Tails in harnesses

We consider space- and time-uniformd-dimensional random processes with linear local interaction, which we call harnesses and which may be used as discrete mathematical models of random interfaces. Their components are rea random variablesa _s ^t , wheres ∈ Z ^d andt=0, 1, 2.,... At every time step two events occur: first, every component turns into a linear combination of itsN neighbors, and second, a symmetric random i.i.d. “noise”v is added to every component. For any σ ∈Z _d ⁺ define Δ_σ a′ _s as follows. If σ=(0,...,0), σ=(0,...,0), Δ_σ a _s ^t =a _s ^t . Then by induction, wheree _i is thed-dimensional vector, whoseith component is one and other components are zeros. Denote |σ| the sum of components of σ. Call a real random variable ϕ symmetric if it is distributed as −ϕ. For any symmetric random variable ϕpower decay or P-decay is defined as the supremum of thoser for which therth absolute moment of ϕ is finite. Convergence a.s., in probability and in law whent→∞ is examined in terms of P-decay(v): Ifd=1, σ=0 ord=2, σ=(0,0), Δ_σ a _s ^t diverges. In all the other cases: If P-decay(v)<(d+2)/(d+|σ|), Δ_σ a _s ^t diverges; if P-decay(v)>(d+2)/(d+|σ|), Δ_σ a _s ^t , converges and P-decay(ν) For any symmetric random variable ϕexponential decay or E-decay is defined as the supremum of thoser for which the expectation of exp(|x|^r) is finite. Let E-decay(v)>0. Whenever Δ_σ a _s ^t converges (that is, ifd>2 or |σ|>0: Ifd>2, E-decay(lima _s ^t )=min(E-decay(v),d+2/2); if |σ|=1, E-decay (lim Δ_σ a _s ^t )=min(E-decay(ν),d+2); if |σ| ⩾, E-decay (lim Δ_σ a _s ^t )=E-decay(ν).     

On the Energy Growth of Some Periodically Driven Quantum Systems with Shrinking Gaps in the Spectrum

We consider quantum Hamiltonians of the form H(t)=H+V(t) where the spectrum of H is semibounded and discrete, and the eigenvalues behave as E _n ∼n ^α , with 0<α<1. In particular, the gaps between successive eigenvalues decay as n ^α−1. V(t) is supposed to be periodic, bounded, continuously differentiable in the strong sense and such that the matrix entries with respect to the spectral decomposition of H obey the estimate ‖V(t) _m,n ‖≤ε|m−n|^−p max {m,n}^−2γ for m≠n, where ε>0, p≥1 and γ=(1−α)/2. We show that the energy diffusion exponent can be arbitrarily small provided p is sufficiently large and ε is small enough. More precisely, for any initial condition Ψ∈Dom(H ^1/2), the diffusion of energy is bounded from above as 〈H〉 _Ψ (t)=O(t ^σ ), where . As an application we consider the Hamiltonian H(t)=|p| ^α +ε v(θ,t) on L ²(S ¹,dθ) which was discussed earlier in the literature by Howland.     

Time Quasi-Periodic Unbounded Perturbations¶of Schrödinger Operators and KAM Methods

We eliminate by KAM methods the time dependence in a class of linear differential equations in ℓ² subject to an unbounded, quasi-periodic forcing. This entails the pure-point nature of the Floquet spectrum of the operator H ₀+εP(ωt) for ε small. Here H ₀ is the one-dimensional Schr?dinger operator p ²+V, V(x)∼|x|^α, α <2 for |x|→∞, the time quasi-periodic perturbation P may grow as |x|^β, β <(α−2)/2, and the frequency vector ω is non resonant. The proof extends to infinite dimensional spaces the result valid for quasiperiodically forced linear differential equations and is based on Kuksin's estimate of solutions of homological equations with non-constant coefficients. Received: 3 October 2000 / Accepted: 20 December 2000     

Wigner Random Matrices with Non-Symmetrically Distributed Entries

We show that the spectral radius of an N× N random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from above by 2 σ + o(N−6/11+ε), where σ² is the variance of the matrix entries and ε is an arbitrary small positive number. Our bound improves the earlier results by Z. Füredi and J. Komlós (1981), and Van Vu (2005).     

