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David P. Herzog

Publications and source records attributed to David P. Herzog.

At least 19 recordsLinked to original sources

Quantitative positivity of transition densities for random perturbations of Hamiltonian systems

We study a class of diffusion processes arising from random perturbations of conservative Hamiltonian systems. Under a set of abstract hypotheses -- including basic structural assumptions on the Hamiltonian, a weak Lyapunov structure, and a quantitative notion of hypoellipticity -- we prove that transition densities satisfy a sharp, uniform pointwise lower bound over Hamiltonian sublevel sets in the small noise limit $ε\to 0$. By applying our general theorem, we obtain quantitative minorization estimates for a variety of models including Langevin dynamics, chains of oscillators coupled to heat bathes at different temperatures, and finite-dimensional fluid models such as stochastically forced Galerkin truncations of the Navier-Stokes equations and the Lorenz '96 system. As a corollary, assuming a stronger Lyapunov structure, our main result yields a sharp exponential rate of convergence to equilibrium for $0 < ε\ll 1$ in a weighted total variation norm. A central feature of our approach is that it does not require knowledge of the explicit form of the invariant measure, nor even its existence, and hence is broadly applicable to deduce minorization for physically relevant systems where invariant measures are inaccessible.

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Phase space contraction of degenerately damped random splittings

When studying out-of-equilibrium systems, one often excites the dynamics in some degrees of freedom while removing the excitation in others through damping. In order for the system to converge to a statistical steady state, the dynamics must transfer the energy from the excited modes to the dissipative directions. The precise mechanisms underlying this transfer are of particular interest and are the topic of this paper. We explore a class of randomly switched models introduced in [2,3] and provide some of the first results showing that minimal damping is sufficient to stabilize the system in a fluids model.

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Small-time asymptotics for hypoelliptic diffusions

An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise to two different rescalings of the process; namely, a functional law of the iterated logarithm rescaling and a distributional rescaling. The limiting behavior of these rescalings is studied, resulting in two related control problems which are solved in nontrivial examples using methods from geometric control theory. The control information from these problems gives rise to a practical criteria for points to be regular on the boundary of a domain in $\mathbf{R}^n$ for such diffusions.

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Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows

We study a system of Skorokhod stochastic differential equations (SDEs) modeling the pairwise dispersion (in spatial dimension $d=2$) of heavy particles transported by a rough self-similar, turbulent flow with Hölder exponent $h\in (0,1)$. Under the assumption that $h>0$ is sufficiently small, we use Lyapunov methods and control theory to show that the Markovian system is nonexplosive and has a unique, exponentially attractive invariant probability measure. Furthermore, our Lyapunov construction is radially sharp and gives partial confirmation on a predicted asymptotic behavior with respect to the Hölder exponent $h$ of the invariant probability measure. A physical interpretation of the asymptotics is that intermittent clustering is weakened when the carrier flow is sufficiently rough.

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Gibbsian dynamics and the generalized Langevin equation

We study the statistically invariant structures of the nonlinear generalized Langevin equation (GLE) with a power-law memory kernel. For a broad class of memory kernels, including those in the subdiffusive regime, we construct solutions of the GLE using a Gibbsian framework, which does not rely on existing Markovian approximations. Moreover, we provide conditions on the decay of the memory to ensure uniqueness of statistically steady states, generalizing previous known results for the GLE under particular kernels as a sum of exponentials.

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Cutoff in the Bernoulli-Laplace model with $O(n)$ swaps

This paper considers the $(n,k)$-Bernoulli--Laplace model in the case when there are two urns, the total number of red and white balls is the same, and the number of selections $k$ at each step is on the same asymptotic order as the number of balls $n$ in each urn. Our main focus is on the large-time behavior of the corresponding Markov chain tracking the number of red balls in a given urn. Under reasonable assumptions on the asymptotic behavior of the ratio $k/n$ as $n\rightarrow \infty$, cutoff in the total variation distance is established. A cutoff window is also provided. These results, in particular, partially resolve an open problem posed by Eskenazis and Nestoridi.

