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PHYSICAL REVIEW LETTERS 121, 020602 (2018)

Nonequilibrium Statistical Mechanics of Two-Dimensional Vortices


Renato Pakter and Yan Levin
Instituto de Física, UFRGS, Caixa Postal 15051, CEP 91501-970 Porto Alegre, Rio Grande do Sul, Brazil

(Received 19 April 2018; published 12 July 2018)

It has been observed empirically that two-dimensional vortices tend to cluster, forming a giant vortex. To
account for this observation, Onsager introduced the concept of negative absolute temperature in
equilibrium statistical mechanics. In this Letter, we show that in the thermodynamic limit a system of
interacting vortices does not relax to the thermodynamic equilibrium but becomes trapped in a
nonequilibrium stationary state. We show that the vortex distribution in this nonequilibrium stationary
state has a characteristic core-halo structure, which can be predicted a priori. All the theoretical results are
compared with explicit molecular dynamics simulations.

DOI: 10.1103/PhysRevLett.121.020602

X X
Seventy years ago, Onsager presented his celebrated P¼ Γi ri ; L¼ Γi r2i : ð3Þ
theory of large-scale vortex formation in two-dimensional i i
turbulence, which for the first time introduced the notion of
negative temperature in physics [1]. Onsager worked in the Onsager’s argument for the formation of large-scale
framework introduced earlier by Helmholtz [2] and vortex structures is beautiful in its simplicity [1].
Kirchhoff [3], in which the solution to the incompressible Suppose that N vortices are confined in a bounded region
2D Euler equation is written in terms of a pseudoscalar of area A. Onsager suggested that in the thermodynamic
vorticity Γðr; tÞ ¼ ½∇ × uðr; tÞ · ẑ, where uðr; tÞ is the limit, N → ∞, Boltzmann-Gibbs statistical mechanics can
velocity of fluid at position r and ẑ is the unit vector be applied to the vortex fluid. The maximum entropy state
normal to the fluid plane. The incompressibility condition would then correspond to a completely disordered vortex
for the Euler equation allows one to introduce a stream gas occupying uniformly all of the area A. The energy of
function φðr; tÞ such that uðr; tÞ ¼ ∇ × φðr; tÞẑ, which this fully disordered state, Ec , can be easily calculated
satisfies the Poisson equation ∇2 φðr; tÞ ¼ −Γðr; tÞ, the using the appropriate Green function. This means that, if
solution to which can be written in terms of an appropriate E > Ec , any inhomogeneous vortex distribution will have
Green function: lower entropy than SðEc Þ so that entropy SðEÞ will be a
Z decreasing function of the energy. Since the temperature is
1=T ¼ ∂S=∂E, the vortex gas with energy E > Ec will
φðr; tÞ ¼ Gðr; r0 ÞΓðr0 ; tÞdr0 : ð1Þ
have a negative temperature. In equilibrium, the probability
of a given vortex configuration is proportional to the
In an open space, the Green function corresponds to the 2D Boltzmann weight—a negative temperature state [4], there-
Coulomb-like potential Gðr; r0 Þ ¼ −ð1=2πÞ ln jr − r0 j. fore, would imply clustering of vortices of the same sign,
Furthermore, it is easy to show that the vorticity field is which would then explain the spontaneous appearance of
simply advected by the flow, dΓðr; tÞ=dt ¼ 0. If we large-scale vorticity in 2D turbulence.
suppose that the vorticity
P field is composed of various Onsager’s theory relies on two fundamental
point vortices ΓðrÞ ¼ Γi δ(r − ri ðtÞ),Ptheir velocity is assumptions—the existence of a thermodynamic limit
then the same as of the fluid, r_i ¼ ∇i × j≠i Γj Gðri ; rj Þẑ, and ergodicity of vortex motion. Because of the long-range
and the vortex dynamics has a Hamilton-like structure: interaction, the usual thermodynamic limit—N → ∞,
A → ∞ with N=A constant—is not appropriate except for
∂H ∂H systems with an equal number of cyclonic and anticyclonic
Γi x_i ¼ ; Γi y_i ¼ − : ð2Þ
∂yi ∂xi vortices, in which case it was proven rigorously that the
P critical energy is infinite and the temperature is always
The Kirchhoff function is H ¼ i<j Γi Γj Gðr; r0 Þ, where positive [5]. The interesting case is then a non-neutral
we have removed the singular term, and the x and y system, in particular, the one in which there are only vortices
coordinates of a vortex are the conjugate variables. Besides of one sign and which for simplicity we will assume all to
the total energy, the system Eqs. (2) has two other invariants have the same vorticity Γ. In this case, the appropriate
corresponding to the conservation of the total linear and thermodynamic limit is N → ∞, Γ → 0, with Ω ¼ ΓN
angular momentums of the fluid: remaining constant [6,7]. In this limit, the correlations