On the static permittivity of the Coulomb system in the long-wavelength limit

The general expression for the static permittivity ε(q, 0) of the Coulomb system in the region of small wave vectors was derived based on exact limit relations. The relation obtained describes the function ε(q, 0) in both “metal” and “dielectric” states of the Coulomb system. On this basis, the concept of the “true” dielectric is introduced and the definition of the “true” screening length was discussed. Exact relations were derived for the function ε(q, 0) in the region of small wave vectors q within the random phase approximation at an arbitrary degeneracy.     

From independent particle towards collective motion for two polarized electrons on a square lattice

The two dimensional crossover from independent particle towards collective motion is studied using 2 polarized electrons (spinless fermions) interacting via a U/r Coulomb repulsion in a L×L square lattice with periodic boundary conditions and nearest neighbor hopping t. Three regimes characterize the ground state when U/t increases. Firstly, when the fluctuation Δr of the spacing r between the two particles is larger than the lattice spacing a, there is a scaling length L ₀ = π²(t/U) such that the relative fluctuation Δr/〈r〉 is a universal function of the dimensionless ratio L/L ₀, up to finite size corrections of order L^-2. L < L ₀ and L > L ₀ are respectively the limits of the free particle Fermi motion and of the correlated motion of a Wigner molecule. Secondly, when U/t exceeds a threshold U ^*(L)/t, Δr becomes smaller than a, giving rise to a correlated lattice regime where the previous scaling breaks down and analytical expansions in powers of t/U become valid. A weak random potential reduces the scaling length and favors the correlated motion. Received 28 March 2002 Published online 19 November 2002     

Adaptive Sub-sampling for Parametric Estimation of Gaussian Diffusions

We consider a Gaussian diffusion X _t (Ornstein-Uhlenbeck process) with drift coefficient γ and diffusion coefficient σ ², and an approximating process Y^e_tY^{\varepsilon}_{t} converging to X _t in L ₂ as ε→0. We study estimators [^(g)]_e\hat{\gamma}_{\varepsilon}, [^(s)]²_e\hat{\sigma}^{2}_{\varepsilon} which are asymptotically equivalent to the Maximum likelihood estimators of γ and σ ², respectively. We assume that the estimators are based on the available N=N(ε) observations extracted by sub-sampling only from the approximating process Y^e_tY^{\varepsilon}_{t} with time step Δ=Δ(ε). We characterize all such adaptive sub-sampling schemes for which [^(g)]_e\hat{\gamma}_{\varepsilon}, [^(s)]²_e\hat{\sigma}^{2}_{\varepsilon} are consistent and asymptotically efficient estimators of γ and σ ² as ε→0. The favorable adaptive sub-sampling schemes are identified by the conditions ε→0, Δ→0, (Δ/ε)→∞, and NΔ→∞, which implies that we sample from the process Y^e_tY^{\varepsilon}_{t} with a vanishing but coarse time step Δ(ε)≫ε. This study highlights the necessity to sub-sample at adequate rates when the observations are not generated by the underlying stochastic model whose parameters are being estimated. The adequate sub-sampling rates we identify seem to retain their validity in much wider contexts such as the additive triad application we briefly outline.     

First-Passage and Extreme-Value Statistics of a Particle Subject to a Constant Force Plus a Random Force

We consider a particle which moves on the x axis and is subject to a constant force, such as gravity, plus a random force in the form of Gaussian white noise. We analyze the statistics of first arrival at point x ₁ of a particle which starts at x ₀ with velocity v ₀. The probability that the particle has not yet arrived at x ₁ after a time t, the mean time of first arrival, and the velocity distribution at first arrival are all considered. We also study the statistics of the first return of the particle to its starting point. Finally, we point out that the extreme-value statistics of the particle and the first-passage statistics are closely related, and we derive the distribution of the maximum displacement m=max  _t [x(t)].     

