Stochastic billiards for sampling from the boundary of a convex set

Stochastic billiards can be used for approximate sampling from the boundary of a bounded convex set through the Markov Chain Monte Carlo (MCMC) paradigm. This paper studies how many steps of the underlying Markov chain are required to get samples (approximately) from the uniform distribution on the boundary of the set, for sets with an upper bound on the curvature of the boundary. Our main theorem implies a polynomial-time algorithm for sampling from the boundary of such sets

Billiards in a general domain with random reflections

We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain ${\mathcal D} \subset {\mathbb R}^d$ until it hits the boundary and bounces randomly inside according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord "picked at random" in ${\mathcal D}$, and we study the angle of intersection of the process with a $(d-1)$-dimensional manifold contained in ${\mathcal D}$.Comment: 50 pages, 10 figures; To appear in: Archive for Rational Mechanics and Analysis; corrected Theorem 2.8 (induced chords in nonconvex subdomains

3D billiards: visualization of regular structures and trapping of chaotic trajectories

The dynamics in three-dimensional billiards leads, using a Poincar\'e section, to a four-dimensional map which is challenging to visualize. By means of the recently introduced 3D phase-space slices an intuitive representation of the organization of the mixed phase space with regular and chaotic dynamics is obtained. Of particular interest for applications are constraints to classical transport between different regions of phase space which manifest in the statistics of Poincar\'e recurrence times. For a 3D paraboloid billiard we observe a slow power-law decay caused by long-trapped trajectories which we analyze in phase space and in frequency space. Consistent with previous results for 4D maps we find that: (i) Trapping takes place close to regular structures outside the Arnold web. (ii) Trapping is not due to a generalized island-around-island hierarchy. (iii) The dynamics of sticky orbits is governed by resonance channels which extend far into the chaotic sea. We find clear signatures of partial transport barriers. Moreover, we visualize the geometry of stochastic layers in resonance channels explored by sticky orbits.Comment: 20 pages, 11 figures. For videos of 3D phase-space slices and time-resolved animations see http://www.comp-phys.tu-dresden.de/supp

Chaos and stability in a two-parameter family of convex billiard tables

We study, by numerical simulations and semi-rigorous arguments, a two-parameter family of convex, two-dimensional billiard tables, generalizing the one-parameter class of oval billiards of Benettin--Strelcyn [Phys. Rev. A 17, 773 (1978)]. We observe interesting dynamical phenomena when the billiard tables are continuously deformed from the integrable circular billiard to different versions of completely-chaotic stadia. In particular, we conjecture that a new class of ergodic billiard tables is obtained in certain regions of the two-dimensional parameter space, when the billiards are close to skewed stadia. We provide heuristic arguments supporting this conjecture, and give numerical confirmation using the powerful method of Lyapunov-weighted dynamics.Comment: 19 pages, 13 figures. Submitted for publication. Supplementary video available at http://sistemas.fciencias.unam.mx/~dsanders

On the limiting Markov process of energy exchanges in a rarely interacting ball-piston gas

We analyse the process of energy exchanges generated by the elastic collisions between a point-particle, confined to a two-dimensional cell with convex boundaries, and a `piston', i.e. a line-segment, which moves back and forth along a one-dimensional interval partially intersecting the cell. This model can be considered as the elementary building block of a spatially extended high-dimensional billiard modeling heat transport in a class of hybrid materials exhibiting the kinetics of gases and spatial structure of solids. Using heuristic arguments and numerical analysis, we argue that, in a regime of rare interactions, the billiard process converges to a Markov jump process for the energy exchanges and obtain the expression of its generator.Comment: 23 pages, 6 figure

Ergodicity in Umbrella Billiards

We investigate a three-parameter family of billiard tables with circular arc boundaries. These umbrella-shaped billiards may be viewed as a generalization of two-parameter moon and asymmetric lemon billiards, in which the latter classes comprise instances where the new parameter is 0. Like those two previously studied classes, for certain parameters umbrella billiards exhibit evidence of chaotic behavior despite failing to meet certain criteria for defocusing or dispersing, the two most well understood mechanisms for generating ergodicity and hyperbolicity. For some parameters corresponding to non-ergodic lemon and moon billiards, small increases in the new parameter transform elliptic 2-periodic points into a cascade of higher order elliptic points. These may either stabilize or dissipate as the new parameter is increased. We characterize the periodic points and present evidence of new ergodic examples

A boundary integral formalism for stochastic ray tracing in billiards

Determining the flow of rays or non-interacting particles driven by a force or velocity field is fundamental to modelling many physical processes. These include particle flows arising in fluid mechanics and ray flows arising in the geometrical optics limit of linear wave equations. In many practical applications, the driving field is not known exactly and the dynamics are determined only up to a degree of uncertainty. This paper presents a boundary integral framework for propagating flows including uncertainties, which is shown to systematically interpolate between a deterministic and a completely random description of the trajectory propagation. A simple but efficient discretisation approach is applied to model uncertain billiard dynamics in an integrable rectangular domain