373 research outputs found
Large Deviations for Brownian Intersection Measures
We consider independent Brownian motions in . We assume that and . Let denote the intersection measure of the
paths by time , i.e., the random measure on that assigns to any
measurable set the amount of intersection local time of the
motions spent in by time . Earlier results of Chen \cite{Ch09} derived
the logarithmic asymptotics of the upper tails of the total mass
as . In this paper, we derive a large-deviation principle for the
normalised intersection measure on the set of positive measures
on some open bounded set as before exiting . The
rate function is explicit and gives some rigorous meaning, in this asymptotic
regime, to the understanding that the intersection measure is the pointwise
product of the densities of the normalised occupation times measures of the
motions. Our proof makes the classical Donsker-Varadhan principle for the
latter applicable to the intersection measure.
A second version of our principle is proved for the motions observed until
the individual exit times from , conditional on a large total mass in some
compact set . This extends earlier studies on the intersection
measure by K\"onig and M\"orters \cite{KM01,KM05}.Comment: To appear in "Communications on Pure and Applied Mathematics
The Dirichlet problem for the Bellman equation at resonance
We generalize the Donsker-Varadhan minimax formula for the principal
eigenvalue of a uniformly elliptic operator in nondivergence form to the first
principal half-eigenvalue of a fully nonlinear operator which is concave (or
convex) and positively homogeneous. Examples of such operators include the
Hamilon-Jacobi-Bellman operator and the Pucci extremal operators. In the case
that the two principal half-eigenvalues are not equal, we show that the
measures which achieve the minimum in this formula provide a partial
characterization of the solvability of the corresponding Dirichlet problem at
resonance.Comment: Appendix added. 28 page
Large deviations for many Brownian bridges with symmetrised initial-terminal condition
Consider a large system of Brownian motions in with some
non-degenerate initial measure on some fixed time interval with
symmetrised initial-terminal condition. That is, for any , the terminal
location of the -th motion is affixed to the initial point of the
-th motion, where is a uniformly distributed random
permutation of . Such systems play an important role in quantum
physics in the description of Boson systems at positive temperature .
In this paper, we describe the large-N behaviour of the empirical path
measure (the mean of the Dirac measures in the paths) and of the mean of
the normalised occupation measures of the motions in terms of large
deviations principles. The rate functions are given as variational formulas
involving certain entropies and Fenchel-Legendre transforms. Consequences are
drawn for asymptotic independence statements and laws of large numbers.
In the special case related to quantum physics, our rate function for the
occupation measures turns out to be equal to the well-known Donsker-Varadhan
rate function for the occupation measures of one motion in the limit of
diverging time. This enables us to prove a simple formula for the large-N
asymptotic of the symmetrised trace of , where
is an -particle Hamilton operator in a trap
Static and dynamical nonequilibrium fluctuations
Various notions of fluctuations exist depending on the way one chooses to
measure them. We discuss two extreme cases (continuous measurement versus long
inter-measurement times) and we see their relation with entropy production and
with escape rates. A simple explanation of why the relative entropy satisfies a
Hamilton-Jacobi equation is added.Comment: 10 page
Point-source scalar turbulence
The statistics of a passive scalar randomly emitted from a point source is
investigated analytically. Our attention has been focused on the two-point
equal-time scalar correlation function. The latter is indeed easily related to
the spectrum, a statistical indicator widely used both in experiments and in
numerical simulations. The only source of inhomogeneity/anisotropy is in the
injection mechanism, the advecting velocity here being statistically
homogeneous and isotropic. Our main results can be summarized as follows. 1)
For a very large velocity integral scale, a pure scaling behaviour in the
distance between the two points emerges only if their separation is much
smaller than their distance from the point source. 2) The value we have found
for the scaling exponent suggests the existence of a direct cascade, in spite
of the fact that here the forcing integral scale is formally set to zero. 3)
The combined effect of a finite inertial-range extension and of inhomogeneities
causes the emergence of subleading anisotropic corrections to the leading
isotropic term, that we have quantified and discussed.Comment: 10 pages, 1 figure, submitted to Journal of Fluid Mechanic
Characterization of the stretched exponential trap-time distributions in one-dimensional coupled map lattices
Stretched exponential distributions and relaxation responses are encountered
in a wide range of physical systems such as glasses, polymers and spin glasses.
As found recently, this type of behavior occurs also for the distribution
function of certain trap time in a number of coupled dynamical systems. We
analyze a one-dimensional mathematical model of coupled chaotic oscillators
which reproduces an experimental set-up of coupled diode-resonators and
identify the necessary ingredients for stretched exponential distributions.Comment: 8 pages, 8 figure
Resolvent Positive Linear Operators Exhibit the Reduction Phenomenon
The spectral bound, s(a A + b V), of a combination of a resolvent positive
linear operator A and an operator of multiplication V, was shown by Kato to be
convex in b \in R. This is shown here, through an elementary lemma, to imply
that s(a A + b V) is also convex in a > 0, and notably, \partial s(a A + b V) /
\partial a <= s(A) when it exists. Diffusions typically have s(A) <= 0, so that
for diffusions with spatially heterogeneous growth or decay rates, greater
mixing reduces growth. Models of the evolution of dispersal in particular have
found this result when A is a Laplacian or second-order elliptic operator, or a
nonlocal diffusion operator, implying selection for reduced dispersal. These
cases are shown here to be part of a single, broadly general, `reduction'
phenomenon.Comment: 7 pages, 53 citations. v.3: added citations, corrections in
introductory definitions. v.2: Revised abstract, more text, and details in
new proof of Lindqvist's inequalit
Asymptotics for the Wiener sausage among Poissonian obstacles
We consider the Wiener sausage among Poissonian obstacles. The obstacle is
called hard if Brownian motion entering the obstacle is immediately killed, and
is called soft if it is killed at certain rate. It is known that Brownian
motion conditioned to survive among obstacles is confined in a ball near its
starting point. We show the weak law of large numbers, large deviation
principle in special cases and the moment asymptotics for the volume of the
corresponding Wiener sausage. One of the consequence of our results is that the
trajectory of Brownian motion almost fills the confinement ball.Comment: 19 pages, Major revision made for publication in J. Stat. Phy
Nonconventional Large Deviations Theorems
We obtain large deviations theorems for nonconventional sums with underlying
process being a Markov process satisfying the Doeblin condition or a dynamical
system such as subshift of finite type or hyperbolic or expanding
transformation
Dynamics at the angle of repose: jamming, bistability, and collapse
When a sandpile relaxes under vibration, it is known that its measured angle
of repose is bistable in a range of values bounded by a material-dependent
maximal angle of stability; thus, at the same angle of repose, a sandpile can
be stationary or avalanching, depending on its history. In the nearly jammed
slow dynamical regime, sandpile collapse to a zero angle of repose can also
occur, as a rare event. We claim here that fluctuations of {\it dilatancy} (or
local density) are the key ingredient that can explain such varied phenomena.
In this work, we model the dynamics of the angle of repose and of the density
fluctuations, in the presence of external noise, by means of coupled stochastic
equations. Among other things, we are able to describe sandpile collapse in
terms of an activated process, where an effective temperature (related to the
density as well as to the external vibration intensity) competes against the
configurational barriers created by the density fluctuations.Comment: 15 pages, 1 figure. Minor changes and update
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