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Martin Grothaus

Publications and source records attributed to Martin Grothaus.

At least 55 records · Page 3Linked to original sources
arXiv2014

A White Noise Approach to the Feynman Integrand for Electrons in Random Media

Using the Feynman path integral representation of quantum mechanics it is possible to derive a model of an electron in a random system containing dense and weakly-coupled scatterers, see [Proc. Phys. Soc. 83, 495-496 (1964)]. The main goal of this paper is to give a mathematically rigorous realization of the corresponding Feynman integrand in dimension one based on the theory of white noise analysis. We refine and apply a Wick formula for the product of a square-integrable function with Donsker's delta functions and use a method of complex scaling. As an essential part of the proof we also establish the existence of the exponential of the self-intersection local times of a one-dimensional Brownian bridge. As result we obtain a neat formula for the propagator with identical start and end point. Thus, we obtain a well-defined mathematical object which is used to calculate the density of states, see e.g. [Proc. Phys. Soc. 83, 495-496 (1964)].

math-ph↗
arXiv2013

Feynman formulae and phase space Feynman path integrals for tau-quantization of some Lévy-Khintchine type Hamilton functions

This note is devoted to representation of some evolution semigroups. The semigroups are generated by pseudo-differential operators, which are obtained by different (parametrized by a number $τ$) procedures of quantization from a certain class of functions (or symbols) defined on the phase space. This class contains functions which are second order polynomials with respect to the momentum variable and also some other functions. The considered semigroups are represented as limits of $n$-fold iterated integrals when $n$ tends to infinity (such representations are called Feynman formulae). Some of these representations are constructed with the help of another pseudo-differential operators, obtained by the same procedure of quantization (such representations are called Hamiltonian Feynman formulae). Some representations are based on integral operators with elementary kernels (these ones are called Lagrangian Feynman formulae and are suitable for computations). A family of phase space Feynman pseudomeasures corresponding to different procedures of quantization is introduced. The considered evolution semigroups are represented also as phase space Feynman path integrals with respect to these Feynman pseudomeasures. The obtained Lagrangian Feynman formulae allow to calculate these phase space Feynman path integrals and to connect them with some functional integrals with respect to probability measures.

math.FA↗
arXiv2013

The Hamiltonian Path Integrand for the Charged Particle in a Constant Magnetic field as White Noise Distribution

The concepts of Hamiltonian Feynman integrals in white noise analysis are used to realize as the first velocity dependent potential the Hamiltonian Feynman integrand for a charged particle in a constant magnetic field in coordinate space as a Hida distribution. For this purpose the velocity dependent potential gives rise to a generalized Gauss kernel. Besides the propagators also the generating functionals are obtained.

math-ph↗
arXiv2012

Hypocoercivity for Kolmogorov backward evolution equations and applications

In this article we extend the modern, powerful and simple abstract Hilbert space strategy for proving hypocoercivity that has been developed originally by Dolbeault, Mouhot and Schmeiser. As well-known, hypocoercivity methods imply an exponential decay to equilibrium with explicit computable rate of convergence. Our extension is now made for studying the long-time behavior of some strongly continuous semigroup generated by a (degenerate) Kolmogorov backward operator L. Additionally, we introduce several domain issues into the framework. Necessary conditions for proving hypocoercivity need then only to be verified on some fixed operator core of L. Furthermore, the setting is also suitable for covering existence and construction problems as required in many applications. The methods are applicable to various, different, Kolmogorov backward evolution problems. As a main part, we apply the extended framework to the (degenerate) spherical velocity Langevin equation. The latter can be seen as some kind of an analogue to the classical Langevin equation in case spherical velocities are required. This model is of important industrial relevance and describes the fiber lay-down in the production process of nonwovens. For the construction of the strongly continuous contraction semigroup we make use of modern hypoellipticity tools and pertubation theory.

math.FA↗
arXiv2012

Geometric Langevin equations on submanifolds and applications to the stochastic melt-spinning process of nonwovens and biology

