Searcharxiv⌕ Search

arXiv subjects

Tomasz Komorowski

Publications and source records attributed to Tomasz Komorowski.

At least 37 records · Page 2Linked to original sources

Heat flow in a periodically forced, thermostatted chain

We investigate the properties of a harmonic chain in contact with a thermal bath at one end and subjected, at its other end, to a periodic force. The particles also undergo a random velocity reversal action, which results in a finite heat conductivity of the system. We prove the approach of the system to a time periodic state and compute the heat current, equal to the time averaged work done on the system, in that state. This work approaches a finite positive value as the length of the chain increases. Rescaling space, the strength and/or the period of the force leads to a macroscopic temperature profile corresponding to the stationary solution of a continuum heat equation with Dirichlet-Neumann boundary conditions.

math-ph↗

Another look at the Balázs-Quastel-Seppäläinen theorem

We study the KPZ equation with a $1+1-$dimensional spacetime white noise, started at equilibrium, and give a different proof of the main result of \cite{bqs}, i.e., the variance of the solution at time $t$ is of order $t^{2/3}$. Instead of using a discrete approximation through the exclusion process and the second class particle, we utilize the connection to directed polymers in a random environment. Along the way, we show the annealed density of the stationary continuum directed polymer equals to the two-point covariance function of the stationary stochastic Burgers equation, confirming the physics prediction in \cite{MT}.

math.PR↗

Anomalous diffusion limit for a kinetic equation with a thermostatted interface

We consider the limit of solutions of scaled linear kinetic equations with a reflection-transmission-absorption condition at the interface. Both the coefficient describing the probability of absorption and the scattering kernel degenerate. We prove that the long-time, large-space limit is the unique solution of a version of the fractional in space heat equation that corresponds to the Kolmogorov equation for a symmetric stable process, which is reflected, or transmitted while crossing the interface and is killed upon the first hitting of the interface. The results of the paper are related to the work in [KOR20], where the case of a non-degenerate probability of absorption has been considered.

math.PR↗

Gaussian fluctuations of replica overlap in directed polymers

In this short note, we prove a central limit theorem for a type of replica overlap of the Brownian directed polymer in a Gaussian random environment, in the low temperature regime and in all dimensions. The proof relies on a superconcentration result for the KPZ equation driven by a spatially mollified noise, which is inspired by the recent work of Chatterjee \cite{C1}.

math.PR↗

Hopf type lemmas for subsolutions of integro-differential equations

In the paper we prove a generalization of the Hopf lemma for weak subsolutions of the equation: $-Au+cu=0$ in $D$, for a wide class of Lévy type integro-differential operators $A$, bounded and measurable function $c:D\to[0,+\infty)$ and domain $D\subset \BR^d$. More precisely, we prove that if {\em the strong maximum principle} (SMP) holds for $A$, then there exists a Borel function $ψ:D\to(0,+\infty)$, depending only on the coefficients of the operator $A$, $c$ and $D$ such that for any subsolution $u(\cdot)$ one can find a constant $a>0$ (that in general depends on $u$), for which $\sup_{y\in {\rm cl}D\cup {\cal S}(D)}u(y)-u(x)\ge aψ(x)$, $x\in D$. Here ${\rm cl}D$ is the closure of $D$. The set ${\cal S}(D)$ - called the range of non-locality of $A$ over $D$ - is determined by the support of the Levy jump measure associated with $A$. This type of a result we call the {\em generalized Hopf lemma}. It turns out that the irreducibility property of the resolvent of $A$ implies the SMP. The converse also holds, provided we assume some additional (rather weak) assumption on the resolvent. For some classes of operators we can admit the constant $a$ to be equal to $ \sup_{y\in {\rm cl}D\cup {\cal S}(D)}u(y)$. We call this type of a result a {\em quantitative version} of the Hopf lemma. Finally, we formulate a necessary and sufficient condition on $A$ - expressed in terms of ergodic properties of its resolvent - which ensures that the lower bound $ψ\in {\rm span}(φ_D)$, where $φ_D$ is a non-negative eigenfunction of $A$ in $D$. We show that the aforementioned ergodic property is implied by the intrinsic ultracontractivity of the semigroup associated with $A$.

math.PR↗

Diffusion approximation for a simple kinetic model with asymmetric interface

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover, the particle interacts with an interface in such a way that it can randomly be reflected, transmitted, or killed, and the corresponding probabilities depend on whether the particle arrives at the interface from the left, or right. We prove that the limit process is a minimal Brownian motion, if the probability of killing is positive. In the case of no killing, the limit is a skew Brownian motion.

math.FA↗

Asymptotic Scattering by Poissonian Thermostats

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.

