Convergent sequences of perturbative approximations for the anharmonic oscillator II. Compact time approach

We present an alternative pathway in the application of the variation improvement of ordinary perturbation theory exposed in [1] which can preserve the internal symmetries of a model by means of a time compactification.Comment: 21 pages, 4 Postscript figures available through anonymous ftp at ftp://algol.lpm.univ-montp2.fr ; replaces version which could not be postscripted presumably for lack of figures.uu fil

Measuring the irreversibility of numerical schemes for reversible stochastic differential equations

Abstract. For a Markov process the detailed balance condition is equivalent to the time-reversibility of the process. For stochastic differential equations (SDE’s) time discretization numerical schemes usually destroy the property of time-reversibility. Despite an extensive literature on the numerical analysis for SDE’s, their stability properties, strong and/or weak error estimates, large deviations and infinite-time estimates, no quantitative results are known on the lack of reversibility of the discrete-time approximation process. In this paper we provide such quantitative estimates by using the concept of entropy production rate, inspired by ideas from non-equilibrium statistical mechanics. The entropy production rate for a stochastic process is defined as the relative entropy (per unit time) of the path measure of the process with respect to the path measure of the time-reversed process. By construction the entropy production rate is nonnegative and it vanishes if and only if the process is reversible. Crucially, from a numerical point of view, the entropy production rate is an a posteriori quantity, hence it can be computed in the course of a simulation as the ergodic average of a certain functional of the process (the so-called Gallavotti-Cohen (GC) action functional). We compute the entropy production for various numerical schemes such as explicit Euler-Maruyama and explicit Milstein’s for reversible SDEs with additive or multiplicative noise. Additionally, we analyze the entropy production for th

Convergent sequences of perturbative approximations for the anharmonic oscillator I. Harmonic approach

We present numerical evidence that a simple variational improvement of the ordinary perturbation theory of the quantum anharmonic oscillator can give a convergent sequence of approximations even in the extreme strong coupling limit, the purely anharmonic case. Some of the new techniques of this paper can be extended to renormalizable field theories.Comment: 29 pages, 12 Postscript figures available through anonymous ftp at ftp://algol.lpm.univ-montp2.fr ; replaces earlier version which could not be postscripted presumably due to lack of figures.uu fil

Coarse-graining schemes for stochastic lattice systems with short and long-range interactions

We develop coarse-graining schemes for stochastic many-particle microscopic models with competing short- and long-range interactions on a d-dimensional lattice. We focus on the coarse-graining of equilibrium Gibbs states and using cluster expansions we analyze the corresponding renormalization group map. We quantify the approximation properties of the coarse-grained terms arising from different types of interactions and present a hierarchy of correction terms. We derive semi-analytical numerical schemes that are accompanied with a posteriori error estimates for coarse-grained lattice systems with short and long-range interactions.Comment: 31 pages, 2 figure

Normal Heat Conductivity in a strongly pinned chain of anharmonic oscillators

We consider a chain of coupled and strongly pinned anharmonic oscillators subject to a non-equilibrium random forcing. Assuming that the stationary state is approximately Gaussian, we first derive a stationary Boltzmann equation. By localizing the involved resonances, we next invert the linearized collision operator and compute the heat conductivity. In particular, we show that the Gaussian approximation yields a finite conductivity $\kappa\sim\frac{1}{\lambda^2T^2}$, for $\lambda$ the anharmonic coupling strength.Comment: Introduction and conclusion modifie

Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems

The primary objective of this work is to develop coarse-graining schemes for stochastic many-body microscopic models and quantify their effectiveness in terms of a priori and a posteriori error analysis. In this paper we focus on stochastic lattice systems of interacting particles at equilibrium. %such as Ising-type models. The proposed algorithms are derived from an initial coarse-grained approximation that is directly computable by Monte Carlo simulations, and the corresponding numerical error is calculated using the specific relative entropy between the exact and approximate coarse-grained equilibrium measures. Subsequently we carry out a cluster expansion around this first-and often inadequate-approximation and obtain more accurate coarse-graining schemes. The cluster expansions yield also sharp a posteriori error estimates for the coarse-grained approximations that can be used for the construction of adaptive coarse-graining methods. We present a number of numerical examples that demonstrate that the coarse-graining schemes developed here allow for accurate predictions of critical behavior and hysteresis in systems with intermediate and long-range interactions. We also present examples where they substantially improve predictions of earlier coarse-graining schemes for short-range interactions.Comment: 37 pages, 8 figure

Convergent sequences of perturbative approximations for the anharmonic oscillator; 1, harmonic approach

We present numerical evidence that a simple variational improvement of the ordinary perturbation theory of the quantum anharmonic oscillator can give a convergent sequence of approximations even in the extreme strong coupling limit, the purely anharmonic case. Some of the new techniques of this paper can be extended to renormalizable field theories