Quantum Stochastic Convolution Cocycles II

Schürmann’s theory of quantum Lévy processes, and more generally the theory of quantum stochastic convolution cocycles, is extended to the topological context of compact quantum groups and operator space coalgebras. Quantum stochastic convolution cocycles on a C*-hyperbialgebra, which are Markov-regular, completely positive and contractive, are shown to satisfy coalgebraic quantum stochastic differential equations with completely bounded coefficients, and the structure of their stochastic generators is obtained. Automatic complete boundedness of a class of derivations is established, leading to a characterisation of the stochastic generators of *-homomorphic convolution cocycles on a C*-bialgebra. Two tentative definitions of quantum Lévy process on a compact quantum group are given and, with respect to both of these, it is shown that an equivalent process on Fock space may be reconstructed from the generator of the quantum Lévy process. In the examples presented, connection to the algebraic theory is emphasised by a focus on full compact quantum groups.     

A Stochastic Perturbation of Inviscid Flows

We prove existence and regularity of the stochastic flows used in the stochastic Lagrangian formulation of the incompressible Navier-Stokes equations (with periodic boundary conditions), and consequently obtain a C ^k,α local existence result for the Navier-Stokes equations. Our estimates are independent of viscosity, allowing us to consider the inviscid limit. We show that as ν → 0, solutions of the stochastic Lagrangian formulation (with periodic boundary conditions) converge to solutions of the Euler equations at the rate of .     

Two competing species in super-diffusive dynamical regimes

The dynamics of two competing species within the framework of the generalized Lotka-Volterra equations, in the presence of multiplicative α-stable Lévy noise sources and a random time dependent interaction parameter, is studied. The species dynamics is characterized by two different dynamical regimes, exclusion of one species and coexistence of both, depending on the values of the interaction parameter, which obeys a Langevin equation with a periodically fluctuating bistable potential and an additive α-stable Lévy noise. The stochastic resonance phenomenon is analyzed for noise sources asymmetrically distributed. Finally, the effects of statistical dependence between multiplicative noise and additive noise on the dynamics of the two species are studied.     

Dynamical Localization of Quantum Walks in Random Environments

We study shock statistics in the scalar conservation law ∂ _t u+∂ _x f(u)=0, x∈ℝ, t>0, with a convex flux f and spatially random initial data. We show that the Markov property (in x) is preserved for a large class of random initial data (Markov processes with downward jumps and derivatives of Lévy processes with downward jumps). The kinetics of shock clustering is then described completely by an evolution equation for the generator of the Markov process u(x,t), x∈ℝ. We present four distinct derivations for this evolution equation, and show that it takes the form of a Lax pair. The Lax equation admits a spectral parameter as in Manakov (Funct. Anal. Appl. 10:328–329, 1976), and has remarkable exact solutions for Burgers equation (f(u)=u ²/2). This suggests the kinetic equations of shock clustering are completely integrable.     

Random quantum magnets with broad disorder distribution

We study the critical behavior of Ising quantum magnets with broadly distributed random couplings (J), such that P(ln J) ∼ | ln J|^{-1 - α}, α > 1, for large | ln J| (Lévy flight statistics). For sufficiently broad distributions, α < , the critical behavior is controlled by a line of fixed points, where the critical exponents vary with the Lévy index, α. In one dimension, with = 2, we obtained several exact results through a mapping to surviving Riemann walks. In two dimensions the varying critical exponents have been calculated by a numerical implementation of the Ma-Dasgupta-Hu renormalization group method leading to ≈ 4.5. Thus in the region 2 < α < , where the central limit theorem holds for | ln J| the broadness of the distribution is relevant for the 2d quantum Ising model. Received 6 December 2000 and Received in final form 22 January 2001     

The Global Renormalization Group Trajectory in a Critical Supersymmetric Field Theory on the Lattice ℤ3

We consider an Euclidean supersymmetric field theory in ℤ³ given by a supersymmetric Φ⁴ perturbation of an underlying massless Gaussian measure on scalar bosonic and Grassmann fields with covariance the Green’s function of a (stable) Lévy random walk in ℤ³. The Green’s function depends on the Lévy-Khintchine parameter with 0<α<2. For the Φ⁴ interaction is marginal. We prove for sufficiently small and initial parameters held in an appropriate domain the existence of a global renormalization group trajectory uniformly bounded on all renormalization group scales and therefore on lattices which become arbitrarily fine. At the same time we establish the existence of the critical (stable) manifold. The interactions are uniformly bounded away from zero on all scales and therefore we are constructing a non-Gaussian supersymmetric field theory on all scales. The interest of this theory comes from the easily established fact that the Green’s function of a (weakly) self-avoiding Lévy walk in ℤ³ is a second moment (two point correlation function) of the supersymmetric measure governing this model. The rigorous control of the critical renormalization group trajectory is a preparation for the study of the critical exponents of the (weakly) self-avoiding Lévy walk in ℤ³.     

