Ergodicity for a weakly damped stochastic non-linear Schrödinger equation

We study a damped stochastic non-linear Schr?dinger (NLS) equation driven by an additive noise. It is white in time and smooth in space. Using a coupling method, we establish convergence of the Markov transition semi-group toward a unique invariant probability measure. This kind of method was originally developed to prove exponential mixing for strongly dissipative equations such as the Navier-Stokes equations. We consider here a weakly dissipative equation, the damped nonlinear Schr?dinger equation in the one-dimensional cubic case. We prove that the mixing property holds and that the rate of convergence to equilibrium is at least polynomial of any power.     

耗散的量子Zakharov方程解的渐进性行为

主要研究量子Zakharov方程.在先验估计的基础上通过标准的Galerkin逼近方法得到了量子Zakharov方程解的存在唯一性.同时,也讨论了相应的解的渐进性行为,并且构造出在不同的能量空间上弱拓扑意义下的全局吸引子.     

Drift conditions and invariant measures for Markov chains

We consider the classical Foster–Lyapunov condition for the existence of an invariant measure for a Markov chain when there are no continuity or irreducibility assumptions. Provided a weak uniform countable additivity condition is satisfied, we show that there are a finite number of orthogonal invariant measures under the usual drift criterion, and give conditions under which the invariant measure is unique. The structure of these invariant measures is also identified. These conditions are of particular value for a large class of non-linear time series models.     

Large Deviations from a Stationary Measure for a Class of Dissipative PDEs with Random Kicks

We study a class of dissipative PDEs perturbed by a bounded random kick force. It is assumed that the random force is nondegenerate, so that the Markov process obtained by the restriction of solutions to integer times has a unique stationary measure. The main result of the paper is a large deviations principle for occupation measures of the Markov process in question. The proof is based on Kifer's large‐deviation criterion, a coupling argument for Markov processes, and an abstract result on large‐time asymptotic for generalized Markov semigroups.© 2015 Wiley Periodicals, Inc.     

Continuous-time limit of repeated interactions for a system in a confining potential

We study the continuous-time limit of a class of Markov chains coming from the evolution of classical open systems undergoing repeated interactions. This repeated interaction model has been initially developed for dissipative quantum systems in Attal and Pautrat (2006) and was recently set up for the first time in Deschamps (2012) for classical dynamics. It was particularly shown in the latter that this scheme furnishes a new kind of Markovian evolutions based on Hamilton’s equations of motion. The system is also proved to evolve in the continuous-time limit with a stochastic differential equation. We here extend the convergence of the evolution of the system to more general dynamics, that is, to more general Hamiltonians and probability measures in the definition of the model. We also present a natural way to directly renormalize the initial Hamiltonian in order to obtain the relevant process in a study of the continuous-time limit. Then, even if Hamilton’s equations have no explicit solution in general, we obtain some bounds on the dynamics allowing us to prove the convergence in law of the Markov chain on the system to the solution of a stochastic differential equation, via the infinitesimal generators.     

On stochastic processes in a multilevel control bulk queueing system

This article analyzes some stochastic processes that arise in a bulk single server queue with continuously operating server, state dependent compound Poisson input flow and general state dependent service process. The authors treat the queueing process as a semi–regenerative process and obtain the invariant probability measure and the transient distribution for the embedded Markov chain. The stationary probability measure for the queueing process with continuous time parameter is found by using semi-regenerative techniques. The authors also study the input and output processes and establish ergodic theorems for some functionals of these processes. The results are obtained in terms of the invariant probability measure for the embedded process and the stationary measure for the queueing process with continuous time parameter     

Characteristic Functions for Ergodic Tuples

Motivated by a result on weak Markov dilations, we define a notion of characteristic function for ergodic and coisometric row contractions with a one-dimensional invariant subspace for the adjoints. This extends a definition given by G. Popescu. We prove that our characteristic function is a complete unitary invariant for such tuples and show how it can be computed.     

Rotationally invariant hyperbolic waves

We use weakly nonlinear asymptotics to derive a canonical asymptotic equation for rotationally invariant hyperbolic waves. The equation can include weak dissipative, dispersive, or diffractive effects. We give applications to equations from magnetohydrodynamics, elasticity, and viscoelasticity.     