Zeros of Airy Function and Relaxation Process

One-dimensional system of Brownian motions called Dyson’s model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is β/2 times the inverse of particle distance. When β=2, it is realized as the Brownian motions in one dimension conditioned never to collide with each other. For any initial configuration, it is proved that Dyson’s model with β=2 and N particles, $\mbox {\boldmath $\mbox {\boldmath , is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel. The Airy function (z){\rm Ai}(z) is an entire function with zeros all located on the negative part of the real axis ℝ. We consider Dyson’s model with β=2 starting from the first N zeros of Ai(z){\rm Ai}(z) , 0>a ₁>⋅⋅⋅>a _N , N≥2. In order to properly control the effect of such initial confinement of particles in the negative region of ℝ, we put the drift term to each Brownian motion, which increases in time as a parabolic function: Y _j (t)=X _j (t)+t ²/4+{d ₁+∑ _ℓ=1 ^N (1/a _ℓ )}t,1≤j≤N, where d₁=Ai￠(0)/Ai(0)d_{1}={\rm Ai}'(0)/{\rm Ai}(0) . We show that, as the N→∞ limit of $\mbox {\boldmath $\mbox {\boldmath , we obtain an infinite particle system, which is the relaxation process from the configuration, in which every zero of (z){\rm Ai}(z) on the negative ℝ is occupied by one particle, to the stationary state m_Ai\mu_{{\rm Ai}} . The stationary state m_Ai\mu_{{\rm Ai}} is the determinantal point process with the Airy kernel, which is spatially inhomogeneous on ℝ and in which the Tracy-Widom distribution describes the rightmost particle position.     

On the Motion of a Charged Particle Interacting with an Infinitely Extended System

 We study the time evolution of a charged particle moving in a medium under the action of a constant electric field E. In the framework of fully Hamiltonian models, we discuss conditions on the particle/medium interaction which are necessary for the particle to reach a finite limit velocity. We first consider the case when the charged particle is confined in an unbounded tube of ℝ³. The electric field E is directed along the symmetry axis of the tube and the particle also interacts with an infinitely many particle system. The background system initial conditions are chosen in a set which is typical for any reasonable thermodynamic (equilibrium or non-equilibrium) state. We prove that, for large E and bounded interactions between the charged particle and the background, the velocity v(t) of the charged particle does not reach a finite limit velocity, but it increases to infinite as: |v(t)−Et|≤C ₀ (1+t), where C ₀ is a constant independent of E. As a corollary we obtain that, if the initial conditions of the background system are distributed according to any Gibbs state, then the average velocity of the charged particle diverges as time goes to infinite. This result is obtained for E large enough in comparison with the mean energy of the Gibbs state. We next study the one-dimensional case, in which the estimates can be improved. We finally discuss, at an heuristic level, the existence of a finite limit velocity for unbounded interactions, and give some suggestions about the case of small electric fields. Received: 7 March 2002 / Accepted: 23 September 2002 Published online: 8 January 2003 RID="*" ID="*" Work partially supported by the GNFM-INDAM and the Italian Ministry of the University. Communicated by J.L. Lebowitz     

A limit theorem for stochastic acceleration

We consider the motion of a particle in a weak mean zero random force fieldF, which depends on the position,x(t), and the velocity,v(t)= (t). The equation of motion is (t)=F(x(t),v(t), ), wherex(·) andv(·) take values in ^d ,d3, and ranges over some probability space. We show, under suitable mixing and moment conditions onF, that as 0,v (t)v(t/²) converges weakly to a diffusion Markov processv(t), and ² x (t) converges weakly to , wherex=lim ² x (0).     

