首页 | 本学科首页   官方微博 | 高级检索  
     


Brownian motion with restoring drift: The petit and micro-canonical ensembles
Authors:H. P. McKean  K. L. Vaninsky
Affiliation:1. CIMS, 251 Mercer St., 10012, New York, NY, USA
Abstract:
Letf(Q) be odd and positive near +∞. Then the non-linear wave equation ?2 Q/?t 2??2 Q/?x 2?f(Q)=0, considered on the circle 0≤x<L, can be written in Hamiltonian formQ =?H/?P, P =??H/?Q with $$P = Q^cdot and H = tfrac{1}{2}mathop smallint limits_0^L (Q')^2 + mathop smallint limits_0^L F(Q) + tfrac{1}{2}mathop smallint limits_0^L P^2 ;$$ the corresponding flow preserves the (suitably interpreted) “petit ensemble”e ?H d Qd P; and forL↓∞,Q settles down to the stationary diffusion with infinitesimal operator 1/2 ?2/?Q 2+m(Q)?/?Q,m being the logarithmic derivative of the ground state of ?d 2/dQ 2 ‖F(Q). This diffusion is the “Brownian motion with restoring drift”; see McKean-Vaninsky [1993(1)]. For reasons suggested by the paper of Lebowitz-Rose-Speer [1988] on NLS, it is interesting to study the “micro-canonical ensemble” obtained by restricting to the sphere $intlimits_0^L {Q^2 } = N$ and makingL↓∞ with fixedD=N/L. Now, forF(Q)/Q 2→∞, the same type of diffusion appears, but with drift arising from the modified potentialF(Q)+cQ 2,c being chosen so that the mean ofQ 2 is the assigned numberD. The proof employs Döblin's method of “loops” [1937] and steepest descent. The same is true forF(Q)=m 2 Q 2, only now the proof is elementary. The outcome is also the same ifF(Q)/Q 2→0, providedD is smaller than the petit canonical mean ofQ 2; forD larger than this mean, the matter is more subtle and the outcome is unknown.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号