Uniqueness of quantum Markov chains associated with an XY-model on a cayley tree of order 2

We propose the construction of a quantum Markov chain that corresponds to a “forward” quantum Markov chain. In the given construction, the quantum Markov chain is defined as the limit of finite-dimensional states depending on the boundary conditions. A similar construction is widely used in the definition of Gibbs states in classical statistical mechanics. Using this construction, we study the quantum Markov chain associated with an XY-model on a Cayley tree. For this model, within the framework of the given construction, we prove the uniqueness of the quantum Markov chain, i.e., we show that the state is independent of the boundary conditions.     

Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling

We investigate a piecewise-deterministic Markov process with a Polish state space, whose deterministic behaviour between random jumps is governed by a finite number of semiflows. We provide tractable conditions ensuring a form of exponential ergodicity and the strong law of large numbers for the chain given by the post-jump locations. Further, we establish a one-to-one correspondence between invariant measures of the chain and those of the continuous-time process. These results enable us to derive the strong law of large numbers for the latter. The studied dynamical system is inspired by certain models of gene expression, which are also discussed here.     

Entangled Markov chains

Motivated by the problem of finding a satisfactory quantum generalization of the classical random walks, we construct a new class of quantum Markov chains which are at the same time purely generated and uniquely determined by a corresponding classical Markov chain. We argue that this construction yields as a corollary, a solution to the problem of constructing quantum analogues of classical random walks which are “entangled” in a sense specified in the paper.The formula giving the joint correlations of these quantum chains is obtained from the corresponding classical formula by replacing the usual matrix multiplication by Schur multiplication.The connection between Schur multiplication and entanglement is clarified by showing that these quantum chains are the limits of vector states whose amplitudes, in a given basis (e.g. the computational basis of quantum information), are complex square roots of the joint probabilities of the corresponding classical chains. In particular, when restricted to the projectors on this basis, the quantum chain reduces to the classical one. In this sense we speak of entangled lifting, to the quantum case, of a classical Markov chain. Since random walks are particular Markov chains, our general construction also gives a solution to the problem that motivated our study.In view of possible applications to quantum statistical mechanics too, we prove that the ergodic type of an entangled Markov chain with finite state space (thus excluding random walks) is completely determined by the corresponding ergodic type of the underlying classical chain. Mathematics Subject Classification (2000) Primary 46L53, 60J99; Secondary 46L60, 60G50, 62B10     

Well‐posedness,smooth dependence and centre manifold reduction for a semilinear hyperbolic system from laser dynamics

We prove existence, uniqueness, regularity and smooth dependence of the weak solution on the initial data for a semilinear, first order, dissipative hyperbolic system with discontinuous coefficients. Such hyperbolic systems have successfully been used to model the dynamics of distributed feedback multisection semiconductor lasers. We show that in a function space of continuous functions the weak solutions generate a smooth skew product semiflow. Using slow fast structure and dissipativity we prove the existence of smooth exponentially attracting invariant centre manifolds for the non‐autonomous model. Copyright © 2006 John Wiley & Sons, Ltd.     

Wave equation with porous nonlinear acoustic boundary conditions generates a well-posed dynamical system

We consider a structural acoustic wave equation with nonlinear acoustic boundary conditions. This is a coupled system of second and first order in time partial differential equations, with boundary conditions on the interface. We prove wellposedness in the Hadamard sense for strong and weak solutions. The main tool used in the proof is the theory of nonlinear semigroups. We present the system of partial differential equations as a suitable Cauchy problem . Though the operator A is not maximally dissipative we are able to show that it is a translate of a maximally dissipative operator. The obtained semigroup solution is shown to satisfy a suitable variational equality, thus giving weak solutions to the system of PDEs. The results obtained (i) dispel the notion that the model does not generate semigroup solutions, (ii) provide treatment of nonlinear models, and (iii) provide existence of a correct state space which is invariant under the flow-thus showing that physical model under consideration is a dynamical system. The latter is obtained by eliminating compatibility conditions which have been assumed in previous work (on the linear case).     