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PHYSICAL REVIEW LETTERS 121, 020602 (2018)

between vortices vanish and the mean field Poisson- integrator that uses embedded fifth- and sixth-order Runge-
Boltzmann equation becomes exact [8]. Unlike the one- Kutta estimates to calculate vortex trajectories and the
component plasmas—which due to repulsion between the relative errors to adjust the step size [14]. This significantly
particles must be confined by an external potential—the speeds up the MDS time. Alternatively, one could also use a
vortices are “self-confining” [7] because of the conservation symplectic integrator [15,16]. A PIC algorithm is particu-
of angular momentum of the fluid [Eq. (3)], which acts as an larly useful for vortex simulations, since it eliminates the
effective external potential. It is convenient
pffiffiffiffiffi
ffi to define the collisional finite size effects which are present in direct
effective vortex charge q ¼ Γ= 2π so that the interaction pairwise-interaction MDS but which must vanish in the
potential between the vortices becomes identical to that of thermodynamic limit [17]. Starting with the initial elliptical
charges in a two-dimensional one-component plasma. vortex distribution [Eq. (5)], with a ¼ 1.0 and b ¼ 0.5, we
pffiffiffiffiffiffi In
equilibrium, the “electrostatic” potential ψ ¼ φ 2π will simulated the dynamics of N ¼ 106 vortices. The snap-
then satisfy the 2D Poisson-Boltzmann (PB) equation shots of various temporal configurations are presented in
Figs. 2(a)–2(c). The figure shows that, instead of relaxing
2 to equilibrium, the initial particle distribution undergoes a
∇2 ψ ¼ −2πqe−βψ−βαr −βμ ; ð4Þ
rigid rotation with a constant angular velocity, maintaining
where β ¼ 1=kB T, α, and μ are, respectively, the Lagrange its elliptical shape and uniform density; see Fig. 2.
multiplier for the conservation of energy, angular momen- To understand the discrepancy between the simulations
tum, and the total vorticity [6,9,10]. Starting with an initial and Onsager’s theory, we must turn to the kinetic theory. In
vortex distribution, the equilibrium distribution can be the thermodynamic limit—N → ∞, q → 0, and qN ¼ 1—
calculated by numerically solving the nonlinear PB equation the evolution of the vortex distribution function is governed
with the boundary conditions ψð0Þ ¼ 0 and ψ 0 ð0Þ ¼ 0 exactly [18] by the Vlasov equation
and requiring that asymptotically the potential goes as
ψðrÞ ∼ −qN lnðrÞ. ∂f ∂ψ ∂f ∂ψ ∂f
þ − ¼ 0: ð6Þ
Consider an initially uniform elliptical distribution of ∂t ∂y ∂x ∂x ∂y
vortices
  The Vlasov equation is identical to the condition that
x2 y2
f ell ðx; yÞ ¼ ηΘ 1 − 2 − 2 ; ð5Þ vortices are advected by the flow, dΓðr; tÞ=dt ¼ 0, so that
a b the vortex gas evolves as an incompressible fluid.
where η ¼ N=πab and Θ is the Heaviside step function. The electrostatic potential for an elliptical distribution
Solving numerically the PB equation, we find that [Eq. (5)] can be calculated explicitly [19,20]:
Onsager’s theory predicts that this initial distribution will
relax to a spherically symmetric equilibrium state with a 1.0 (a) 1.0 (b)
negative temperature depicted in Fig. 1. To check the 0.5 0.5
validity of Onsager’s theory, we performed N-body
y 0.0 y 0.0
molecular dynamics simulations (MDS) using a particle-
in-cell (PIC) algorithm [11–13] with an adaptive time-step 0.5 0.5

