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Tomasz Komorowski

Publications and source records attributed to Tomasz Komorowski.

At least 55 records · Page 3Linked to original sources
arXiv2018

Fluctuations of random semi-linear advection equations

We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the characteristics converge in distribution to a homogenized Brownian motion, hence the point-wise law of the solution is close to a functional of the Brownian motion. Our main result is that the nonlinearity plays the role of a \emph{random diffeomorphism}, and the point-wise limiting distribution is obtained by applying the diffeomorphism to the limit in the linear setting.

math.PR↗
arXiv2018

High frequency 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 at the origin. In the high frequency limit, we establish the reflection-transmission coefficients for the wave energy for the scattering of the thermostat. To our surprise, even though the thermostat fluctuations are time-dependent, the scattering does not couple wave energy at various frequencies.

math-ph↗
arXiv2017

Macroscopic evolution of mechanical and thermal energy in a harmonic chain with random flip of velocities

We consider an unpinned chain of harmonic oscillators with periodic boundary conditions, whose dynamics is perturbed by a random flip of the sign of the velocities. The dynamics conserves the total volume (or elongation) and the total energy of the system. We prove that in a diffusive space-time scaling limit the profiles corresponding to the two conserved quantities converge to the solution of a diffusive system of differential equations. While the elongation follows a simple autonomous linear diffusive equation, the evolution of the energy depends on the gradient of the square of the elongation.

math.PR↗
arXiv2016

The weak coupling limit for the random Schrödinger equation: The average wave function

We consider the Schrödinger equation with a time-independent weakly random potential of a strength $ε\ll 1$, with Gaussian statistics. We prove that when the initial condition varies on a scale much larger than the correlation length of the potential, the compensated wave function converges to a deterministic limit on the time scale $t\simε^{-2}$. This is shown under the sharp assumption that the correlation function $R(x)$ of the random potential decays slower than $1/|x|^2$, which ensures that the effective potential is finite. When $R(x)$ decays slower than $1/|x|^2$ we establish an anomalous diffusive behavior for the averaged wave function on a time scale shorter than $ε^{-2}$, as long as the initial condition is "sufficiently macroscopic". We also consider the kinetic regime when the initial condition varies on the same scale as the random potential and obtain the limit of the averaged wave function for potentials with the correlation functions decaying faster than $1/|x|^2$. We use random potentials of the Schonberg class which allows us to bypass the oscillatory phase estimates.

math-ph↗
arXiv2016

Diffusive Propagation of Energy in a Non-Acoustic Chain

We consider a non acoustic chain of harmonic oscillators with the dynamics perturbed by a random local exchange of momentum, such that energy and momentum are conserved. The macroscopic limits of the energy density, momentum and the curvature (or bending) of the chain satisfy a system of evolution equations}. We prove that, in a diffusive space-time scaling, the curvature and momentum evolve following a linear system that corresponds to a damped Euler-Bernoulli beam equation. The macroscopic energy density evolves following a non linear diffusive equation. In particular the energy transfer is diffusive in this dynamics. This provides a first rigorous example of a normal diffusion of energy in a one dimensional dynamics that conserves the momentum.

math-ph↗
arXiv2015

Thermal conductivity in harmonic lattices with random collisions

We review recent rigorous mathematical results about the macroscopic behaviour of harmonic chains with the dynamics perturbed by a random exchange of velocities between nearest neighbor particles. The random exchange models the effects of nonlinearities of anharmonic chains and the resulting dynamics have similar macroscopic behaviour. In particular there is a superdiffusion of energy for unpinned acoustic chains. The corresponding evolution of the temperature profile is governed by a fractional heat equation. In non-acoustic chains we have normal diffusivity, even if momentum is conserved.

cond-mat.stat-mech↗
arXiv2015

Ballistic and superdiffusive scales in macroscopic evolution of a chain of oscillators

