SearcharxivSearch

arXiv subjects

Joe P. Chen

Publications and source records attributed to Joe P. Chen.

At least 19 recordsLinked to original sources

Canonical Local Equilibrium and Cutoff Profiles for the Symmetric Exclusion Process on Discrete Tori

We prove a canonical (or fixed-population) local equilibrium theorem for the symmetric simple exclusion process on the discrete torus $\mathbb T_N^D$, $D\ge2$, at particle densities bounded away from $0$ and $1$, uniformly over all deterministic initial configurations with the prescribed particle number. At times \[ t_N(s)=\frac{\log(N^D)+s}{2\gamma_N}, \qquad \gamma_N=2-2\cos\left(\frac{2\pi}{N}\right), \] the Radon--Nikodym density of the process relative to equilibrium converges in $L^2$ to a canonical exponential tilt generated by the unique small mean-zero calibration field whose one-site marginals match the evolving one-particle heat profile. Consequently, whenever the profile coordinate converges, the corresponding total variation profile is a Gaussian shift. More precisely, for a deterministic initial sequence $(S_N)$, if the covariance-normalized squared amplitude $\mathfrak q_N^{S_N}(s)$ converges to a scalar $\mathfrak q$ at a fixed $s$, then the distance to stationarity converges to $ 2\Phi\!\left({\sqrt{\mathfrak q}}/2\right)-1 $, where $\Phi$ is the standard normal distribution function. The profile coordinate is asymptotically determined by the one-particle eigenspace corresponding to the smallest nonzero eigenvalue. The proof combines a calibrated canonical comparison, a fixed-degree comparison between independent and exclusion dynamics, and all-degree control obtained from pair energy estimates and preservation of the Strong--Rayleigh property.

math.PR

Uniqueness of the second eigenspace of the interchange process

The spectral gap theorem of Caputo, Liggett, and Richthammer states that on any connected weighted graph, the second eigenvalue of the interchange process equals the second eigenvalue of the random walk process. We characterize the corresponding eigenspace in the regular representation of the symmetric group. Except when the graph is a $4$-cycle whose four edge weights are equal, the entire second eigenspace lies in the direct sum of copies of the standard representation and is generated by copies of the second eigenspace of the random-walk Laplacian. The proof refines the octopus induction scheme by isolating the summand of the restricted representation that can support equality, and analyzing it in explicit two-subset and exterior-square coordinates.

math.PR

The cutoff profile for exclusion processes in any dimension

Consider symmetric simple exclusion processes, with or without Glauber dynamics on the boundary set, on a sequence of connected unweighted graphs $G_N=(V_N,E_N)$ which converge geometrically and spectrally to a compact connected metric measure space. Under minimal assumptions, we prove not only that total variation cutoff occurs at times $t_N=\log|V_N|/(2\lambda^N_1)$, where $|V_N|$ is the cardinality of $V_N$, and $\lambda^N_1$ is the lowest nonzero eigenvalue of the nonnegative graph Laplacian; but also the limit profile for the total variation distance to stationarity. The assumptions are shown to hold on the $D$-dimensional Euclidean lattices for any $D\geq 1$, as well as on self-similar fractal spaces. Our approach is decidedly analytic and does not use extensive coupling arguments. We identify a new observable in the exclusion process -- the cutoff semimartingales -- obtained by scaling and shifting the density fluctuation fields. Using the entropy method, we prove a functional CLT for the cutoff semimartingales converging to an infinite-dimensional Brownian motion, provided that the process is started from a deterministic configuration or from stationarity. This reduces the original problem to computing the total variation distance between the two versions of Brownian motions, which share the same covariance and whose initial conditions differ only in the coordinates corresponding to the first eigenprojection.

math.PR

Asymptotic behavior of density in the boundary-driven exclusion process on the Sierpinski gasket

We derive the macroscopic laws that govern the evolution of the density of particles in the exclusion process on the Sierpinski gasket in the presence of a variable speed boundary. We obtain, at the hydrodynamics level, the heat equation evolving on the Sierpinski gasket with either Dirichlet or Neumann boundary conditions, depending on whether the reservoirs are fast or slow. For a particular strength of the boundary dynamics we obtain linear Robin boundary conditions. As for the fluctuations, we prove that, when starting from the stationary measure, namely the product Bernoulli measure in the equilibrium setting, they are governed by Ornstein-Uhlenbeck processes with the respective boundary conditions.

math.PR

Higher order hydrodynamics and equilibrium fluctuations of interacting particle systems

Motivated by the recent preprint [arXiv:2004.08412] by Ayala, Carinci, and Redig, we first provide a general framework for the study of scaling limits of higher order fields. Then, by considering the same class of infinite interacting particle systems as in [arXiv:2004.08412], namely symmetric simple exclusion and inclusion processes in the d-dimensional Euclidean lattice, we prove the hydrodynamic limit, and convergence for the equilibrium fluctuations, of higher order fields. In particular, the limit fields exhibit a tensor structure. Our fluctuation result differs from that in [arXiv:2004.08412], since we consider a different notion of higher order fluctuation fields.

