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Jani Lukkarinen

Publications and source records attributed to Jani Lukkarinen.

At least 37 records · Page 2Linked to original sources
arXiv2017

Wick polynomials and time-evolution of cumulants

We show how Wick polynomials of random variables can be defined combinatorially as the unique choice which removes all "internal contractions" from the related cumulant expansions, also in a non-Gaussian case. We discuss how an expansion in terms of the Wick polynomials can be used for derivation of a hierarchy of equations for the time-evolution of cumulants. These methods are then applied to simplify the formal derivation of the Boltzmann-Peierls equation in the kinetic scaling limit of the discrete nonlinear Schrödinger equation (DNLS) with suitable random initial data. We also present a reformulation of the standard perturbation expansion using cumulants which could simplify the problem of a rigorous derivation of the Boltzmann-Peierls equation by separating the analysis of the solutions to the Boltzmann-Peierls equation from the analysis of the corrections. This latter scheme is general and not tied to the DNLS evolution equations.

math-ph↗
arXiv2016

Harmonic chain with velocity flips: thermalization and kinetic theory

We consider the detailed structure of correlations in harmonic chains with pinning and a bulk velocity flip noise during the heat relaxation phase which occurs on diffusive time scales, for $t=O(L^2)$ where $L$ is the chain length. It has been shown earlier that for non-degenerate harmonic interactions these systems thermalize, and the dominant part of the correlations is given by local thermal equilibrium determined by a temperature profile which satisfies a linear heat equation. Here we are concerned with two new aspects about the thermalization process: the first order corrections in $1/L$ to the local equilibrium correlations and the applicability of kinetic theory to study the relaxation process. Employing previously derived explicit uniform estimates for the temperature profile, we first derive an explicit form for the first order corrections to the particle position-momentum correlations. By suitably revising the definition of the Wigner transform and the kinetic scaling limit we derive a phonon Boltzmann equation whose predictions agree with the explicit computation. Comparing the two results, the corrections can be understood as arising from two different sources: a current-related term and a correction to the position-position correlations related to spatial changes in the phonon eigenbasis.

math-ph↗
arXiv2016

Arbitrage without borrowing or short selling?

We show that a trader, who starts with no initial wealth and is not allowed to borrow money or short sell assets, is theoretically able to attain positive wealth by continuous trading, provided that she has perfect foresight of future asset prices, given by a continuous semimartingale. Such an arbitrage strategy can be constructed as a process of finite variation that satisfies a seemingly innocuous self-financing condition, formulated using a pathwise Riemann-Stieltjes integral. Our result exemplifies the potential intricacies of formulating economically meaningful self-financing conditions in continuous time, when one leaves the conventional arbitrage-free framework.

q-fin.MF↗
arXiv2016

Thermalization of oscillator chains with onsite anharmonicity and comparison with kinetic theory

We perform microscopic molecular dynamics simulations of particle chains with an onsite anharmonicity to study relaxation of spatially homogeneous states to equilibrium, and directly compare the simulations with the corresponding Boltzmann-Peierls kinetic theory. The Wigner function serves as common interface between the microscopic and kinetic level. We demonstrate quantitative agreement after an initial transient time interval. In particular, besides energy conservation, we observe the additional quasi-conservation of the phonon density, defined via an ensemble average of the related microscopic field variables and exactly conserved by the kinetic equations. On super-kinetic time scales, density quasi-conservation is lost while energy remains conserved, and we find evidence for eventual relaxation of the density to its canonical ensemble value. However, the precise mechanism remains unknown and is not captured by the Boltzmann-Peierls equations.

cond-mat.stat-mech↗
arXiv2016

Summability of joint cumulants of nonindependent lattice fields

We consider two nonindependent random fields $ψ$ and $ϕ$ defined on a countable set $Z$. For instance, $Z={\mathbb Z}^d$ or $Z={\mathbb Z}^d\times I$, where $I$ denotes a finite set of possible "internal degrees of freedom" such as spin. We prove that, if the cumulants of both $ψ$ and $ϕ$ are $\ell_1$-clustering up to order $2 n$, then all joint cumulants between $ψ$ and $ϕ$ are $\ell_2$-summable up to order $n$, in the precise sense described in the text. We also provide explicit estimates in terms of the related $\ell_1$-clustering norms, and derive a weighted $\ell_2$-summation property of the joint cumulants if the fields are merely $\ell_2$-clustering. One immediate application of the results is given by a stochastic process $ψ_t(x)$ whose state is $\ell_1$-clustering at any time $t$: then the above estimates can be applied with $ψ=ψ_t$ and $ϕ=ψ_0$ and we obtain uniform in $t$ estimates for the summability of time-correlations of the field. The above clustering assumption is obviously satisfied by any $\ell_1$-clustering stationary state of the process, and our original motivation for the control of the summability of time-correlations comes from a quest for a rigorous control of the Green-Kubo correlation function in such a system. A key role in the proof is played by the properties of non-Gaussian Wick polynomials and their connection to cumulants.

