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Konstantin Khanin

Publications and source records attributed to Konstantin Khanin.

29 records · Page 2Linked to original sources

The intermediate disorder regime for directed polymers in dimension $1+1$

We introduce a new disorder regime for directed polymers in dimension $1+1$ that sits between the weak and strong disorder regimes. We call it the intermediate disorder regime. It is accessed by scaling the inverse temperature parameter $β$ to zero as the polymer length $n$ tends to infinity. The natural choice of scaling is $β_n:=βn^{-1/4}$. We show that the polymer measure under this scaling has previously unseen behavior. While the fluctuation exponents of the polymer endpoint and the log partition function are identical to those for simple random walk ($ζ=1/2,χ=0$), the fluctuations themselves are different. These fluctuations are still influenced by the random environment, and there is no self-averaging of the polymer measure. In particular, the random distribution of the polymer endpoint converges in law (under a diffusive scaling of space) to a random absolutely continuous measure on the real line. The randomness of the measure is inherited from a stationary process $A_β$ that has the recently discovered crossover distributions as its one-point marginals, which for large $β$ become the GUE Tracy-Widom distribution. We also prove existence of a limiting law for the four-parameter field of polymer transition probabilities that can be described by the stochastic heat equation. In particular, in this weak noise limit, we obtain the convergence of the point-to-point free energy fluctuations to the GUE Tracy-Widom distribution. We emphasize that the scaling behaviour obtained is universal and does not depend on the law of the disorder.

math.PR↗

Ergodic properties of random billiards driven by thermostats

We consider a class of mechanical particle systems interacting with thermostats. Particles move freely between collisions with disk-shaped thermostats arranged periodically on the torus. Upon collision, an energy exchange occurs, in which a particle exchanges its tangential component of the velocity for a randomly drawn one from the Gaussian distribution with the variance proportional to the temperature of the thermostat. In the case when all temperatures are equal one can write an explicit formula for the stationary distribution. We consider the general case and show that there exists a unique absolutely continuous stationary distribution. Moreover under rather mild conditions on the initial distribution the corresponding Markov dynamics converges to the equilibrium with exponential rate. One of the main technical difficulties is related to a possible overheating of moving particle. However as we show in the paper non-compactness of the particle velocity can be effectively controlled.

math-ph↗

On hyperbolicity of minimizers for 1D random Lagrangian systems

We prove hyperbolicity of global minimizers for random Lagrangian systems in dimension 1. The proof considerably simplifies a related result in [2]. The conditions for hyperbolicity are almost optimal: they are essentially the same as conditions for uniqueness of a global minimizer in [3].

math.DS↗

The Continuum Directed Random Polymer

Motivated by discrete directed polymers in one space and one time dimension, we construct a continuum directed random polymer that is modeled by a continuous path interacting with a space-time white noise. The strength of the interaction is determined by an inverse temperature parameter beta, and for a given beta and realization of the noise the path evolves in a Markovian way. The transition probabilities are determined by solutions to the one-dimensional stochastic heat equation. We show that for all beta > 0 and for almost all realizations of the white noise the path measure has the same Holder continuity and quadratic variation properties as Brownian motion, but that it is actually singular with respect to the standard Wiener measure on C([0,1]).

math.PR↗

Mixing rates of particle systems with energy exchange

A fundamental problem of non-equilibrium statistical mechanics is the derivation of macroscopic transport equations in the hydrodynamic limit. The rigorous study of such limits requires detailed information about rates of convergence to equilibrium for finite sized systems. In this paper we consider the finite lattice $\{1, 2,..., N\}$, with an energy $\EnergyStateI{i} \in (0,\infty)$ associated to each site. The energies evolve according to a Markov jump process with nearest neighbor interaction such that the total energy is preserved. We prove that for an entire class of such models the spectral gap of the generator of the Markov process scales as $\Order(N^{-2})$. Furthermore, we provide a complete classification of reversible stationary distributions of product type. We demonstrate that our results apply to models similar to the billiard lattice model considered in \cite{10297039,10863485}, and hence provide a first step in the derivation of a macroscopic heat equation for a microscopic stochastic evolution of mechanical origin.