Energy Cascades and Flux Locality in Physical Scales of the 3D Navier-Stokes Equations

Rigorous estimates for the total – (kinetic) energy plus pressure – flux in \mathbbR³{\mathbb{R}^3} are obtained from the three dimensional Navier-Stokes equations. The bounds are used to establish a condition – involving Taylor length scale and the size of the domain – sufficient for existence of the inertial range and the energy cascade in decaying turbulence (zero driving force, non-increasing global energy). Several manifestations of the locality of the flux under this condition are obtained. All the scales involved are actual physical scales in \mathbbR³{\mathbb{R}^3} and no regularity or homogeneity/scaling assumptions are made.     

Quantum Random Walk Approximation on Locally Compact Quantum Groups

A natural scheme is established for the approximation of quantum Lévy processes on locally compact quantum groups by quantum random walks. We work in the somewhat broader context of discrete approximations of completely positive quantum stochastic convolution cocycles on C*-bialgebras.     

Kolmogorov’s Theory of Turbulence and Inviscid Limit of the Navier-Stokes Equations in $${\mathbb {R}^3}$$

We are concerned with the inviscid limit of the Navier-Stokes equations to the Euler equations in \mathbb R³{\mathbb {R}^3} . We first observe that a pathwise Kolmogorov hypothesis implies the uniform boundedness of the α ^th -order fractional derivatives of the velocity for some α > 0 in the space variables in L ², which is independent of the viscosity μ > 0. Then it is shown that this key observation yields the L ²-equicontinuity in the time variable and the uniform bound in L ^q , for some q > 2, of the velocity independent of μ > 0. These results lead to the strong convergence of solutions of the Navier-Stokes equations to a solution of the Euler equations in \mathbb R³{\mathbb {R}^3} . We also consider passive scalars coupled to the incompressible Navier-Stokes equations and, in this case, find the weak-star convergence for the passive scalars with a limit in the form of a Young measure (pdf depending on space and time). Not only do we offer a framework for mathematical existence theories, but also we offer a framework for the interpretation of numerical solutions through the identification of a function space in which convergence should take place, with the bounds that are independent of μ > 0, that is in the high Reynolds number limit.     

Analytical representations of non-Gaussian laws of random walks

An analytical representation of a random process with independent increments in some space (random walks introduced by Pearson) is considered. The law of random walk distribution in space is derived from the general representation of stochastic elementary hops (distribution law of hop probability) using Kadanoff’s concept of the unit increment as one hop. For limited hop laws and laws of hop distributions with all moments there naturally arises Chandrasekhar’s result that describes ordinary physical diffusion. For laws of hop distributions without the second and highest moments there also arise known Lévy walks (flights) sometimes treated as superdiffusion. For the intermediate case, where the distributions of hops have at least the second moment and not all finite moments (these hops are sometimes called truncated Lévy walks), the asymptotic form of the random walk distribution was obtained for the first time. The results obtained are compared with the experimental laws known in econophysics. Satisfactory agreement is observed between the developed theory and the empirical data for insufficiently studied truncated Lévy walks.     

Anomalous Pulsation

Subordinating regular diffusion – namely, Brownian motion – to random time flows generated by Lévy noises may result in anomalous diffusion. Motivated by this phenomena, and by the recent interest in the phenomena of blinking in various physical systems, we explore the subordination of regular stochastic pulsation – namely, Poisson process – to random time flows generated by Lévy noises. We show that such subordination may yield, analogous to the case of diffusion, anomalous pulsation. Anomalous pulsation displays the following anomalous behaviors, which are impossible in the case of regular pulsation: (i) simultaneous emission of multiple pulses; (ii) non-linear local pulsation rates; (iii) clustering of pulsation epochs.     

Discrete random walk models for symmetric Lévy–Feller diffusion processes

We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index α (0<α⩽2), in the symmetric case. We show that by properly scaled transition to vanishing space and time steps our random walk models converge to the corresponding continuous Markovian stochastic processes which we refer to as Lévy–Feller diffusion processes.     

Langevin Picture of Lévy Walks and Their Extensions

In this paper we derive Langevin picture of Lévy walks. Applying recent advances in the theory of coupled continuous time random walks we find a limiting process of the properly scaled Lévy walk. Next, we introduce extensions of Levy walks, in which jump sizes are some functions of waiting times. We prove that under proper scaling conditions, such generalized Lévy walks converge in distribution to the appropriate limiting processes. We also derive the corresponding fractional diffusion equations and investigate behavior of the mean square displacements of the limiting processes, showing that different coupling functions lead to various types of anomalous diffusion.     

