arXiv subjects
Publications and source records attributed to Konstantin Khanin.
We consider the stochastic heat equation on the integer lattice $\mathbb{Z}^d$ in dimension $d \geq 3$ and with small coupling constant. We show uniqueness of global solutions within the class of positive functions that are stationary in time and whose asymptotic growth in space is subexponential. Our proof relies on a factorization formula for the point-to-point partition function in the associated polymer model.
We consider a continuous-time simple symmetric random walk on the integer lattice $\mathbb{Z}^d$ in dimension $d \geq 3$, subject to a random potential given by a field of two-sided Wiener processes. In the high-temperature regime, we prove the existence of the $L^2$- and almost sure limits of the partition function as time $t \to \pm \infty$, and show that these limiting partition functions are positive almost surely. Our main result is a factorization formula for the point-to-point partition function, which is shown to be valid up to any sub-ballistic scale.
We study decaying turbulence in the 1D Burgers equation (Burgulence) and 3D Navier-Stokes (NS) turbulence. We first investigate the decay in time $t$ of the energy $E(t)$ in Burgulence, for a fractional Brownian initial potential, with Hurst exponent $H$, and demonstrate rigorously a self-similar time-decay of $E(t)$, previously determined heuristically. This is a consequence of the nontrivial boundedness of the energy for any positive time. We define a spatially forgetful \textit{oblivious fractional Brownian motion} (OFBM), with Hurst exponent $H$, and prove that Burgulence, with an OFBM as initial potential $φ_0(x)$, is not only intermittent, but it also displays, a hitherto unanticipated, large-scale bifractality or multifractality; the latter occurs if we combine OFBMs, with different values of $H$. This is the first rigorous proof of genuine multifractality for turbulence in a nonlinear hydrodynamical partial differential equation. We then present direct numerical simulations (DNSs) of freely decaying turbulence, capturing some aspects of this multifractality. For Burgulence, we investigate such decay for two cases: (A) $φ_0(x)$ a multifractal random walk that crosses over to a fractional Brownian motion beyond a crossover scale $\mathcal{L}$, tuned to go from small- to large-scale multifractality; (B) initial energy spectra $E_0(k)$, with wavenumber $k$, having one or more power-law regions, which lead, respectively, to self-similar and non-self-similar energy decay. Our analogous DNSs of the 3D NS equations also uncover self-similar and non-self-similar energy decay. Challenges confronting the detection of genuine large-scale multifractality, in numerical and experimental studies of NS and MHD turbulence, are highlighted.
We consider a last passage percolation model in dimension $1+1$ with potential given by the product of a spatial i.i.d. potential with symmetric bounded distribution and an independent i.i.d. in time sequence of signs. We assume that the density of the spatial potential near the edge of its support behaves as a power, with exponent $κ>-1$. We investigate the linear growth rate of the actions of optimal point-to-point lazy random walk paths as a function of the path slope and describe the structure of the resulting shape function. It has a corner at $0$ and, although its restriction to positive slopes cannot be linear, we prove that it has a flat edge near $0$ if $κ>0$. For optimal point-to-line paths, we study their actions and locations of favorable edges that the paths tends to reach and stay at. Under an additional assumption on the time it takes for the optimal path to reach the favorable location, we prove that appropriately normalized actions converge to a limiting distribution that can be viewed as a counterpart of the Tracy-Widom law. Since the scaling exponent and the limiting distribution depend only on the parameter $κ$, our results provide a description of a new universality class.
In our contribution we study stochastic models in one space dimension with two conservation laws. One model is the coupled continuum stochastic Burgers equation, for which each current is a sum of quadratic non-linearities, linear diffusion, and spacetime white noise. The second model is a two-lane stochastic lattice gas. As distinct from previous studies, the two conserved densities are tuned such that the flux Jacobian, a $2 \times 2$ matrix, has coinciding eigenvalues. In the steady state, investigated are spacetime correlations of the conserved fields and the time-integrated currents at the origin. For a particular choice of couplings the dynamical exponent 3/2 is confirmed. Furthermore, at these couplings, continuum stochastic Burgers equation and lattice gas are demonstrated to be in the same universality class.
