On A Class Of Mean Field Solutions Of The Monge Problem For Perfect And Self-Interacting Systems

The Monge problem (Monge 1781; Taton 1951), as reformulated by Kantorovich (2006a, 2006b) is that of the transportation at a minimum "cost" of a given mass distribution from an initial to a final position during a given time interval. It is an optimal transport problem (Villani, 2003, sects. 1, 2). Following the fluid mechanical solution provided by Benamou and Brenier (2000) for quadratic cost functions (Villani, 2003, sects. 5.4, 8.1), Lagrangian formulations are needed to solve this boundary value problem in time and to determine the Actions as time integral of Lagrangians that are measures of the "cost" of the transportations (Benamou and Brenier, 2000, prop. 1.1). Given canonical Hamilltonians of perfect and self-interacting systems expressed in function of mass densities and velocity potentials, four versions of explicit constructions of Lagrangians, with their corresponding generalized coordinates, are proposed: elimination of the velocity potentials as a function of the densities and their time derivatives by inversion of the continuity equations; elimination of the gradient of the velocity potentials from the continuity equations thanks to the introduction of vector fields such that their divergences give the mass densities; generalization in nD of Gelfand mass coordinate (1963) by the introduction of n-dimensional vector fields such that the determinant of their Jacobian matrices give the mass densities; and, last, introduction of the Lagrangian coordinates that describe the characteristics of the different models and are parametrized by the former auxiliary vector fields. Using this version, weak solutions of several models of Coulombian and Newtonian systems known in Plasma Physics and in Cosmology, with spherically symmetric boundary densities, are given as illustrations.

On a class of mean field solutions of the Monge problem for perfect and self-interacting systems

Philippe Choquard

The Monge problem [23], [27], as reformulated by Kantorovich [19], [20] is that of the transportation, at a minimum "cost", of a given mass distribu- tion from an initial to a final position during a given time interval. It is an optimal transport problem [28, sects. 1, 2]. Following the fluid mechanical solution provided by Benamou and Brenier for quadratic cost functions [4] ,[28, sects. 5.4, 8.1] and, by analogy with the fixed end problem in Analytical Mechanics, Lagrangian formulations are needed to solve this boundary value problem in time. They are also needed to determine the Actions as time in- tegral of Lagrangians, that are measures of the "cost"of the transportations [4, proposition 1.1]. Four versions of explicit constructions of Lagrangians are proposed in section 3. They are associated to the Hamiltonians of perfect and self-interacting systems presented in section 2. These Hamiltonians are ex- pressed in function of pairs of the well known canonically conjugated Clebsch variables, namely mass densities and velocity potentials [14], [15]. The first version consists in the elimination of the velocity potentials as a function of the densities and their time derivatives by inversion of the continuity equations de- rived from given Hamiltonians. The second version consists in the elimination of the gradient of the velocity potentials from the continuity equations thanks to the introduction of vector valued applications such that their divergences give the mass densities. It turns out that, up to a sign factor, these vector elds are canonically conjugated to Euler velocity elds. The third version is a generalization in nD of Gelfand mass coordinate, a constant of the motion in 1 D [17], by the introduction of n-dimensional vector valued applications that enable to determine the mass densities as the determinant of their Jaco- bian matrices. Comparison of this set of mass coordinates with other sets of constants of the motion familiar in Fluid Dynamics is made in sub-section 3.3. Note that version two and three are identical for one-dimensional problems. The fourth version is based on the introduction of the Lagrangian coordinates that describe the characteristics of the different models and are parametrized by the former auxiliary vector fields. As illustrations, weak solutions of several models of Coulombian and Newtonian systems known in Plasma Physics and in Cosmology, respectively, with spherically symmetric boundary densities are given in section 4. However, and up to one exception given in the sub-section 3.3, calculations of the actions associated to these illustrations are not reported in this paper, nor the important analysis of the convexity-concavity properties of our Lagrangians. Lastly, and for the same models as those evoked above, a survey of past work concerning weak solutions of the Cauchy problem obeying the Hopf-Lax variational principle extended to negative time and having cor- related initial conditions is given in the Introduction as well as the derivation of the continuum fluid limit from many particle Hamiltonians.

