Ergodicity for SDEs and approximations: Locally Lipschitz vector fields and degenerate noise

The ergodic properties of SDEs, and various time discretizations for SDEs, are studied. The ergodicity of SDEs is established by using techniques from the theory of Markov chains on general state spaces, such as that expounded by Meyn-Tweedie. Application of these Markov chain results leads to straightforward proofs of geometric ergodicity for a variety of SDEs, including problems with degenerate noise and for problems with locally Lipschitz vector fields. Applications where this theory can be usefully applied include damped-driven Hamiltonian problems (the Langevin equation), the Lorenz equation with degenerate noise and gradient systems. The same Markov chain theory is then used to study time-discrete approximations of these SDEs. The two primary ingredients for ergodicity are a minorization condition and a Lyapunov condition. It is shown that the minorization condition is robust under approximation. For globally Lipschitz vector fields this is also true of the Lyapunov condition. However in the locally Lipschitz case the Lyapunov condition fails for explicit methods such as Euler-Maruyama; for pathwise approximations it is, in general, only inherited by specially constructed implicit discretizations. Examples of such discretization based on backward Euler methods are given, and approximation of the Langevin equation studied in some detail

Adiabatic limit and the slow motion of vortices in a Chern-Simons-Schr\"odinger system

We study a nonlinear system of partial differential equations in which a complex field (the Higgs field) evolves according to a nonlinear Schroedinger equation, coupled to an electromagnetic field whose time evolution is determined by a Chern-Simons term in the action. In two space dimensions, the Chern-Simons dynamics is a Galileo invariant evolution for A, which is an interesting alternative to the Lorentz invariant Maxwell evolution, and is finding increasing numbers of applications in two dimensional condensed matter field theory. The system we study, introduced by Manton, is a special case (for constant external magnetic field, and a point interaction) of the effective field theory of Zhang, Hansson and Kivelson arising in studies of the fractional quantum Hall effect. From the mathematical perspective the system is a natural gauge invariant generalization of the nonlinear Schroedinger equation, which is also Galileo invariant and admits a self-dual structure with a resulting large space of topological solitons (the moduli space of self-dual Ginzburg-Landau vortices). We prove a theorem describing the adiabatic approximation of this system by a Hamiltonian system on the moduli space. The approximation holds for values of the Higgs self-coupling constant close to the self-dual (Bogomolny) value of 1. The viability of the approximation scheme depends upon the fact that self-dual vortices form a symplectic submanifold of the phase space (modulo gauge invariance). The theorem provides a rigorous description of slow vortex dynamics in the near self-dual limit.Comment: Minor typos corrected, one reference added and DOI give

Periodic Homogenization for Inertial Particles

We study the problem of homogenization for inertial particles moving in a periodic velocity field, and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large scale, long time behavior of the inertial particles is governed by an effective diffusion equation for the position variable alone. To achieve this we use a formal multiple scale expansion in the scale parameter. This expansion relies on the hypo-ellipticity of the underlying diffusion. An expression for the diffusivity tensor is found and various of its properties studied. In particular, an expansion in terms of the non-dimensional particle relaxation time $\tau$ (the Stokes number) is shown to co-incide with the known result for passive (non-inertial) tracers in the singular limit $\tau \to 0$. This requires the solution of a singular perturbation problem, achieved by means of a formal multiple scales expansion in $\tau.$ Incompressible and potential fields are studied, as well as fields which are neither, and theoretical findings are supported by numerical simulations.Comment: 31 pages, 7 figures, accepted for publication in Physica D. Typos corrected. One reference adde

Extracting Br(omega->pi^+ pi^-) from the Time-like Pion Form-factor

We extract the G-parity-violating branching ratio Br(omega->pi^+ pi^-) from the effective rho-omega mixing matrix element Pi_{rho omega}(s), determined from e^+e^- -> pi^+ pi^- data. The omega->pi^+ pi^- partial width can be determined either from the time-like pion form factor or through the constraint that the mixed physical propagator D_{rho omega}^{mu nu}(s) possesses no poles. The two procedures are inequivalent in practice, and we show why the first is preferred, to find finally Br(omega->pi^+ pi^-) = 1.9 +/- 0.3%.Comment: 12 pages (published version

Posterior Consistency via Precision Operators for Bayesian Nonparametric Drift Estimation in SDEs

We study a Bayesian approach to nonparametric estimation of the periodic drift function of a one-dimensional diffusion from continuous-time data. Rewriting the likelihood in terms of local time of the process, and specifying a Gaussian prior with precision operator of differential form, we show that the posterior is also Gaussian with precision operator also of differential form. The resulting expressions are explicit and lead to algorithms which are readily implementable. Using new functional limit theorems for the local time of diffusions on the circle, we bound the rate at which the posterior contracts around the true drift function

Synthesizing attractors of Hindmarsh-Rose neuronal systems

In this paper a periodic parameter switching scheme is applied to the Hindmarsh-Rose neuronal system to synthesize certain attractors. Results show numerically, via computer graphic simulations, that the obtained synthesized attractor belongs to the class of all admissible attractors for the Hindmarsh-Rose neuronal system and matches the averaged attractor obtained with the control parameter replaced with the averaged switched parameter values. This feature allows us to imagine that living beings are able to maintain vital behavior while the control parameter switches so that their dynamical behavior is suitable for the given environment.Comment: published in Nonlinear Dynamic

Global patterns of nitrate storage in the vadose zone

Global-scale nitrogen budgets developed to quantify anthropogenic impacts on the nitrogen cycle do not explicitly consider nitrate stored in the vadose zone. Here we show that the vadose zone is an important store of nitrate that should be considered in future budgets for effective policymaking. Using estimates of groundwater depth and nitrate leaching for 1900–2000, we quantify the peak global storage of nitrate in the vadose zone as 605–1814 Teragrams (Tg). Estimates of nitrate storage are validated using basin-scale and national-scale estimates and observed groundwater nitrate data. Nitrate storage per unit area is greatest in North America, China and Europe where there are thick vadose zones and extensive historical agriculture. In these areas, long travel times in the vadose zone may delay the impact of changes in agricultural practices on groundwater quality. We argue that in these areas use of conventional nitrogen budget approaches is inappropriate

Solar Wakes of Dark Matter Flows

We analyze the effect of the Sun's gravitational field on a flow of cold dark matter (CDM) through the solar system in the limit where the velocity dispersion of the flow vanishes. The exact density and velocity distributions are derived in the case where the Sun is a point mass. The results are extended to the more realistic case where the Sun has a finite size spherically symmetric mass distribution. We find that regions of infinite density, called caustics, appear. One such region is a line caustic on the axis of symmetry, downstream from the Sun, where the flow trajectories cross. Another is a cone-shaped caustic surface near the trajectories of maximum scattering angle. The trajectories forming the conical caustic pass through the Sun's interior and probe the solar mass distribution, raising the possibility that the solar mass distribution may some day be measured by a dark matter detector on Earth. We generalize our results to the case of flows with continuous velocity distributions, such as that predicted by the isothermal model of the Milky Way halo.Comment: 30 pages, 8 figure

Improved numerical stability of stationary black hole evolution calculations

We experiment with modifications of the BSSN form of the Einstein field equations (a reformulation of the ADM equations) and demonstrate how these modifications affect the stability of numerical black hole evolution calculations. We use excision to evolve both non-rotating and rotating Kerr-Schild black holes in octant and equatorial symmetry, and without any symmetry assumptions, and obtain accurate and stable simulations for specific angular momenta J/M of up to about 0.9M.Comment: 13 pages, 11 figures, 1 typo in Eq. (20) correcte