Mean field limit for Bosons with compact kernels interactions by Wigner measures transportation

We consider a class of many-body Hamiltonians composed of a free (kinetic) part and a multi-particle (potential) interaction with a compactness assumption on the latter part. We investigate the mean field limit of such quantum systems following the Wigner measures approach. We prove the propagation of these measures along the flow of a nonlinear (Hartree) field equation. This enhances and complements some previous results in the subject.Comment: 27 pages. arXiv admin note: text overlap with arXiv:1111.5918 by other author

On the analyticity and Gevrey class regularity up to the boundary for the Euler Equations

We consider the Euler equations in a three-dimensional Gevrey-class bounded domain. Using Lagrangian coordinates we obtain the Gevrey-class persistence of the solution, up to the boundary, with an explicit estimate on the rate of decay of the Gevrey-class regularity radius

Semiclassical Theory of Time-Reversal Focusing

Time reversal mirrors have been successfully implemented for various kinds of waves propagating in complex media. In particular, acoustic waves in chaotic cavities exhibit a refocalization that is extremely robust against external perturbations or the partial use of the available information. We develop a semiclassical approach in order to quantitatively describe the refocusing signal resulting from an initially localized wave-packet. The time-dependent reconstructed signal grows linearly with the temporal window of injection, in agreement with the acoustic experiments, and reaches the same spatial extension of the original wave-packet. We explain the crucial role played by the chaotic dynamics for the reconstruction of the signal and its stability against external perturbations.Comment: 4 pages, 1 figur

Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector.

The aim of this paper is to build and estimate a macroeconomic model of credit risk for the French manufacturing sector. This model is based on Wilson's CreditPortfolioView model (1997a, 1997b); it enables us to simulate loss distributions for a credit portfolio for several macroeconomic scenarios. We implement two simulation procedures based on two assumptions relative to probabilities of default (PDs): in the first procedure, firms are assumed to have identical default probabilities; in the second, individual risk is taken into account. The empirical results indicate that these simulation procedures lead to quite different loss distributions. For instance, a negative one standard deviation shock on output leads to a maximum loss of 3.07% of the financial debt of the French manufacturing sector, with a probability of 99%, under the identical default probability hypothesis versus 2.61% with individual default probabilities.macro stress test ; credit risk model ; loss distribution.

Mean-Field- and Classical Limit of Many-Body Schr\"odinger Dynamics for Bosons

We present a new proof of the convergence of the N-particle Schroedinger dynamics for bosons towards the dynamics generated by the Hartree equation in the mean-field limit. For a restricted class of two-body interactions, we obtain convergence estimates uniform in the Planck constant , up to an exponentially small remainder. For h=0, the classical dynamics in the mean-field limit is given by the Vlasov equation.Comment: Latex 2e, 18 page

Mean-field evolution of fermions with singular interaction

We consider a system of N fermions in the mean-field regime interacting though an inverse power law potential $V(x)=1/|x|^{\alpha}$, for $\alpha\in(0,1]$. We prove the convergence of a solution of the many-body Schr\"{o}dinger equation to a solution of the time-dependent Hartree-Fock equation in the sense of reduced density matrices. We stress the dependence on the singularity of the potential in the regularity of the initial data. The proof is an adaptation of [22], where the case $\alpha=1$ is treated.Comment: 16 page

Semiclassical Propagation of Coherent States for the Hartree equation

In this paper we consider the nonlinear Hartree equation in presence of a given external potential, for an initial coherent state. Under suitable smoothness assumptions, we approximate the solution in terms of a time dependent coherent state, whose phase and amplitude can be determined by a classical flow. The error can be estimated in $L^2$ by C \sqrt {\var}, \var being the Planck constant. Finally we present a full formal asymptotic expansion

Blow-up of the hyperbolic Burgers equation

The memory effects on microscopic kinetic systems have been sometimes modelled by means of the introduction of second order time derivatives in the macroscopic hydrodynamic equations. One prototypical example is the hyperbolic modification of the Burgers equation, that has been introduced to clarify the interplay of hyperbolicity and nonlinear hydrodynamic evolution. Previous studies suggested the finite time blow-up of this equation, and here we present a rigorous proof of this fact

Rate of Convergence Towards Hartree Dynamics

We consider a system of N bosons interacting through a two-body potential with, possibly, Coulomb-type singularities. We show that the difference between the many-body Schr\"odinger evolution in the mean-field regime and the effective nonlinear Hartree dynamics is at most of the order 1/N, for any fixed time. The N-dependence of the bound is optimal.Comment: 26 page

Derivation of the Cubic Non-linear Schr\"odinger Equation from Quantum Dynamics of Many-Body Systems

We prove rigorously that the one-particle density matrix of three dimensional interacting Bose systems with a short-scale repulsive pair interaction converges to the solution of the cubic non-linear Schr\"odinger equation in a suitable scaling limit. The result is extended to $k$-particle density matrices for all positive integer $k$.Comment: 72 pages, 17 figures. Final versio