math.PR↗
arXiv2013

Thermalization in harmonic particle chains with velocity flips

We propose a new mathematical tool for the study of transport properties of models for lattice vibrations in crystalline solids. By replication of dynamical degrees of freedom, we aim at a new dynamical system where the "local" dynamics can be isolated and solved independently from the "global" evolution. The replication procedure is very generic but not unique as it depends on how the original dynamics are split between the local and global dynamics. As an explicit example, we apply the scheme to study thermalization of the pinned harmonic chain with velocity flips. We improve on the previous results about this system by showing that after a relatively short time period the average kinetic temperature profile satisfies the dynamic Fourier's law in a local microscopic sense without assuming that the initial data is close to a local equilibrium state. The bounds derived here prove that the above thermalization period is at most of the order L^(2/3), where L denotes the number of particles in the chain. In particular, even before the diffusive time scale Fourier's law becomes a valid approximation of the evolution of the kinetic temperature profile. As a second application of the dynamic replica method, we also briefly discuss replacing the velocity flips by an anharmonic onsite potential.

math-ph↗
arXiv2013

Harmonic Systems With Bulk Noises

We consider a harmonic chain in contact with thermal reservoirs at different temperatures and subject to bulk noises of different types: velocity flips or self-consistent reservoirs. While both systems have the same covariances in the nonequilibrium stationary state (NESS) the measures are very different. We study hydrodynamical scaling, large deviations, fluctuations, and long range correlations in both systems. Some of our results extend to higher dimensions.

cond-mat.stat-mech↗
arXiv2013

Global well-posedness of the spatially homogeneous Hubbard-Boltzmann equation

The Hubbard model is a simplified description for the evolution of interacting spin-1/2 fermions on a d-dimensional lattice. In a kinetic scaling limit, the Hubbard model can be associated with a matrix-valued Boltzmann equation, the Hubbard-Boltzmann equation. Its collision operator is a sum of two qualitatively different terms: The first term is similar to the collision operator of the fermionic Boltzmann-Nordheim equation. The second term leads to a momentum-dependent rotation of the spin basis. The rotation is determined by a principal value integral which depends quadratically on the state of the system and might become singular for non-smooth states. In this paper, we prove that the spatially homogeneous equation nevertheless has global solutions in L^\infty(T^d,C^{2x2}) for any initial data W_0 which satisfies the "Fermi constraint" in the sense that 0 <= W_0 <= 1 almost everywhere. We also prove that there is a unique "physical" solution for which the Fermi constraint holds at all times. For the proof, we need to make a number of assumptions about the lattice dispersion relation which, however, are satisfied by the nearest neighbor Hubbard model, provided that d >= 3. These assumptions suffice to guarantee that, although possibly singular, the local rotation term is generated by a function in L^2(T^d,C^{2x2}).

math-ph↗
arXiv2013

Derivation of a Matrix-valued Boltzmann Equation for the Hubbard Model

For the spin-$\{1}{2}$ Fermi-Hubbard model we derive the kinetic equation valid for weak interactions by using time-dependent perturbation expansion up to second order. In recent theoretical and numerical studies the kinetic equation has been merely stated without further details. In this contribution we provide the required background material.

cond-mat.stat-mech↗
arXiv2012

Energy fluctuations, hydrodynamics and local correlations in harmonic systems with bulk noises

In this note, I summarise and comment on joint work with C. Bernardin, V. Kannan and J. L. Lebowitz concerning two harmonic systems with bulk noises whose nonequilibrium steady states (NESS) are nearly identical (they share the same thermal conductivity and two-point function), but whose hydrodynamic properties (convergence towards the NESS) are very different. The goal is to discuss the results in the general context of nonequilibrium properties of dynamical systems, in particular, what they tell us about possible effective models, or predictive approximations, for such systems.

math-ph↗
arXiv2011

Nonequilibrium Stationary States of Harmonic Chains with Bulk Noises

We consider a chain composed of $N$ coupled harmonic oscillators in contact with heat baths at temperature $T_\ell$ and $T_r$ at sites 1 and $N$ respectively. The oscillators are also subjected to non-momentum conserving bulk stochastic noises. These make the heat conductivity satisfy Fourier's law. Here we describe some new results about the hydrodynamical equations for typical macroscopic energy and displacement profiles, as well as their fluctuations and large deviations, in two simple models of this type.

cond-mat.stat-mech↗
arXiv2011

Paradoxical Reflection in Quantum Mechanics

This article concerns a phenomenon of elementary quantum mechanics that is quite counter-intuitive, very non-classical, and apparently not widely known: a quantum particle can get reflected at a downward potential step. In contrast, classical particles get reflected only at upward steps. The conditions for this effect are that the wave length is much greater than the width of the potential step and the kinetic energy of the particle is much smaller than the depth of the potential step. This phenomenon is suggested by non-normalizable solutions to the time-independent Schroedinger equation, and we present evidence, numerical and mathematical, that it is also indeed predicted by the time-dependent Schroedinger equation. Furthermore, this paradoxical reflection effect suggests, and we confirm mathematically, that a quantum particle can be trapped for a long time (though not forever) in a region surrounded by downward potential steps, that is, on a plateau.

