PHYSICAL REVIEW E 70, 067301 (2004)

Kinetic derivation of the hydrodynamic equations for capillary fluids

S. De Martino,1,* M. Falanga,1,† G. Lauro,2,‡ and S. I. Tzenov1,§
1
Dipartimento di Fisica, Università degli Studi di Salerno, INFM unità di Salerno, INFN, Sezione di Napoli,
Gruppo Collegato di Salerno, Via S. Allende, Baronissi (SA) I-84081, Italy
2
Facoltà di Architettura, II Università degli Studi di Napoli, I-81031 Aversa (Ce), Italy
(Received 6 May 2004; published 13 December 2004)

Based on the generalized kinetic equation for the one-particle distribution function with a small source, the
transition from the kinetic to the hydrodynamic description of many-particle systems is performed. The basic
feature of this interesting technique to obtain the hydrodynamic limit is that the latter has been partially
incorporated into the kinetic equation itself. The hydrodynamic equations for capillary fluids are derived from
the characteristic function for the local moments of the distribution function. Fick’s law appears as a conse-
quence of the transformation law for the hydrodynamic quantities under time inversion.

DOI: 10.1103/PhysRevE.70.067301 PACS number(s): 47.10.⫹g, 05.20.Dd, 05.40.Jc

I. INTRODUCTION avoid misunderstanding, it is worthwhile to note that the

The most simple and comprehensive model in the physics Schrödinger equation alone does not provide an entire quan-
of interfaces and capillarity is described by the following tum mechanical picture. It should be necessarily supple-
hydrodynamic equations: mented by a theory of quantum measurement and conse-
quently by a proper physical interpretation of wave packets.
⳵% In the quantumlike approach, the many-particle systems are
+ ⵱ · 共%V兲 = 0, 共1兲
⳵t described in an effective way as a whole. Based on the above

冋 册
⳵V ␦共%F兲
+ 共V · ⵱ 兲V = − ⵱ , 共2兲
⳵t ␦%
where F共% , ␣兲 is a function of the density % and of ␣
= 共1 / 2兲兩 ⵜ ␳兩2 and V is the current velocity [1]. This formula-
tion of the van der Waals theory was originally due to
Korteweg [2], who proposed a continuum mechanical model
in which the Cauchy stress tensor apart from the standard
Cauchy-Poisson term contains an additional term defined as
T = 共− p + ␣ⵜ2%共x;t兲 + ␤兩 ⵱ %共x;t兲兩2兲1 + ␦ ⵱ %共x;t兲
丢 ⵱ %共x;t兲 + ␥共⵱ 丢 ⵱ 兲%共x;t兲, 共3兲
where 1 is the unit tensor. As already mentioned by Dunn
and Serrin [3], the modern terminology concerning the
Korteweg model refers to elastic materials of grade n, where
the particular case of n = 3 has been well studied in recent
years [4].
Equations (1) and (2) have been linked recently [5,6] to a
nonlinear Schrödinger equation and its hydrodynamics coun-
terpart, i.e., nonlinear Madelung fluid [7,8]. This link be-
tween capillarity and the Schrödinger equation can shed
more light onto the so-called quantumlike approach to many-
particle systems such as beams in particle accelerators and
beam-plasma systems. The standard procedure in this direc-
tion is to approximate the physical systems characterized by
an overall interaction with a suitable mean field theory. To
*Electronic address: demartino@sa.infn.it
†
Electronic address: rosfal@sa.infn.it
‡
Electronic address: giuliana.lauro@unina2.it
§
Electronic address: tzenov@sa.infn.it
considerations, it appears interesting to explore the possibil-
ity of a derivation from kinetic theory of the general hydro-
dynamic picture thus discussed. The analysis performed in
this paper can be outlined as follows: starting from the equa-
tion for the one-particle distribution function, we consider a
stochastic contribution from an additional collision term
(small source). To estimate this term, we use the Kramers-
Moyal expansion truncated at second order (diffusion pro-
cesses). The final step constituting the hydrodynamic mar-
ginalization is performed in the third section. Taking into
account a special class of diffusion processes, the so-called
Nelson diffusion [11,8], this step recovers as expected the
standard time-reversal invariance of hydrodynamic equa-
tions.
II. GENERAL FRAMEWORK
The starting point of our analysis is the equation for the
microscopic phase space density NM 共x , p ; t兲
⳵N M 1
+ ⵱ · 共pNM 兲 + ⳵ជ p · 关F M 共x,p;t兲NM 兴 = 0, 共4兲
⳵t m
for a system consisting of N particles, which occupies vol-
ume V in the configuration space. Here x and p are the co-
ordinates and the canonically conjugate momenta, m is the
particle mass, and F M 共x , p ; t兲 is the microscopic force, which
apart from the external force includes a part specifying the
type of interaction between particles. Suppose that at some
initial time t0 the microscopic phase space density is known
to be N M0共x , p ; t0兲. Then, the formal solution of Eq. (4) for
arbitrary time t can be written as