We consider large-scale point fields which naturally appear in the context of the Kardar-Parisi-Zhang (KPZ) phenomenon. Such point fields are geometrical objects formed by points of mass concentration, and by shocks separating the sources of these points. We introduce similarly defined point fields for processes of coalescing fractional Brownian motions (cfBm). The case of the Hurst index 2/3 is of particular interest for us since, in this case, the power law of the density decay is the same as that in the KPZ phenomenon. In this paper, we present strong numerical evidence that statistical properties of points fields in these two different settings are very similar. We also discuss theoretical arguments in support of the conjecture that they are exactly the same in the large-time limit. This would indicate that two objects may, in fact, belong to the same universality class.
The rigidity theory for circle homeomophisms with breaks was studied intensively in the last 20 years. It was proved that under mild conditions of the Diophantine type on the rotation number any two $C^{2+α}$ smooth circle homeomorphisms with a break point are $C^1$ smoothly conjugate to each other, provided that they have the same rotation number and the same size of the break. In this paper we prove that the conjugacy may not be $C^{2-ν}$ even if the maps are analytic outside of the break points. This result shows that the rigidity theory for maps with singularities is very different from the linearizable case of circle diffeomorphisms where conjugacy is arbitrarily smooth, or even analytic, for sufficiently smooth diffeomorphisms.
In this paper we study the rate of convergence of the iterates of \iid random piecewise constant monotone maps to the time-$1$ transport map for the process of coalescing Brownian motions. We prove that the rate of convergence is given by a power law. The time-1 map for the coalescing Brownian motions can be viewed as a fixed point for a natural renormalization transformation acting in the space of probability laws for random piecewise constant monotone maps. Our result implies that this fixed point is exponentially stable.
We prove a factorization formula for the point-to-point partition function associated with a model of directed polymers on the space-time lattice $\mathbb{Z}^{d+1}$, subject to an i.i.d. random potential and in the regime of weak disorder. In particular, we show that the error term in the factorization formula is uniformly small for starting and end points $x, y$ in the sub-ballistic regime $\| x - y \| \leq t^σ$, where $σ< 1$ can be arbitrarily close to $1$. This extends a result of Sinai. We also derive asymptotics for spatial and temporal correlations of the field of limiting partition functions.
The well known phenomenon of exponential contraction for solutions to the viscous Hamilton-Jacobi equation in the space-periodic setting is based on the Markov mechanism. However, the corresponding Lyapunov exponent $λ(ν)$ characterizing the exponential rate of contraction depends on the viscosity $ν$. The Markov mechanism provides only a lower bound for $λ(ν)$ which vanishes in the limit $ν\to 0$. At the same time, in the inviscid case $ν=0$ one also has exponential contraction based on a completely different dynamical mechanism. This mechanism is based on hyperbolicity of action-minimizing orbits for the related Lagrangian variational problem. In this paper we consider the discrete time case (kicked forcing), and establish a uniform lower bound for $λ(ν)$ which is valid for all $ν\geq 0$. The proof is based on a nontrivial interplay between the dynamical and Markov mechanisms for exponential contraction. We combine PDE methods with the ideas from the Weak KAM theory.
In this paper we study spectral properties of Schrödinger operators with quasi-periodic potentials related to quasi-periodic action minimizing trajectories for analytic twist maps. We prove that the spectrum contains a component of absolutely continuous spectrum provided that the corresponding trajectory of the twist map belongs to an analytic invariant curve.
