Periodic Homogenization for Hypoelliptic Diffusions

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian motion whose covariance can be expressed in terms of the solution of a Poisson equation. We also derive upper bounds on the convergence rate

Multiscale Analysis for SPDEs with Quadratic Nonlinearities

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from bifurcation and the strength of the noise. We show that, due to the presence of two distinct timescales in our system, the noise (which acts only on the fast modes) gets transmitted to the slow modes and, as a result, the amplitude equation contains both additive and multiplicative noise. As an application we study the case of the one dimensional Burgers equation forced by additive noise in the orthogonal subspace to its dominant modes. The theory developed in the present article thus allows to explain theoretically some recent numerical observations from [Rob03]

Efficient integration of the variational equations of multi-dimensional Hamiltonian systems: Application to the Fermi-Pasta-Ulam lattice

We study the problem of efficient integration of variational equations in multi-dimensional Hamiltonian systems. For this purpose, we consider a Runge-Kutta-type integrator, a Taylor series expansion method and the so-called `Tangent Map' (TM) technique based on symplectic integration schemes, and apply them to the Fermi-Pasta-Ulam $\beta$ (FPU-$\beta$) lattice of $N$ nonlinearly coupled oscillators, with $N$ ranging from 4 to 20. The fast and accurate reproduction of well-known behaviors of the Generalized Alignment Index (GALI) chaos detection technique is used as an indicator for the efficiency of the tested integration schemes. Implementing the TM technique--which shows the best performance among the tested algorithms--and exploiting the advantages of the GALI method, we successfully trace the location of low-dimensional tori.Comment: 14 pages, 6 figure

Analysis of SPDEs Arising in Path Sampling Part I: The Gaussian Case

In many applications it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. The SPDE may be viewed as an infinite dimensional analogue of the Langevin SDE used in finite dimensional sampling. Here the theory is developed for conditioned Gaussian processes for which the resulting SPDE is linear. Applications include the Kalman-Bucy filter/smoother. A companion paper studies the nonlinear case, building on the linear analysis provided here

Modulation Equations: Stochastic Bifurcation in Large Domains

We consider the stochastic Swift-Hohenberg equation on a large domain near its change of stability. We show that, under the appropriate scaling, its solutions can be approximated by a periodic wave, which is modulated by the solutions to a stochastic Ginzburg-Landau equation. We then proceed to show that this approximation also extends to the invariant measures of these equations

A fractional kinetic process describing the intermediate time behaviour of cellular flows

This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that start close enough to cell boundaries is a fractional kinetic process: A Brownian motion time changed by the local time of an independent Brownian motion. Our proof uses the Freidlin-Wentzell framework, and the key step is to establish an analogous averaging principle on shorter time scales. As a consequence of our main theorem, we obtain a homogenization result for the associated advection-diffusion equation. We show that on intermediate time scales the effective equation is a fractional time PDE that arises in modelling anomalous diffusion

Numerical integration of variational equations

We present and compare different numerical schemes for the integration of the variational equations of autonomous Hamiltonian systems whose kinetic energy is quadratic in the generalized momenta and whose potential is a function of the generalized positions. We apply these techniques to Hamiltonian systems of various degrees of freedom, and investigate their efficiency in accurately reproducing well-known properties of chaos indicators like the Lyapunov Characteristic Exponents (LCEs) and the Generalized Alignment Indices (GALIs). We find that the best numerical performance is exhibited by the \textit{`tangent map (TM) method'}, a scheme based on symplectic integration techniques which proves to be optimal in speed and accuracy. According to this method, a symplectic integrator is used to approximate the solution of the Hamilton's equations of motion by the repeated action of a symplectic map $S$, while the corresponding tangent map $TS$, is used for the integration of the variational equations. A simple and systematic technique to construct $TS$ is also presented.Comment: 27 pages, 11 figures, to appear in Phys. Rev.

The time evaluation of resistance probability of a closed community against to occupation in a Sznajd like model with synchronous updating: A numerical study

In the present paper, we have briefly reviewed Sznajd's sociophysics model and its variants, and also we have proposed a simple Sznajd like sociophysics model based on Ising spin system in order to explain the time evaluation of resistance probability of a closed community against to occupation. Using a numerical method, we have shown that time evaluation of resistance probability of community has a non-exponential character which decays as stretched exponential independent the number of soldiers in one dimensional model. Furthermore, it has been astonishingly found that our simple sociophysics model is belong to the same universality class with random walk process on the trapping space.Comment: 12 pages, 5 figures. Added a paragraph and 1 figure. To be published in International Journal of Modern Physics

A Robust Numerical Method for Integration of Point-Vortex Trajectories in Two Dimensions

The venerable 2D point-vortex model plays an important role as a simplified version of many disparate physical systems, including superfluids, Bose-Einstein condensates, certain plasma configurations, and inviscid turbulence. This system is also a veritable mathematical playground, touching upon many different disciplines from topology to dynamic systems theory. Point-vortex dynamics are described by a relatively simple system of nonlinear ODEs which can easily be integrated numerically using an appropriate adaptive time stepping method. As the separation between a pair of vortices relative to all other inter-vortex length scales decreases, however, the computational time required diverges. Accuracy is usually the most discouraging casualty when trying to account for such vortex motion, though the varying energy of this ostensibly Hamiltonian system is a potentially more serious problem. We solve these problems by a series of coordinate transformations: We first transform to action-angle coordinates, which, to lowest order, treat the close pair as a single vortex amongst all others with an internal degree of freedom. We next, and most importantly, apply Lie transform perturbation theory to remove the higher-order correction terms in succession. The overall transformation drastically increases the numerical efficiency and ensures that the total energy remains constant to high accuracy.Comment: 21 pages, 4 figure

The Complete Characterization of Fourth-Order Symplectic Integrators with Extended-Linear Coefficients

The structure of symplectic integrators up to fourth-order can be completely and analytical understood when the factorization (split) coefficents are related linearly but with a uniform nonlinear proportional factor. The analytic form of these {\it extended-linear} symplectic integrators greatly simplified proofs of their general properties and allowed easy construction of both forward and non-forward fourth-order algorithms with arbitrary number of operators. Most fourth-order forward integrators can now be derived analytically from this extended-linear formulation without the use of symbolic algebra.Comment: 12 pages, 2 figures, submitted to Phys. Rev. E, corrected typo