Martin Grothaus — Page 4

arXiv2005

N/V-limit for Stochastic Dynamics in Continuous Particle Systems

We provide an $N/V$-limit for the infinite particle, infinite volume stochastic dynamics associated with Gibbs states in continuous particle systems on $\mathbb R^d$, $d \ge 1$. Starting point is an $N$-particle stochastic dynamic with singular interaction and reflecting boundary condition in a subset $Λ\subset {\mathbb R}^d$ with finite volume (Lebesgue measure) $V = |Λ| < \infty$. The aim is to approximate the infinite particle, infinite volume stochastic dynamic by the above $N$-particle dynamic in $Λ$ as $N \to \infty$ and $V \to \infty$ such that $N/V \to ρ$, where $ρ$ is the particle density.

math.PR↗

arXiv2002

Scaling limit of stochastic dynamics in classical continuous systems

We investigate a scaling limit of gradient stochastic dynamics associated to Gibbs states in classical continuous systems on ${\mathbb R}^d, d \ge 1$. The aim is to derive macroscopic quantities from a given micro- or mesoscopic system. The scaling we consider has been investigated in \cite{Br80}, \cite{Ro81}, \cite{Sp86}, and \cite{GP86}, under the assumption that the underlying potential is in $C^3_0$ and positive. We prove that the Dirichlet forms of the scaled stochastic dynamics converge on a core of functions to the Dirichlet form of a generalized Ornstein--Uhlenbeck process. The proof is based on the analysis and geometry on the configuration space which was developed in \cite{AKR98a}, \cite{AKR98b}, and works for general Gibbs measures of Ruelle type. Hence, the underlying potential may have a singularity at the origin, only has to be bounded from below, and may not be compactly supported. Therefore, singular interactions of physical interest are covered, as e.g. the one given by the Lennard--Jones potential, which is studied in the theory of fluids. Furthermore, using the Lyons--Zheng decomposition we give a simple proof for the tightness of the scaled processes. We also prove that the corresponding generators, however, do not converge in the $L^2$-sense. This settles a conjecture formulated in \cite{Br80}, \cite{Ro81}, \cite{Sp86}.

math.PR↗

arXiv1999

Knots, Feynman Diagrams and Matrix Models

An U(N)-invariant matrix model with d matrix variables is studied. It was shown that in the limit $N\to \infty $ and $d\to 0$ the model describes the knot diagrams. We realize the free partition function of the matrix model as the generalized expectation of a Hida distribution $Φ_{N,d}$. This enables us to give a mathematically rigorous meaning to the partition function with interaction. For the generalized function $Φ_{N,d}$ we prove a Wick theorem and we derive explicit formulas for the propagators.

math.QA↗