arXiv subjects

Jean-Christophe Mourrat

Publications and source records attributed to Jean-Christophe Mourrat.

At least 73 records · Page 4Linked to original sources

arXiv2015

Lipschitz regularity for elliptic equations with random coefficients

We develop a higher regularity theory for general quasilinear elliptic equations and systems in divergence form with random coefficients. The main result is a large-scale $L^\infty$-type estimate for the gradient of a solution. The estimate is proved with optimal stochastic integrability under a one-parameter family of mixing assumptions, allowing for very weak mixing with non-integrable correlations to very strong mixing (e.g., finite range of dependence). We also prove a quenched $L^2$ estimate for the error in homogenization of Dirichlet problems. The approach is based on subadditive arguments which rely on a variational formulation of general quasilinear divergence-form equations.

math.AP↗

arXiv2015

Anchored Nash inequalities and heat kernel bounds for static and dynamic degenerate environments

We introduce anchored versions of the Nash inequality. They allow to control the $L^2$ norm of a function by Dirichlet forms that are not uniformly elliptic. We then use them to provide heat kernel upper bounds for diffusions in degenerate static and dynamic random environments. As an example, we apply our results to the case of a random walk with degenerate jump rates that depend on an underlying exclusion process at equilibrium.

math.PR↗

arXiv2015

Diffusive Decay of the Environment Viewed by the Particle

We prove an optimal diffusive decay of the environment viewed by the particle in random walk among random independent conductances, with, as a main assumption, finite second moment of the conductance. Our proof, using the analytic approach of Gloria, Neukamm and Otto, is very short and elementary.

math.PR↗

arXiv2015

Scaling limit of the corrector in stochastic homogenization

In the homogenization of divergence-form equations with random coefficients, a central role is played by the corrector. We focus on a discrete space setting and on dimension 3 and more. Completing the argument started in previous work, we identify the scaling limit of the corrector, which is akin to a Gaussian free field.

math.AP↗

arXiv2015

Convergence of the two-dimensional dynamic Ising-Kac model to $Φ^4_2$

The Ising-Kac model is a variant of the ferromagnetic Ising model in which each spin variable interacts with all spins in a neighbourhood of radius $γ^{-1}$ for $γ\ll 1$ around its base point. We study the Glauber dynamics for this model on a discrete two-dimensional torus $\mathbb{Z}^2/ (2N+1)\mathbb{Z}^2$, for a system size $N \gg γ^{-1}$ and for an inverse temperature close to the critical value of the mean field model. We show that the suitably rescaled coarse-grained spin field converges in distribution to the solution of a non-linear stochastic partial differential equation. This equation is the dynamic version of the $Φ^4_2$ quantum field theory, which is formally given by a reaction diffusion equation driven by an additive space-time white noise. It is well-known that in two spatial dimensions, such equations are distribution valued and a Wick renormalisation has to be performed in order to define the non-linear term. Formally, this renormalisation corresponds to adding an infinite mass term to the equation. We show that this need for renormalisation for the limiting equation is reflected in the discrete system by a shift of the critical temperature away from its mean field value.

math.PR↗

arXiv2015

Global well-posedness of the dynamic $Φ^4$ model in the plane

We show global well-posedness of the dynamic $Φ^4$ model in the plane. The model is a non-linear stochastic PDE that can only be interpreted in a "renormalised" sense. Solutions take values in suitable weighted Besov spaces of negative regularity.

math.PR↗

arXiv2014

Significance level and positivity bias as causes for high rate of non-reproducible scientific results?

