Abstract not found

We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear (cubic) term of the Ginzburg-Landau 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 low-lying 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...

We study the model of a strongly non-linear 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, Rey-Bellet [EPR99a, EPR99b] to potentials with essentially arbitrary growth at infinity. This extension is possible by introducing a stronger version of Hormander's theorem for Kolmogorov equations to vector fields with polynomially bounded coefficients on unbounded domains. Introduction In this paper, we study the statistical mechanics of a highly non-linear chain of oscillators coupled to two heat reservoirs which are at (arbitrary) different temperatures. We show that such systems have, under suitable conditions, a unique stationary state, in which heat flows from the hotter reservoir to the cooler one. These results are an extension of the same statements obtained by Eckmann, Pillet and ReyBellet in [EPR99a, EPR99b] where it was ass...

We formulate a dynamical fluctuation theory for stationary non-equilibrium 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 non-equilibrium, 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. KEY WORDS: Stationary non-equilibrium states; large deviations; boundary driven lattice gases.

We continue the study of a model for heat conduction [6] consisting of a chain of non-linear 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 nite-dimensional stochastic process as well as a bound on the propagation of energy in chains of anharmonic oscillators. 1 Introduction In its present state, non-equilibrium 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 non-equilibrium 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 non-equilibrium phenome...

We consider a model of heat conduction introduced in [6], which consists of a finite nonlinear chain coupled to two heat reservoirs at different temperatures. We study the low temperature asymptotic behavior of the invariant measure. We show that, in this limit, the invariant measure is characterized by a variational principle. The main technical ingredients are some control theoretic arguments to extend the Freidlin–Wentzell theory of large deviations to a class of degenerate diffusions.

Abstract. We prove the Gallavotti-Cohen fluctuation theorem for a model of heat conduction through a chain of anharmonic oscillators coupled to two Hamiltonian reservoirs at different temperatures. 1

We consider a d-dimensional 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 self-consistently 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 non-uniform 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; non-equilibrium systems; thermodynamic limit; Green–Kubo formula.

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 Fokker-Planck 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}.

We study numerically and analytically the properties of the stationary state of a particle moving under the influence of an electric field E in a two dimensional periodic Lorentz gas with the energy kept constant by a Gaussian thermostat. Numerically the current appears to be a continuous function of E whose derivative varies very irregularly, possibly in a discontinuous manner. We argue for the non differentiability of the current as a function of E utilizing a symbolic description of the dynamics based on the discontinuities of the collision map. The decay of correlations and the behavior of the diffusion constant are also investigated. KEY WORDS: Thermostatted Lorentz gas; steady state current; smoothness; regularity; symbolic dynamics.