530 research outputs found

    Limiting dynamics for spherical models of spin glasses at high temperature

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    We analyze the coupled non-linear integro-differential equations whose solutions is the thermodynamical limit of the empirical correlation and response functions in the Langevin dynamics for spherical p-spin disordered mean-field models. We provide a mathematically rigorous derivation of their FDT solution (for the high temperature regime) and of certain key properties of this solution, which are in agreement with earlier derivations based on physical grounds

    Super-diffusivity in a shear flow model from perpetual homogenization

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    This paper is concerned with the asymptotic behavior solutions of stochastic differential equations dyt=dΟ‰tβˆ’βˆ‡Ξ“(yt)dtdy_t=d\omega_t -\nabla \Gamma(y_t) dt, y0=0y_0=0 and d=2d=2. Ξ“\Gamma is a 2Γ—22\times 2 skew-symmetric matrix associated to a shear flow characterized by an infinite number of spatial scales Ξ“12=βˆ’Ξ“21=h(x1)\Gamma_{12}=-\Gamma_{21}=h(x_1), with h(x1)=βˆ‘n=0∞γnhn(x1/Rn)h(x_1)=\sum_{n=0}^\infty \gamma_n h^n(x_1/R_n) where hnh^n are smooth functions of period 1, hn(0)=0h^n(0)=0, Ξ³n\gamma_n and RnR_n grow exponentially fast with nn. We can show that yty_t has an anomalous fast behavior (\E[|y_t|^2]\sim t^{1+\nu} with Ξ½>0\nu>0) and obtain quantitative estimates on the anomaly using and developing the tools of homogenization

    Multi-scale homogenization with bounded ratios and Anomalous Slow Diffusion

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    We show that the effective diffusivity matrix D(Vn)D(V^n) for the heat operator βˆ‚tβˆ’(Ξ”/2βˆ’βˆ‡Vnβˆ‡)\partial_t-(\Delta/2-\nabla V^n \nabla) in a periodic potential Vn=βˆ‘k=0nUk(x/Rk)V^n=\sum_{k=0}^n U_k(x/R_k) obtained as a superposition of Holder-continuous periodic potentials UkU_k (of period \T^d:=\R^d/\Z^d, d∈Nβˆ—d\in \N^*, Uk(0)=0U_k(0)=0) decays exponentially fast with the number of scales when the scale-ratios Rk+1/RkR_{k+1}/R_k are bounded above and below. From this we deduce the anomalous slow behavior for a Brownian Motion in a potential obtained as a superposition of an infinite number of scales: dyt=dΟ‰tβˆ’βˆ‡V∞(yt)dtdy_t=d\omega_t -\nabla V^\infty(y_t) dtComment: 29 pages, 1 figure, submitted versio

    Biased random walks on random graphs

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    These notes cover one of the topics programmed for the St Petersburg School in Probability and Statistical Physics of June 2012. The aim is to review recent mathematical developments in the field of random walks in random environment. Our main focus will be on directionally transient and reversible random walks on different types of underlying graph structures, such as Z\mathbb{Z}, trees and Zd\mathbb{Z}^d for dβ‰₯2d\geq 2.Comment: Survey based one of the topics programmed for the St Petersburg School in Probability and Statistical Physics of June 2012. 64 pages, 16 figure
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