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It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes
the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a heat bath of
fixed temperature. Apparently, it is not so well known that the same partial differential equation, but now with constant
coefficients which are functionals of the solution itself rather than being prescribed, describes the kinetic evolution (in
the N→∞ limit) of an
isolated
N-particle system with certain stochastic interactions. Here we discuss in detail this recently discovered interpretation.
An erratum to this article can be found at 相似文献
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We study the hydrodynamic density fluctuations of an infinite system of interacting particles on ℝ
d
. The particles interact between them through a two body superstable potential, and with a surrounding fluid in equilibrium
through a random viscous force of Ornstein-Uhlenbeck type. The stationary initial distribution is the Gibbs measure associated
with the potential and with a given temperature and fugacity. We prove that the time-dependent density fluctuation field converges
in law, under diffusive scaling of space and time, to the solution of a linear stochastic partial differential equation driven
by white noise.
Received: 10 July 2001 / Accepted: 9 September 2002 Published online: 8 January 2003
RID="*"
ID="*" We thank J. Fritz for fruitful discussions, in particular about the existence of the infinite dynamics. A special thanks
to L. Bertini for help in the proof of the spectral gap estimate (cf. Appendix B).
Communicated by H. Spohn 相似文献
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Kôhei Uchiyama 《Communications in Mathematical Physics》1998,196(3):681-701
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We study the asymptotic behavior of an inertial tracer particle in a random force field. We show that there exists a probability
measure, under which the process describing the velocity and environment seen from the vantage point of the moving particle
is stationary and ergodic. This measure is equivalent to the underlying probability for the Eulerian flow. As a consequence
of the above we obtain the law of large numbers for the trajectory of the tracer. Moreover, we prove also some decorrelation
properties of the velocity of the particle, which lead to the existence of a non-degenerate asymptotic covariance tensor.
The research of both authors was supported by the Polish Committee for Scientific Research (KBN) grant No. 2PO3A03123. 相似文献
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We consider a locally interacting Fermi gas in its natural non-equilibrium steady state and prove the Quantum Central Limit
Theorem (QCLT) for a large class of observables. A special case of our results concerns finitely many free Fermi gas reservoirs
coupled by local interactions. The QCLT for flux observables, together with the Green-Kubo formulas and the Onsager reciprocity
relations previously established [JOP4], complete the proof of the Fluctuation-Dissipation Theorem and the development of
linear response theory for this class of models.
UMR 6207, CNRS, Université de la Méditerranée, Université de Toulon et Université de Provence. 相似文献
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We study the dynamics of the multipartite systems nonresonantly interacting with electromagnetic fields, focusing on the large detuning limit for the effective Hamiltonian. Due to the many-particle interference effects, the more rigorous large detuning condition for neglecting the rapidly oscillating terms for the effective Hamiltonian should be N 1/2 g, instead of g usually used in the literature even in the case of multipartite systems, with N the number of microparticles involved, g the coupling strength, the detuning. This result is significant since merely the satisfaction of the original condition will result in the invalidity of the effective Hamiltonian and the errors of the parameters associated with the detuning in the multipartite case. 相似文献
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An integrable deformation of one-dimensional Gaussian distribution in terms of a continuous Moser hierarchy is described explicitly. Here the hierarchy governs the level dynamics of the semi-infinite Toda molecule. The action of the second-order flow is shown to be equivalent to that of the Ornstein–Uhlenbeck diffusion process. 相似文献
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Gaël Benabou 《Communications in Mathematical Physics》2006,266(3):699-714
We consider a tracer particle moving in a random environment. The velocity of the tracer is modelled by an Ornstein-Uhlenbeck process which takes into account inertia and friction. The medium results in a possibly unbounded random potential. We prove an invariance principle for this kind of motion. The method used is generalized in order to obtain a central limit theorem for a large class of process, the most interesting application being a tagged particle in a medium of infinitely many Ornstein-Uhlenbeck particles. 相似文献
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The SU(3) limit of the isospin invariant IBM-IBM3 is studied. The decomposition rules are given for N≤9. An analytical formula for the decomposition of the U(6) [N, 1] is given. Typical spectrum is discussed. Different forms of the interaction and their relation are obtained. Transition operators are also discussed. 相似文献
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Vieri Mastropietro 《Journal of statistical physics》2014,157(4-5):830-854
By using Wilsonian renormalization group methods we rigorously establish the existence of a Weyl semimetallic phase in an interacting three dimensional fermionic lattice system, by showing that the zero temperature Schwinger functions are asymptotically close to the ones of massless Dirac fermions. This is done via an expansion which is convergent in a region of parameters, which includes the quantum critical point discriminating between the semimetallic and the insulating phase. 相似文献
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Vassili N. Kolokoltsov 《Journal of statistical physics》2004,115(5-6):1621-1653
Hydrodynamic limit of general k-nary mass exchange processes with discrete mass distribution is described by a system of kinetic equations that generalize classical Smoluchovski's coagulation equations and many other models that are intensively studied in the current mathematical and physical literature. Existence and uniqueness theorems for these equations are proved. At last, for k-nary mass exchange processes with k>2 an alternative nondeterministic measure-valued limit (diffusion approximation) is discussed. 相似文献
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Michael O'Carroll 《Journal of statistical physics》2001,105(3-4):711-717
We consider the spectrum of the quantum Hamiltonian H for a system of N one-dimensional particles. H is given by $H = \sum\nolimits_{i = 1}^n { - \frac{1}{{2m_i }}\frac{{\partial ^2 }}{{\partial x_i^2 }}} + \sum {_{1 \leqslant i < j \leqslant N} } V_{ij} \left( {x_i - x_j } \right)$ acting in L 2(R N ). We assume that each pair potential is a sum of a hard core for |x|≤a, a>0, and a function V ij (x), |x|>a, with $\smallint _a^\infty \left| {x - a} \right|\left| {V_{ij} \left( x \right)} \right|dx < \infty $ . We give conditions on V ? ij (x), the negative part of V ij (x), which imply that H has no negative energy spectrum for all N. For example, this is the case if V ? ij (x) has finite range 2a and $$2m_i \smallint _a^{2a} \left| {x - a} \right|\left| {V_{ij}^ - \left( x \right)} \right|dx < 1.$$ If V ? ij is not necessarily small we also obtain a thermodynamic stability bound inf?σ(H)≥?cN, where 0<c<∞, is an N-independent constant. 相似文献
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We study the spectrum of the operator
generating an infinite-dimensional diffusion process Ξ (t), in space . Here ν is a “natural”Ξ (t)-invariant measure on which is a Gibbs distribution corresponding to a (formal) Hamiltonian H of an anharmonic crystal, with a value of the inverse temperature β > 0. For β small enough, we establish the existence of
an L-invariant subspace such that has a distinctive character related to a “quasi-particle” picture. In particular, has a Lebesgue spectrum separated from the rest of the spectrum of L and concentrated near a point κ1>0 giving the smallest non-zero eigenvalue of a limiting problem associated with β= 0.
An immediate corollary of our result is an exponentially fast L
2-convergence to equilibrium for the process Ξ(t) for small values of β.
Received: 6 October 1998 / Accepted: 9 April 1999 相似文献