math-ph↗

Kinetic limit for a chain of harmonic oscillators with a point Langevin thermostat

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.

math-ph↗

On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators

In the present paper we prove estimates on {subsolutions of the equation $-Av+c(x)v=0$}, $x\in D$, where $D\subset \bbR^d$ is a domain (i.e. an open and connected set) and $A$ is an integro-differential operator of the Waldenfels type, whose differential part satisfies the uniform ellipticity condition on compact sets. In general, the coefficients of the operator need not be continuous but only bounded and Borel measurable. Some of our results may be considered "quantitative" versions of the Hopf lemma, as they provide the lower bound on the outward normal directional derivative at the maximum point of a subsolution %on a boundary of a domain in terms of its value at the point. We shall also show lower bounds on the subsolution around its maximum point by the principal eigenfunction associated with $A$ and the domain. Additional results, among them the weak and strong maximum principles, the weak Harnack inequality are also proven.

math.AP↗

Gaussian fluctuations from random Schrödinger equation

We study the Schrödinger equation driven by a weak Brownian forcing, and derive Gaussian fluctuations in the form of a time-inhomogeneous Ornstein-Uhlenbeck process. As a result, when evaluated at a fixed frequency, the intensity of the incoherent wave is of exponential distribution.

math.PR↗

A probabilistic proof of apriori $l^p$ estimates for a class of divergence form elliptic operators

Suppose that ${\cal L}$ is a divergence form differential operator of the form ${\cal L}f:=(1/2) e^{U}\nabla_x\cdot\big[e^{-U}(I+H)\nabla_x f\big]$, where $U$ is scalar valued, $I$ identity matrix and $H$ an anti-symmetric matrix valued function. The coefficients are not assumed to be bounded, but are $C^2$ regular. We show that if $Z=\int_{\mathbb{R}^d}e^{-U(x) }dx<+\infty$ and the supremum of the numerical range of matrix $-\frac12\nabla^2_x U+\frac12\nabla_x\left\{\nabla_x\cdot H-[\nabla_x U]^TH\right\}$ satisfies some exponential integrability condition with respect to measure $dμ=Z^{-1}e^{-U}dx$, then for any $1 \le p 0$ such that $\left\| f\right\|_{W^{2,p}(μ)}\le C\Big(\left\|{\cal L}f\right\|_{L^q(μ)}+\left\|f\right\|_{L^q(μ)}\Big)$ for $f\in C_0^\infty(\mathbb{R}^d)$. Here $W^{2,p}(μ)$ is the Sobolev space of functions that are $L^p(μ)$ integrable with two derivatives. Our proof is probabilistic and relies on an application of the Malliavin calculus.

math.PR↗

An open microscopic model of heat conduction: evolution and non-equilibrium stationary states

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.

math.PR↗

Fractional diffusion limit for a kinetic equation with an interface

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.

math.PR↗

Diffusion limit for a kinetic equation with a thermostatted interface

We consider a linear phonon Boltzmann equation with a reflecting/transmitting/absorbing interface. This equation appears as the Boltzmann-Grad limit for the energy density function of a harmonic chain of oscillators with inter-particle stochastic scattering in the presence of a heat bath at temperature $T$ in contact with one oscillator at the origin. We prove that under the diffusive scaling the solutions of the phonon equation tend to the solution $ρ(t,y)$ of a heat equation with the boundary condition $ρ(t,0)\equiv T$.

math-ph↗

Homogenization of an advection equation with locally stationary random coefficients

In the paper we consider the solution of an advection equation with rapidly changing coefficients $\partial_t u_\eps+(1/\eps)V(t\eps^{-2},x/{\eps})\cdot\nabla_x u_\eps=0$ for $t 0$ is some small parameter and the drift term $\left(V(t,x)\right)_{(t,x)\in \bbR^{1+d}}$ is assumed to be a $d$-dimensional, vector valued random field with incompressible spatial realizations. We prove that when the field is Gaussian, locally stationary, quasi-periodic in the $x$ variable and strongly mixing in time the solutions $u_\eps(t,x)$ converge in law, as $\eps\to0$, to $ u_0(x(T;t,x))$, where $\left(x(s;t,x)\right)_{s\ge t}$ is a diffusion satisfying $x(t;t,x)=x$. The averages of $u_\eps(T,x)$ converge then to the solution of the corresponding Kolmogorov backward equation.

math.PR↗

Non-Gaussian limit of a tracer motion in an incompressible flow

We consider a massless tracer particle moving in a random, stationary, isotropic and divergence free velocity field. We identify a class of fields, for which the limit of the laws of appropriately scaled tracer trajectory processes is non-Gaussian but a Rosenblatt type of process.

math.PR↗