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Weighted $L^2$-contractivity of Langevin dynamics with singular potentials

Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential $U$ allowing for singularities. By modifying the direct approach to convergence in $L^2$ pioneered by F. Hérau and developped by Dolbeault, Mouhot and Schmeiser, we show that the dynamics converges exponentially fast to equilibrium in the topologies $L^2(dμ)$ and $L^2(W^* dμ)$, where $μ$ denotes the invariant probability measure and $W^*$ is a suitable Lyapunov weight. In both norms, we make precise how the exponential convergence rate depends on the friction parameter $γ$ in Langevin dynamics, by providing a lower bound scaling as $\min(γ, γ^{-1})$. The results hold for usual polynomial-type potentials as well as potentials with singularities such as those arising from pairwise Lennard-Jones interactions between particles.

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A functional Law of the Iterated Logarithm for weakly hypoelliptic diffusions at time zero

We study the almost sure behavior of solutions of stochastic differential equations (SDEs) as time goes to zero. Our main general result establishes a functional law of the iterated logarithm (LIL) that applies in the setting of SDEs with degenerate noise satisfying the weak Hormander condition but not the strong Hormander condition}. That is, SDEs in which the drift terms must be used in order to conclude hypoellipticity. As a corollary of this result, we obtain the almost sure behavior as time goes to zero of a given direction in the equation, even if noise is not present explicitly in that direction. The techniques used to prove the main results are based on large deviations applied to a non-trivial rescaling of the original system. In concrete examples, we show how to find the proper rescaling to obtain the functional LIL. Furthermore, we apply the main results to the problem of identifying regular points for hypoelliptic diffusions. Consequently, we obtain a control-theoretic criteria for a given point to be regular for the process.

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Gamma calculus beyond Villani and explicit convergence estimates for Langevin dynamics with singular potentials

This paper studies convergence to equilibrium for second-order Langevin dynamics under general growth conditions on the potential. Although we are principally motivated by the case when the potential is singular, e.g. when the dynamics has repulsive forces and/or interactions, the results presented in this paper hold more generally. In particular, our main result is that, given (very) basic structural and growth conditions on the potential, the dynamics relaxes to equilibrium exponentially fast in an explicitly measurable way. The ``explicitness" of this result comes directly from the constants appearing in the growth conditions, which can all be readily estimated, and a local Poincaré constant for the invariant measure $μ$. This result is applied to the specific situation of a singular interaction and polynomial confining well to provide explicit estimates on the exponential convergence rate $e^{-σ}$ in terms of the number $N \geqslant 1$ of particles in the system. We will see that $σ\geqslant c/(ρ\vee N^p)$, where $ρ>0$ is the local Poincaré constant for $μ$ and $c>0, p\geqslant 1$ are constants that are independent of $N$.

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Sensitivity of steady states in a degenerately-damped stochastic Lorenz system

We study stability of solutions for a randomly driven and degenerately damped version of the Lorenz '63 model. Specifically, we prove that when damping is absent in one of the temperature components, the system possesses a unique invariant probability measure if and only if noise acts on the convection variable. On the other hand, if there is a positive growth term on the vertical temperature profile, we prove that there is no normalizable invariant state. Our approach relies on the derivation and analysis of non-trivial Lyapunov functions which ensure positive recurrence or null-recurrence/transience of the dynamics.

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Scaling and Saturation in Infinite-Dimensional Control Problems with Applications to Stochastic Partial Differential Equations

We establish the dual notions of scaling and saturation from geometric control theory in an infinite-dimensional setting. This generalization is applied to the low-mode control problem in a number of concrete nonlinear partial differential equations. We also develop applications concerning associated classes of stochastic partial differential equations (SPDEs). In particular, we study the support properties of probability laws corresponding to these SPDEs as well as provide applications concerning the ergodic and mixing properties of invariant measures for these stochastic systems.