The high fraction of published results that turn out to be incorrect is a major concern of today's science. This paper contributes to the understanding of this problem in two independent directions. First, Johnson's recent claim that hypothesis testing with a significance level of 0.05 can alone lead to an unacceptably large proportion of false positives among all results is shown to be unfounded. Second, a way to quantify the effect of "positivity bias" (the tendency to consider only positive results as worthwhile) is introduced. We estimate the proportion of false positives among positive results in terms of the significance level used and the positivity ratio. The latter quantity is the fraction of positive results over all results, be they positive or not, published or not. In particular, if one uses a significance level of 0.05, and produces 4 (possibly unpublished) negative results for every positive result, then the proportion of false positives among positive results can climb to a high 21%.

stat.AP↗

arXiv2014

Phase transition of the contact process on random regular graphs

We consider the contact process with infection rate $λ$ on a random $(d+1)$-regular graph with $n$ vertices, $G_n$. We study the extinction time $τ_{G_n}$ (that is, the random amount of time until the infection disappears) as $n$ is taken to infinity. We establish a phase transition depending on whether $λ$ is smaller or larger than $λ_1(\mathbb{T}^d)$, the lower critical value for the contact process on the infinite, $(d+1)$-regular tree: if $λ< λ_1(\mathbb{T}^d)$, $τ_{G_n}$ grows logarithmically with $n$, while if $λ> λ_1(\mathbb{T}^d)$, it grows exponentially with $n$. This result differs from the situation where, instead of $G_n$, the contact process is considered on the $d$-ary tree of finite height, since in this case, the transition is known to happen instead at the _upper_ critical value for the contact process on $\mathbb{T}^d$.

math.PR↗

arXiv2014

Lyapunov exponents of random walks in small random potential: the upper bound

We consider the simple random walk on $\mathbb{Z}^d$ evolving in a random i.i.d. potential taking values in $[0,+\infty)$. The potential is not assumed integrable, and can be rescaled by a multiplicative factor $λ> 0$. Completing the work started in a companion paper, we give the asymptotic behaviour of the Lyapunov exponents for $d \ge 3$, both annealed and quenched, as the scale parameter $λ$ tends to zero.

math.PR↗

arXiv2014

The contact process on finite homogeneous trees revisited

We consider the contact process with infection rate $λ$ on $\mathbb{T}_n^d$, the $d$-ary tree of height $n$. We study the extinction time $τ_{\mathbb{T}_n^d}$, that is, the random time it takes for the infection to disappear when the process is started from full occupancy. We prove two conjectures of Stacey regarding $τ_{\mathbb{T}_n^d}$. Let $λ_2$ denote the upper critical value for the contact process on the infinite $d$-ary tree. First, if $λ< λ_2$, then $τ_{\mathbb{T}_n^d}$ divided by the height of the tree converges in probability, as $n \to \infty$, to a positive constant. Second, if $λ> λ_2$, then $\log \mathbb{E}[τ_{\mathbb{T}_n^d}]$ divided by the volume of the tree converges in probability to a positive constant, and $τ_{\mathbb{T}_n^d}/\mathbb{E}[τ_{\mathbb{T}_n^d}]$ converges in distribution to the exponential distribution of mean 1.

math.PR↗

arXiv2013

First-order expansion of homogenized coefficients under Bernoulli perturbations

Divergence-form operators with stationary random coefficients homogenize over large scales. We investigate the effect of certain perturbations of the medium on the homogenized coefficients. The perturbations that we consider are rare at the local level, but when occurring, have an effect of the same order of magnitude as the initial medium itself. The main result of the paper is a first-order expansion of the homogenized coefficients, as a function of the perturbation parameter.

math.AP↗

arXiv2013

Quantitative version of the Kipnis-Varadhan theorem and Monte Carlo approximation of homogenized coefficients

This article is devoted to the analysis of a Monte Carlo method to approximate effective coefficients in stochastic homogenization of discrete elliptic equations. We consider the case of independent and identically distributed coefficients, and adopt the point of view of the random walk in a random environment. Given some final time t>0, a natural approximation of the homogenized coefficients is given by the empirical average of the final squared positions re-scaled by t of n independent random walks in n independent environments. Relying on a quantitative version of the Kipnis-Varadhan theorem combined with estimates of spectral exponents obtained by an original combination of PDE arguments and spectral theory, we first give a sharp estimate of the error between the homogenized coefficients and the expectation of the re-scaled final position of the random walk in terms of t. We then complete the error analysis by quantifying the fluctuations of the empirical average in terms of n and t, and prove a large-deviation estimate, as well as a central limit theorem. Our estimates are optimal, up to a logarithmic correction in dimension 2.

