Overdamped limit of generalized stochastic Hamiltonian systems for singular interaction potentials

First weak solutions of generalized stochastic Hamiltonian systems (gsHs) are constructed via essential m-dissipativity of their generators on a suitable core. For a scaled gsHs we prove convergence of the corresponding semigroups and tightness of the weak solutions. This yields convergence in law of the scaled gsHs to a distorted Brownian motion. In particular, the results confirm the convergence of the Langevin dynamics in the overdamped regime to the overdamped Langevin equation. The proofs work for a large class of (singular) interaction potentials including, e.g., potentials of Lennard--Jones type

A hypocoercivity related ergodicity method with rate of convergence for singularly distorted degenerate Kolmogorov equations and applications

In this article we develop a new abstract strategy for proving ergodicity with explicit computable rate of convergence for diffusions associated with a degenerate Kolmogorov operator L. A crucial point is that the evolution operator L may have singular and nonsmooth coefficients. This allows the application of the method e.g. to degenerate and singular particle systems arising in Mathematical Physics. As far as we know in such singular cases the relaxation to equilibrium can't be discussed with the help of existing approaches using hypoellipticity, hypocoercivity or stochastic Lyapunov type techniques. The method is formulated in an L2-Hilbert space setting and is based on an interplay between Functional Analysis and Stochastics. Moreover, it implies an ergodicity rate which can be related to L2-exponential convergence of the semigroup. Furthermore, the ergodicity method shows up an interesting analogy with existing hypocoercivity approaches. In the first application we discuss ergodicity of the N-particle degenerate Langevin dynamics with singular potentials. The dual to this equation is also called the kinetic Fokker-Planck equation with an external confining potential. In the second example we apply the method to the so-called (degenerate) spherical velocity Langevin equation which is also known as the fiber lay-down process arising in industrial mathematics.Comment: Older preprint version of the paper (from 2014). The final publication is available at Springer via http://dx.doi.org/10.1007/s00020-015-2254-1 It was published under the name "A hypocoercivity related ergodicity method for singularly distorted non-symmetric diffusions"; see Integral Equations Oper. Theory 83, No. 3, Article ID 2254, 331-379 (2015

Mittag-Leffler Analysis II: Application to the fractional heat equation

Mittag-Leffler analysis is an infinite dimensional analysis with respect to non-Gaussian measures of Mittag-Leffler type which generalizes the powerful theory of Gaussian analysis and in particular white noise analysis. In this paper we further develop the Mittag-Leffler analysis by characterizing the convergent sequences in the distribution space. Moreover we provide an approximation of Donsker's delta by square integrable functions. Then we apply the structures and techniques from Mittag-Leffler analysis in order to show that a Green's function to the time-fractional heat equation can be constructed using generalized grey Brownian motion (ggBm) by extending the fractional Feynman-Kac formula from Schneider. Moreover we analyse ggBm, show its differentiability in a distributional sense and the existence of corresponding local times.Comment: 45 page

A White Noise Approach to Phase Space Feynman Path Integrals

The concepts of phase space Feynman integrals in White Noise Analysis are established. As an example the harmonic oscillator is treated. The approach perfectly reproduces the right physics. I.e., solutions to the Schr\"odinger equation are obtained and the canonical commutation relations are satisfied. The later can be shown, since we not only construct the integral but rather the Feynman integrand and the corresponding generating functional

Weak Poincar\'e Inequalities for Convergence Rate of Degenerate Diffusion Processes

For a contraction $C_0$-semigroup on a separable Hilbert space, the decay rate is estimated by using the weak Poincar\'e inequalities for the symmetric and anti-symmetric part of the generator. As applications, non-exponential convergence rate is characterized for a class of degenerate diffusion processes, so that the study of hypocoercivity is extended. Concrete examples are presented

An Invariance Principle for the Tagged Particle Process in Continuum with Singular Interaction Potential

