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Register a new userAutonomous evolution of electron speeds in a thermostatted system: exact results
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We investigate a dynamical system consisting of $N$ particles moving on a $d$-dimensional torus under the action of an electric field $E$ with a Gaussian thermostat to keep the total energy constant. The particles are also subject to stochastic collisions which randomize direction but do not change the speed. We prove that in the van Hove scaling limit, $Eto 0$ and $tto t/E^2$, the trajectory of the speeds $v_i$ is described by a stochastic differential equation corresponding to diffusion on a constant energy sphere. This verifies previously conjectured behavior. Our results are based on splitting the systems evolution into a slow process and an independent noise. We show that the noise, suitably rescaled, converges a Brownian motion, enhanced in the sense of rough paths. Then we employ the It^o-Lyons continuity theorem to identify the limit of the slow process.
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Dynamical systems with $epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a time-inhomogeneous Gaussian process, near a deterministic limit cycle in $mathbb{R}^n$. Based on the theory of random perturbations of dynamical systems and the WKB approximation respectively, results are developed in parallel from both standpoints of stochastic trajectories and transition probability density and their relations are elucidated. We show rigorously the correspondence between the local Gaussian fluctuations and the curvature of the large deviation rate function near its infimum, connecting the CLT and the large deviation principle of diffusion processes. We study uniform asymptotic behavior of stochastic limit cycles through the interchange of limits of time $ttoinfty$ and $epsilonto 0$. Three further characterizations of stochastic limit cycle oscillators are obtained: (i) An approximation of the probability flux near the cycle; (ii) Two special features of the vector field for the cyclic motion; (iii) A local entropy balance equation along the cycle with clear physical meanings. Lastly and different from the standard treatment, the origin of the $epsilon$ in the theory is justified by a novel scaling hypothesis via constructing a sequence of stochastic differential equations.
We present a variational formulation for the Navier-Stokes-Fourier system based on a free energy Lagrangian. This formulation is a systematic infinite dimensional extension of the variational approach to the thermodynamics of discrete systems using the free energy, which complements the Lagrangian variational formulation using the internal energy developed in cite{GBYo2016b} as one employs temperature, rather than entropy, as an independent variable. The variational derivation is first expressed in the material (or Lagrangian) representation, from which the spatial (or Eulerian) representation is deduced. The variational framework is intrinsically written in a differential-geometric form that allows the treatment of the Navier-Stokes-Fourier system on Riemannian manifolds.
This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are striking. Namely, the introduction of Stratonovich cylindrical noise into each of their Hamiltonian formulations introduces stochastic Lie transport into their dynamics in the same form for both theories. Moreover, the resulting stochastic partial differential equations (SPDE) retain their unperturbed form, except for an additional term representing induced Lie transport by the set of divergence-free vector fields associated with the spatial correlations of the cylindrical noise. The explanation for this remarkable similarity lies in the method of construction of the Hamiltonian for the Stratonovich stochastic contribution to the motion in both cases; which is done via pairing spatial correlation eigenvectors for cylindrical noise with the momentum map for the deterministic motion. This momentum map is responsible for the well-known analogy between hydrodynamics and electromagnetism. The momentum map for the Maxwell and Born-Infeld theories of electromagnetism treated here is the 1-form density known as the Poynting vector. Two Appendices treat the Hamiltonian structures underlying these results.
A potential representation for the subset of traveling solutions of nonlinear dispersive evolution equations is introduced. The procedure involves a reduction of a third order partial differential equation to a first order ordinary differential equation. In this representation it can be shown that solitons and solutions with compact support only exist in systems with linear or quadratic dispersion, respectively. In particular, this article deals with so the called K(n,m) equations. It is shown that these equations can be classified according to a simple point transformation. As a result, all equations that allow for soliton solutions join the same equivalence class with the Korteweg-deVries equation being its representative.
We perform the study of the stability of the Lorenz system by using the Jacobi stability analysis, or the Kosambi-Cartan-Chern (KCC) theory. The Lorenz model plays an important role for understanding hydrodynamic instabilities and the nature of the turbulence, also representing a non-trivial testing object for studying non-linear effects. The KCC theory represents a powerful mathematical method for the analysis of dynamical systems. In this approach we describe the evolution of the Lorenz system in geometric terms, by considering it as a geodesic in a Finsler space. By associating a non-linear connection and a Berwald type connection, five geometrical invariants are obtained, with the second invariant giving the Jacobi stability of the system. The Jacobi (in)stability is a natural generalization of the (in)stability of the geodesic flow on a differentiable manifold endowed with a metric (Riemannian or Finslerian) to the non-metric setting. In order to apply the KCC theory we reformulate the Lorenz system as a set of two second order non-linear differential equations. The geometric invariants associated to this system (nonlinear and Berwald connections), and the deviation curvature tensor, as well as its eigenvalues, are explicitly obtained. The Jacobi stability of the equilibrium points of the Lorenz system is studied, and the condition of the stability of the equilibrium points is obtained. Finally, we consider the time evolution of the components of the deviation vector near the equilibrium points.
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