Kinetic theory and thermalization of weakly interacting fermions

Weakly interacting quantum fluids allow for a natural kinetic theory description which takes into account the fermionic or bosonic nature of the interacting particles. In the simplest cases, one arrives at the Boltzmann-Nordheim equations for the reduced density matrix of the fluid. We discuss here two related topics: the kinetic theory of the fermionic Hubbard model, in which conservation of total spin results in an additional Vlasov type term in the Boltzmann equation, and the relation between kinetic theory and thermalization.Comment: 19 pages, submitted to proceedings of the conference "Macroscopic Limits of Quantum Systems", Munich, Germany, March 20-April 1, 2017 (eds. D. Cadamuro, M. Duell, W. Dybalski, S. Simonella

Arbitrage without borrowing or short selling?

We show that a trader, who starts with no initial wealth and is not allowed to borrow money or short sell assets, is theoretically able to attain positive wealth by continuous trading, provided that she has perfect foresight of future asset prices, given by a continuous semimartingale. Such an arbitrage strategy can be constructed as a process of finite variation that satisfies a seemingly innocuous self-financing condition, formulated using a pathwise Riemann-Stieltjes integral. Our result exemplifies the potential intricacies of formulating economically meaningful self-financing conditions in continuous time, when one leaves the conventional arbitrage-free framework.Comment: 14 pages, 1 figure, v2: minor revision, to appear in Mathematics and Financial Economic

Energy fluctuations, hydrodynamics and local correlations in harmonic systems with bulk noises

Extended from a talk given at a workshop in the Nordita program "Foundations and Applications of Non-equilibrium Statistical Mechanics" in 2011In this note, I summarise and comment on joint work with C. Bernardin, V. Kannan and J. L. Lebowitz concerning two harmonic systems with bulk noises whose nonequilibrium steady states (NESS) are nearly identical (they share the same thermal conductivity and two-point function), but whose hydrodynamic properties (convergence towards the NESS) are very different. The goal is to discuss the results in the general context of nonequilibrium properties of dynamical systems, in particular, what they tell us about possible effective models, or predictive approximations, for such systems.Peer reviewe

Multi-state Condensation in Berlin-Kac Spherical Models

We consider the Berlin-Kac spherical model for supercritical densities under a periodic lattice energy function which has finitely many non-degenerate global minima. Energy functions arising from nearest neighbour interactions on a rectangular lattice have a unique minimum, and in that case the supercritical fraction of the total mass condenses to the ground state of the energy function. We prove that for any sufficiently large lattice size this also happens in the case of multiple global minima, although the precise distribution of the supercritical mass and the structure of the condensate mass fluctuations may depend on the lattice size. However, in all of these cases, one can identify a bounded number of degrees of freedom forming the condensate in such a way that their fluctuations are independent from the rest of the fluid. More precisely, the original Berlin-Kac measure may be replaced by a factorized supercritical measure where the condensate and normal fluid degrees of freedom become independent random variables, and the normal fluid part converges to the critical Gaussian free field. The proof is based on a construction of a suitable coupling between the two measures, proving that their Wasserstein distance is small enough for the error in any finite moment of the field to vanish as the lattice size is increased to infinity.Peer reviewe