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BRIEF REPORTS PHYSICAL REVIEW E 70, 067301 (2004)

N M 共x,p;t兲 = Ŝ共t;t0兲N M0共x,p;t0兲, 共5兲 1 1

共f̃ − f兲 = − ⵜk关Ak共x;t兲f兴 + ⵜkⵜl关Bkl共x;t兲f兴, 共11兲
␶ 2
where Ŝ共t ; t0兲 is the evolution operator, specifying the
Hamiltonian flow. where
The choice of the initial N M0共x , p ; t0兲 is based on the
knowledge of the microscopic characteristics of the system. 1 共G兲 1 共G兲
Ak共x;t兲 = 具⌬zk典x,t , Bkl共x;t兲 = 具⌬zk⌬zl典x,t , 共12兲
Due to the extremely complex particles’ dynamics, full con- ␶ ␶
sistent description is not feasible. Therefore the detailed in-
formation on the microscopic level is incomplete. If our sys- and a summation over repeated indices is implied. For
tem is a complex one in the sense that both the external Hamiltonian systems the well-known relation
forces and the collective forces are highly nonlinear, a dy-
1
namic instability of motion is likely to occur on a character- Ak共x;t兲 = ⵜlBkl共x;t兲 共13兲
istic time scale ␶. The only information available to an out- 2
side observer by means of a macroscopic measuring device
is a coarse-grained density distribution with a smoothing holds, which gives A = 0 for Bkl = const.
function, which takes into account the dynamic instability of In passing, it is worthwhile to mention that using the prin-
motion. Thus we assume ciple of maximum information entropy formulated by
Jaynes, it can be shown [9] that the smoothing function

N M0共x;t0兲 = Ñ M 共x;t0兲 = 冕 d3zG共x;t0兩z兲NM 共z;t0兲, 共6兲

G共z ; t 兩 x兲 is of the form

1 共G兲 T
exp关− 共z − 具z典x,t 兲
冑兩det Ĉ兩
where for simplicity the explicit dependence on the momen- G共z;t兩x兲 =
tum variables p has been suppressed. To take into account ␲ 3/2

the initial preparation of the system, one has to displace the 共G兲
⫻Ĉ−1共x;t兲共z − 具z典x,t 兲兴. 共14兲
initial time t0 at −⬁ and perform an average over the past
history of the system. Then Eq. (4) becomes [9] The quantities
⳵N M 1 1 共G兲 共G兲
+ ⵱ · 共pNM 兲 + ⳵ជ p · 关F M 共x,p;t兲N M 兴 = 共Ñ M − NM 兲. 具zk典x,t , 具zkzl典x,t , 共15兲
⳵t m ␶
共7兲 are the first and the second moment of z at the instant of time
t + ␶, provided that z measured at the instant t equals x [i.e.,
Since the collision time is supposed to be much smaller than
z共t兲 = x]. In addition, Ĉ共x ; t兲 is the covariance matrix defined
the time ␶, the standard collision integral which appears in
as
kinetic theory can be dropped and the kinetic equation for
the one-particle distribution function f共x , p ; t兲 can be written 共G兲
Ckl共x,t兲 = 2关具zkzl典x,t 共G兲
− 具zk典x,t 共G兲
具zl典x,t 兴. 共16兲
as
The generalized kinetic equation (8) has a form analogous to
⳵f p 1
+ · ⵱ f + F共x,p;t兲 · ⳵ជ p f = 共f̃ − f兲. 共8兲 the Bhatnagar-Gross-Krook (BGK) equation, widely used in
⳵t m ␶ the kinetic theory of gases [10]. There is, however, an im-
The right-hand-side of Eq. (8) is regarded as a “collision portant conceptual difference between the two equations. In
integral” and using the Kramers-Moyal expansion, it can be the BGK equation the function f̃ should be replaced by the
expressed as equilibrium distribution function f 0 describing the global
⬁ l
equilibrium and the characteristic time ␶ should be replaced
1 共− 1兲l
兺 兺
by the corresponding relaxation time. The smoothed distri-
共f̃ − f兲 =
␶ l=1 n1,n2,. . .,nk=0 n 1 ! n 2 ! ¯ n k! bution function in Eq. (8) characterizes a local quasiequilib-
n1+n2+¯+nk=l
rium state within the smallest unit cell of continuous me-
dium, while ␶ is the corresponding time scale.
⳵l
⫻ 关Dn共l兲n ¯n 共x;t兲f兴, 共9兲
⳵xn11 ¯ ⳵xnk k 1 2 k
III. HYDRODYNAMIC APPROXIMATION
where Rather than following the standard approach in deriving