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Exponential relaxation of the Nosé-Hoover equation under Brownian heating

We study a stochastic perturbation of the Nosé-Hoover equation (called the Nosé-Hoover equation under Brownian heating) and show that the dynamics converges at a geometric rate to the augmented Gibbs measure in a weighted total variation distance. The joint marginal distribution of the position and momentum of the particles in turn converges exponentially fast in a similar sense to the canonical Boltzmann-Gibbs distribution. The result applies to a general number of particles interacting through wide class of potential functions, including the usual polynomial type as well as the singular Lennard-Jones variety.

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Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials

We study Langevin dynamics of $N$ particles on $R^d$ interacting through a singular repulsive potential, e.g.~the well-known Lennard-Jones type, and show that the system converges to the unique invariant Gibbs measure exponentially fast in a weighted total variation distance. The proof of the main result relies on an explicit construction of a Lyapunov function. In contrast to previous results for such systems, our result implies geometric convergence to equilibrium starting from an essentially optimal family of initial distributions.

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Geometric Ergodicity of Two--dimensional Hamiltonian systems with a Lennard--Jones--like Repulsive Potential

In this paper we establish the ergodicity of Langevin dynamics for simple two-particle system involving a Lennard-Jones type potential. To the best of our knowledge, this is the first such result for a system operating under this type of potential. Moreover we show that the dynamics are {\it geometrically} ergodic (have a spectral gap) and converge at a geometric rate. Methods from stochastic averaging are used to establish the existence of a Lyapunov function. The existence of a Lyapunov function in this setting seems resistant to more traditional approaches. This is a corrected version of the article.

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The Small-Mass Limit for Langevin Dynamics with Unbounded Coefficients and positive friction

A class of Langevin stochastic differential equations is shown to converge in the small-mass limit under very weak assumptions on the coefficients defining the equation. The convergence result is applied to physically realizable examples where the coefficients defining the Langevin equation grow unboundedly either at a boundary, such as a wall, and/or at the point at infinity.

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Noise-Induced Stabilization of Planar Flows II

We continue the work started in Part I of this article, showing how the addition of noise can stabilize an otherwise unstable system. The analysis makes use of nearly optimal Lyapunov functions. In this continuation, we remove the main limiting assumption of Part I by an inductive procedure as well as establish a lower bound which shows that our construction is radially sharp. We also prove a version of Peskir's \cite{Peskir_07} generalized Tanaka formula adapted to patching together Lyapunov functions. This greatly simplifies the analysis used in previous works.

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Noise-Induced Stabilization of Planar Flows I

We show that the complex-valued ODE \begin{equation*} \dot z_t = a_{n+1} z^{n+1} + a_n z^n+\cdots+a_0, \end{equation*} which necessarily has trajectories along which the dynamics blows up in finite time, can be stabilized by the addition of an arbitrarily small elliptic, additive Brownian stochastic term. We also show that the stochastic perturbation has a unique invariant measure which is heavy-tailed yet is uniformly, exponentially attracting. The methods turn on the construction of Lyapunov functions. The techniques used in the construction are general and can likely be used in other settings where a Lyapunov function is needed. This is a two-part paper. This paper, Part I, focuses on general Lyapunov methods as applied to a special, simplified version of the problem. Part II of this paper extends the main results to the general setting.

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A practical criterion for positivity of transition densities

We establish a simple criterion for locating points where the transition density of a degenerate diffusion is strictly positive. Throughout, we assume that the diffusion satisfies a stochastic differential equation (SDE) on $\mathbf{R}^d$ with additive noise and polynomial drift. In this setting, we will see that it is often that case that local information of the flow, e.g. the Lie algebra generated by the vector fields defining the SDE at a point $x\in \mathbf{R}^d$, determines where the transition density is strictly positive. This is surprising in that positivity is a more global property of the diffusion. This work primarily builds on and combines the ideas of Ben Arous and Léandre (1991) and Jurdjevic and Kupka (1981, 1985).

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