In this article we develop geometric versions of the classical Langevin equation on regular submanifolds in euclidean space in an easy, natural way and combine them with a bunch of applications. The equations are formulated as Stratonovich stochastic differential equations on manifolds. The first version of the geometric Langevin equation has already been detected before by Lelièvre, Rousset and Stoltz with a different derivation. We propose an additional extension of the models, the geometric Langevin equations with velocity of constant absolute value. The latters are seemingly new and provide a galaxy of new, beautiful and powerful mathematical models. Up to the authors best knowledge there are not many mathematical papers available dealing with geometric Langevin processes. We connect the first version of the geometric Langevin equation via proving that its generator coincides with the generalized Langevin operator proposed by Soloveitchik, Jorgensen and Kolokoltsov. All our studies are strongly motivated by industrial applications in modeling the fiber lay-down dynamics in the production process of nonwovens. We light up the geometry occuring in these models and show up the connection with the spherical velocity version of the geometric Langevin process. Moreover, as a main point, we construct new smooth industrial relevant three-dimensional fiber lay-down models involving the spherical Langevin process. Finally, relations to a class of self-propelled interacting particle systems with roosting force are presented and further applications of the geometric Langevin equations are given.

math.PR↗
arXiv2012

An Invariance Principle for the Tagged Particle Process in Continuum with Singular Interaction Potential

We consider the dynamics of a tagged particle in an infinite particle environment moving according to a stochastic gradient dynamics. For singular interaction potentials this tagged particle dynamics was constructed first in [FG11], using closures of pre-Dirichlet forms which were already proposed in [GP87] and [Osa98]. The environment dynamics and the coupled dynamics of the tagged particle and the environment were constructed separately. Here we continue the analysis of these processes: Proving an essential m-dissipativity result for the generator of the coupled dynamics from [FG11], we show that this dynamics does not only contain the environment dynamics (as one component), but is, given the latter, the only possible choice for being the coupled process. Moreover, we identify the uniform motion of the environment as the reversed motion of the tagged particle. (Since the dynamics are constructed as martingale solutions on configuration space, this is not immediate.) Furthermore, we prove ergodicity of the environment dynamics, whenever the underlying reference measure is a pure phase of the system. Finally, we show that these considerations are sufficient to apply [DMFGW89] for proving an invariance principle for the tagged particle process. We remark that such an invariance principle was studied before in [GP87] for smooth potentials, and shown by abstract Dirichlet form methods in [Osa98] for singular potentials. Our results apply for a general class of Ruelle measures corresponding to potentials possibly having infinite range, a non-integrable singularity at 0 and a nontrivial negative part, and fulfill merely a weak differentiability condition on $\mathbb R^d\setminus\{0\}$.

math-ph↗
arXiv2012

Geometry, mixing properties and hypocoercivity of a degenerate diffusion arising in technical textile industry

We study a stochastic equation modeling the lay-down of fibers in the production process of nonwovens. The equation can be formulated as some manifold-valued Stratonovich stochastic differential equation. Especially, we study the long time behaviour of the stochastic process. Demanding mathematical difficulties arising due to the degeneracity of the lay-down equation and its associated generator. We prove strong mixing properties by making use of the hypoellipticity of the generator and a new version of Doob's theorem derived recently by Gerlach and Nittka. Moreover, we show convergence to equilibrium exponentially fast with explicitly computable rate of convergence. This analytic approach uses powerful modern Hilbert space methods from the theory of hypocoercivity developed by Dolbeault, Mouhot and Schmeiser. Summarizing, we give interesting mathematical applications of geometric stochastic analysis to real world problems.

math.PR↗
arXiv2012

Construction of a finite volume dynamical wetting model with δ-pinning in (d+1)-dimension via Dirichlet forms

We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E := [0;\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects of reflection from and pinning at the boundary. The problem is formulated in an $L^2$-setting with underlying measure $μ=\varrho m$. Here $\varrho$ is a positive density, integrable with respect to the measure $m$ and fulfilling the Hamza condition. The measure $m$ is such that the boundary of $E$ is not of $m$-measure zero. A reference measure of this type is needed in order to give meaning to the so-called Wentzell boundary condition which is in literature typical for modeling such kind of boundary behavior. In providing a Skorokhod decomposition of the constructed process we are able to justify that the stochastic process is solving the underlying stochastic differential equation weakly in the sense of N. Ikeda and Sh. Watanabe for quasi every starting point. At the boundary the constructed process indeed is governed by the competing effects of reflection and pinning. In order to obtain the Skorokhod decomposition we need $\varrho$ to be continuously differentiable on $E$, which is equivalent to continuity of the logarithmic derivative of $\varrho$. Furthermore, we assume that the logarithmic derivative of $\varrho$ is square integrable with respect to $μ$. We do not need that the logarithmic derivative of $\varrho$ is Lipschitz continuous. In particular, our considerations enable us to construct a dynamical wetting model (also known as Ginzburg-Landau dynamics) on a bounded set $D_N\subset\mathbb{Z}^d$ under mild assumptions on the underlying pair interaction potentials in all dimensions $d\in\mathbb{N}$. In dimension $d=2$ this model describes the motion of an interface resulting from wetting of a solid surface by a fluid.

