Quantum Diffusion and Delocalization for Band Matrices with General Distribution

We consider Hermitian and symmetric random band matrices $H$ in $d \geq 1$ dimensions. The matrix elements $H_{xy}$, indexed by $x,y \in \Lambda \subset \Z^d$, are independent and their variances satisfy \sigma_{xy}^2:=\E \abs{H_{xy}}^2 = W^{-d} f((x - y)/W) for some probability density $f$. We assume that the law of each matrix element $H_{xy}$ is symmetric and exhibits subexponential decay. We prove that the time evolution of a quantum particle subject to the Hamiltonian $H$ is diffusive on time scales $t\ll W^{d/3}$. We also show that the localization length of the eigenvectors of $H$ is larger than a factor $W^{d/6}$ times the band width $W$. All results are uniform in the size \abs{\Lambda} of the matrix. This extends our recent result \cite{erdosknowles} to general band matrices. As another consequence of our proof we show that, for a larger class of random matrices satisfying $\sum_x\sigma_{xy}^2=1$ for all $y$, the largest eigenvalue of $H$ is bounded with high probability by $2 + M^{-2/3 + \epsilon}$ for any $\epsilon > 0$, where M \deq 1 / (\max_{x,y} \sigma_{xy}^2).Comment: Corrected typos and some inaccuracies in appendix

Alternative sampling for variational quantum Monte Carlo

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous publication it has been shown that for the simplest, most commonly applied strategy in continuum Quantum Monte Carlo, the random error in the resulting estimates is not well controlled. At best the Central Limit theorem is valid in its weakest form, and at worst it is invalid and replaced by an alternative Generalised Central Limit theorem and non-Normal random error. In both cases the random error is not controlled. Here we consider a new `residual sampling strategy' that reintroduces the Central Limit Theorem in its strongest form, and provides full control of the random error in estimates. Estimates of the total energy and the variance of the local energy within Variational Monte Carlo are considered in detail, and the approach presented may be generalised to expectation values of other operators, and to other variants of the Quantum Monte Carlo method.Comment: 14 pages, 9 figure

Mixing by polymers: experimental test of decay regime of mixing

By using high molecular weight fluorescent passive tracers with different diffusion coefficients and by changing the fluid velocity we study dependence of a characteristic mixing length on the Peclet number, $Pe$, which controls the mixing efficiency. The mixing length is found to be related to $Pe$ by a power law, $L_{mix}\propto Pe^{0.26\pm 0.01}$, and increases faster than expected for an unbounded chaotic flow. Role of the boundaries in the mixing length abnormal growth is clarified. The experimental findings are in a good quantitative agreement with the recent theoretical predictions.Comment: 4 pages,5 figures. accepted for publication in PR

Quantification of the performance of chaotic micromixers on the basis of finite time Lyapunov exponents

Chaotic micromixers such as the staggered herringbone mixer developed by Stroock et al. allow efficient mixing of fluids even at low Reynolds number by repeated stretching and folding of the fluid interfaces. The ability of the fluid to mix well depends on the rate at which "chaotic advection" occurs in the mixer. An optimization of mixer geometries is a non trivial task which is often performed by time consuming and expensive trial and error experiments. In this paper an algorithm is presented that applies the concept of finite-time Lyapunov exponents to obtain a quantitative measure of the chaotic advection of the flow and hence the performance of micromixers. By performing lattice Boltzmann simulations of the flow inside a mixer geometry, introducing massless and non-interacting tracer particles and following their trajectories the finite time Lyapunov exponents can be calculated. The applicability of the method is demonstrated by a comparison of the improved geometrical structure of the staggered herringbone mixer with available literature data.Comment: 9 pages, 8 figure

Dissipation time and decay of correlations

We consider the effect of noise on the dynamics generated by volume-preserving maps on a d-dimensional torus. The quantity we use to measure the irreversibility of the dynamics is the dissipation time. We focus on the asymptotic behaviour of this time in the limit of small noise. We derive universal lower and upper bounds for the dissipation time in terms of various properties of the map and its associated propagators: spectral properties, local expansivity, and global mixing properties. We show that the dissipation is slow for a general class of non-weakly-mixing maps; on the opposite, it is fast for a large class of exponentially mixing systems which include uniformly expanding maps and Anosov diffeomorphisms.Comment: 26 Pages, LaTex. Submitted to Nonlinearit

Convergence of the stochastic Euler scheme for locally Lipschitz coefficients

Stochastic differential equations are often simulated with the Monte Carlo Euler method. Convergence of this method is well understood in the case of globally Lipschitz continuous coefficients of the stochastic differential equation. The important case of superlinearly growing coefficients, however, has remained an open question. The main difficulty is that numerically weak convergence fails to hold in many cases of superlinearly growing coefficients. In this paper we overcome this difficulty and establish convergence of the Monte Carlo Euler method for a large class of one-dimensional stochastic differential equations whose drift functions have at most polynomial growth.Comment: Published at http://www.springerlink.com/content/g076w80730811vv3 in the Foundations of Computational Mathematics 201

Growth of uniform infinite causal triangulations

We introduce a growth process which samples sections of uniform infinite causal triangulations by elementary moves in which a single triangle is added. A relation to a random walk on the integer half line is shown. This relation is used to estimate the geodesic distance of a given triangle to the rooted boundary in terms of the time of the growth process and to determine from this the fractal dimension. Furthermore, convergence of the boundary process to a diffusion process is shown leading to an interesting duality relation between the growth process and a corresponding branching process.Comment: 27 pages, 6 figures, small changes, as publishe

Linear response theory and transient fluctuation theorems for diffusion processes: a backward point of view

On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of view. We find that a variety of transient fluctuation theorems could be interpreted as a consequence of a generalized Chapman-Kolmogorov equation, which intrinsically arises from the Markovian characteristic of diffusion processes

Dependent coordinates in path integral measure factorization

The transformation of the path integral measure under the reduction procedure in the dynamical systems with a symmetry is considered. The investigation is carried out in the case of the Wiener--type path integrals that are used for description of the diffusion on a smooth compact Riemannian manifold with the given free isometric action of the compact semisimple unimodular Lie group. The transformation of the path integral, which factorizes the path integral measure, is based on the application of the optimal nonlinear filtering equation from the stochastic theory. The integral relation between the kernels of the original and reduced semigroup are obtained.Comment: LaTeX2e, 28 page