On finite truncation of infinite shot noise series representation of tempered stable laws

Tempered stable processes are widely used in various fields of application as alternatives with finite second moment and long-range Gaussian behaviors to stable processes. Infinite shot noise series representation is the only exact simulation method for the tempered stable process and has recently attracted attention for simulation use with ever improved computational speed. In this paper, we derive series representations for the tempered stable laws of increasing practical interest through the thinning, rejection, and inverse Lévy measure methods. We make a rigorous comparison among those representations, including the existing one due to Imai and Kawai [29] and Rosiński (2007) [3], in terms of the tail mass of Lévy measures which can be simulated under a common finite truncation scheme. The tail mass are derived in closed form for some representations thanks to various structural properties of the tempered stable laws. We prove that the representation via the inverse Lévy measure method achieves a much faster convergence in truncation to the infinite sum than all the other representations. Numerical results are presented to support our theoretical analysis.     

Stationary states in bistable system driven by Lévy noise

We study the properties of the probability density function (PDF) of a bistable system driven by heavy tailed white symmetric Lévy noise. The shape of the stationary PDF is found analytically for the particular case of the Lévy index α = 1 (Cauchy noise). For an arbitrary Lévy index we employ numerical methods based on the solution of the stochastic Langevin equation and space fractional kinetic equation. In contrast to the bistable system driven by Gaussian noise, in the Lévy case, the positions of maxima of the stationary PDF do not coincide with the positions of minima of the bistable potential. We provide a detailed study of the distance between the maxima and the minima as a function of the depth of the potential and the Lévy noise parameters.     

Dynamical continuous time random Lévy flights

The Lévy flights’ diffusive behavior is studied within the framework of the dynamicalcontinuous time random walk (DCTRW) method, while the nonlinear friction is introduced ineach step. Through the DCTRW method, Lévy random walker in each step flies by obeying theNewton’s Second Law while the nonlinear friction f(v) = ?γ₀v ?γ₂v³ beingconsidered instead of Stokes friction. It is shown that after introducing the nonlinearfriction, the superdiffusive Lévy flights converges, behaves localization phenomenon withlong time limit, but for the Lévy index μ = 2 case, it is still Brownian motion.     

Lévy flights and Lévy-Schrödinger semigroups

We analyze two different confining mechanisms for Lévy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Lévy-Schrödinger semigroups which induce so-called topological Lévy processes (Lévy flights with locally modified jump rates in the master equation). Given a stationary probability function (pdf) associated with the Langevin-based fractional Fokker-Planck equation, we demonstrate that generically there exists a topological Lévy process with the same invariant pdf and in reverse.     

Lévy flights and superdiffusion in the context of biological encounters and random searches

We review the general problem of random searches in the context of biological encounters. We analyze deterministic and stochastic aspects of searching in general and address the destructive and nondestructive cases specifically. We discuss the concepts of Lévy walks as adaptive strategies and explore possible examples. We also review Lévy searches in other media and spaces, including lattices and networks as opposed to continuous environments. We analyze empirical evidence supporting the Lévy flight foraging hypothesis, as well as the more general idea of superdiffusive foraging. We compare these hypothesis with alternative theories of random searches. Finally, we comment on several issues relevant to the practical application of models of Lévy and superdiffusive strategies to the general question of biological foraging.     

On Fractional Lévy Processes: Tempering,Sample Path Properties and Stochastic Integration

Journal of Statistical Physics - We define two new classes of stochastic processes, called tempered fractional Lévy process of the first and second kinds (TFLP and TFLP II, respectively). TFLP...     

Lévy Flights in a Steep Potential Well

Lévy flights in steeper than harmonic potentials have been shown to exhibit finite variance and a critical time at which a bifurcation from an initial monomodal to a terminal bimodal distribution occurs (Chechkin et al., Phys. Rev. E 67:010102(R) (2003)). In this paper, we present a detailed study of Lévy flights in potentials of the type U(x)∝|x| ^c with c>2. Apart from the bifurcation into bimodality, we find the interesting result that for c>4 a trimodal transient exists due to the temporal overlap between the decay of the central peak around the initial δ-condition and the building up of the two emerging side-peaks, which are characteristic for the stationary state. Thus, for certain system parameters there exists a transient trimodal distribution of the Lévy flight. These properties of Lévy flights in external potentials of the power-law type can be represented by certain phase diagrams. We also present details about the proof of multimodality and the numerical procedures to establish the probability distribution of the process.