冕
1 the hydrodynamic picture, we introduce the characteristic
Dn共l兲n 共x;t兲 = d3z⌬zn11⌬zn22 ¯ ⌬znk kG共z;t兩x兲 function
1 2¯nk ␶
1
␶
共G兲
= 具⌬zn11⌬zn22 ¯ ⌬znk k典x,t , 共10兲 G共x,w;t兲 = 冕 d3pf共x,p;t兲e−iw·p , 共17兲

with ⌬z = z − x. As a first very interesting step, we consider instead. It is straightforward to verify that G satisfies the
the diffusion approximation following equation:

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BRIEF REPORTS PHYSICAL REVIEW E 70, 067301 (2004)

⳵G i 1 by [9,11] t → t̃ = −t, x → x̃ = x and p → p̃ = −p. We argue that

+ ⵱ · ⳵ជ wG + iw · FG = − ⵱ · 共AG兲 + ⵜnⵜs共BnsG兲. there exists a backward velocity V共−兲共x , t兲 such that
⳵t m 2
共18兲 Ṽ共+兲共x,− t兲 = − V共−兲共x,t兲. 共28兲
Note that the local moments 具pn11 pn22 ¯ pnk k典
can be obtained
The transformed Smoluchowski equation (26) can be repre-
from the characteristic function according to the relation

冏 冏
sented according to
⳵ lG
具pn11 pn22 ¯ pnk k典 = il , 共19兲 ⳵% 1
⳵wn11⳵wn22 ¯ ⳵wnk k − ⵱ · 关%共− V共−兲 + A兲兴 = − ⵜkⵜl共Bkl%兲. 共29兲
w=0
⳵t 2
where n1 + n2 + ¯ + nk = l. The well-known hydrodynamic
quantities, such as the mass density %, the mean velocity V共+兲 Summing up and subtracting Eqs. (26) and (27), we obtain
the continuity equation
of a fluid element, and the hydrodynamic stress tensor ⌸kl
can be defined as ⳵%
+ ⵱ · 共%V兲 = 0, 共30兲
%共x;t兲 = mnG共x,0;t兲 = mn 冕 3
d pf共x,p;t兲, 共20兲
and the Fick’s law
⳵t

%共x;t兲V共+兲共x;t兲 = 兩in→⳵wG兩w=0 = n 冕 d3ppf共x,p;t兲, 共21兲 Uk = − Ak +

1
2%
ⵜl共Bkl%兲. 共31兲

冏 冏 冕
Here
n ⳵ 2G n
⌸kl共x;t兲 = − = 3
d ppk pl f共x,p;t兲, 1 1
m ⳵ w k⳵ w l w=0 m V = 共V共+兲 + V共−兲兲, U = 共V共+兲 − V共−兲兲, 共32兲
共22兲 2 2

Here, n = limN,V→⬁共N / V兲 implies the thermodynamic limit.
Defining also the deviation from the mean velocity as
mc共+兲 = p − mV共+兲 ,
and using the evident relation
are the current and the osmotic velocity, respectively. It is
worthwhile to mention that since the mean velocity of a fluid
element is a generic function of time t, it can be split into
共23兲 odd and even parts. Note that from Eq. (32) it follows that
V共+兲 = V + U, where V is the odd part, while U is the even
part. Equation (27) for the balance of momentum can be

冕 d3pc共+兲共x,p;t兲f共x,p;t兲 = 0,
written alternatively as

⳵V共+兲k Fk 1
we can represent the stress tensor ⌸mn according to the rela- + V共−兲lⵜlV共+兲k = + AlⵜlV共+兲k − ⵜlPkl
⳵t m %
tion
Bln
⌸mn = %V共+兲mV共+兲n + Pmn . 共24兲 + ⵜlⵜnV共+兲k . 共33兲
2
Here
After performing a time inversion in Eq. (33), we obtain

Pkl共x;t兲 = mn 冕 d3pc共+兲kc共+兲l f共x,p;t兲 共25兲 ⳵V共−兲k

+ V共+兲lⵜlV共−兲k =
Fk 1
− AlⵜlV共−兲k − ⵜlP̃kl
⳵t m %
is the internal stress tensor.
Equation (18) and the one obtained after differentiating Bln
− ⵜlⵜnV共−兲k , 共34兲
with respect to wk evaluated at w = 0, yield the Smolu- 2
chowski equation and the equation for the momentum bal-
ance, respectively. These can be written in the form where P̃kl denotes the transformed internal stress tensor after
performing the time inversion. Summing up the last two
⳵% 1
+ ⵱ · 关%共V共+兲 + A兲兴 = ⵜkⵜl共Bkl%兲, 共26兲 equations, we arrive at the sought-for equation for the current
⳵t 2 velocity,

