arXiv subjects
Publications and source records attributed to Stefano Olla.
We study the quasi-static limit for the $L^\infty$ entropy weak solution of scalar one-dimensional hyperbolic equations with strictly concave or convex flux and time dependent boundary conditions. The quasi-stationary profile evolves with the quasi-static equation, whose entropy solution is determined by the stationary profile corresponding to the boundary data at a given time.
We study the one-dimensional asymmetric simple exclusion process on the lattice $\{1, \dots,N\}$ with creation/annihilation at the boundaries. The boundary rates are time dependent and change on a slow time scale $N^{-a}$ with $a>0$. We prove that at the time scale $N^{1+a}$ the system evolves quasi-statically with a macroscopic density profile given by the entropy solution of the stationary Burgers equation with boundary densities changing in time, determined by the corresponding microscopic boundary rates. We consider two different types of boundary rates: the "Liggett boundaries" that correspond to the projection of the infinite dynamics, and the reversible boundaries, that correspond to the contact with particle reservoirs in equilibrium. The proof is based on the control of the Lax boundary entropy--entropy flux pairs and a coupling argument.
We investigate how a thermal boundary, modelled by a Langevin dynamics, affect the macroscopic evolution of the energy at different space-time scales.
We consider an infinite chain of coupled harmonic oscillators with a Poisson thermostat at the origin. In the high frequency limit, we establish the reflection-transmission-scattering coefficients for the wave energy scattered off the thermostat. Unlike the case of the Langevin thermostat [5], in the macroscopic limit the Poissonian thermostat scattering generates a continuous cloud of waves of frequencies different from that of the incident wave.
We consider an infinite chain of coupled harmonic oscillators with a Langevin thermostat attached at the origin and energy, momentum and volume conserving noise that models the collisions between atoms. The noise is rarefied in the limit, {that corresponds to the hypothesis} that in the macroscopic unit time only a finite number of collisions takes place (Boltzmann-Grad limit). We prove that, after the hyperbolic space-time rescaling, the Wigner distribution, describing the energy density of phonons in space-frequency domain, converges to a positive energy density function $W(t, y, k)$ that evolves according to a linear kinetic equation, with the interface condition at $y=0$ that corresponds to reflection, transmission and absorption of phonons. The paper extends the results of [3], where a thermostatted harmonic chain (with no inter-particle scattering) has been considered.
We introduce a mass conserving stochastic perturbation of the discrete nonlinear Schrödinger equation that models the action of a heat bath at a given temperature. We prove that the corresponding canonical Gibbs distribution is the unique invariant measure. In the one-dimensional cubic focusing case on the torus, we prove that in the limit for large time, continuous approximation, and low temperature, the solution converges to the steady wave of the continuous equation that minimizes the energy for a given mass.
We study the macroscopic profiles of temperature and angular momentum in the stationary state of chains of rotors under a thermo-mechanical forcing applied at the boundaries. These profiles are solutions of a system of diffusive partial differential equations with boundary conditions determined by the thermo-mechanical forcing. Instead of expensive Monte Carlo simulations of the underlying microscopic dynamics, we perform extensive numerical computations based on a finite difference method for the system of partial differential equations describing the macroscopic steady state. We first present a formal derivation of these stationary equations based on a linear response argument and local equilibrium assumptions. We then study various properties of the solutions to these equations. This allows to characterize the regime of parameters leading to uphill energy diffusion -- a situation in which the energy flows in the direction of the gradient of temperature -- and to identify regions of parameters corresponding to a negative energy conductivity (i.e. a positive linear response of the energy current to a gradient of temperature). The macroscopic equations we derive are consistent with some previous results obtained by numerical simulation of the microscopic physical system, which confirms their validity.
We establish rigorously that transport is slower than diffusive for a class of disordered one-dimensional Hamiltonian chains. This is done by deriving quantitative bounds on the variance in equilibrium of the energy or particle current, as a function of time. The slow transport stems from the presence of rare insulating regions (Griffiths regions). In many-body disordered quantum chains, they correspond to regions of anomalously high disorder, where the system is in a localized phase. In contrast, we deal with quantum and classical disordered chains where the interactions, usually referred to as anharmonic couplings in classical systems, are sparse. The system hosts thus rare regions with no interactions and, since the chain is Anderson localized in the absence of interactions, the non-interacting rare regions are insulating. Part of the mathematical interest of our model is that it is one of the few non-integrable models where the diffusion constant can be rigorously proven not to be infinite.
We consider a chain of particles connected by an-harmonic springs, with a boundary force (tension) acting on the last particle, while the first particle is kept pinned at a point. The particles are in contact with stochastic heat baths, whose action on the dynamics conserves the volume and the momentum, while energy is exchanged with the heat baths in such way that, in equilibrium, the system is at a given temperature $T$. We study the space empirical profiles of volume stretch and momentum under hyperbolic rescaling of space and time as the size of the system growth to be infinite, with the boundary tension changing slowly in the macroscopic time scale. We prove that the probability distributions of these profiles concentrate on $L^2$-valued weak solutions of the isothermal Euler equations (i.e. the non-linear wave equation, also called p-system), satisfying the boundary conditions imposed by the microscopic dynamics. Furthermore, the weak solutions obtained satisfy the Clausius inequality between the work done by the boundary force and the change of the total free energy in the system. This result includes the shock regime of the system.