We consider the dynamics of a tagged particle in an infinite particle environment moving according to a stochastic gradient dynamics. For singular interaction potentials this tagged particle dynamics was constructed first in [FG11], using closures of pre-Dirichlet forms which were already proposed in [GP87] and [Osa98]. The environment dynamics and the coupled dynamics of the tagged particle and the environment were constructed separately. Here we continue the analysis of these processes: Proving an essential m-dissipativity result for the generator of the coupled dynamics from [FG11], we show that this dynamics does not only contain the environment dynamics (as one component), but is, given the latter, the only possible choice for being the coupled process. Moreover, we identify the uniform motion of the environment as the reversed motion of the tagged particle. (Since the dynamics are constructed as martingale solutions on configuration space, this is not immediate.) Furthermore, we prove ergodicity of the environment dynamics, whenever the underlying reference measure is a pure phase of the system. Finally, we show that these considerations are sufficient to apply [DMFGW89] for proving an invariance principle for the tagged particle process. We remark that such an invariance principle was studied before in [GP87] for smooth potentials, and shown by abstract Dirichlet form methods in [Osa98] for singular potentials. Our results apply for a general class of Ruelle measures corresponding to potentials possibly having infinite range, a non-integrable singularity at 0 and a nontrivial negative part, and fulfill merely a weak differentiability condition on $\mathbb R^d\setminus\{0\}$.Comment: in comparison to version 1 slight changes in the introduction onl

Construction and analysis of a sticky reflected distorted Brownian motion

We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E:=[0,\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects of reflection from and pinning at the boundary (sticky boundary behavior). In providing a Skorokhod decomposition of the constructed process we are able to justify that the stochastic process is solving the underlying stochastic differential equation weakly for quasi every starting point with respect to the associated Dirichlet form. That the boundary behavior of the constructed process indeed is sticky, we obtain by proving ergodicity of the constructed process. Therefore, we are able to show that the occupation time on specified parts of the boundary is positive. In particular, our considerations enable us to construct a dynamical wetting model (also known as Ginzburg--Landau dynamics) on a bounded set $D_{\scriptscriptstyle{N}}\subset \mathbb{Z}^d$ under mild assumptions on the underlying pair interaction potential in all dimensions $d\in\mathbb{N}$. In dimension $d=2$ this model describes the motion of an interface resulting from wetting of a solid surface by a fluid.Comment: arXiv admin note: substantial text overlap with arXiv:1203.207

A White Noise Approach to the Feynman Integrand for Electrons in Random Media

Using the Feynman path integral representation of quantum mechanics it is possible to derive a model of an electron in a random system containing dense and weakly-coupled scatterers, see [Proc. Phys. Soc. 83, 495-496 (1964)]. The main goal of this paper is to give a mathematically rigorous realization of the corresponding Feynman integrand in dimension one based on the theory of white noise analysis. We refine and apply a Wick formula for the product of a square-integrable function with Donsker's delta functions and use a method of complex scaling. As an essential part of the proof we also establish the existence of the exponential of the self-intersection local times of a one-dimensional Brownian bridge. As result we obtain a neat formula for the propagator with identical start and end point. Thus, we obtain a well-defined mathematical object which is used to calculate the density of states, see e.g. [Proc. Phys. Soc. 83, 495-496 (1964)].Comment: final versio

Scaling limit of fluctuations for the equilibrium Glauber dynamics in continuum

AbstractThe Glauber dynamics investigated in this paper are spatial birth and death processes in a continuous system having a grand canonical Gibbs measure of Ruelle type as an invariant measure. We prove that such processes, when appropriately scaled, have as scaling limit a generalized Ornstein–Uhlenbeck process. First we prove convergence of the corresponding Dirichlet forms. This convergence requires only very weak assumptions. The interaction potential ϕ only has to be stable (S), integrable (I), and we have to assume the low activity high temperature regime. Under a slightly stronger integrability condition (I∞) and a conjecture on the Percus–Yevick equation we even can prove strong convergence of the corresponding generators. Finally, we prove that the scaled processes converge in law. Here the hardest part is to show tightness of the scaled processes (note that the processes only have càdlàg sample path). For the proof we have to assume that the interaction potential is positive (P). The limiting process then is identified via the associated martingale problem. For this the above mentioned strong convergence of generators is essential

N/V-limit for Stochastic Dynamics in Continuous Particle Systems

We provide an $N/V$-limit for the infinite particle, infinite volume stochastic dynamics associated with Gibbs states in continuous particle systems on $\mathbb R^d$, $d \ge 1$. Starting point is an $N$-particle stochastic dynamic with singular interaction and reflecting boundary condition in a subset $\Lambda \subset {\mathbb R}^d$ with finite volume (Lebesgue measure) $V = |\Lambda| < \infty$. The aim is to approximate the infinite particle, infinite volume stochastic dynamic by the above $N$-particle dynamic in $\Lambda$ as $N \to \infty$ and $V \to \infty$ such that $N/V \to \rho$, where $\rho$ is the particle density.Comment: 35 pages; BiBoS-Preprint No. 04-12-172; publication in preparatio