math.PR↗
arXiv2011

Construction of $\mathcal L^p$-strong Feller Processes via Dirichlet Forms and Applications to Elliptic Diffusions

We provide a general construction scheme for $\mathcal L^p$-strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified regularity assumptions, we construct an associated semigroup and resolvents of kernels having the $\mathcal L^p$-strong Feller property. They allow us to construct a process which solves the corresponding martingale problem for all starting points from a known set, namely the set where the regularity assumptions hold. We apply this result to construct elliptic diffusions having locally Lipschitz matrix coefficients and singular drifts on general open sets with absorption at the boundary. In this application elliptic regularity results imply the desired regularity assumptions.

math.FA↗
arXiv2011

Parameter Estimation from Occupation Times

We derive an equation to compute directly the expected occupation time of the centered Ornstein-Uhlenbeck process. This allows us to identify the parameters of the Ornstein-Uhlenbeck process for available occupation times via a standard least squares minimization. To test the method, we generate occupation times via Monte-Carlo simulations and recover the parameters with the above mentioned procedure.

math.NA↗
arXiv2010

Smooth Contractive Embeddings and Application to Feynman Formula for Parabolic Equations on Smooth Bounded Domains

We prove two assumptions made in an article by Ya.A. Butko, M. Grothaus, O.G. Smolyanov concerning the existence of a strongly continuous operator semigroup solving a Cauchy-Dirichlet problem for an elliptic differential operator in a bounded domain and the existence of a smooth contractive embedding of a core of the generator of the semigroup into the space $C_c^{2,α}(\R^n)$. Based on these assumptions a Feynman formula for the solution of the Cauchy-Dirichlet problem is constructed in the article mentioned above. In this article we show that the assumptions are fulfilled for domains with $C^{4,α}$-smooth boundary and coefficients in $C^{2,α}$.

math.FA↗
arXiv2010

A White Noise Approach to Phase Space Feynman Path Integrals

The concepts of phase space Feynman integrals in White Noise Analysis are established. As an example the harmonic oscillator is treated. The approach perfectly reproduces the right physics. I.e., solutions to the Schrödinger equation are obtained and the canonical commutation relations are satisfied. The later can be shown, since we not only construct the integral but rather the Feynman integrand and the corresponding generating functional.

math-ph↗
arXiv2009

Tagged particle process in continuum with singular interactions

By using Dirichlet form techniques we construct the dynamics of a tagged particle in an infinite particle environment of interacting particles for a large class of interaction potentials. In particular, we can treat interaction potentials having a singularity at the origin, non-trivial negative part and infinite range, as e.g., the Lennard-Jones potential.

math-ph↗
arXiv2008

Feynman integrals as Hida distributions: the case of non-perturbative potentials

Feynman integrands are constructed as Hida distributions. For our approach we first have to construct solutions to a corresponding Schroedinger equation with time-dependent potential. This is done by a generalization of the Doss approach to time-dependent potentials. This involves an expectation w.r.t. a complex scaled Brownian motion. As examples polynomial potentials of degree $4n+2, n\in\mathbb N,$ and singular potentials of the form $\frac{1}{|x|^n}, n\in\mathbb N$ and $\frac{1}{x^n}, n\in\mathbb N,$ are worked out.

math-ph↗
arXiv2008

N/V-limit for Langevin dynamics in continuum

We construct an infinite particle/infinite volume Langevin dynamics on the space of configurations in $\R^d$ having velocities as marks. The construction is done via a limiting procedure using $N$-particle dynamics in cubes $(-λ,λ]^d$ with periodic boundary conditions. A main step to this result is to derive an (improved) Ruelle bound for the canonical correlation functions of $N$-particle systems in $(-λ,λ]^d$ with periodic boundary conditions. After proving tightness of the laws of finite particle dynamics, the identification of accumulation points as martingale solutions of the Langevin equation is based on a general study of properties of measures on configuration space (and their weak limit) fulfilling a uniform Ruelle bound. Additionally, we prove that the initial/invariant distribution of the constructed dynamics is a tempered grand canonical Gibbs measure. All proofs work for general repulsive interaction potentials $ϕ$ of Ruelle type (e.g. the Lennard-Jones potential) and all temperatures, densities and dimensions $d\geq 1$.

math.PR↗