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Stefano Olla

Publications and source records attributed to Stefano Olla.

At least 73 records · Page 4Linked to original sources

From a kinetic equation to a diffusion under an anomalous scaling

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process (K(t), i(t), Y(t)), where (K(t), i(t)) is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance, and Y(t) is an additive functional of K(t). We prove that under an anomalous rescaling Y converges in distribution to a two-dimensional Brownian motion. As a consequence, the appropriately rescaled solution of the Boltzmann equation converges to a diffusion equation.

math.PR↗

Microscopic derivation of an adiabatic thermodynamic transformation

We obtain macroscopic adiabatic thermodynamic transformations by space-time scalings of a microscopic Hamiltonian dynamics subject to random collisions with the environment. The microscopic dynamics is given by a chain of oscillators subject to a varying tension (external force) and to collisions with external independent particles of "infinite mass". The effect of each collision is to change the sign of the velocity without changing the modulus. This way the energy is conserved by the resulting dynamics. After a diffusive space-time scaling and cross-graining, the profiles of volume and energy converge to the solution of a deterministic diffusive system of equations with boundary conditions given by the applied tension. This defines an irreversible thermodynamic transformation from an initial equilibrium to a new equilibrium given by the final tension applied. Quasi-static reversible adiabatic transformations are then obtained by a further time scaling. Then we prove that the relations between the limit work, internal energy and thermodynamic entropy agree with the first and second principle of thermodynamics.

cond-mat.stat-mech↗

Green-Kubo formula for weakly coupled system with dynamical noise

We study the Green-Kubo (GK) formula $κ(\varepsilon, ξ)$ for the heat conductivity of an infinite chain of $d$-dimensional finite systems (cells) coupled by a smooth nearest neighbour potential $\varepsilon V$. The uncoupled systems evolve according to Hamiltonian dynamics perturbed stochastically by an energy conserving noise of strength $ξ$. Noting that $κ(\varepsilon, ξ)$ exists and is finite whenever $ξ> 0$, we are interested in what happens when the strength of the noise $ξ\to 0$. For this, we start in this work by formally expanding $κ(\varepsilon, ξ)$ in a power series in $\varepsilon$, $κ(\varepsilon, ξ) = \varepsilon^2 \sum_{n\ge 2} \varepsilon^{n-2} κ_n (ξ)$ and investigating the (formal) equations satisfied by $κ_n (ξ$. We show in particular that $κ_2 (ξ)$ is well defined when no pinning potential is present, and coincides formally with the heat conductivity obtained in the weak coupling (van Hove) limit, where time is rescaled as $\varepsilon^{-2}t$, for the cases where the latter has been established \cite{LO, DL}. For one-dimensional systems, we investigate $κ_2 (ξ)$ as $ξ\to 0$ in three cases: the disordered harmonic chain, the rotor chain and a chain of strongly anharmonic oscillators. Moreover, we formally identify $κ_2 (ξ)$ with the conductivity obtained by having the chain between two reservoirs at temperature $T$ and $T+δT$, in the limit $δT\to 0$, $N \to \infty$, $\varepsilon \to 0$.

cond-mat.stat-mech↗

Hydrodynamic Limit for an Hamiltonian System with Boundary Conditions and Conservative Noise

We study the hyperbolic scaling limit for a chain of N coupled anharmonic oscillators. The chain is attached to a point on the left and there is a force (tension) $τ$ acting on the right. In order to provide good ergodic properties to the system, we perturb the Hamiltonian dynamics with random local exchanges of velocities between the particles, so that momentum and energy are locally conserved. We prove that in the macroscopic limit the distributions of the elongation, momentum and energy, converge to the solution of the Euler system of equations, in the smooth regime.

math-ph↗

Microscopic Derivation of an Isothermal Thermodynamic Transformation

We obtain macroscopic isothermal thermodynamic transformations by space-time scalings of a microscopic Hamiltonian dynamics in contact with a heat bath. The microscopic dynamics is given by a chain of anharmonic oscillators subject to a varying tension (external force) and the contact with the heat bath is modeled by independent Langevin dynamics acting on each particle. After a diffusive space-time scaling and cross-graining, the profile of volume converges to the solution of a deterministic diffusive equation with boundary conditions given by the applied tension. This defines an irreversible thermodynamic transformation from an initial equilibrium to a new equilibrium given by the final tension applied. Quasi static reversible isothermal transformations are then obtained by a further time scaling. Heat is defined as the total flux of energy exchanged between the system and the heat bath. Then we prove that the relation between the limit heat, work, free energy and thermodynamic entropy agree with the first and second principle of thermodynamics.

cond-mat.stat-mech↗

Asymptotics of the solutions of the stochastic lattice wave equation

We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck equation for the limit wave function that holds both for square integrable and statistically homogeneous initial data. The limit is understood in the point-wise sense in the former case, and in the weak sense in the latter. On the other hand, the weak limit for square integrable initial data is deterministic.

math-ph↗

Macroscopic energy diffusion for a chain of anharmonic oscillators

We study the energy diffusion in a chain of anharmonic oscillators where the Hamiltonian dynamics is perturbed by a local energy conserving noise. We prove that under diffusive rescaling of space-time, energy fluctuations diffuse and evolve following an infinite dimensional linear stochastic differential equation driven by the linearized heat equation. We also give variational expressions for the thermal diffusivity and some upper and lower bounds.

math-ph↗

Transport Properties of a Chain of Anharmonic Oscillators with random flip of velocities