We consider a one dimensional infinite acoustic chain of harmonic oscillators whose dynamics is perturbed by a random exchange of velocities, such that the energy and momentum of the chain are conserved. Consequently, the evolution of the system has only three conserved quantities: volume, momentum and energy. We show the existence of two space--time scales on which the en- ergy of the system evolves. On the hyperbolic scale (t$ε$--1,x$ε$--1) the limits of the conserved quantities satisfy a Euler system of equa- tions, while the thermal part of the energy macroscopic profile re- mains stationary. Thermal energy starts evolving at a longer time scale, corresponding to the superdiffusive scaling (t$ε$--3/2, x$ε$--1) and follows a fractional heat equation. We also prove the diffusive scal- ing limit of the Riemann invariants - the so called normal modes, corresponding to the linear hyperbolic propagation.

cond-mat.stat-mech↗
arXiv2015

Superdiffusion of energy in a chain of harmonic oscillators with noise

We consider a one dimensional infinite chain of har- monic oscillators whose dynamics is perturbed by a stochastic term conserving energy and momentum. We prove that in the unpinned case the macroscopic evolution of the energy converges to a fractional diffusion. For a pinned system we prove that energy evolves diffusively, generalizing some of the results of [4].

cond-mat.stat-mech↗
arXiv2014

A criterion for essential self-adjointness of a symmetric operator defined by some infinite hermitian matrix with unbounded entries

We shall consider a double infinite, hermitian, complex entry matrix $A=[a_{x,y}]_{x,y\in\mathbb Z}$, with $a_{x,y}^*=a_{y,x}$, $x,y\in\mathbb Z$. Assuming that the matrix is almost of a finite bandwidth, i.e. there exists an integer $n> 0$ and exponent $γ\in[0,1)$ such that $ a_{x,x+z}=0$ for all $z>n\langle x\rangle^γ$ and the growth of the $\ell_1$ norm of a row is slower than $|x|^{1-γ}$ for $|x|\gg1$, i.e. $\lim_{|x|\to+\infty}| x|^{γ-1}\sum_{y}|a_{xy}|=0$ we prove that the corresponding symmetric operator, defined on compactly supported sequences, is essentially self-adjoint in $\ell_2(\mathbb Z)$. In the case $γ=0$ (the so called $(nJ)$-matrices) we prove that there exists $c_*>0$, depending only on $n$, such that the condition $\limsup_{|x|\to+\infty}| x|^{-1}\sum_{y}|a_{xy}|\le c_*$ suffices to conclude essential self-adjointness.

math.FA↗
arXiv2013

Principal eigenvalue of the fractional Laplacian with a large incompressible drift

We add a divergence-free drift with increasing magnitude to the fractional Laplacian on a bounded smooth domain, and discuss the behavior of the principal eigenvalue for the Dirichlet problem. The eigenvalue remains bounded if and only if the drift has non-trivial first integrals in the domain of the quadratic form of the fractional Laplacian.

math.AP↗
arXiv2012

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↗
arXiv2012

Long time, large scale limit of the Wigner transform for a system of linear oscillators in one dimension

We consider the long time, large scale behavior of the Wigner transform $W_\eps(t,x,k)$ of the wave function corresponding to a discrete wave equation on a 1-d integer lattice, with a weak multiplicative noise. This model has been introduced in Basile, Bernardin, and Olla to describe a system of interacting linear oscillators with a weak noise that conserves locally the kinetic energy and the momentum. The kinetic limit for the Wigner transform has been shown in Basile, Olla, and Spohn. In the present paper we prove that in the unpinned case there exists $γ_0>0$ such that for any $γ\in(0,γ_0]$ the weak limit of $W_\eps(t/\eps^{3/2γ},x/\eps^γ,k)$, as $\eps\ll1$, satisfies a one dimensional fractional heat equation $\partial_t W(t,x)=-\hat c(-\partial_x^2)^{3/4}W(t,x)$ with $\hat c>0$. In the pinned case an analogous result can be claimed for $W_\eps(t/\eps^{2γ},x/\eps^γ,k)$ but the limit satisfies then the usual heat equation.

