A Quasi-Neutral Limit in a Hydrodynamic Model for Charged Fluids

 The combined quasineutral and relaxation time limit for a bipolar hydrodynamic model is considered. The resulting limit problem is a nonlinear diffusion equation describing a neutral fluid. We make use of various entropy functions and the related entropy productions in order to obtain strong enough uniform bounds. The necessary strong convergence of the densities is obtained by using a generalized version of the “div-curl” Lemma and monotonicity methods. Received September 27, 2001; in revised form February 25, 2002     

Generalized entropy of the Heisenberg spin chain

We consider the XY quantum spin chain in a transverse magnetic field. We consider the Rényi entropy of a block of neighboring spins at zero temperature on an infinite lattice. The Rényi entropy is essentially the trace of some power α of the density matrix of the block. We calculate the entropy of the large block in terms of Klein’s elliptic λ-function. We study the limit entropy as a function of its parameter α. We show that the Rényi entropy is essentially an automorphic function with respect to a certain subgroup of the modular group. Using this, we derive the transformation properties of the Rényi entropy under the map α → α ⁻¹ .     

Measures on the circle invariant under multiplication by a nonlacunary subsemigroup of the integers

LetS be a nonlacunary subsemigroup of the natural numbers and letμ be anS-invariant and ergodic measure. Using entropy arguments on a symbolic representation of the inverse limit of this action, we show that if any element inS has positive entropy with respect toμ, thenμ is Lebesgue.     

Quasineutral limit of a time-dependent drift-diffusion-Poisson model for p-n junction semiconductor devices

In this paper the vanishing Debye length limit of the bipolar time-dependent drift-diffusion-Poisson equations modelling insulated semiconductor devices with p-n junctions (i.e., with a fixed bipolar background charge) is studied. For sign-changing and smooth doping profile with ‘good’ boundary conditions the quasineutral limit (zero-Debye-length limit) is performed rigorously by using the multiple scaling asymptotic expansions of a singular perturbation analysis and the carefully performed classical energy methods. The key point in the proof is to introduce a ‘density’ transform and two λ-weighted Liapunov-type functionals first, and then to establish the entropy production integration inequality, which yields the uniform estimate with respect to the scaled Debye length. The basic point of the idea involved here is to control strong nonlinear oscillation by the interaction between the entropy and the entropy dissipation.     

Entropy generation and shock resolution in the particle model of compressible fluids

The examination of the particle model of compressible fluids that has been developed by the author [Numer. Math. (1997) 76: 111–142] and that has recently been extended to particles of variable size [Numer. Math. (1999) 82: 143–159], is continued. It is shown that, in the limit of particle sizes tending to zero, both the mass density and the mass flux density and the entropy density and the entropy flux density converge in the weak sense and satisfy the corresponding conservation laws. To incorporate entropy generation in shocks, a new kind of viscous force is introduced. Received November 22, 1996 / Revised version received March 30, 1998     

The combined relaxation and vanishing Debye length limit in the hydrodynamic model for semiconductors

The combined relaxation and vanishing Debye length limit for the hydrodynamic model for semiconductors is considered in both the unipolar and the bipolar case. The resulting limit problems are non‐linear drift driven hyperbolic equations. We make use of non‐standard entropy functions and the related entropy productions in order to obtain uniform estimates. In the bipolar case additional time‐dependent L^∞‐type estimates, available from the existence theory, are needed in order to control the entropy production terms. Finally, strong convergence of the electric field allows the limit towards the limiting problem. Copyright © 2001 John Wiley & Sons, Ltd.     

A Hamiltonian Regularization of the Burgers Equation

We consider a quasilinear equation that consists of the inviscid Burgers equation plus O(α²) nonlinear terms. As we show, these extra terms regularize the Burgers equation in the following sense: for smooth initial data, the α > 0 equation has classical solutions globally in time. Furthermore, in the zero-α limit, solutions of the regularized equation converge strongly to weak solutions of the Burgers equation. We present numerical evidence that the zero-α limit satisfies the Oleinik entropy inequality. For all α ≥ 0, the regularized equation possesses a nonlocal Poisson structure. We prove the Jacobi identity for this generalized Hamiltonian structure.     

Renyi entropy as a statistical entropy for complex systems

To describe a complex system, we propose using the Renyi entropy depending on the parameter q (0 < q ≤ 1) and passing into the Gibbs-Shannon entropy at q = 1. The maximum principle for the Renyi entropy yields a Renyi distribution that passes into the Gibbs canonical distribution at q = 1. The thermodynamic entropy of the complex system is defined as the Renyi entropy for the Renyi distribution. In contrast to the usual entropy based on the Gibbs-Shannon entropy, the Renyi entropy increases as the distribution deviates from the Gibbs distribution (the deviation is estimated by the parameter η = 1 − q) and reaches its maximum at the maximum possible value η_max. As this occurs, the Renyi distribution becomes a power-law distribution. The parameter η can be regarded as an order parameter. At η = 0, the derivative of the thermodynamic entropy with respect to η exhibits a jump, which indicates a kind of phase transition into a more ordered state. The evolution of the system toward further order in this phase state is accompanied by an entropy gain. This means that in accordance with the second law of thermodynamics, a natural evolution in the direction of self-organization is preferable. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 149, No. 2, pp. 299–317, November, 2006.     

Fine-grained and coarse-grained entropy in problems of statistical mechanics

We consider dynamical systems with a phase space Γ that preserve a measure μ. A partition of Γ into parts of finite μ-measure generates the coarse-grained entropy, a functional that is defined on the space of probability measures on Γ and generalizes the usual (ordinary or fine-grained) Gibbs entropy. We study the approximation properties of the coarse-grained entropy under refinement of the partition and also the properties of the coarse-grained entropy as a function of time. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 151, No. 1, pp. 120–137, April, 2007.     

On computing the entropy of braids

We consider the problem of computing the entropy of a braid. We recall its definition and for each braid construct a sequence of real numbers whose limit is the braid’s entropy. We state one conjecture on the convergence speed and two conjectures on braids that have high entropy but are written with few letters.      

Entropy production of stationary diffusions on non-compact Riemannian manifolds

The closed form of the entropy production of stationary diffusion processes with bounded Nelson’s current velocity is given. The limit of the entropy productions of a sequence of reflecting diffusions is also discussed. Project supported by Doctoral Programm Foundation of Institution of Higher Education, the National Natural Science Foundation of China and 863 Programm.     

On a class of systems of quasilinear conservation laws

We consider hyperbolic conservation laws on matrix algebras. We describe entropies of such systems and study properties of generalized entropy solutions and strong generalized entropy solutions to the Cauchy problem. Bibliography: 15 titles. Translated from Problemy Matematicheskogo Analiza, No. 38, December 2008, pp. 73–91.     

Entropy and the combinatorial dimension

We solve Talagrand’s entropy problem: the L ₂-covering numbers of every uniformly bounded class of functions are exponential in its shattering dimension. This extends Dudley’s theorem on classes of {0,1}-valued functions, for which the shattering dimension is the Vapnik-Chervonenkis dimension. In convex geometry, the solution means that the entropy of a convex body K is controlled by the maximal dimension of a cube of a fixed side contained in the coordinate projections of K. This has a number of consequences, including the optimal Elton’s Theorem and estimates on the uniform central limit theorem in the real valued case. Oblatum 10-XII-2001 & 4-IX-2002?Published online: 8 November 2002     

Entropy and reduced distance for Ricci expanders

Perelman has discovered two integral quantities, the shrinker entropy W and the (backward) reduced volume, that are monotone under the Ricci flow ∂_gij/∂t = − 2R_ij and constant on shrinking solitons. Tweaking some signs, we find similar formulae corresponding to the expanding case. The expanding entropy W₊ is monotone on any compact Ricci flow and constant precisely on expanders; as in Perelman, it follows from a differential inequality for a Harnack-like quantity for the conjugate heat equation, and leads to functionals μ₊ and v₊. The forward reduced volume θ₊ is monotone in general and constant exactly on expanders. A natural conjecture asserts that g(t)/t converges as t → ∞ to a negative Einstein manifold in some weak sense (in particular ignoring collapsing parts). If the limit is known a-priori to be smooth and compact, this statement follows easily from any monotone quantity that is constant on expanders; these include vol(g)/t^n/2 (Hamilton) and -λ (Perelman), as well as our new quantities. In general, we show that, if vol(g) grows like t^n/2(maximal volume growth) then W⁺, θ⁺ and -λ remain bounded (in their appropriate ways) for all time. We attempt a sharp formulation of the conjecture.     

The Adjoint Action of an Expansive Algebraic -Action

 Let , and let α be an expansive -action by continuous automorphisms of a compact abelian group X with completely positive entropy. Then the group of homoclinic points of α is countable and dense in X, and the restriction of α to the α-invariant subgroup is a -action by automorphisms of . By duality, there exists a -action by automorphisms of the compact abelian group : this action is called the adjoint action of α. We prove that is again expansive and has completely positive entropy, and that α and are weakly algebraically equivalent, i.e. algebraic factors of each other. A -action α by automorphisms of a compact abelian group X is reflexive if the -action on the compact abelian group adjoint to is algebraically conjugate to α. We give an example of a non-reflexive expansive -action α with completely positive entropy, but prove that the third adjoint is always algebraically conjugate to . Furthermore, every expansive and ergodic -action α is reflexive. The last section contains a brief discussion of adjoints of certain expansive algebraic -actions with zero entropy. Received 11 June 2001; in revised form 29 November 2001     