1.0 1.0
1.0 1.0 0.5 0.0 0.5 1.0 1.0 0.5 0.0 0.5 1.0
x x
1.0 100
0.5 (c) (d)
80
0.5
y 0.0 60
y 0.0
40
0.5
0.5 20
1.0
0
1.0 1.0 0.5 0.0 0.5 1.0 0 20 40 60 80 100
1.0 0.5 0.0 0.5 1.0 x t
x
FIG. 2. Snapshots of the molecular dynamics simulation for
FIG. 1. The equilibrium vortex density distribution starting elliptical vortex distribution with a ¼ 1.0, b ¼ 0.5, and N ¼ 106
from an initial state in which vortices are uniformly distributed at (a) t ¼ 0, (b) t ¼ T=8, and (c) t ¼ T=4, where T ¼ 2π=ω and
inside an ellipse with a ¼ 1.0 and b ¼ 0.5, shown by the dashed ω is given by Eq. (13). In (d), we show the time evolution of
curve, calculated by solving numerically the nonlinear PB the angle between the semimajor axis of ellipse and the x axis, θ.
equation (4). The equilibrium distribution has a negative temper- The circles correspond to the results obtained from MDS, and the
ature corresponding to β ¼ −1.19. line is the theoretical prediction θ ¼ ωt.

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PHYSICAL REVIEW LETTERS 121, 020602 (2018)