math-ph↗
arXiv2012

Passive tracer in a flow corresponding to a two dimensional stochastic Navier Stokes equations

In this paper we prove the law of large numbers and central limit theorem for trajectories of a particle carried by a two dimensional Eulerian velocity field. The field is given by a solution of a stochastic Navier--Stokes system with a non-degenerate noise. The spectral gap property, with respect to Wasserstein metric, for such a system has been shown in [9]. In the present paper we show that a similar property holds for the environment process corresponding to the Lagrangian observations of the velocity. In consequence we conclude the law of large numbers and the central limit theorem for the tracer. The proof of the central limit theorem relies on the martingale approximation of the trajectory process.

math-ph↗
arXiv2012

Central limit theorem for Markov processes with spectral gap in the Wasserstein metric

Suppose that $\{X_t,\,t\ge0\}$ is a non-stationary Markov process, taking values in a Polish metric space $E$. We prove the law of large numbers and central limit theorem for an additive functional of the form $\int_0^Tψ(X_s)ds$, provided that the dual transition probability semigroup, defined on measures, is strongly contractive in an appropriate Wasserstein metric. Function $ψ$ is assumed to be Lipschitz on $E$.

math.PR↗
arXiv2011

From homogenization to averaging in cellular flows

We consider an elliptic eigenvalue problem with a fast cellular flow of amplitude $A$, in a two-dimensional domain with $L^2$ cells. For fixed $A$, and $L \to \infty$, the problem homogenizes, and has been well studied. Also well studied is the limit when $L$ is fixed, and $A \to \infty$. In this case the solution equilibrates along stream lines. In this paper, we show that if \textit{both} $A \to \infty$ and $L \to \infty$, then a transition between the homogenization and averaging regimes occurs at $A \approx L^4$. When $A\gg L^4$, the principal Dirichlet eigenvalue is approximately constant. On the other hand, when $A\ll L^4$, the principal eigenvalue behaves like ${\bar σ(A)}/L^2$, where $\bar σ(A) \approx \sqrt{A} I$ is the effective diffusion matrix. A similar transition is observed for the solution of the exit time problem. The proof in the homogenization regime involves bounds on the second correctors. Miraculously, if the slow profile is quadratic, these estimates can be obtained using drift independent $L^p \to L^\infty$ estimates for elliptic equations with an incompressible drift. This provides effective sub and super-solutions for our problem.

math.AP↗
arXiv2010

On ergodicity of some Markov processes

We formulate a criterion for the existence and uniqueness of an invariant measure for a Markov process taking values in a Polish phase space. In addition, weak-$^*$ ergodicity, that is, the weak convergence of the ergodic averages of the laws of the process starting from any initial distribution, is established. The principal assumptions are the existence of a lower bound for the ergodic averages of the transition probability function and its local uniform continuity. The latter is called the e-property. The general result is applied to solutions of some stochastic evolution equations in Hilbert spaces. As an example, we consider an evolution equation whose solution describes the Lagrangian observations of the velocity field in the passive tracer model. The weak-$^*$ mean ergodicity of the corresponding invariant measure is used to derive the law of large numbers for the trajectory of a tracer.

math.PR↗
arXiv2010

Non-markovian limits of additive functionals of Markov processes

In this paper we consider an additive functional of an observable $V(x)$ of a Markov jump process. We assume that the law of the expected jump time $t(x)$ under the invariant probability measure $π$ of the skeleton chain belongs to the domain of attraction of a subordinator. Then, the scaled limit of the functional is a Mittag-Leffler proces, provided that $Ψ(x):=V(x)t(x)$ is square integrable w.r.t. $π$. When the law of $Ψ(x)$ belongs to a domain of attraction of a stable law the resulting process can be described by a composition of a stable process and the inverse of a subordinator and these processes are not necessarily independent. On the other hand when the singularities of $Ψ(x)$ and $t(x)$ do not overlap with large probability the law of the resulting process has some scaling invariance property. We provide an application of the results to a process that arises in quantum transport theory.

math.PR↗