Wealth inequality is an important matter for economic theory and policy. Ongoing debates have been discussing recent rise in wealth inequality in connection with recent development of active financial markets around the world. Existing literature on wealth distribution connects the origins of wealth inequality with a variety of drivers. Our approach develops a minimalist modelling strategy that combines three featuring mechanisms: active financial markets; individual wealth accumulation; and compound interest structure. We provide mathematical proof that accumulated financial investment returns involve ever-increasing wealth concentration and inequality across individual investors through time. This cumulative effect through space and time depends on the financial accumulation process and holds also under efficient financial markets, which generate some fair investment game that individual investors do repeatedly play through time.
We prove existence of $L^2$-weak solutions of a quasilinear wave equation with boundary conditions. This describes the isothermal evolution of a one dimensional non-linear elastic material, attached to a fixed point on one side and subject to a force (tension) applied to the other side. The $L^2$-valued solutions appear naturally when studying the hydrodynamic limit from a microscopic dynamics of a chain of anharmonic springs connected to a thermal bath. The proof of the existence is done using a vanishing viscosity approximation with extra Neumann boundary conditions added. In this setting we obtain a uniform a priori estimate in $L^2$, allowing us to use $L^2$ Young measures, together with the classical tools of compensated compactness. We then prove that the viscous solutions converge to weak solutions of the quasilinear wave equation strongly in $L^p$, for any $p \in [1,2)$, that satisfy, in a weak sense, the boundary conditions. Furthermore, these solutions satisfy the Clausius inequality: the change of the free energy is bounded by the work done by the boundary tension. In this sense they are the correct thermodynamic solutions, and we conjecture their uniqueness.
We consider a one-dimensional chain of coupled oscillators in contact at both ends with heat baths at different temperatures, and subject to an external force at one end. The Hamiltonian dynamics in the bulk is perturbed by random exchanges of the neighbouring momenta such that the energy is locally conserved. We prove that in the stationary state the energy and the volume stretch profiles, in large scale limit, converge to the solutions of a diffusive system with Dirichlet boundary conditions. As a consequence the macroscopic temperature stationary profile presents a maximum inside the chain higher than the thermostats temperatures, as well as the possibility of uphill diffusion (energy current against the temperature gradient). Finally, we are also able to derive the non-stationary macroscopic coupled diffusive equations followed by the energy and volume stretch profiles.
Energy transport can be influenced by the presence of other conserved quantities. We consider here diffusive systems where energy and the other conserved quantities evolve macroscopically on the same diffusive space-time scale. In these situations the Fourier law depends also from the gradient of the other conserved quantities. The rotor chain is a classical example of such systems, where energy and angular momentum are conserved. We review here some recent mathematical results about diffusive transport of energy and other conserved quantities, in particular for systems where the bulk Hamiltonian dynamics is perturbed by conservative stochastic terms. The presence of the stochastic dynamics allows to define the transport coefficients (thermal conductivity) and in some cases to prove the local equilibrium and the linear response argument necessary to obtain the diffusive equations governing the macroscopic evolution of the conserved quantities. Temperature profiles and other conserved quantities profiles in the non-equilibrium stationary states can be then understood from the non-stationary diffusive behaviour. We also review some results and open problems on the two step approach (by weak coupling or kinetic limits) to the heat equation, starting from mechanical models with only energy conserved.
The semi-infinite Atlas process is a one-dimensional system of Brownian particles, where only the leftmost particle gets a unit drift to the right. Its particle spacing process has infinitely many stationary measures, with one distinguished translation invariant reversible measure. We show that the latter is attractive for a large class of initial configurations of slowly growing (or bounded) particle densities. Key to our proof is a new estimate on the rate of convergence to equilibrium for the particle spacing in a triangular array of finite, large size systems.
We study the $2d$ stationary fluctuations of the interface in the SOS approximation of the non equilibrium stationary state found in \cite{DOP}. We prove that the interface fluctuations are of order $N^{1/4}$, $N$ the size of the system. We also prove that the scaling limit is a stationary Ornstein-Uhlenbeck process.
We study the evolution in equilibrium of the fluctuations for the conserved quantities of a chain of anharmonic oscillators in the hyperbolic space-time scaling. Boundary conditions are determined by applying a constant tension at one side, while the position of the other side is kept fixed. The Hamiltonian dynamics is perturbed by random terms conservative of such quantities. We prove that these fluctuations evolve macroscopically following the linearized Euler equations with the corresponding boundary conditions, even in some time scales larger than the hyperbolic one.
We consider the limit of a linear kinetic equation, with reflection-transmission-absorption at an interface, with a degenerate scattering kernel. The equation arise from a microscopic chain of oscillators in contact with a heat bath. In the absence of the interface, the solutions exhibit a superdiffusive behavior in the long time limit. With the interface, the long time limit is the unique solution of a version of the fractional in space heat equation, with reflection-transmission-absorption at the interface. The limit problem corresponds to a certain stable process that is either absorbed, reflected, or transmitted upon crossing the interface.
We study the hydrodynamic limit for the isothermal dynamics of an anharmonic chain under hyperbolic space-time scaling under varying tension. The temperature is kept constant by a contact with a heat bath, realised via a stochastic momentum-preserving noise added to the dynamics. The noise is designed to be large at the microscopic level, but vanishing in the macroscopic scale. Boundary conditions are also considered: one end of the chain is kept fixed, while a time-varying tension is applied to the other end. We show that the volume stretch and momentum converge (in an appropriate sense) to a weak solution of a system of hyperbolic conservation laws (isothermal Euler equations in Lagrangian coordinates) with boundary conditions. This result includes the shock regime of the system. This is proven by adapting the theory of compensated compactness to a stochastic setting, as developed by J. Fritz in \cite{Fritz1} for thesame model without boundary conditions. Finally, changing the external tension allows us to define thermodynamic isothermal transformations between equilibrium states. We use this to deduce the first and the second principle of Thermodynamics for our model.