math.PR↗

arXiv2013

On the rate of convergence in the martingale central limit theorem

Consider a discrete-time martingale, and let $V^2$ be its normalized quadratic variation. As $V^2$ approaches 1, and provided that some Lindeberg condition is satisfied, the distribution of the rescaled martingale approaches the Gaussian distribution. For any $p\geq 1$, (Ann. Probab. 16 (1988) 275-299) gave a bound on the rate of convergence in this central limit theorem that is the sum of two terms, say $A_p+B_p$, where up to a constant, $A_p={\|V^2-1\|}_p^{p/(2p+1)}$. Here we discuss the optimality of this term, focusing on the restricted class of martingales with bounded increments. In this context, (Ann. Probab. 10 (1982) 672-688) sketched a strategy to prove optimality for $p=1$. Here we extend this strategy to any $p\geq 1$, thereby justifying the optimality of the term $A_p$. As a necessary step, we also provide a new bound on the rate of convergence in the central limit theorem for martingales with bounded increments that improves on the term $B_p$, generalizing another result of (Ann. Probab. 10 (1982) 672-688).

math.PR↗

arXiv2013

Aging of asymmetric dynamics on the random energy model

We show aging of Glauber-type dynamics on the random energy model, in the sense that we obtain the scaling limits of the clock process and of the age process. The latter encodes the Gibbs weight of the configuration occupied by the dynamics. Both limits are expressed in terms of stable subordinators.

math.PR↗

arXiv2012

Lyapunov exponents of random walks in small random potential: the lower bound

We consider the simple random walk on Z^d, d > 2, evolving in a potential of the form βV, where (V(x), x \in Z^d) are i.i.d. random variables taking values in [0,+\infty), and β > 0. When the potential is integrable, the asymptotic behaviours as β tends to 0 of the associated quenched and annealed Lyapunov exponents are known (and coincide). Here, we do not assume such integrability, and prove a sharp lower bound on the annealed Lyapunov exponent for small β. The result can be rephrased in terms of the decay of the averaged Green function of the Anderson Hamiltonian -Δ + βV.

math.PR↗

arXiv2012

Lyapunov exponents, shape theorems and large deviations for the random walk in random potential

We consider the simple random walk on Z^d evolving in a potential of independent and identically distributed random variables taking values in [0, + \infty]. We give optimal conditions for the existence of the quenched point-to-point Lyapunov exponent, and for different versions of a shape theorem. The method of proof applies as well to first-passage percolation, and builds up on an approach of Cox and Durrett (1981). The weakest form of shape theorem holds whenever the set of sites with finite potential percolates. Under this condition, we then show the existence of the quenched point-to-hyperplane Lyapunov exponent, and give a large deviation principle for the walk under the quenched weighted measure.

math.PR↗

arXiv2012

Kantorovich distance in the martingale CLT and quantitative homogenization of parabolic equations with random coefficients

The article begins with a quantitative version of the martingale central limit theorem, in terms of the Kantorovich distance. This result is then used in the study of the homogenization of discrete parabolic equations with random i.i.d. coefficients. For smooth initial condition, the rescaled solution of such an equation, once averaged over the randomness, is shown to converge polynomially fast to the solution of the homogenized equation, with an explicit exponent depending only on the dimension. Polynomial rate of homogenization for the averaged heat kernel, with an explicit exponent, is then derived. Similar results for elliptic equations are also presented.

math.AP↗

arXiv2012

Exponential extinction time of the contact process on finite graphs

We study the extinction time $\uptau$ of the contact process on finite trees of bounded degree. We show that, if the infection rate is larger than the critical rate for the contact process on $\Z$, then, uniformly over all trees of degree bounded by a given number, the expectation of $\uptau$ grows exponentially with the number of vertices. Additionally, for any sequence of growing trees of bounded degree, $\uptau$ divided by its expectation converges in distribution to the unitary exponential distribution. These also hold if one considers a sequence of graphs having spanning trees with uniformly bounded degree. Using these results, we consider the contact process on a random graph with vertex degrees following a power law. Improving a result of Chatterjee and Durrett \cite{CD}, we show that, for any infection rate, the extinction time for the contact process on this graph grows exponentially with the number of vertices.

math.PR↗