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Register a new userScaling limits for the generalized Langevin equation
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In this paper, we study the diffusive limit of solutions to the generalized Langevin equation (GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp longtime equilibration estimates for the GLE using techniques from the theory of hypocoercivity. We then prove asymptotic results for the effective diffusion coefficient in three limiting regimes: the short memory, the overdamped and the underdamped limits. Finally, we employ a recently developed spectral numerical method in order to calculate the effective diffusion coefficient for a wide range of (effective) friction coefficients, confirming our asymptotic results.
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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.
We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped limits (corresponding respectively to frictions going to zero or infinity) are carefully investigated. In particular, the maximal magnitude of admissible perturbations are quantified as a function of the friction. Numerical results based on a Galerkin discretization of the generator of the dynamics confirm the theoretical lower bounds on the spectral gap.
We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and Martinez. In the hyperbolic scaling, a nontrivial average velocity can be observed even if the external forcing vanishes in average. More surprisingly, an average velocity in the direction opposite to the forcing may develop at the linear response level -- a phenomenon called negative mobility. The diffusive limit of the non-equilibrium Langevin dynamics is also studied using the general methodology of central limit theorems for additive functionals of Markov processes. To apply this methodology, which is based on the study of appropriate Poisson equations, we extend recent results on pointwise estimates of the resolvent of the generator associated with the Langevin dynamics. Our theoretical results are illustrated by numerical simulations of a two-dimensional system.
In bootstrap percolation it is known that the critical percolation threshold tends to converge slowly to zero with increasing system size, or, inversely, the critical size diverges fast when the percolation probability goes to zero. To obtain higher-order terms (that is, sharp and sharper thresholds) for the percolation threshold in general is a hard question. In the case of two-dimensional anisotropic models, sometimes correction terms can be obtained from inversion in a relatively simple manner.
The probability that a point is to one side of a curve in Schramm-Loewner evolution (SLE) can be obtained alternatively using boundary conformal field theory (BCFT). We extend the BCFT approach to treat two curves, forming, for example, the left and right boundaries of a cluster. This proves to correspond to a generalisation to SLE(kappa,rho), with rho=2. We derive the probabilities that a given point lies between two curves or to one side of both. We find analytic solutions for the cases kappa=0,2,4,8/3,8. The result for kappa=6 leads to predictions for the current distribution at the plateau transition in the semiclassical approximation to the quantum Hall effect.
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