Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups

We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential decay in time of the space-derivatives of the semigroup associated with the SDE and ii) bounds on (some) moments of the Euler approximation. We show by means of examples (and counterexamples) how both i) and ii) are needed to obtain the desired result. If the weak error converges to zero uniformly in time, then convergence of ergodic averages follows as well. We also show that Lyapunov-type conditions are neither sufficient nor necessary in order for the weak error of the Euler approximation to converge uniformly in time and clarify relations between the validity of Lyapunov conditions, i) and ii). Conditions for ii) to hold are studied in the literature. Here we produce sufficient conditions for i) to hold. The study of derivative estimates has attracted a lot of attention, however not many results are known in order to guarantee exponentially fast decay of the derivatives. Exponential decay of derivatives typically follows from coercive-type conditions involving the vector fields appearing in the equation and their commutators; here we focus on the case in which such coercive-type conditions are non-uniform in space. To the best of our knowledge, this situation is unexplored in the literature, at least on a systematic level. To obtain results under such space-inhomogeneous conditions we initiate a pathwise approach to the study of derivative estimates for diffusion semigroups and combine this pathwise method with the use of Large Deviation Principles.Comment: 47 pages and 9 figure

Solution properties of a 3D stochastic Euler fluid equation

We prove local well-posedness in regular spaces and a Beale-Kato-Majda blow-up criterion for a recently derived stochastic model of the 3D Euler fluid equation for incompressible flow. This model describes incompressible fluid motions whose Lagrangian particle paths follow a stochastic process with cylindrical noise and also satisfy Newton's 2nd Law in every Lagrangian domain.Comment: Final version! Comments still welcome! Send email

Fluctuation conductivity in layered d-wave superconductors near critical disorder

We consider the fluctuation conductivity in the critical region of a disorder induced quantum phase transition in layered d-wave superconductors. We specifically address the fluctuation contribution to the system's conductivity in the limit of large (quasi-two-dimensional system) and small (quasi-three-dimensional system) separation between adjacent layers of the system. Both in-plane and c-axis conductivities were discussed near the point of insulator-superconductor phase transition. The value of the dynamical critical exponent, $z=2$, permits a perturbative treatment of this quantum phase transition under the renormalization group approach. We discuss our results for the system conductivities in the critical region as function of temperature and disorder.Comment: Final version to be published in Eur. Phys. J.

Bose-Einstein condensation of magnons

We use the Renormalization Group method to study the Bose-Einstein condensation of the interacting dilute magnons which appears in three dimensional spin systems in magnetic field. The obtained temperature dependence of the critical field $H_c(T)-H_c(0) \sim T^{2}$ is different from the recent self-consistent Hartree-Fock-Popov calculations (cond-mat/0405422) in which a $T^{3/2}$ dependence was reported . The origin of this difference is discussed in the framework of quantum critical phenomena.Comment: 11 pages, revtex

Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes

We study the long time behaviour of a large class of diffusion processes on $R^N$, generated by second order differential operators of (possibly) degenerate type. The operators that we consider {\em need not} satisfy the H\"ormander condition. Instead, they satisfy the so-called UFG condition, introduced by Herman, Lobry and Sussman in the context of geometric control theory and later by Kusuoka and Stroock, this time with probabilistic motivations. In this paper we study UFG diffusions and demonstrate the importance of such a class of processes in several respects: roughly speaking i) we show that UFG processes constitute a family of SDEs which exhibit multiple invariant measures and for which one is able to describe a systematic procedure to determine the basin of attraction of each invariant measure (equilibrium state). ii) We use an explicit change of coordinates to prove that every UFG diffusion can be, at least locally, represented as a system consisting of an SDE coupled with an ODE, where the ODE evolves independently of the SDE part of the dynamics. iii) As a result, UFG diffusions are inherently "less smooth" than hypoelliptic SDEs; more precisely, we prove that UFG processes do not admit a density with respect to Lebesgue measure on the entire space, but only on suitable time-evolving submanifolds, which we describe. iv) We show that our results and techniques, which we devised for UFG processes, can be applied to the study of the long-time behaviour of non-autonomous hypoelliptic SDEs and therefore produce several results on this latter class of processes as well. v) Because processes that satisfy the (uniform) parabolic H\"ormander condition are UFG processes, our paper contains a wealth of results about the long time behaviour of (uniformly) hypoelliptic processes which are non-ergodic, in the sense that they exhibit multiple invariant measures.Comment: 66 page