ψ in ðx; yÞ; for ðx=aÞ2 þ ðy=bÞ2 ≤ 1; ωðx̃2 þ ỹ2 Þ
ψ ell ðx; yÞ ¼ ð7Þ ψ̃ ell ðx̃; ỹÞ ¼ ψ ell ðx̃; ỹÞ þ : ð12Þ
ψ out ðx; yÞ; for ðx=aÞ2 þ ðy=bÞ2 > 1; 2
The question now is can we find a frequency ω such that the
where
boundary of the distribution is an equipotential of ψ̃ ell ?
    Substituting Eq. (8) into Eq. (12) and evaluating the
2 −1 a potential at the boundary of the ellipse, ðx̃=aÞ2 þ
ψ in ðx; yÞ ¼ log − cosh
c c ðỹ=bÞ2 ¼ 1, we see that the potential will be constant
x2 y2 1 (independent of x̃ and ỹ along the boundary) if
− − þ ; ð8Þ
aða þ bÞ bða þ bÞ 2
2
ω¼ : ð13Þ
  ða þ bÞ2
2 1
ψ out ðx;yÞ ¼ log þ
c 2 Hence, a uniformly distributed ellipse can be written in
" sffiffiffiffiffiffiffiffiffiffiffiffi !
 # terms of the single-particle conserved quantity ψ̃ ell ðx̃; ỹÞ as
z2 c2 z 2
þ Re 2 1 − 2 − 1 − cosh−1 ; ð9Þ f ell ðx̃; ỹÞ ¼ ηΘ(ψ̃ <
ell ðx̃; ỹÞ − ϵell ), where ϵell ¼ −ab=ða þ bÞ
c z c is the constant effective potential along the ellipse boun-
dary. The distribution f ell is, therefore, a Vlasov equilib-
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffi
c ¼ a2 − b2 , z ¼ x þ iy, i ¼ −1, and Re stands for the rium in the frame that rotates with angular velocity given by
real part of the expression. The potential and its derivatives Eq. (13). The effective potential in Eq. (12) is a non-
are continuous along the boundary of the ellipse and monotonic function, presenting a local maximum at the
asymptotically for large distances, ψ out → − lnðrÞ. origin, an extremum curve connecting the inflection points,
We now observe that a given distribution corresponds to and diverging as r̃ → ∞. Therefore, we use the superscript
Vlasov equilibrium if it depends on the phase space “<” to indicate that we are considering the inner (between
variables only through the conserved quantities. Since the origin and the extremum curve) branch of ψ̃ ell ðx̃; ỹÞ.
the potential (stream function) plays the role of a The rotation velocity ω is precisely the one that was found
Hamiltonian for one-particle dynamics, if the distribution in our molecular dynamics simulations [Fig. 2(d)]. This
function would depend on x and y only through the explains why the initial vortex distribution does not relax
equilibrium potential ψðx; yÞ, then f(ψðx; yÞ) would be to Onsager predicted equilibrium but instead rotates as a
Vlasov stationary. A direct inspection of the potential inside rigid object.
an ellipse [Eq. (8)], however, shows that the The next question to address is if the Vlasov equilibrium
pequipotentials
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi state is stable. That is, if the initial elliptical distribution is
are ellipses of semiradii proportional to aða þ bÞ and
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi perturbed, will it then relax to Onsager equilibrium? Based
bða þ bÞ, which are different from those of the initial on nonequilibrium statistical mechanics of systems with
vorticity distribution, a and b, respectively. Hence, the long-range interactions [17,21,22], we do not expect this to
boundary of the initial distribution is not an equipotential, be the case and instead expect that the system will relax,
and the initial elliptical distribution will evolve in time. in a coarse-grained sense [23], to a core-halo structure
Let us now consider a rotating ellipse with observed in magnetically confined plasmas [24], gravita-
fðx; y; tÞ ¼ f ell ðx̃; ỹÞ, where tional systems [25–27], and spin models [28,29]. This is
precisely what is found in simulations; see Fig. 3.
x̃ ¼ x cosðωtÞ þ y sinðωtÞ; To understand the core-halo distribution observed in
ỹ ¼ −x sinðωtÞ þ y cosðωtÞ; ð10Þ simulations, we begin by considering the dynamics of a
test vortex interacting with a rotating ellipse of a uniform
vortex density, fðx; y; tÞ ¼ f ell ðx̃; ỹÞ. The electrostatic
and ω is some angular velocity. The dynamics in the
potential produced by such an ellipse is given by
rotating reference frame can be studied using a canonical
Eq. (12). The equipotentials of ψ̃ ell correspond to the
transformation with a generating function
trajectories of test vortices in the rotating reference frame.
An example of such equipotentials is shown in Fig. 4 for
xỹ x2 þ ỹ2 a ¼ 1.0 and b ¼ 0.5. We notice a separatrix of a resonant
F ðx; ỹÞ ¼ þ tanðωtÞ ð11Þ
cosðωtÞ 2 structure (thick solid curve) which can drive test vortices
that are just outside the elliptical distribution to large radii.
such that x̃ ¼ ∂F =∂ ỹ and y ¼ ∂F =∂x correspond to The separatrix presents two hyperbolic fixed points along
Eqs. (10). Since the generating function depends explicitly the x̃ axis. Since ∂ ψ̃ ell =∂ ỹ ¼ 0 is automatically satisfied
on the time, the effective interaction potential in the rotating along the x̃ axis, the position of the fixed point is
reference frame is ψ̃ ell ¼ ψ ell þ ∂F =∂t, which reduces to determined by imposing ∂ ψ̃ ell =∂ x̃jðx̃;ỹÞ¼ðx̃fix ;0Þ ¼ 0, which

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PHYSICAL REVIEW LETTERS 121, 020602 (2018)
1.6 (a) 1.6 (b) [Eq. (5)]. The resonant mechanism of vortex evaporation
0.8 0.8
will then lead to the formation of a high-energy core region
in which all the energy states up to the “Fermi energy” ϵF
y 0 y 0 are fully occupied with maximum allowed density η. The
stationary distribution will be established when the rates of
0.8 0.8 evaporation and condensation become identical. We now
1.6 1.6
propose an ansatz solution for the Vlasov stable stationary
1.6 0.8 0 0.8 1.6 1.6 0.8 0 0.8 1.6 distribution function in the rotating reference frame which
x x has a core-halo form:
FIG. 3. (a) Snapshot of the phase space obtained using a
f ch ðx̃; ỹÞ ¼ ηΘ(ψ̃ <
ell ðx̃; ỹÞ − ϵF )
molecular dynamics simulation. (b) The theoretical prediction
obtained using Eq. (14), with no adjustable parameters. The black þ χΘ(ϵh − ψ̃ >
ell ðx̃; ỹÞ)Θ(ψ̃ ell ðx̃; ỹÞ − ϵsep )
region corresponds to the high-density core, whereas the gray
region corresponds to the low-density halo. The core-halo × Θ(ϵF − ψ̃ <
ell ðx̃; ỹÞ); ð14Þ
structure rotates in the lab frame. The core has population
inversion—the high-energy states are occupied up to the maxi- where χ is the halo density, ϵF ¼ ψ̃ < ell ðas ; 0Þ ¼ ψ̃ ell ð0; bs Þ,
<