Distribution of a Particle’s Position in the ASEP with the Alternating Initial Condition

In this paper we give the distribution of the position of a particle in the asymmetric simple exclusion process (ASEP) with the alternating initial condition. That is, we find ℙ(X _m (t)≤x) where X _m (t) is the position of the particle at time t which was at m=2k−1, k∈ℤ at t=0. As in the ASEP with step initial condition, there arises a new combinatorial identity for the alternating initial condition, and this identity relates the integrand of the integral formula for ℙ(X _m (t)≤x) to a determinantal form together with an extra product.     

The Transition to a Giant Vortex Phase in a Fast Rotating Bose-Einstein Condensate

We study the Gross-Pitaevskii (GP) energy functional for a fast rotating Bose-Einstein condensate on the unit disc in two dimensions. Writing the coupling parameter as 1/ε ² we consider the asymptotic regime ε → 0 with the angular velocity Ω proportional to (ε ²|log ε|)⁻¹. We prove that if Ω = Ω₀(ε ²|log ε|)⁻¹ and Ω₀ > 2(3π)⁻¹ then a minimizer of the GP energy functional has no zeros in an annulus at the boundary of the disc that contains the bulk of the mass. The vorticity resides in a complementary ‘hole’ around the center where the density is vanishingly small. Moreover, we prove a lower bound to the ground state energy that matches, up to small errors, the upper bound obtained from an optimal giant vortex trial function, and also that the winding number of a GP minimizer around the disc is in accord with the phase of this trial function.     

Quasi-long-range order in the random anisotropy Heisenberg model

The random field and random anisotropy N-vector models are studied with the functional renormalization group in 4−ε dimensions. The random anisotropy Heisenberg (N=3) model has a phase with an infinite correlation length at low temperatures and weak disorder. The correlation function of the magnetization obeys a power law 〈m(r ₁)m(r ₂)〉∼|r ₁−r ₂|^{− 0.62ε}. The magnetic susceptibility diverges at low fields as χ∼H ^−1+0.15ε. In the random field N-vector model the correlation length is finite at arbitrarily weak disorder for any N>3. Pis’ma Zh. éksp. Teor. Fiz. 70, No. 2, 130–135 (25 July 1999) Published in English in the original Russian journal. Edited by Steve Torstveit.     

Spherical Symmetric Solution in <Emphasis Type="Italic">f</Emphasis>(<Emphasis Type="Italic">R</Emphasis>) Model Around Charged Black Hole

A static, asymptotically flat, spherically symmetric solutions is investigated in f(R) theories of gravity for a charged black hole. We have studied the weak field limit of f(R) gravity for the some f(R) model such as f(R)=R+ε h(R). In particular, we consider the case lim  _R→0 h(R)/h′(R)→0 and find the space time metric for f(R)=R+[(m⁴)/(R)]f(R)=R+{\mu^{4}\over R} and f(R)=R ^1+ε theories of gravity far away a charged mass point.     

Uniform boundedness of the solutions for a one-dimensional isentropic model system of compressible viscous gas

This paper studies an initial boundary value problem for a one-dimensional isentropic model system of compressible viscous gas with large external forces, represented by v _t –u _x =0,u _t +(av ^–) _x =(u _x /v) _x +f( ₀ ^x vdx,t), with (v(x, 0),u(x, 0))= (v ₀(x),u ₀(x)),u(0,t)=u(1,t)=0. Especially, the uniform boundedness of the solution in time is investigated. It is proved that for arbitrary large initial data and external forces, the problem uniquely has an uniformly bounded, global-in-time solution with also uniformly positive mass density, provided the adiabatic constant (>1) is suitably close to 1. The proof is based on L ²-energy estimates and a technique used in [9].     

