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Register a new userA homogenization theorem for Langevin systems with an application to Hamiltonian dynamics
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This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role of detailed balance and presenting the heuristics based on a multiscale expansion. This is used to propose a physical interpretation of recent results by the authors, as well as to motivate a new theorem proven here. Its main content is a sufficient condition, expressed in terms of solvability of an associated partial differential equation (the cell problem), under which the homogenization limit of an SDE is calculated explicitly. The general theorem is applied to a class of systems, satisfying a generalized detailed balance condition with a position-dependent temperature.
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We study a class of systems whose dynamics are described by generalized Langevin equations with state-dependent coefficients. We find that in the limit, in which all the characteristic time scales vanish at the same rate, the position variable of the system converges to a homogenized process, described by an equation containing additional drift terms induced by the noise. The convergence results are obtained using the main result in cite{hottovy2015smoluchowski}, whose version is proven here under a weaker spectral assumption on the damping matrix. We apply our results to study thermophoresis of a Brownian particle in a non-equilibrium heat bath.
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a {em noise-induced drift} term. We prove convergence to the solution of the homogenized equation in probability and, under stronger assumptions, in an $L^p$-norm. Applications cover the overdamped limit of particle motion in a time-dependent electromagnetic field, on a manifold with time-dependent metric, and the dynamics of nuclear matter.
Quantum control could be implemented by varying the system Hamiltonian. According to adiabatic theorem, a slowly changing Hamiltonian can approximately keep the system at the ground state during the evolution if the initial state is a ground state. In this paper we consider this process as an interpolation between the initial and final Hamiltonians. We use the mean value of a single operator to measure the distance between the final state and the ideal ground state. This measure could be taken as the error of adiabatic approximation. We prove under certain conditions, this error can be precisely estimated for an arbitrarily given interpolating function. This error estimation could be used as guideline to induce adiabatic evolution. According to our calculation, the adiabatic approximation error is not proportional to the average speed of the variation of the system Hamiltonian and the inverse of the energy gaps in many cases. In particular, we apply this analysis to an example on which the applicability of the adiabatic theorem is questionable.
We study homogenization for a class of generalized Langevin equations (GLEs) with state-dependent coefficients and exhibiting multiple time scales. In addition to the small mass limit, we focus on homogenization limits, which involve taking to zero the inertial time scale and, possibly, some of the memory time scales and noise correlation time scales. The latter are meaningful limits for a class of GLEs modeling anomalous diffusion. We find that, in general, the limiting stochastic differential equations (SDEs) for the slow degrees of freedom contain non-trivial drift correction terms and are driven by non-Markov noise processes. These results follow from a general homogenization theorem stated and proven here. We illustrate them using stochastic models of particle diffusion.
A family of discontinuous symplectic maps on the cylinder is considered. This family arises naturally in the study of nonsmooth Hamiltonian dynamics and in switched Hamiltonian systems. The transformation depends on two parameters and is a canonical model for the study of bounded and unbounded behavior in discontinuous area-preserving mappings due to nonlinear resonances. This paper provides a general description of the map and points out its connection with another map considered earlier by Kesten. In one special case, an unbounded orbit is explicitly constructed.
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