⳵ % ⳵Vk Fk 1
共%V共+兲k兲 + ⵜl共%V共+兲kV共+兲l兲 = Fk − ⵱ · 共A%V共+兲k兲 − ⵜlPkl + V lⵜ lV k = + AlⵜlUk − ⵜlP̄lk + UlⵜlUk
⳵t m ⳵t m %
1 Bln
+ ⵜlⵜn共Bln%V共+兲k兲. 共27兲 + ⵜ lⵜ nU k , 共35兲
2 2

Let us consider the time inversion transformation specified where

067301-3
BRIEF REPORTS
1 rteweg stress tensor can be regarded as a coupling between
P̄kn = 共Pkn + P̃kn兲. 共36兲
2
In order to find the explicit form of the internal stress tensor
(25), we observe that the maximum entropy of the system is
realized, provided the small source in the generalized kinetic
equation (8) vanishes. This condition is equivalent to the
condition of detailed balance in the case, where the collision
integral (small source) is approximated by a Fokker-Planck
operator. The condition of detailed balance implies that the
distribution function factorizes in the form
%共x;t兲
f eq共x,p;t兲 = F共p;t兲, 共37兲
mn
where F共p ; t兲 is a normalizable function. From the above
considerations, it follows directly that
3kBT
Pkl共x;t兲 = %共x;t兲␦kl , 共38兲
m the collision term is adopted as a starting point in the deri-
where kB is the Boltzmann constant and T is the temperature.
In the simplest case, where the external force vanishes
and the diffusion tensor is diagonal and isotropic, Bkl = ␤␦kl,
we obtain
冉 冊
⳵V ␤2 ⵜ2冑%
+ 共V · ⵱ 兲V = − ⵱ ␣ ln % − , 共39兲
⳵t 2 冑%
where ␣ = 3kBT / m. Thus the hydrodynamic equations de-
scribing a free capillary fluid have been recovered.
In the case, where an external force is applied, the
Korteweg stress tensor contains an additional term propor-
tional to the drift coefficient A. On the other hand, from the
principle of detailed balance, it follows that the drift coeffi-
cient is proportional to the external force. The physical im-
plication of the latter is that the additional term in the Ko-
[1] L. K. Antanovskii, Phys. Rev. E 54, 6285 (1996).
[2] D. J. Korteweg, Arch. Sci. Phys. Nat. 6, 1 (1901).
[3] J. E. Dunn and J. B. Serrin, Arch. Ration. Mech. Anal. 88, 95
(1985).
[4] M. Slemrod, J. Diff. Eqns. 52, 1 (1984).
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L555 (1997).
[6] S. De Martino and G. Lauro, Proceedings of the WASCOM XI
Conference (World Scientific, Singapore, 2004).
067301-4
PHYSICAL REVIEW E 70, 067301 (2004)
the external field and the mean field of purely hydrodynami-
cal origin.
IV. CONCLUSION
Since detailed information about the system on the micro-
scopic level is incomplete, one possible way to take into
account its initial preparation, i.e., an eventual dynamic in-
stability of motion that might have set in and/or other large-
scale characteristics, is to introduce a suitable smoothing
procedure. As a result, the kinetic equation providing a uni-
fied kinetic, hydrodynamic, and diffusion description con-
tains a small source and is therefore irreversible. Although
the effective collision integral (small source) can be repre-
sented as a Kramers-Moyal expansion, for the purposes of
the present paper it suffices to consider the right-hand side of
the generalized kinetic equation as approximated with a
properly defined Fokker-Planck operator. The latter form of
vation of the hydrodynamic equations for capillary fluids.
The hydrodynamic approximation is further obtained in a
standard manner from the characteristic function for the local
moments of the distribution function. An important feature of
the approach is that Fick’s law emerges naturally from the
transformation properties of the hydrodynamic quantities un-
der time inversion. The osmotic velocity is uniquely speci-
fied by the first two infinitesimal moments of the smoothing
function and in a sense is a measure of the irreversibility.
The main result of the analysis performed in this paper,
the hydrodynamic equations for free capillary fluids, has
been derived from kinetic theory. If an external force is
present, the Korteweg stress tensor has to be modified ac-
cordingly. An additional term proportional to the drift coef-
ficient emerges implying a coupling between the external
field and the mean field of purely hydrodynamical origin.
[7] E. Madelung, Z. Phys. 40, 332 (1926).
[8] E. Nelson, Quantum Fluctuations (Princeton University Press,
Princeton, NJ, 1985).
[9] S. I. Tzenov, Contemporary Accelerator Physics (World Sci-
entific, Singapore, 2004).
[10] P. M. V. Résibois and M. De Leener, Classical Kinetic Theory
of Fluids (Wiley, New York, 1977).
[11] F. Guerra, Phys. Rep. 77, 263 (1981).