KdV-soliton dynamics in a random field

We consider the interaction between soliton and a spatially uniform external random field within the framework of the forced Korteweg-de Vries equation. In the general case, the averaged soliton field is transformed to a Gaussian pulse whose amplitude falls off with time as t^−α, while its width increases as t^α, where the parameter α is characterized by the statistical properties of the external force. We obtain an analytical solution for α = 2, which corresponds to the limiting case of an infinitely long correlation time (τ₀ → ∞). The obtained solution is compared with the well-known Wadati solution for the case of a delta-correlated external force (τ₀ → 0) where the soliton is transformed to a Gaussian pulse with amplitude falling off at a lower rate α = 3/2. The numerical solutions of the forced Korteweg-de Vries equation, which demonstrate an increase in the parameter α from 3/2 to 2 with increasing correlation time, are given for the intermediate case corresponding to 0 < τ₀ < ∞. It is shown that the amplitude of the averaged soliton in a periodic random field falls off as t⁻¹ for the long times t. In this case, two pulses propagating in different directions are formed. __________ Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 49, No. 7, pp. 599–606, July 2006.     

Transport Equation Evaluation of Coupled Continuous Time Random Walks

The transport behavior of a migrating particle in a disordered medium is exhibited in the solution of a transport equation derived from a coupled continuous time random walk (CTRW). A core aspect of CTRW is the spectrum of transitions in displacement s and time t, ψ(s,t), that characterizes the disordered system, which determine the transport. In many applications the CTRW approach has successfully accounted for the anomalous or non-Fickian nature of the particle plume propagation based on a power-law dependence ψ(t) in a decoupled p(s)ψ(t) approximation to ψ(s,t). For example, this power-law dependence in t derives from the complex Darcy flow fields in geological formations. Recently, the fully coupled CTRW was analyzed using a particle tracking approach, demonstrating that the decoupled approximation is valid only for a compact distribution of s. In this paper we solve the nonlocal-in-time transport equation with a ψ(s,t) containing a power-law dependence in both s (a Lévy-like distribution) and t, which necessitates the strong s,t coupling. We show enhanced transport behavior (relative to the plume propagation behavior reported in the literature) that derives from the rare large displacements in s (limited by the transition t). The interplay between the two coupled power laws is clearly shown in the changes in the breakthrough curves in the arrival times, dispersion and dependence on the velocity (v=s/t) distribution. Similar enhancements are exhibited in the particle tracking results.     

On Random Field Induced Ordering in the Classical <Emphasis Type="Italic">XY</Emphasis> Model

Consider the classical XY model in a weak random external field pointing along the Y axis with strength ε. We study the behavior of this model as the range of the interaction is varied. We prove that in any dimension d≥2 and for all ε sufficiently small, there is a range L=L(ε) so that whenever the inverse temperature β is larger than some β(ε), there is strong residual ordering along the X direction.     

Lattice Dislocations in a 1-Dimensional Model

The spectral properties of the Schr?dinger operator T(t)=−d ²/dx ²+q(x,t) in L ²(ℝ) are studied, where the potential q is defined by q=p(x+t), x>0, and q=p(x), x<0; p is a 1-periodic potential and t∈ℝ is the dislocation parameter. For each t the absolutely continuous spectrum σ _ac (T(t))=σ _ac (T(0)) consists of intervals, which are separated by the gaps γ _n (T(t))=γ _n (T(0))=(α _n ⁻,α _n ⁺), n≥1. We prove: in each gap γ _n ≠?, n≥ 1 there exist two unique “states” (an eigenvalue and a resonance) λ _n ^±(t) of the dislocation operator, such that λ _n ^±(0)=α _n ^± and the point λ _n ^±(t) runs clockwise around the gap γ _n changing the energy sheet whenever it hits α _n ^±, making n/2 complete revolutions in unit time. On the first sheet λ _n ^±(t) is an eigenvalue and on the second sheet λ _n ^±(t) is a resonance. In general, these motions are not monotonic. There exists a unique state λ₀(t) in the basic gap γ₀(T(t))=γ₀(T(0))=(−∞ ,α₀ ⁺). The asymptotics of λ _n ^±(t) as n→∞ is determined. Received: 5 April 1999 / Accepted: 3 March 2000