SearcharxivSearch

arXiv · 2510.12922

Nonlinear fluctuations for a chain of weakly anharmonic oscillators with stochastic perturbation

Abstract

We study the fluctuations of the phonon modes in a one-dimensional chain of anharmonic oscillators where the deterministic Hamiltonian dynamics is perturbed by random exchanges of momentum between nearest neighbor particles. There are three locally conserved quantities: volume, momentum and energy. We study the evolution in equilibrium of the fluctuation fields of the two phonon modes (linear combination of the volume stretch and momentum), on a diffusive space-time scale after recentering on their sound velocities. We show that, weakening the anharmonicity with the scale parameter, the recentered phonon fluctuations fields converge to the stationary solutions of two uncoupled stochastic Burgers equations. The nonlinearity in the Burgers equation depends on the presence of a cubic term in the anharmonic potential (corresponding to the $\alpha$-FPUT dynamics). Main ingredients of the proof, based on a compactness argument for the Dynkin's martingale decomposition, are the second-order Boltzmann-Gibbs principle, as well as equipartition of energy, to characterize the nonlinear term and Riemann-Lebesgue estimates showing that fields with diverging velocity to different directions have no interaction in the limit.

Explore related subjects

Keep this discovery

BibTeXRIS

Kohei Hayashi, Stefano Olla. 2025-10-14. Nonlinear fluctuations for a chain of weakly anharmonic oscillators with stochastic perturbation. https://arxiv.org/abs/2510.12922

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR