Restricting initial states consisting of a spatially homogeneous part and small perturbation, we numerically reveal two conditions that the rearrangement formula prefers: One is a no Landau damping condition for the unperturbed homogeneous part, and the other comes from the Casimir invariants. Mechanisms of these conditions are discussed. Clarifying these conditions, we validate to use the rearrangement formula as the response theory for an external field, and we shed light on improving the theory as a nonequilibrium statistical mechanics.

Landau-like theory for universality of critical exponents in quasistationary states of isolated mean-field systems.

An external force dynamically drives an isolated mean-field Hamiltonian system to a long-lasting quasistationary state, whose lifetime increases with population of the system. For second order phase transitions in quasistationary states, two nonclassical critical exponents have been reported individually by using a linear and a nonlinear response theories in a toy model. We provide a simple way to compute the critical exponents all at once, which is an analog of the Landau theory. The present theory extends the universality class of the nonclassical exponents to spatially periodic one-dimensional systems and shows that the exponents satisfy a classical scaling relation inevitably by using a key scaling of momentum.

Relaxation and diffusion in a globally coupled Hamiltonian system.

The relation between relaxation and diffusion is investigated in a Hamiltonian system of globally coupled rotators. Diffusion is anomalous if and only if the system is going towards equilibrium. The anomaly in diffusion is not anomalous diffusion taking a power-type function, but is a transient anomaly due to nonstationarity. For a certain type of initial condition, in quasistationary states, diffusion can be explained by a stretched exponential correlation function, whose stretching exponent is almost constant and correlation time is linear as functions of degrees of freedom. The full time evolution is characterized by varying stretching exponent and correlation time.

Nonlinear response for external field and perturbation in the Vlasov system.

A nonlinear response theory is provided by use of the transient linearization method in the spatially one-dimensional Vlasov systems. The theory inclusively gives responses to external fields and to perturbations for initial stationary states, and is applicable even to the critical point of a second-order phase transition. We apply the theory to the Hamiltonian mean-field model, a toy model of a ferromagnetic body, and investigate the critical exponent associated with the response to the external field at the critical point in particular. The obtained critical exponent is the nonclassical value 3/2, while the classical value is 3. However, interestingly, one scaling relation holds with another nonclassical critical exponent of susceptibility in the isolated Vlasov systems. Validity of the theory is numerically confirmed by directly simulating temporal evolutions of the Vlasov equation.

Non-mean-field critical exponent in a mean-field model: dynamics versus statistical mechanics.

Mean-field theory tells us that the classical critical exponent of susceptibility is twice that of magnetization. However, linear response theory based on the Vlasov equation, which is naturally introduced by the mean-field nature, makes the former exponent half of the latter for families of quasistationary states having second order phase transitions in the Hamiltonian mean-field model and its variances, in the low-energy phase. We clarify that this strange exponent is due to the existence of Casimir invariants which trap the system in a quasistationary state for a time scale diverging with the system size. The theoretical prediction is numerically confirmed by N-body simulations for the equilibrium states and a family of quasistationary states.