math.PR

Cutoffs for exclusion and interchange processes on finite graphs

We prove a general theorem on cutoffs for symmetric exclusion and interchange processes on finite graphs $G_N=(V_N,E_N)$, under the assumption that either the graphs converge geometrically and spectrally to a compact metric measure space, or they are isomorphic to discrete Boolean hypercubes. Specifically, cutoffs occur at times $\displaystyle t_N= (2γ_1^N)^{-1}\log |V_N|$, where $γ_1^N$ is the spectral gap of the symmetric random walk process on $G_N$. Under the former assumption, our theorem is applicable to the said processes on graphs such as: the $d$-dimensional discrete grids and tori for any integer dimension $d$; the $L$-th powers of cycles for fixed $L$, a.k.a. the $L$-adjacent transposition shuffle; and self-similar fractal graphs and products thereof.

math.PR

Cutoffs for exclusion processes on graphs with open boundaries

We prove a general theorem on cutoffs for symmetric simple exclusion processes on graphs with open boundaries, under the natural assumption that the graphs converge geometrically and spectrally to a compact metric measure space with Dirichlet boundary condition. Our theorem is valid on a variety of settings including, but not limited to: the $d$-dimensional grid for every integer dimension $d$; and self-similar fractal graphs and products thereof. Our method of proof is to identify a rescaled version of the density fluctuation field---the cutoff martingale---which allows us to prove the mixing time upper bound that matches the lower bound obtained via Wilson's method.

math.PR

Spectral decimation of the magnetic Laplacian on the Sierpinski gasket: Solving the Hofstadter-Sierpinski butterfly

The magnetic Laplacian (also called the line bundle Laplacian) on a connected weighted graph is a self-adjoint operator wherein the real-valued adjacency weights are replaced by unit complex-valued weights $\{ω_{xy}\}_{xy\in E}$, satisfying the condition that $ω_{xy}=\overline{ω_{yx}}$ for every directed edge $xy$. When properly interpreted, these complex weights give rise to magnetic fluxes through cycles in the graph. In this paper we establish the spectrum of the magnetic Laplacian, as a set of real numbers with multiplicities, on the Sierpinski gasket graph ($SG$) where the magnetic fluxes equal $α$ through the upright triangles, and $β$ through the downright triangles. This is achieved upon showing the spectral self-similarity of the magnetic Laplacian via a 3-parameter map $\mathcal{U}$ involving non-rational functions, which takes into account $α$, $β$, and the spectral parameter $λ$. In doing so we provide a quantitative answer to a question of Bellissard [Renormalization Group Analysis and Quasicrystals (1992)] on the relationship between the dynamical spectrum and the actual magnetic spectrum. Our main theorems lead to two applications. In the case $α=β$, we demonstrate the approximation of the magnetic spectrum by the filled Julia set of $\mathcal{U}$, the Sierpinski gasket counterpart to Hofstadter's butterfly. Meanwhile, in the case $α,β\in \{0,\frac{1}{2}\}$, we can compute the determinant of the magnetic Laplacian determinant and the corresponding asymptotic complexity.

math-ph

Internal DLA on Sierpinski gasket graphs

Internal diffusion-limited aggregation (IDLA) is a stochastic growth model on a graph $G$ which describes the formation of a random set of vertices growing from the origin (some fixed vertex) of $G$. Particles start at the origin and perform simple random walks; each particle moves until it lands on a site which was not previously visited by other particles. This random set of occupied sites in $G$ is called the IDLA cluster. In this paper we consider IDLA on Sierpinski gasket graphs, and show that the IDLA cluster fills balls (in the graph metric) with probability 1.

math.PR

Laplacian growth & sandpiles on the Sierpinski gasket: limit shape universality and exact solutions

We establish quantitative spherical shape theorems for rotor-router aggregation and abelian sandpile growth on the graphical Sierpinski gasket ($SG$) when particles are launched from the corner vertex. In particular, the abelian sandpile growth problem is exactly solved via a recursive construction of self-similar sandpile tiles. We show that sandpile growth and patterns exhibit a $(2\cdot 3^n)$-periodicity as a function of the initial mass. Moreover, the cluster explodes---increments by more than 1 in radius---at periodic intervals, a phenomenon not seen on $\mathbb{Z}^d$ or trees. We explicitly characterize all the radial jumps, and use the renewal theorem to prove the scaling limit of the cluster radius, which satisfies a power law modulated by log-periodic oscillations. In the course of our proofs we also establish structural identities of the sandpile groups of subgraphs of $SG$ with two different boundary conditions, notably the corresponding identity elements conjectured by Fairchild, Haim, Setra, Strichartz, and Westura. Our main theorems, in conjunction with recent results of Chen, Huss, Sava-Huss, and Teplyaev, establish $SG$ as a positive example of a state space which exhibits "limit shape universality," in the sense of Levine and Peres, among the four Laplacian growth models: divisible sandpiles, abelian sandpiles, rotor-router aggregation, and internal diffusion-limited aggregation (IDLA). We conclude the paper with conjectures about radial fluctuations in IDLA on $SG$, possible extensions of limit shape universality to other state spaces, and related open problems.