Coupling, convergence rates of Markov processes and weak Poincaré inequalities

Some analytic and probabilistic properties of the weak Poincaré inequality are obtained. In particular, for strong Feller Markov processes the existence of this inequality is equivalent to each of the following: (i)the Liouville property (or the irreducibility); (ii) the existence of successful couplings (or shift-couplings); (iii)the convergence of the Markov process in total variation norm; (iv) the triviality of the tail (or the invariant)σ-field; (v) the convergence of the density. Estimates of the convergence rate in total variation norm of Markov processes are obtained using the weak Poincaré inequality.     

Multiscale diffusion approximations for stochastic networks in heavy traffic

Stochastic networks with time varying arrival and service rates and routing structure are studied. Time variations are governed by, in addition to the state of the system, two independent finite state Markov processes X and Y. The transition times of X are significantly smaller than typical inter-arrival and processing times whereas the reverse is true for the Markov process Y. By introducing a suitable scaling parameter one can model such a system using a hierarchy of time scales. Diffusion approximations for such multiscale systems are established under a suitable heavy traffic condition. In particular, it is shown that, under certain conditions, properly normalized buffer content processes converge weakly to a reflected diffusion. The drift and diffusion coefficients of this limit model are functions of the state process, the invariant distribution of X, and a finite state Markov process which is independent of the driving Brownian motion.     

Coupling, convergence rates of Markov processes and weak Poincaré inequalities

Some analytic and probabilistic properties of the weak Poincaré inequality are obtained. In particular, for strong Feller Markov processes the existence of this inequality is equivalent to each of the following: (i) the Liouville property (or the irreducibility); (ii) the existence of successful couplings (or shift-couplings); (iii) the convergence of the Markov process in total variation norm; (iv) the triviality of the tail (or the invariant) σ-field; (v) the convergence of the density. Estimates of the convergence rate in total variation norm of Markov processes are obtained using the weak Poincaré inequality     

CONSTRUCTIONS OF THE INVARIANT SETS AND INVARIANT MEASURES

In this paper, we will discuss the constructiOn problems about the invariant sets and invariant measures of continues maps~ which map complexes into themselves, using simplical approximation and Markov cbeirs. In [7], the author defined a matrix by using r-normal subdivi of the w,dimensional unit cube, considered it a Markov matrix, and constructed the invariantset and invafiant measure, In fact, the matrix he defined is not Markov matrix generally. So wewill give [7] and amendment in the last pert of this paper. We also construct an invariant set thatis the chain-recurrent set of the map by means of a non-negative matrix which only depends on themap. At hst, we will prove the higher dimension?Banach variation formuls that can simplify thetransition matrix.     

Markov dilations on W1-algebras

In this paper a systematic study of Markov dilations is begun for completely positive operators on W¹-algebras which leave a faithful normal state invariant. It is shown that a minimal Markov dilation preserves important properties of the underlying completely positive operator. Afterwards some results are proved concerning the construction of dilations which lead to Markov dilations for large classes of operators. Finally some of the ideas developed here are applied to the study of a simple example over the 2 × 2 matrices.     

Approximation of Invariant Measures for Regime-switching Diffusions

In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with regime-switching diffusion processes. The key contributions of this paper lie in that existence and uniqueness of numerical invariant measures are addressed (i) for regime-switching diffusion processes with finite state spaces by the Perron-Frobenius theorem if the “averaging condition” holds, and, for the case of reversible Markov chain, via the principal eigenvalue approach provided that the principal eigenvalue is positive; (ii) for regime-switching diffusion processes with countable state spaces by means of a finite partition method and an M-Matrix theory. We also reveal that numerical invariant measures converge in the Wasserstein metric to the underlying ones. Several examples are constructed to demonstrate our theory.     

The Andronov-Hopf Bifurcation with 2:1 Resonance

We consider dissipative dynamical systems in a neighborhood of quasi-periodic n-dimensional invariant tori that are not normally hyperbolic. We assume that the normal spectrum contains precisely two pairs of simple pure imaginary eigenvalues. We investigate the case where the frequencies are in the ratio 2:1. We establish sufficient conditions for the existence of invariant tori of dimension n + p in a certain region of the parameter space. Bibliography: 13 titles.__________Published in Zapiski Nauchnykh Seminarov POMI, Vol. 300, 2003, pp. 259–265.