math-ph↗

Ballistic deposition patterns beneath a growing KPZ interface

We consider a (1+1)-dimensional ballistic deposition process with next-nearest neighbor interaction, which belongs to the KPZ universality class, and introduce for this discrete model a variational formulation similar to that for the randomly forced continuous Burgers equation. This allows to identify the characteristic structures in the bulk of a growing aggregate ("clusters" and "crevices") with minimizers and shocks in the Burgers turbulence, and to introduce a new kind of equipped Airy process for ballistic growth. We dub it the "hairy Airy process" and investigate its statistics numerically. We also identify scaling laws that characterize the ballistic deposition patterns in the bulk: the law of "thinning" of the forest of clusters with increasing height, the law of transversal fluctuations of cluster boundaries, and the size distribution of clusters. The corresponding critical exponents are determined exactly based on the analogy with the Burgers turbulence and simple scaling considerations.

cond-mat.stat-mech↗

Perfect Retroreflectors and Billiard Dynamics

We construct semi-infinite billiard domains which reverse the direction of most incoming particles. We prove that almost all particles will leave the open billiard domain after a finite number of reflections. Moreover, with high probability the exit velocity is exactly opposite to the entrance velocity, and the particle's exit point is arbitrarily close to its initial position. The method is based on asymptotic analysis of statistics of entrance times to a small interval for irrational circle rotations. The rescaled entrance times have a limiting distribution in a limit when the number of iterates tends to infinity and the length of the interval vanishes. The proof of the main results follows from the study of related limiting distributions and their regularity properties.

math.DS↗

Localization and Perron--Frobenius theory for directed polymers

We consider directed polymers in a random potential given by a deterministic profile with a strong maximum at the origin taken with random sign at each integer time. We study two main objects based on paths in this random potential. First, we use the random potential and averaging over paths to define a parabolic model via a random Feynman--Kac evolution operator. We show that for the resulting cocycle, there is a unique positive cocycle eigenfunction serving as a forward and pullback attractor. Secondly, we use the potential to define a Gibbs specification on paths for any bounded time interval in the usual way and study the thermodynamic limit and existence and uniqueness of an infinite volume Gibbs measure. Both main results claim that the local structure of interaction leads to a unique macroscopic object for almost every realization of the random potential.

math.PR↗

Herman's Theory Revisited

We prove that a $C^{2+α}$-smooth orientation-preserving circle diffeomorphism with rotation number in Diophantine class $D_δ$, $0<δ<α\le1$, is $C^{1+α-δ}$-smoothly conjugate to a rigid rotation. We also derive the most precise version of Denjoy's inequality for such diffeomorphisms.

math.DS↗

Burgers Turbulence

The last decades witnessed a renewal of interest in the Burgers equation. Much activities focused on extensions of the original one-dimensional pressureless model introduced in the thirties by the Dutch scientist J.M. Burgers, and more precisely on the problem of Burgers turbulence, that is the study of the solutions to the one- or multi-dimensional Burgers equation with random initial conditions or random forcing. Such work was frequently motivated by new emerging applications of Burgers model to statistical physics, cosmology, and fluid dynamics. Also Burgers turbulence appeared as one of the simplest instances of a nonlinear system out of equilibrium. The study of random Lagrangian systems, of stochastic partial differential equations and their invariant measures, the theory of dynamical systems, the applications of field theory to the understanding of dissipative anomalies and of multiscaling in hydrodynamic turbulence have benefited significantly from progress in Burgers turbulence. The aim of this review is to give a unified view of selected work stemming from these rather diverse disciplines.

nlin.CD↗

A blow-up phenomenon in the Hamilton-Jacobi equation in an unbounded domain

We construct an example of blow-up in a flow of min-plus linear operators arising as solution operators for a Hamilton-Jacobi equation with a Hamiltonian of the form |p|^alpha+U(x,t), where alpha>1 and the potential U(x,t) is uniformly bounded together with its gradient. The construction is based on the fact that, for a suitable potential defined on a time interval of length T, the absolute value of velocity for a Lagrangian minimizer can be as large as O((log T)^(2-2/alpha)). We also show that this growth estimate cannot be surpassed. Implications of this example for existence of global generalized solutions to randomly forced Hamilton-Jacobi or Burgers equations are discussed.

math.OC↗