math-ph

Fractal AC circuits and propagating waves on fractals

We extend Feynman's analysis of the infinite ladder AC circuit to fractal AC circuits. We show that the characteristic impedances can have positive real part even though all the individual impedances inside the circuit are purely imaginary. This provides a physical setting for analyzing wave propagation of signals on fractals, by analogy with the Telegrapher's Equation, and generalizes the real resistance metric on a fractal, which provides a measure of distance on a fractal, to complex impedances.

math-ph

Regularized Laplacian determinants of self-similar fractals

We study the spectral zeta functions of the Laplacian on fractal sets which are locally self-similar fractafolds, in the sense of Strichartz. These functions are known to meromorphically extend to the entire complex plane, and the locations of their poles, sometimes referred to as complex dimensions, are of special interest. We give examples of self-similar sets such that their complex dimensions are not on the imaginary axis, which allows us to interpret their Laplacian determinant as the regularized product of their eigenvalues. We then investigate a connection between the logarithm of the determinant of the discrete graph Laplacian and the regularized one.

math.SP

From non-symmetric particle systems to non-linear PDEs on fractals

We present new results and challenges in obtaining hydrodynamic limits for non-symmetric (weakly asymmetric) particle systems (exclusion processes on pre-fractal graphs) converging to a non-linear heat equation. We discuss a joint density-current law of large numbers and a corresponding large deviations principle.

math-ph

Local ergodicity in the exclusion process on an infinite weighted graph

We establish an abstract local ergodic theorem, under suitable space-time scaling, for the (boundary-driven) symmetric exclusion process on an increasing sequence of balls covering an infinite weighted graph. The proofs are based on 1-block and 2-blocks estimates utilizing the resistance structure of the graph; the moving particle lemma established recently by the author; and discrete harmonic analysis. Our ergodic theorem applies to any infinite weighted graph upon which random walk is strongly recurrent in the sense of Barlow, Delmotte, and Telcs; these include many trees, fractal graphs, and random graphs arising from percolation. The main results of this paper are used to prove the joint density-current hydrodynamic limit of the boundary-driven exclusion process on the Sierpinski gasket, described in an upcoming paper with M. Hinz and A. Teplyaev.

math.PR

The moving particle lemma for the exclusion process on a weighted graph

We prove a version of the moving particle lemma for the exclusion process on any finite weighted graph, based on the octopus inequality of Caputo, Liggett, and Richthammer. In light of their proof of Aldous' spectral gap conjecture, we conjecture that our moving particle lemma is optimal in general. Our result can be applied to graphs which lack translational invariance, including, but not limited to, fractal graphs. An application of our result is the proof of local ergodicity for the exclusion process on a class of weighted graphs, the details of which are reported in a follow-up paper [arXiv:1705.10290].

math.PR

Stabilization by Noise of a $\mathbb{C}^2$-Valued Coupled System

Recently Herzog and Mattingly have shown that a $\mathbb{C}$-valued polynomial ODE which admits finite-time blow-up solutions may be stabilized by the addition of $\mathbb{C}$-valued Brownian noise. In this paper we extend their problem to a $\mathbb{C}^2$-valued system of coupled ODEs that also admits finite-time blow-up solutions. We show analytically and numerically that stabilization can be achieved in our setting by adding a suitable Brownian noise, and that the resulting system of SDEs is ergodic. The proof uses Girsanov theorem to effect a time change from our $\mathbb{C}^2$-system to a quasi-$\mathbb{C}$-system similar to the one studied by Herzog and Mattingly.

math.PR

Power dissipation in fractal AC circuits

We extend Feynman's analysis of an infinite ladder circuit to fractal circuits, providing examples in which fractal circuits constructed with purely imaginary impedances can have characteristic impedances with positive real part. Using (weak) self-similarity of our fractal structures, we provide algorithms for studying the equilibrium distribution of energy on these circuits. This extends the analysis of self-similar resistance networks introduced by Fukushima, Kigami, Kusuoka, and more recently studied by Strichartz et al.

math-ph

Singularly continuous spectrum of a self-similar Laplacian on the half-line

We investigate the spectrum of the self-similar Laplacian, which generates the so-called "$pq$ random walk" on the integer half-line $\mathbb{Z}_+$. Using the method of spectral decimation, we prove that the spectral type of the Laplacian is singularly continuous whenever $p\neq \frac{1}{2}$. This serves as a toy model for generating singularly continuous spectrum, which can be generalized to more complicated settings. We hope it will provide more insight into Fibonacci and other weakly self-similar models.

math-ph