In this article we prove that iterated renormalisations of $\mathcal{C}^r$ circle diffeomorphisms with $d$ breaks, $r>2$, with given size of breaks, converge to an invariant family of piecewise Moebius maps, of dimension $2d$. We prove that this invariant family identifies with a \textit{relative character variety} $χ(π_1 Σ, \mathrm{PSL}(2,\mathbb{R}), \mathbf{h})$ where $Σ$ is a $d$-holed torus, and that the renormalisation operator identifies with a sub-action of the mapping class group $\mathrm{MCG}(Σ)$. This action is known to preserves a symplectic form, thanks to the work of Guruprasad-Huebschmann-Jeffrey-Weinstein. Its pull-back through the aforementioned identification provides a symplectic form invariant by renormalisation.
In this paper, we discuss possible qualitative approaches to the problem of KPZ universality. Throughout the paper, our point of view is based on the geometrical and dynamical properties of minimisers and shocks forming interlacing tree-like structures. We believe that the KPZ universality can be explained in terms of statistics of these structures evolving in time. The paper is focussed on the setting of the random Hamilton--Jacobi equations. We formulate several conjectures concerning global solutions and discuss how their properties are connected to the KPZ scalings in dimension 1+1. In the case of general viscous Hamilton--Jacobi equations with non-quadratic Hamiltonians, we define generalised directed polymers. We expect that their behaviour is similar to the behaviour of classical directed polymers, and present arguments in favour of this conjecture. We also define a new renormalisation transformation defined in purely geometrical terms and discuss conjectural properties of the corresponding fixed points. Most of our conjectures are widely open, and supported by only partial rigorous results for particular models.
We show that for a family of randomly kicked Hamilton-Jacobi equations, the unique global minimizer is hyperbolic, almost surely. Furthermore, we prove the unique forward and backward viscosity solutions, though in general only Lipshitz, are smooth in a neighbourhood of the global minimizer. Our result generalizes the result of E, Khanin, Mazel and Sinai (\cite{EKMS00}) to dimension $d\ge 2$, and extends the result of Iturriaga and Khanin in \cite{IK03}.
We show that for a family of randomly kicked Hamiton-Jacobi equations on the torus, almost surely, the solution of an initial value problem converges exponentially fast to the unique stationary solution. Combined with the results in \cite{IK03} and \cite{KZ12}, this completes the program started in \cite{EKMS00} for the multi-dimensional setting.
Characteristic curves of a Hamilton-Jacobi equation can be seen as action minimizing trajectories of fluid particles. However this description is valid only for smooth solutions. For nonsmooth "viscosity" solutions, which give rise to discontinuous velocity fields, this picture holds only up to the moment when trajectories hit a shock and cease to minimize the Lagrangian action. In this paper we discuss two physically meaningful regularisation procedures, one corresponding to vanishing viscosity and another to weak noise limit. We show that for any convex Hamiltonian, a viscous regularization allows to construct a nonsmooth flow that extends particle trajectories and determines dynamics inside the shock manifolds. This flow consists of integral curves of a particular "effective" velocity field, which is uniquely defined everywhere in the flow domain and is discontinuous on shock manifolds. The effective velocity field arising in the weak noise limit is generally non-unique and different from the viscous one, but in both cases there is a fundamental self-consistency condition constraining the dynamics.
We construct space-time stationary solutions of the 1D Burgers equation with random forcing in the absence of periodicity or any other compactness assumptions. More precisely, for the forcing given by a homogeneous Poissonian point field in space-time we prove that there is a unique global solution with any prescribed average velocity. These global solutions serve as one-point random attractors for the infinite-dimensional dynamical system associated to solutions to the Cauchy problem. The probability distribution of the global solutions defines a stationary distribution for the corresponding Markov process. We describe a broad class of initial Cauchy data for which the distribution of the Markov process converges to the above stationary distribution. Our construction of the global solutions is based on a study of the field of action-minimizing curves. We prove that for an arbitrary value of the average velocity, with probability 1 there exists a unique field of action-minimizing curves initiated at all of the Poissonian points. Moreover action-minimizing curves corresponding to different starting points merge with each other in finite time.
We study the renormalization operator of circle homeomorphisms with a break point and show that it possesses a hyperbolic horseshoe attractor.