mum density η permitted by the Vlasov dynamics. ϵsep ¼ ψ̃ ell ðx̃fix ; 0Þ, ϵh ¼ ψ̃ ell ð0; ỹmax Þ, ψ̃ ell ðx̃; ỹÞ is approxi-
mated as the effective potential created by the core of the
distribution which corresponds to an ellipse of semiradii as
leads to x̃fix ¼ ½ða þ bÞ3 =ða þ 3bÞ1=2 . Hence, the sepa-
ratrix in the phase space corresponds to all points that and bs , ymax is the halo size computed from the separatrix of
the initial ellipse, and the > (<) superscript indicates that
satisfy ψ̃ ell ðx̃; ỹÞ ¼ ψ̃ ell ðx̃fix ; 0Þ. The maximum radius
we consider solely the outer (inner) branch of the effective
achieved along the separatrix—which occurs at x̃ ¼ 0—
can be computed by solving ψ̃ ell ð0; ỹmax Þ ¼ ψ̃ ell ðx̃fix ; 0Þ for potential. The core-halo distribution of Eq. (14) has three
unknown parameters—the semiradii of the final stationary
ỹmax . For the case shown in Fig. 4, ỹmax ≈ 1.5. Note that,
elliptical core, as , bs , and the halo density χ. These
since the separatrix is outside the elliptical distribution, we
parameters can be determined by imposing the conserva-
need to take into account the corresponding potential given
by Eq. (9) in the derivations. tion of the total vorticity, of the total energy, and of the
The dynamical mechanism behind the core-halo halo angular momentum L:
formation is now clear. The parametric resonances capture Z
some vortices and expel them into the low-energy phase d2 rf ch ðrÞ ¼ N;
space region, far from the main core. To conserve the total Z
energy of the system, the other vortices must then com- q2
d2 rd2 r0 f ch ðrÞf ch ðr0 Þ ln jr − r0 j
pensate and move into the high-energy core region, creating 2
a population inversion. However, because of the incom-   
1 aþb
pressibility of the Vlasov dynamics, the core density cannot ¼ 1 − 4 ln ;
8 2
exceed η determined by the initial distribution function Z
N
d2 rr2 f ch ðrÞ ¼ ða2 þ b2 Þ; ð15Þ
4
1.6
respectively. Note that P is automatically conserved
0.8 because of the symmetry of the distributions with respect
to the origin that guarantees that hxi ¼ 0 and hyi ¼ 0. In
y 0 Fig. 3, we compare the stationary state obtained using a
molecular dynamics simulation with the theoretical solu-
0.8 tion given by Eq. (14). An excellent agreement is found
between the two, without any adjustable parameters.
1.6 We have presented a theory which accounts for the
1.6 0.8 0 0.8 1.6 relaxation of an initial vortex distribution to the final
x stationary—in the rotating reference frame—state.
Contrary to Onsager’s theory, the initial distribution does
FIG. 4. Level curves—in the rotating reference frame—of the
effective potential [Eq. (12)], generated by a uniform ellipse not relax to thermodynamic equilibrium with symmetric
rotating with angular velocity ω. The dashed curve shows the vortex distribution and a negative temperature. Instead, we
ellipse boundary with a ¼ 1.0 and b ¼ 0.5. The thick curve find that the system evolves to a complicated nonrotation-
corresponds to the separatrix that contains two hyperbolic fixed ally symmetric core-halo structure which rotates at a
points located at x̃ ¼ x̃fix and ỹ ¼ 0. constant frequency in the lab frame. As suggested by

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PHYSICAL REVIEW LETTERS 121, 020602 (2018)

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