EPFL2010

The inviscid, compressible and rotational, 2D isotropic Burgers and pressureless Euler-Coriolis fluids: Solvable models with illustrations

Philippe Choquard

The coupling between dilatation and vorticity, two coexisting and fundamental processes in fluid dynamics (Wu et al., 2006, pp. 3, 6) is investigated here, in the simplest cases of inviscid 2D isotropic Burgers and pressureless Euler Coriolis fluids respectively modeled by single vortices confined in compressible, local, inertial and global, rotating, environments. The field equations are established, inductively, starting from the equations of the characteristics solved with an initial Helmholtz decomposition of the velocity fields namely a vorticity free and a divergence free part (Wu et al., 2006, Sects. 2.3.2, 2.3.3) and, deductively, by means of a canonical Hamiltonian Clebsch like formalism (Clebsch, 1857, 1859), implying two pairs of conjugate variables. Two vector valued fields are constants of the motion: the velocity field in the Burgers case and the momentum field per unit mass in the Euler Coriolis one. Taking advantage of this property, a class of solutions for the mass densities of the fluids is given by the Jacobian of their sum with respect to the actual coordinates. Implementation of the isotropy hypothesis entails a radial dependence of the velocity potentials and of the stream functions associated to the compressible and to the rotational part of the fluids and results in the cancellation of the dilatation-rotational cross terms in the Jacobian. A simple expression is obtained for all the radially symmetric Jacobians occurring in the theory. Representative examples of regular and singular solutions are shown and the competition between dilatation and vorticity is illustrated. Inspired by thermodynamical, mean field theoretical analogies, a genuine variational formula is proposed which yields unique measure solutions for the radially symmetric fluid densities investigated. We stress that this variational formula, unlike the Hopf-Lax formula, enables us to treat systems which are both compressible and rotational. Moreover in the one-dimensional case, we show for an interesting application that both variational formulas are equivalent. (C) 2014 Elsevier B.V. All rights reserved.

Elsevier Science Bv2014

Ambient space formulations and statistical mechanics of holonomically constrained Langevin systems

John Maddocks

The most classic approach to the dynamics of an n-dimensional mechanical system constrained by d independent holonomic constraints is to pick explicitly a new set of (n - d) curvilinear coordinatesparametrizingthe manifold of configurations satisfying the constraints, and to compute the Lagrangian generating the unconstrained dynamics in these (n - d) configuration coordinates. Starting from this Lagrangian an unconstrained Hamiltonian H(q,p) on 2(n-d) dimensional phase space can then typically be defined in the standard way via a Legendre transform. Furthermore, if the system is in contact with a heat bath, the associated Langevin and Fokker-Planck equations can be introduced. Provided that an appropriate fluctuation-dissipation condition is satisfied, there will be a canonical equilibrium distribution of the Gibbs form exp(-beta H) with respect to the flat measure dqdp in these 2(n - d) dimensional curvilinear phase space coordinates. The existence of (n - d) coordinates satisfying the constraints is often guaranteed locally by an implicit function theorem. Nevertheless in many examples these coordinates cannot be constructed in any tractable form, even locally, so that other approaches are of interest. In ambient space formulations the dynamics are defined in the full original n-dimensional configuration space, and associated 2n-dimensional phase space, with some version of Lagrange multipliers introduced so that the 2(n - d) dimensional sub-manifold of phase space implied by the holonomic constraints and their time derivative, is invariant under the dynamics. In this article we review ambient space formulations, and explain that for constrained dynamics there is in fact considerable freedom in how a Hamiltonian form of the dynamics can be constructed. We then discuss and contrast the Langevin and Fokker-Planck equations and their equilibrium distributions for the different forms of ambient space dynamics.

Springer-Verlag2011

On a class of mean field solutions of the Monge problem for perfect and self-interacting systems

Philippe Choquard

EPFL2010

The inviscid, compressible and rotational, 2D isotropic Burgers and pressureless Euler-Coriolis fluids: Solvable models with illustrations

Philippe Choquard

Elsevier Science Bv2014

Ambient space formulations and statistical mechanics of holonomically constrained Langevin systems

John Maddocks

Springer-Verlag2011

On A Class Of Mean Field Solutions Of The Monge Problem For Perfect And Self-Interacting Systems