No Arabic abstract
In this paper we display a family of Gaussian processes, with explicit formulas and transforms. This is presented with the use of duality tools in such a way that the corresponding path-space measures are mutually singular. We make use of a corresponding family of representations of the canonical commutation relations (CCR) in an infinite number of degrees of freedom. A key feature of our construction is explicit formulas for associated transforms; these are infinite-dimensional analogues of Fourier transforms. Our framework is that of Gaussian Hilbert spaces, reproducing kernel Hilbert spaces, and Fock spaces. The latter forms the setting for our CCR representations. We further show, with the use of representation theory, and infinite-dimensional analysis, that our pairwise inequivalent probability spaces (for the Gaussian processes) correspond in an explicit manner to pairwise disjoint CCR representations.
We use a noncommutative generalization of Fourier analysis to define a broad class of pseudo-probability representations, which includes the known bosonic and discrete Wigner functions. We characterize the groups of quantum unitary operations which correspond to phase-space transformations, generalizing Gaussian and Clifford operations. As examples, we find Wigner representations for fermions, hard-core bosons, and angle-number systems.
We prove the existence of an eddy heat diffusion coefficient coming from an idealized model of turbulent fluid. A difficulty lies in the presence of a boundary, with also turbulent mixing and the eddy diffusion coefficient going to zero at the boundary. Nevertheless enhanced diffusion takes place.
We analyse various properties of stochastic Markov processes with multiplicative white noise. We take a single-variable problem as a simple example, and we later extend the analysis to the Landau-Lifshitz-Gilbert equation for the stochastic dynamics of a magnetic moment. In particular, we focus on the non-equilibrium transfer of angular momentum to the magnetization from a spin-polarised current of electrons, a technique which is widely used in the context of spintronics to manipulate magnetic moments. We unveil two hidden dynamical symmetries of the generating functionals of these Markovian multiplicative white-noise processes. One symmetry only holds in equilibrium and we use it to prove generic relations such as the fluctuation-dissipation theorems. Out of equilibrium, we take profit of the symmetry-breaking terms to prove fluctuation theorems. The other symmetry yields strong dynamical relations between correlation and response functions which can notably simplify the numerical analysis of these problems. Our construction allows us to clarify some misconceptions on multiplicative white-noise stochastic processes that can be found in the literature. In particular, we show that a first-order differential equation with multiplicative white noise can be transformed into an additive-noise equation, but that the latter keeps a non-trivial memory of the discretisation prescription used to define the former.
We show that a quantum particle in $mathbb{R}^d$, for $d geq 1$, subject to a white-noise potential, moves super-ballistically in the sense that the mean square displacement $int |x|^2 langle rho(x,x,t) rangle ~dx$ grows like $t^{3}$ in any dimension. The white noise potential is Gaussian distributed with an arbitrary spatial correlation function and a delta correlation function in time. This is a known result in one dimension (see refs. Fischer, Leschke, Muller and Javannar, Kumar}. The energy of the system is also shown to increase linearly in time. We also prove that for the same white-noise potential model on the lattice $mathbb{Z}^d$, for $d geq 1$, the mean square displacement is diffusive growing like $t^{1}$. This behavior on the lattice is consistent with the diffusive behavior observed for similar models in the lattice $mathbb{Z}^d$ with a time-dependent Markovian potential (see ref. Kang, Schenker).
In this paper we show the existence of the minimal solution to the multidimensional Lambert-Euler inversion, a multidimensional generalization of $[-e^{-1} ,0)$ branch of Lambert W function $W_0(x)$. Specifically, for a given nonnegative irreducible symmetric matrix $V in mathbb{R}^{k times k}$, we show that for ${bf u}in(0,infty)^k$, if equation $$y_j exp{-{bf e}_j^T V {bf y} } = u_j ~~~~~~forall j=1,...,k,$$ has at least one solution, it must have a minimal solution ${bf y}^*$, where the minimum is achieved in all coordinates $y_j$ simultaneously. Moreover, such ${bf y}^*$ is the unique solution satisfying $rholeft(V D[y^*_j] right) leq 1$, where $D[y^*_j]={sf diag}(y_j^*)$ is the diagonal matrix with entries $y^*_j$ and $rho$ denotes the spectral radius. Our main application is in the vector-multiplicative coalescent process. It is a coalescent process with $k$ types of particles and vector-valued weights that begins with $alpha_1n+...+alpha_k n$ particles partitioned into types of respective sizes, and in which two clusters of weights ${bf x}$ and ${bf y}$ would merge with rate $({bf x}^{sf T} V {bf y})/n$. We use combinatorics to solve the corresponding modified Smoluchowski equations, obtained as a hydrodynamic limit of vector-multiplicative coalescent as $n to infty$, and use multidimensional Lambert-Euler inversion to establish gelation and find a closed form expression for the gelation time. We also find the asymptotic length of the minimal spanning tree for a broad range of graphs equipped with random edge lengths.