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arXiv:2606.25919

Macroscopic Fokker-Planck equation from microscopic Glauber dynamics for the Nagle-Kardar model

Jean-François de Kemmeter, Stefano Ruffo, Stefano Gherardini

Published Jun 24, 2026• 0 citations
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Abstract

In the companion Letter we have highlighted the dynamical universality class of the Nagle-Kardar model, where a mean-field interaction is added to the one-dimensional nearest-neighbor Ising model. Starting from the microscopic Glauber dynamics, this paper provides a complete derivation of the Fokker-Planck equation that describes the time evolution of the macroscopic variables (magnetization and defect density) appearing in the model's Hamiltonian. The study of the Langevin equation, associated with the Fokker-Planck equation, allowed us to prove that the model belongs to the universal class of systems with diffusive dynamics and non-conserved order parameter (model A). To this goal, we used several features of the model at equilibrium, including the phase diagram and the fluctuations of macroscopic variables, which are here discussed for completeness. The derivation of the Fokker-Planck equation requires the solution of some combinatorial problems that appear in the counting of configurations at an intermediate level between the microscopic Glauber dynamics and the macroscopic Fokker-Planck one. Finally, we apply both the Glauber and the Langevin dynamics to the study of the average first passage time between local equilibrium states. We confirm that this time obeys an exponential Arrhenius law in terms of system's size, offering a direct link between microscopic energy landscapes and macroscopic relaxation mechanisms.

DOI
10.48550/arxiv.2606.25919

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In the companion Letter we have highlighted the dynamical universality class of the Nagle-Kardar model, where a mean-field interaction is added to the one-dimensional nearest-neighbor Ising model. Starting from the microscopic Glauber dynamics, this paper provides a complete derivation of the Fokker-Planck equation that describes the time evolution of the macroscopic variables (magnetization and defect density) appearing in the model's Hamiltonian. The study of the Langevin equation, associated with the Fokker-Planck equation, allowed us to prove that the model belongs to the universal class of systems with diffusive dynamics and non-conserved order parameter (model A). To this goal, we used several features of the model at equilibrium, including the phase diagram and the fluctuations of macroscopic variables, which are here discussed for completeness. The derivation of the Fokker-Planck equation requires the solution of some combinatorial problems that appear in the counting of configurations at an intermediate level between the microscopic Glauber dynamics and the macroscopic Fokker-Planck one. Finally, we apply both the Glauber and the Langevin dynamics to the study of the average first passage time between local equilibrium states. We confirm that this time obeys an exponential Arrhenius law in terms of system's size, offering a direct link between microscopic energy landscapes and macroscopic relaxation mechanisms.
Understanding the dynamical universality classes of systems with long-range interactions remains a key challenge in statistical physics. In this Letter, we analytically and numerically investigate the non-equilibrium critical dynamics of the one-dimensional spin-1/21/21/2 Nagle-Kardar model, which is characterized by the competition between short- and long-range interactions and the presence of a tricritical point. We focus on the slowing-down of the magnetization mmm at criticality under Glauber dynamics. Starting from the corresponding master equation, we perform a coarse-graining procedure to obtain a Fokker-Planck equation for the macroscopic variables. Then, the asymptotic decay of the magnetization is derived using central manifold theory. We find that mmm decays as t−1/2t^{-1/2}t−1/2 along the critical line and as t−1/4t^{-1/4}t−1/4 precisely at the tricritical point. This finding confirms that the dynamical critical exponent is z=2z=2z=2 as for mean-field models, proving that the macroscopic critical dynamics of the Nagle-Kardar model falls within the dynamical universality class of purely relaxational, non-conserved order parameters (model A). While Kardar proved that the equilibrium Curie-Weiss theory extends to Ising models where nearest-neighbor interactions are included, we here show that such result is valid also for critical dynamics. Our work provides the semi-analytical solution for the critical dynamics of a model with mixed-range interactions, assigning its universality class.
An explicit model allowing a unified description of microscopic and macroscopic systems is exhibited. First, a modified quantum dynamics for the description of macroscopic objects is constructed and it is shown that it forbids the occurrence of linear superpositions of states localized in far-away spatial regions and induces an evolution agreeing with classical mechanics. This dynamics also allows a description of the evolution in terms of trajectories. To set up a unified description of all physical phenomena, a modification of the dynamics, with respect to the standard Hamiltonian one, is then postulated also for microscopic systems. It is shown that one can consistently deduce from it the previously considered dynamics for the center of mass of macroscopic systems. Choosing in an appropriate way the parameters of the so-obtained model one can show that both the standard quantum theory for microscopic objects and the classical behavior for macroscopic objects can all be derived in a consistent way. In the case of a macroscopic system one can obtain, by means of appropriate approximations, a description of the evolution in terms of a phase-space density distribution obeying a Fokker-Planck diffusion equation. The model also provides the basis for a conceptually appealing description of quantum measurement.
Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena. We specify the densities of the conserved quantities as the relevant hydrodynamic variables and apply the methods of non-equilibrium statistical mechanics with projection operator techniques. As a result we obtain time-evolution equations for the hydrodynamic variables with three kinds of terms on the right-hand sides: reversible, dissipative and fluctuating terms. In their original form these equations are completely exact and contain nonlocal terms in space and time which describe nonlocal memory effects. Applying a few approximations the nonlocal properties and the memory effects are removed. As a result we find the well known hydrodynamic equations of a normal fluid with Gaussian fluctuating forces. In the following we investigate if and how the time-inversion invariance is broken and how the second law of thermodynamics comes about. Furthermore, we show that the hydrodynamic equations with fluctuating forces are equivalent to stochastic Langevin equations and the related Fokker-Planck equation. Finally, we investigate the fluctuation theorem and find a modification by an additional term.
We study the short-time dynamics of a mean-field model with non-conserved order parameter (Curie–Weiss with Glauber dynamics) by solving the associated Fokker–Planck equation. We obtain closed-form expressions for the first moments of the order parameter, near to both the critical and spinodal points, starting from different initial conditions. This allows us to confirm the validity of the short-time dynamical scaling hypothesis in both cases. Although the procedure is illustrated for a particular mean-field model, our results can be straightforwardly extended to generic models with a single order parameter.
A quantum mechanical form of the Langevin equation is derived from an explicit consideration of the molecule-medium interaction, as advocated by Simons in 1978, and by using two identities in the interaction picture. This can be easily reduced to the classical regime, and further simplified to the macroscopic Langevin equation by considering the stochastic Langevin force autocorrelation function. One of the so-called Einstein relations appears as a byproduct. By following the methodology proposed by Simons, an exact expression for the momentum autocorrelation function is obtained. The latter can be used to calculate the zero-frequency macroscopic diffusion coefficient that is observed to satisfy the second Einstein relation. The formalism described above gives rise to the possibility of explicitly computing the transport characteristics such as friction constant and diffusion coefficient from the corresponding quantum statistical mechanical expressions. A discussion on the Langevin equation becomes complete only when the corresponding Fokker-Planck equation is obtained. Therefore, the probability of the evolution of states with a particular absolute magnitude of linear momentum from those of another momentum eigenvalue is quantum mechanically defined. This probability appears as a special average value of a projection operator and as a special projection operator correlation function. A classical identity is introduced that is shown to be valid also for the quantum mechanically defined probability function. By using this identity, the so-called Fokker-Planck equation for the evolution probability is easily established.
We propose two different macroscopic dynamics to describe the decay of metastable phases in many-particle systems with local interactions. These dynamics depend on the macroscopic order parameter m through the restricted free energy F(m) and are designed to give the correct equilibrium distribution for m. The connection between macroscopic dynamics and the underlying microscopic dynamic is considered in the context of a projection-operator formalism. Application to the square-lattice nearest-neighbor Ising ferromagnet gives good agreement with droplet theory and Monte Carlo simulations of the underlying microscopic dynamic. This includes quantitative agreement for the exponential dependence of the lifetime 〈\ensuremath{\tau}〉 on the inverse of the applied field H, and the observation of distinct field regions in which \ensuremath{\Lambda}\ensuremath{\equiv}d ln〈\ensuremath{\tau}〉/d\ensuremath{\Vert}H${\mathrm{\ensuremath{\Vert}}}^{1\mathrm{\ensuremath{-}}\mathit{d}}$ depends differently on \ensuremath{\Vert}H\ensuremath{\Vert}. In addition, at very low temperatures we observe oscillatory behavior of \ensuremath{\Lambda} with respect to \ensuremath{\Vert}H\ensuremath{\Vert}, which is due to the discreteness of the lattice and in agreement with rigorous results. Similarities and differences between this work and earlier works on finite Ising models in the fixed-magnetization ensemble are discussed.