No Arabic abstract
We study the small-mass (overdamped) limit of Langevin equations for a particle in a potential and/or magnetic field with matrix-valued and state-dependent drift and diffusion. We utilize a bootstrapping argument to derive a hierarchy of approximate equations for the position degrees of freedom that are able to achieve accuracy of order $m^{ell/2}$ over compact time intervals for any $ellinmathbb{Z}^+$. This generalizes prior derivations of the homogenized equation for the position degrees of freedom in the $mto 0$ limit, which result in order $m^{1/2}$ approximations. Our results cover bounded forces, for which we prove convergence in $L^p$ norms, and unbounded forces, in which case we prove convergence in probability.
The well-known Greens function method has been recently generalized to nonlinear second order differential equations. In this paper we study possibilities of exact Greens function solutions of nonlinear differential equations of higher order. We show that, if the nonlinear term satisfies a generalized homogeneity property, then the nonlinear Greens function can be represented in terms of the homogeneous solution. Specific examples and a numerical error analysis support the advantage of the method. We show how, for the Bousinesq and Kortweg-de Vries equations, we are forced to introduce higher order Green functions to obtain the solution to the inhomogeneous equation. The method proves to work also in this case supporting our generalization that yields a closed form solution to a large class of nonlinear differential equations, providing also a formula easily amenable to numerical evaluation.
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 small dispersion limit for the Korteweg-de Vries (KdV) equation $u_t+6uu_x+epsilon^{2}u_{xxx}=0$ in a critical scaling regime where $x$ approaches the trailing edge of the region where the KdV solution shows oscillatory behavior. Using the Riemann-Hilbert approach, we obtain an asymptotic expansion for the KdV solution in a double scaling limit, which shows that the oscillations degenerate to sharp pulses near the trailing edge. Locally those pulses resemble soliton solutions of the KdV equation.
We derive mean-field equations for a general class of ferromagnetic spin systems with an explicit error bound in finite volumes. The proof is based on a link between the mean-field equation and the free convolution formalism of random matrix theory, which we exploit in terms of a dynamical method. We present three sample applications of our results to Ka{c} interactions, randomly diluted models, and models with an asymptotically vanishing external field.
We present a new dynamical proof of the Thouless-Anderson-Palmer (TAP) equations for the classical Sherrington-Kirkpatrick spin glass at sufficiently high temperature. In our derivation, the TAP equations are a simple consequence of the decay of the two point correlation functions. The methods can also be used to establish the decay of higher order correlation functions. We illustrate this by proving a suitable decay bound on the three point functions from which we derive an analogue of the TAP equations for the two point functions.