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92
Isotropic hypoellipticity and trend to the equilibrium for the FokkerPlanck equation with high degree potential
, 2002
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A GallavottiCohen Type Symmetry in the Large Deviation Functional for Stochastic Dynamics
 J. STAT. PHYS
, 1999
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Macroscopic Fluctuation Theory for Stationary NonEquilibrium States
 JOURNAL OF STATISTICAL PHYSICS
, 2002
"... We formulate a dynamical fluctuation theory for stationary nonequilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within this theory we derive the following results: the modification ..."
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Cited by 79 (12 self)
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We formulate a dynamical fluctuation theory for stationary nonequilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within this theory we derive the following results: the modification of the Onsager–Machlup theory in the SNS; a general Hamilton–Jacobi equation for the macroscopic entropy; a nonequilibrium, nonlinear fluctuation dissipation relation valid for a wide class of systems; an H theorem for the entropy. We discuss in detail two models of stochastic boundary driven lattice gases: the zero range and the simple exclusion processes. In the first model the invariant measure is explicitly known and we verify the predictions of the general theory. For the one dimensional simple exclusion process, as recently shown by Derrida, Lebowitz, and Speer, it is possible to express the macroscopic entropy in terms of the solution of a nonlinear ordinary differential equation; by using the Hamilton–Jacobi equation, we obtain a logically independent derivation of this result.
Nonequilibrium statistical mechanics of strongly anharmonic chains of oscillators
 Comm. Math. Phys
"... We study the model of a strongly nonlinear chain of particles coupled to two heat baths at different temperatures. Our main result is the existence and uniqueness of a stationary state at all temperatures. This result extends those of Eckmann, Pillet, ReyBellet [EPR99a, EPR99b] to potentials with ..."
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Cited by 75 (17 self)
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We study the model of a strongly nonlinear chain of particles coupled to two heat baths at different temperatures. Our main result is the existence and uniqueness of a stationary state at all temperatures. This result extends those of Eckmann, Pillet, ReyBellet [EPR99a, EPR99b] to potentials with essentially arbitrary growth at infinity. This extension is possible by introducing a stronger version of Hörmander’s theorem for Kolmogorov equations to vector fields with polynomially bounded coefficients on unbounded domains.
Uniqueness of the Invariant Measure for a Stochastic PDE Driven by Degenerate Noise
, 2001
"... We consider the stochastic GinzburgLandau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The lowlying frequencies are then only connected to this forcing through the nonlinear (cubic) term of the GinzburgLandau equation. Under these assumpti ..."
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Cited by 67 (16 self)
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We consider the stochastic GinzburgLandau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The lowlying frequencies are then only connected to this forcing through the nonlinear (cubic) term of the GinzburgLandau equation. Under these assumptions, we show that the stochastic PDE has a unique invariant measure. The techniques of proof combine a controllability argument for the lowlying frequencies with an infinite dimensional version of the Malliavin calculus to show positivity and regularity of the invariant measure. This then implies the uniqueness of that measure. Contents 1 Introduction 2 2 Some Preliminaries on the Dynamics 5 3 Controllability 6 4 Strong Feller Property and Proof of Theorem 1.1 9 5 Regularity of the Cutoff Process 11 5.1 Splitting and Interpolation Spaces . . . . . . . . . . . . . . . . . . . 12 5.2 Proof of Theorem 4.3 . . . . . . . . . . . . . . . . . . . . . . . . . . 12 5.3 Smoothing Properties of the...
L.: Entropy production in nonlinear, thermally driven hamiltonian systems
 J. Stat. Phys
, 1999
"... Abstract. We consider a finite chain of nonlinear oscillators coupled at its ends to two infinite heat baths which are at different temperatures. Using our earlier results about the existence of a stationary state, we show rigorously that for arbitrary temperature differences and arbitrary coupling ..."
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Cited by 63 (24 self)
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Abstract. We consider a finite chain of nonlinear oscillators coupled at its ends to two infinite heat baths which are at different temperatures. Using our earlier results about the existence of a stationary state, we show rigorously that for arbitrary temperature differences and arbitrary couplings, such a system has a unique stationary state. (This extends our earlier results for small temperature differences.) In all these cases, any initial state will converge (at an unknown rate) to the stationary state. We show that this stationary state continually produces entropy. The rate of entropy production is strictly negative when the temperatures are unequal and is proportional to the mean energy flux through the system. 1.
Exponential Convergence to NonEquilibrium Stationary States in Classical Statistical Mechanics
 Comm. Math. Phys
, 2001
"... We continue the study of a model for heat conduction [6] consisting of a chain of nonlinear oscillators coupled to two Hamiltonian heat reservoirs at dierent temperatures. We establish existence of a Liapunov function for the chain dynamics and use it to show exponentially fast convergence of the d ..."
