arXiv subjects

Max Fathi

Publications and source records attributed to Max Fathi.

43 records · Page 3Linked to original sources

arXiv2015

Error analysis of the transport properties of Metropolized schemes

We consider in this work the numerical computation of transport coefficients for Brownian dynamics. We investigate the discretization error arising when simulating the dynamics with the Smart MC algorithm (also known as Metropolis-adjusted Langevin algorithm). We prove that the error is of order one in the time step, when using either the Green-Kubo or the Einstein formula to estimate the transport coefficients. We illustrate our results with numerical simulations.

math.NA↗

arXiv2014

Quantitative logarithmic Sobolev inequalities and stability estimates

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincaré inequality. The result implies a lower bound on the deficit in terms of the quadratic Kantorovich-Wasserstein distance. We similarly investigate the deficit in the Talagrand quadratic transportation cost inequality this time by means of an ${\rm L}^1$-Kantorovich-Wasserstein distance, optimal for product measures, and deduce a lower bound on the deficit in the logarithmic Sobolev inequality in terms of this metric. Applications are given in the context of the Bakry-Émery theory and the coherent state transform. The proofs combine tools from semigroup and heat kernel theory and optimal mass transportation.

math.PR↗

arXiv2014

Modified logarithmic Sobolev inequalities for canonical ensembles

In this paper, we prove modified logarithmic Sobolev inequalities for canonical ensembles with superquadratic single-site potential. These inequalities were introduced by Bobkov and Ledoux, and are closely related to concentration of measure and transport-entropy inequalities. Our method is an adaptation of the iterated two-scale approach that was developed by Menz and Otto to prove the usual logarithmic Sobolev inequality in this context. As a consequence, we obtain convergence in Wasserstein distance $W_p$ for Kawasaki dynamics on the Ginzburg-Landau model.

math.PR↗

arXiv2014

A gradient flow approach to large deviations for diffusion processes

In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such processes. An equivalence between the LDP principle and Gamma-convergence for a sequence of functionals appearing in the gradient flow formulation is proved. As an application, we study large deviations from the hydrodynamic limit for two variants of the Ginzburg-Landau model endowed with Kawasaki dynamics.

math.PR↗

arXiv2014

Hydrodynamic limit for conservative spin systems with super-quadratic, partially inhomogeneous single-site potential

We consider an interacting unbounded spin system, with conservation of the mean spin. We derive quantitative rates of convergence to the hydrodynamic limit provided the single-site potential is a bounded perturbation of a strictly convex function with polynomial growth, and with an additional random inhomogeneous linear term. This additional linear term models the impact of a random chemical potential. The argument adapts the two-scale approach of Grunewald, Otto, Villani and Westdickenberg from the quadratic to the general case. The main ingredient is the derivation of a covariance estimate that is uniform in the system size. We also show that this covariance estimate can be used to change the iterative argument of [MO] for deducing the optimal scaling LSI for the canonical ensemble into a two-scale argument in the sense of [GOVW]. We also prove the LSI for canonical ensembles with an inhomogeneous linear term.

math.PR↗

arXiv2013

A two-scale approach to the hydrodynamic limit, part II: local Gibbs behavior

This work is a follow-up on [GOVW]. In that previous work a two-scale approach was used to prove the logarithmic Sobolev inequality for a system of spins with fixed mean whose potential is a bounded perturbation of a Gaussian, and to derive an abstract theorem for the convergence to the hydrodynamic limit. This strategy was then successfully applied to Kawasaki dynamics. Here we shall use again this two-scale approach to show that the microscopic variable in such a model behaves according to a local Gibbs state. As a consequence, we shall prove the convergence of the microscopic entropy to the hydrodynamic entropy.

math.PR↗

arXiv2013

Transport-entropy inequalities and deviation estimates for stochastic approximation schemes

We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a diffusion process at a fixed deterministic date and the second one concerns the law of a stochastic approximation algorithm at a given time-step. Our results notably improve and complete those obtained in [Frikha, Menozzi,2012]. The key point is to properly quantify the contribution of the diffusion term to the concentration regime. We also derive a general non-asymptotic deviation bound for the difference between a function of the trajectory of a continuous Euler scheme associated to a diffusion process and its mean. Finally, we obtain non-asymptotic bound for stochastic approximation with averaging of trajectories, in particular we prove that averaging a stochastic approximation algorithm with a slow decreasing step sequence gives rise to optimal concentration rate.

math.PR↗