We consider the stationary states of a chain of $n$ anharmonic coupled oscillators, whose deterministic hamiltonian dynamics is perturbed by random independent sign change of the velocities (a random mechanism that conserve energy). The extremities are coupled to thermostats at different temperature $T_\ell$ and $T_r$ and subject to constant forces $τ_\ell$ and $τ_r$. If the forces differ $τ_\ell \neq τ_r$ the center of mass of the system will move of a speed $V_s$ inducing a tension gradient inside the system. Our aim is to see the influence of the tension gradient on the thermal conductivity. We investigate the entropy production properties of the stationary states, and we prove the existence of the Onsager matrix defined by Green-kubo formulas (linear response). We also prove some explicit bounds on the thermal conductivity, depending on the temperature.

cond-mat.stat-mech↗

Einstein relation for biased random walk on Galton--Watson trees

We prove the Einstein relation, relating the velocity under a small perturbation to the diffusivity in equilibrium, for certain biased random walks on Galton--Watson trees. This provides the first example where the Einstein relation is proved for motion in random media with arbitrary deep traps.

math.PR↗

Negative thermal conductivity of chains of rotors with mechanical forcing

We consider chains of rotors subjected to both thermal and mechanical forcings,in a nonequilibrium steady-state. Unusual nonlinear profiles of temperature and velocities are observed in the system. In particular, the temperature is maximal in the center, which is an indication of the nonlocal behavior of the system. In spite of that, local equilibrium holds for long enough chains. Our numerical results also show that, when the mechanical forcing is strong enough, the energy current can be increased by an inverse temperature gradient. This counterintuitive result again reveals the complexity of nonequilibrium states.

cond-mat.stat-mech↗

Toward the Fourier law for a weakly interacting anharmonic crystal

For a system of weakly interacting anharmonic oscillators, perturbed by an energy preserving stochastic dynamics, we prove an autonomous (stochastic) evolution for the energies at large time scale (with respect to the coupling parameter). It turn out that this macroscopic evolution is given by the so called conservative (non-gradient) Ginzburg-Landau system of stochastic differential equations. The proof exploits hypocoercivity and hypoellipticity properties of the uncoupled dynamics.

math.PR↗

Thermal conductivity of the Toda lattice with conservative noise

We study the thermal conductivity of the one dimensional Toda lattice perturbed by a stochastic dynamics preserving energy and momentum. The strength of the stochastic noise is controlled by a parameter $γ$. We show that heat transport is anomalous, and that the thermal conductivity diverges with the length $n$ of the chain according to $κ(n) \sim n^α$, with $0 < α\leq 1/2$. In particular, the ballistic heat conduction of the unperturbed Toda chain is destroyed. Besides, the exponent $α$ of the divergence depends on $γ$.

cond-mat.stat-mech↗

Limit theorems for additive functionals of a Markov chain

Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $π$. Let $Ψ$ a function on the state space of the chain, with $α$-tails with respect to $π$, $α\in (0,2)$. We find sufficient conditions on the probability transition to prove convergence in law of $N^{1/α}\sum_n^N Ψ(X_n)$ to a $α$-stable law. ``Martingale approximation'' approach and ``coupling'' approach give two different sets of conditions. We extend these results to continuous time Markov jump processes $X_t$, whose skeleton chain satisfies our assumptions. If waiting time between jumps has finite expectation, we prove convergence of $N^{-1/α}\int_0^{Nt} V(X_s) ds$ to a stable process. In the case of waiting times with infinite average, we prove convergence to a Mittag-Leffler process.

math.PR↗

Heat Conduction and Entropy Production in Anharmonic Crystals with Self-Consistent Stochastic Reservoirs

We investigate a class of anharmonic crystals in $d$ dimensions, $d\ge 1$, coupled to both external and internal heat baths of the Ornstein-Uhlenbeck type. The external heat baths, applied at the boundaries in the 1-direction, are at specified, unequal, temperatures $\tlb$ and $\trb$. The temperatures of the internal baths are determined in a self-consistent way by the requirement that there be no net energy exchange with the system in the non-equilibrium stationary state (NESS). We prove the existence of such a stationary self-consistent profile of temperatures for a finite system and show it minimizes the entropy production to leading order in $(\tlb -\trb)$. In the NESS the heat conductivity $κ$ is defined as the heat flux per unit area divided by the length of the system and $(\tlb -\trb)$. In the limit when the temperatures of the external reservoirs goes to the same temperature $T$, $κ(T)$ is given by the Green-Kubo formula, evaluated in an equilibrium system coupled to reservoirs all having the temperature $T$. This $κ(T)$ remains bounded as the size of the system goes to infinity. We also show that the corresponding infinite system Green-Kubo formula yields a finite result. Stronger results are obtained under the assumption that the self-consistent profile remains bounded.

cond-mat.stat-mech↗

Energy transport in stochastically perturbed lattice dynamics

We consider lattice dynamics with a small stochastic perturbation of order ε and prove that for a space-time scale of order \varepsilon\^-1 the local spectral density (Wigner function) evolves according to a linear transport equation describing inelastic collisions. For an energy and momentum conserving chain the transport equation predicts a slow decay, as 1/\sqrt{t}, for the energy current correlation in equilibrium. This is in agreement with previous studies using a different method.

math.PR↗

Thermal Conductivity for a Momentum Conserving Model

We introduce a model whose thermal conductivity diverges in dimension 1 and 2, while it remains finite in dimension 3. We consider a system of oscillators perturbed by a stochastic dynamics conserving momentum and energy. We compute thermal conductivity via Green-Kubo formula. In the harmonic case we compute the current-current time correlation function, that decay like $t^{-d/2}$ in the unpinned case and like $t^{-d/2-1}$ if a on-site harmonic potential is present. This implies a finite conductivity in $d\ge 3$ or in pinned cases, and we compute it explicitly. For general anharmonic strictly convex interactions we prove some upper bounds for the conductivity that behave qualitatively as in the harmonic cases.

cond-mat.stat-mech↗