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Cited by 57 (12 self)
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We continue the study of a model for heat conduction [6] consisting of a chain of nonlinear oscillators coupled to two Hamiltonian heat reservoirs at dierent temperatures. We establish existence of a Liapunov function for the chain dynamics and use it to show exponentially fast convergence of the dynamics to a unique stationary state. Ingredients of the proof are the reduction of the innite dimensional dynamics to a nitedimensional stochastic process as well as a bound on the propagation of energy in chains of anharmonic oscillators. 1 Introduction In its present state, nonequilibrium statistical mechanics is lacking the rm theoretical foundations that equilibrium statistical mechanics has. This is due, perhaps, to the extremely great variety of physical phenomena that nonequilibrium statistical mechanics describes. We will concentrate here on a system which is maintained, by suitable forces, in a state far from equilibrium. In such an idealization, the nonequilibrium phenome...
Fourier’s law for a microscopic model of heat conduction
 J. Stat. Phys
, 2005
"... Abstract. We consider a chain of N harmonic oscillators perturbed by a conservative stochastic dynamics and coupled at the boundaries to two gaussian thermostats at different temperatures. The stochastic perturbation is given by a diffusion process that exchange momentum between nearest neighbor osc ..."
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Cited by 56 (19 self)
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Abstract. We consider a chain of N harmonic oscillators perturbed by a conservative stochastic dynamics and coupled at the boundaries to two gaussian thermostats at different temperatures. The stochastic perturbation is given by a diffusion process that exchange momentum between nearest neighbor oscillators conserving the total kinetic energy. The resulting total dynamics is a degenerate hypoelliptic diffusion with a smooth stationary state. We prove that the stationary state, in the limit as N → ∞, satisfies Fourier’s law and the linear profile for the energy average. 1.
Fourier’s law for a harmonic crystal with selfconsistent stochastic reservoirs
, 2004
"... We consider a ddimensional harmonic crystal in contact with a stochastic Langevin type heat bath at each site. The temperatures of the ‘‘exterior’ ’ left and right heat baths are at specified values TL and TR, respectively, while the temperatures of the ‘‘interior’ ’ baths are chosen selfconsisten ..."
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Cited by 41 (7 self)
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We consider a ddimensional harmonic crystal in contact with a stochastic Langevin type heat bath at each site. The temperatures of the ‘‘exterior’ ’ left and right heat baths are at specified values TL and TR, respectively, while the temperatures of the ‘‘interior’ ’ baths are chosen selfconsistently so that there is no average flux of energy between them and the system in the steady state. We prove that this requirement uniquely fixes the temperatures and the self consistent system has a unique steady state. For the infinite system this state is one of local thermal equilibrium. The corresponding heat current satisfies Fourier’s law with a finite positive thermal conductivity which can also be computed using the Green–Kubo formula. For the harmonic chain (d=1) the conductivity agrees with the expression obtained by Bolsterli, Rich, and Visscher in 1970 who first studied this model. In the other limit, d ± 1, the stationary infinite volume heat conductivity behaves as (add) −1 where ad is the coupling to the intermediate reservoirs. We also analyze the effect of having a nonuniform distribution of the heat bath couplings. These results are proven rigorously by controlling the behavior of the correlations in the thermodynamic limit. KEY WORDS: Fourier’s law; harmonic crystal; nonequilibrium systems; thermodynamic limit; Green–Kubo formula.
Spectral Properties of Hypoelliptic Operators
 Commun. Math. Phys
, 2003
"... We study hypoelliptic operators with polynomially bounded coefficients that are of the form K = i X i + X0 + f , where the X j denote first order differential operators, f is a function with at most polynomial growth, and X i denotes the formal adjoint of X i in L . For any # > 0 we sho ..."
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Cited by 41 (4 self)
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We study hypoelliptic operators with polynomially bounded coefficients that are of the form K = i X i + X0 + f , where the X j denote first order differential operators, f is a function with at most polynomial growth, and X i denotes the formal adjoint of X i in L . For any # > 0 we show that an inequality of the form C(#u#0,# + + iy)u#0,0 ) holds for suitable # and C which are independent of R, in weighted Sobolev spaces (the first index is the derivative, and the second the growth). We apply this result to the FokkerPlanck operator for an anharmonic chain of oscillators coupled to two heat baths. Using a method of H erau and Nier [HN02], we conclude that its spectrum lies in a cusp {x+ iy # y c, # (0, 1], c R}.