Hydrodynamic limit for ∇φ interface model on a wall

 We consider random evolution of an interface on a hard wall under periodic boundary conditions. The dynamics are governed by a system of stochastic differential equations of Skorohod type, which is Langevin equation associated with massless Hamiltonian added a strong repelling force for the interface to stay over the wall. We study its macroscopic behavior under a suitable large scale space-time limit and derive a nonlinear partial differential equation, which describes the mean curvature motion except for some anisotropy effects, with reflection at the wall. Such equation is characterized by an evolutionary variational inequality. Received: 10 January 2002 / Revised version: 18 August 2002 / Published online: 15 April 2003 Mathematics Subject Classification (2000): 60K35, 82C24, 35K55, 35K85 Key words or phrases: Hydrodynamic limit – Effective interfaces – Hard wall – Skorohod's stochastic differential equation – Evolutionary variational inequality     

Construction of Solutions and L^1-error Estimates of Viscous Methods for Scalar Conservation Laws with Boundary

This paper is concerned with an initial boundary value problem for strictly convex conservation laws whose weak entropy solution is in the piecewise smooth solution class consisting of finitely many discontinuities. By the structure of the weak entropy solution of the corresponding initial value problem and the boundary entropy condition developed by Bardos-Leroux Nedelec, we give a construction method to the weak entropy solution of the initial boundary value problem. Compared with the initial value problem, the weak entropy solution of the initial boundary value problem includes the following new interaction type： an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary. According to the structure and some global estimates of the weak entropy solution, we derive the global L^1-error estimate for viscous methods to this initial boundary value problem by using the matching travelling wave solutions method. If the inviscid solution includes the interaction that an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary, or the inviscid solution includes some shock wave which is tangent to the boundary, then the error of the viscosity solution to the inviscid solution is bounded by O（ε^1/2） in L^1-norm; otherwise, as in the initial value problem, the L^1-error bound is O（ε｜ In ε｜）.     

Universality of random matrices and local relaxation flow

Consider the Dyson Brownian motion with parameter β, where β=1,2,4 corresponds to the eigenvalue flows for the eigenvalues of symmetric, hermitian and quaternion self-dual ensembles. For any β≥1, we prove that the relaxation time to local equilibrium for the Dyson Brownian motion is bounded above by N ^−ζ for some ζ>0. The proof is based on an estimate of the entropy flow of the Dyson Brownian motion w.r.t. a “pseudo equilibrium measure”. As an application of this estimate, we prove that the eigenvalue spacing statistics in the bulk of the spectrum for N×N symmetric Wigner ensemble is the same as that of the Gaussian Orthogonal Ensemble (GOE) in the limit N→∞. The assumptions on the probability distribution of the matrix elements of the Wigner ensemble are a subexponential decay and some minor restriction on the support.     

Entropy structure

Investigating the emergence of entropy on different scales, we propose an “entropy structure” as a kind of master invariant for the entropy theory of topological dynamical systems. An entropy structure is a sequence of functionsh _k on the simplex of invariant measures which converges to the entropy functionh and which falls into a distinguished equivalence class defined by a natural equivalence relation capturing the “type of nonuniformity in convergence”. An entropy structure recovers several existing invariants, including the symbolic extension entropy h_sex and the Misiurewicz parameter h^*. Entropy theories of Misiurewicz, Katok, Brin—Katok, Newhouse, Romagnoli, Ornstein—Weiss and others all yield candidate sequences (h _k); we determine which of these exhibit the correct type of convergence and hence become entropy structures. One of the satisfactory sequences arises from a new treatment of entropy theory strictly in terms of continuous functions (in place of partitions or covers). The results allow the computation of symbolic extension entropy without reference to zero dimensional extensions. New light is shed on the property of asymptotich-expansiveness. Supported by the KBN grant 2 P03 A 04622.     

Structure of entropy solutions to the eikonal equation

In this paper, we establish rectifiability of the jump set of an S ¹–valued conservation law in two space–dimensions. This conservation law is a reformulation of the eikonal equation and is motivated by the singular limit of a class of variational problems. The only assumption on the weak solutions is that the entropy productions are (signed) Radon measures, an assumption which is justified by the variational origin. The methods are a combination of Geometric Measure Theory and elementary geometric arguments used to classify blow–ups.?The merit of our approach is that we obtain the structure as if the solutions were in BV, without using the BV–control, which is not available in these variationally motivated problems. Received June 24, 2002 / final version received November 12, 2002?Published online February 7, 2003