Searcharxiv⌕ Search

arXiv subjects

Adriana Neumann

Publications and source records attributed to Adriana Neumann.

22 records · Page 2Linked to original sources

A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli Space: entropy, pressure and large deviations

Through this paper we analyze the ergodic properties of continuous time Markov chains with values on the one-dimensional spin lattice 1,...,d}^N (also known as the Bernoulli space). Initially, we consider as the infinitesimal generator the operator $L={\mc L}_A -I$, where \mc L_A is a discrete time Ruelle operator (transfer operator), and A:{1,...,d}^N \to R is a given fixed Lipschitz function. The associated continuous time stationary Markov chain will define the\emph{a priori}probability. Given a Lipschitz interaction V:\{1,...,d\}^{\bb N}\to \mathbb{R}, we are interested in Gibbs (equilibrium) state for such $V$. This will be another continuous time stationary Markov chain. In order to analyze this problem we will use a continuous time Ruelle operator (transfer operator) naturally associated to V. Among other things we will show that a continuous time Perron-Frobenius Theorem is true in the case V is a Lipschitz function. We also introduce an entropy, which is negative, and we consider a variational principle of pressure. Finally, we analyze large deviations properties for the empirical measure in the continuous time setting using results by Y. Kifer.

math.DS↗

Phase transition of a Heat equation with Robin's boundary conditions and exclusion process

For a heat equation with Robin's boundary conditions which depends on a parameter $α>0$, we prove that its unique weak solution $ρ^α$ converges, when $α$ goes to zero or to infinity, to the unique weak solution of the heat equation with Neumann's boundary conditions or the heat equation with periodic boundary conditions, respectively. To this end, we use uniform bounds on a Sobolev norm of $ρ^α$ obtained from the hydrodynamic limit of the symmetric slowed exclusion process, plus a careful analysis of boundary terms.

math.PR↗

Hydrodynamical behavior of symmetric exclusion with slow bonds

We consider the exclusion process in the one-dimensional discrete torus with $N$ points, where all the bonds have conductance one, except a finite number of slow bonds, with conductance $N^{-β}$, with $β\in[0,\infty)$. We prove that the time evolution of the empirical density of particles, in the diffusive scaling, has a distinct behavior according to the range of the parameter $β$. If $β\in [0,1)$, the hydrodynamic limit is given by the usual heat equation. If $β=1$, it is given by a parabolic equation involving an operator $\frac{d}{dx}\frac{d}{dW}$, where $W$ is the Lebesgue measure on the torus plus the sum of the Dirac measure supported on each macroscopic point related to the slow bond. If $β\in(1,\infty)$, it is given by the heat equation with Neumann's boundary conditions, meaning no passage through the slow bonds in the continuum.

math.PR↗

Hydrodynamic Limit for a type of Exclusion Processes with slow bonds in dimension $\ge 2$

Let $Λ$ be a connected closed region with smooth boundary contained in the $d$-dimensional continuous torus $\bb T^d$. In the discrete torus $N^{-1} \bb T^d_N$, we consider a nearest neighbor symmetric exclusion process where occupancies of neighboring sites are exchanged at rates depending on $Λ$ in the following way: if both sites are in $Λ$ or $Λ^\complement$, the exchange rate is one; If one site is in $Λ$ and the other one is in $Λ^\complement$ and the direction of the bond connecting the sites is $e_j$, then the exchange rate is defined as $N^{-1}$ times the absolute value of the inner product between $e_j$ and the normal exterior vector to $\pΛ$. We show that this exclusion type process has a non-trivial hydrodynamical behavior under diffusive scaling and, in the continuum limit, particles are not blocked or reflected by $\partialΛ$. Thus the model represents a system of particles under hard core interaction in the presence of a permeable membrane which slows down the passage of particles between two complementar regions.

math.PR↗