Dynamical behavior of stochastic systems of infinitely many coupled nonlinear oscillators exhibiting phase transitions of mean-field type: H theorem on asymptotic approach to equilibrium and critical slowing down of order-parameter fluctuations

It is shown that statistical-mechanical properties as well as irreversible phenomena of stochastic systems, which consist of infinitely many coupled nonlinear oscillators and are capable of exhibiting phase transitions of mean-field type, can be successfully explored on the basis of nonlinear Fokker-Planck equations, which are essentially nonlinear in unknown distribution functions. Results of two kinds of approaches to the study of their dynamical behavior are presented. Firstly, a problem of asymptotic approaches to stationary states of the infinite systems is treated. A method of Lyapunov functional is employed to conduct a global as well as a local stability analysis of the systems. By constructing an H functional for the nonlinear Fokker-Planck equation, an H theorem is proved, ensuring that the Helmholtz free energy for a nonequilibrium state of the system decreases monotonically until a stationary state is approached. Calculations of the second-order variation of the H functional around a stationary state yield a stability criterion for bifurcating solutions of the nonlinear Fokker-Planck equation, in terms of an inequality involving the second moment of the stationary distribution function. Secondly, the behavior of critical dynamics is studied within the framework of linear-response theory. Generalized dynamical susceptibilities are calculated rigorously from linear responses of the order parameter to externally driven fields by linearizing the nonlinear Fokker-Planck equation. Correlation functions, together with spectra of the fluctuations of the order parameter of the system, are also obtained by use of the fluctuation-dissipation theorem for stochastic systems. A critical slowing down is shown to occur in the form of the divergence of relaxation time for the fluctuations, in accordance with the divergence of the static susceptibility, as a phase transition point is approached.