quant-ph↗
arXiv2010

Weakly nonlinear Schrödinger equation with random initial data

It is common practice to approximate a weakly nonlinear wave equation through a kinetic transport equation, thus raising the issue of controlling the validity of the kinetic limit for a suitable choice of the random initial data. While for the general case a proof of the kinetic limit remains open, we report on first progress. As wave equation we consider the nonlinear Schrodinger equation discretized on a hypercubic lattice. Since this is a Hamiltonian system, a natural choice of random initial data is distributing them according to the corresponding Gibbs measure with a chemical potential chosen so that the Gibbs field has exponential mixing. The solution psi_t(x) of the nonlinear Schrodinger equation yields then a stochastic process stationary in x in Z^d and t in R. If lambda denotes the strength of the nonlinearity, we prove that the space-time covariance of psi_t(x) has a limit as lambda -> 0 for t=lambda^(-2)*tau, with tau fixed and |tau| sufficiently small. The limit agrees with the prediction from kinetic theory.

math-ph↗
arXiv2008

Heat Conduction and Entropy Production in Anharmonic Crystals with Self-Consistent Stochastic Reservoirs

We investigate a class of anharmonic crystals in $d$ dimensions, $d\ge 1$, coupled to both external and internal heat baths of the Ornstein-Uhlenbeck type. The external heat baths, applied at the boundaries in the 1-direction, are at specified, unequal, temperatures $\tlb$ and $\trb$. The temperatures of the internal baths are determined in a self-consistent way by the requirement that there be no net energy exchange with the system in the non-equilibrium stationary state (NESS). We prove the existence of such a stationary self-consistent profile of temperatures for a finite system and show it minimizes the entropy production to leading order in $(\tlb -\trb)$. In the NESS the heat conductivity $κ$ is defined as the heat flux per unit area divided by the length of the system and $(\tlb -\trb)$. In the limit when the temperatures of the external reservoirs goes to the same temperature $T$, $κ(T)$ is given by the Green-Kubo formula, evaluated in an equilibrium system coupled to reservoirs all having the temperature $T$. This $κ(T)$ remains bounded as the size of the system goes to infinity. We also show that the corresponding infinite system Green-Kubo formula yields a finite result. Stronger results are obtained under the assumption that the self-consistent profile remains bounded.

cond-mat.stat-mech↗
arXiv2008

Not to normal order - Notes on the kinetic limit for weakly interacting quantum fluids

The derivation of the Nordheim-Boltzmann transport equation for weakly interacting quantum fluids is a longstanding problem in mathematical physics. Inspired by the method developed to handle classical dilute gases, a conventional approach is the use of the BBGKY hierarchy for the time-dependent reduced density matrices. In contrast, our contribution is motivated by the kinetic theory of the weakly nonlinear Schrodinger equation. The main observation is that the results obtained in the latter context carry over directly to weakly interacting quantum fluids provided one does not insist on normal order in the Duhamel expansion. We discuss the term by term convergence of the expansion and the equilibrium time correlation .

math-ph↗
arXiv2007

Anomalous energy transport in the FPU-beta chain

We consider the energy current correlation function for the FPU-beta lattice. For small non-linearity one can rely on kinetic theory. The issue reduces then to a spectral analysis of the linearized collision operator. We prove thereby that, on the basis of kinetic theory, the energy current correlations decay in time as t^(-3/5). It follows that the thermal conductivity is anomalous, increasing as N^(2/5) with the system size N.

math-ph↗
arXiv2006

Energy transport by acoustic modes of harmonic lattices

We study the large scale evolution of a scalar lattice excitation which satisfies a discrete wave-equation in three dimensions. We assume that the dispersion relation associated to the elastic coupling constants of the wave-equation is acoustic, i.e., it has a singularity of the type |k| near the vanishing wave vector, k=0. To derive equations that describe the macroscopic energy transport we introduce the Wigner transform and change variables so that the spatial and temporal scales are of the order of epsilon. In the continuum limit, which is achieved by sending the parameter epsilon to 0, the Wigner transform disintegrates into three different limit objects: the transform of the weak limit, the H-measure and the Wigner-measure. We demonstrate that these three limit objects satisfy a set of decoupled transport equations: a wave-equation for the weak limit of the rescaled initial data, a dispersive transport equation for the regular limiting Wigner measure, and a geometric optics transport equation for the H-measure limit of the initial data concentrating to k=0. A simple consequence of our result is the complete characterization of energy transport in harmonic lattices with acoustic dispersion relations.

math-ph↗