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Yuri Bakhtin

Publications and source records attributed to Yuri Bakhtin.

At least 37 records · Page 2Linked to original sources
arXiv2018

Weakly mixing smooth planar vector field without asymptotic directions

We construct a planar smooth weakly mixing stationary random vector field with nonnegative components such that, with probability 1, the flow generated by this vector field does not have an asymptotic direction. Moreover, for all individual trajectories, the set of partial limiting directions coincides with those spanning the positive quadrant. A modified example shows that a particle in space-time weakly mixing positive velocity field does not necessarily have an asymptotic average velocity.

math.DS↗
arXiv2018

Universal statistics of incubation periods and other detection times via diffusion models

We suggest an explanation of typical incubation times statistical features based on the universal behavior of exit times for diffusion models. We give a mathematically rigorous proof of the characteristic right skewness of the incubation time distribution for very general one-dimensional diffusion models. Imposing natural simple conditions on the drift coefficient, we also study these diffusion models under the assumption of noise smallness and show that the limiting exit time distributions in the limit of vanishing noise are Gaussian and Gumbel. Thus they match the existing data as well as the other existing models do. The character of our models, however, allows us to argue that the features of the exit time distributions that we describe are universal and manifest themselves in various other situations where the times involved can be described as detection or halting times, for example, response times studied in psychology.

q-bio.QM↗
arXiv2018

Smooth invariant densities for random switching on the torus

We consider a random dynamical system obtained by switching between the flows generated by two smooth vector fields on the 2d-torus, with the random switchings happening according to a Poisson process. Assuming that the driving vector fields are transversal to each other at all points of the torus and that each of them allows for a smooth invariant density and no periodic orbits, we prove that the switched system also has a smooth invariant density, for every switching rate. Our approach is based on an integration by parts formula inspired by techniques from Malliavin calculus.

math.DS↗
arXiv2018

Scaling limit for escapes from unstable equilibria in the vanishing noise limit: nontrivial Jordan block case

We consider white noise perturbations of a nonlinear dynamical system in the neighborhood of an unstable critical point with linearization given by a Jordan block of full dimension. For the associated exit problem, we study the joint limiting behavior of the exit location and exit time, in the vanishing noise limit. The exit typically happens near one of two special deterministic points associated with the eigendirection, and we obtain several more terms in the expansion for the exit point. The leading correction term is deterministic and logarithmic in the noise magnitude, while the random remainder satisfies a scaling limit.

math.PR↗
arXiv2017

On global solutions of the random Hamilton-Jacobi equations and the KPZ problem

In this paper, we discuss possible qualitative approaches to the problem of KPZ universality. Throughout the paper, our point of view is based on the geometrical and dynamical properties of minimisers and shocks forming interlacing tree-like structures. We believe that the KPZ universality can be explained in terms of statistics of these structures evolving in time. The paper is focussed on the setting of the random Hamilton--Jacobi equations. We formulate several conjectures concerning global solutions and discuss how their properties are connected to the KPZ scalings in dimension 1+1. In the case of general viscous Hamilton--Jacobi equations with non-quadratic Hamiltonians, we define generalised directed polymers. We expect that their behaviour is similar to the behaviour of classical directed polymers, and present arguments in favour of this conjecture. We also define a new renormalisation transformation defined in purely geometrical terms and discuss conjectural properties of the corresponding fixed points. Most of our conjectures are widely open, and supported by only partial rigorous results for particular models.

math-ph↗
arXiv2017

Zero temperature limit for directed polymers and inviscid limit for stationary solutions of stochastic Burgers equation

We consider a space-continuous and time-discrete polymer model for positive temperature and the associated zero temperature model of last passage percolation type. In our previous work, we constructed and studied infinite-volume polymer measures and one-sided infinite minimizers for the associated variational principle, and used these objects for the study of global stationary solutions of the Burgers equation with positive or zero viscosity and random kick forcing, on the entire real line. In this paper, we prove that in the zero temperature limit, the infinite-volume polymer measures concentrate on the one-sided minimizers and that the associated global solutions of the viscous Burgers equation with random kick forcing converge to the global solutions of the inviscid equation.

math.PR↗
arXiv2017

Ergodicity of spherically symmetric fluid flows outside of a Schwarzschild black hole with random boundary forcing

We consider the Burgers equation posed on the outer communication region of a Schwarzschild black hole spacetime. Assuming spherical symmetry for the fluid flow under consideration, we study the propagation and interaction of shock waves under the effect of random forcing. First of all, considering the initial and boundary value problem with boundary data prescribed in the vicinity of the horizon, we establish a generalization of the Hopf--Lax--Oleinik formula, which takes the curved geometry into account and allows us to establish the existence of bounded variation solutions. To this end, we analyze the global behavior of the characteristic curves in the Schwarzschild geometry, including their behavior near the black hole horizon. In a second part, we investigate the long-term statistical properties of solutions when a random forcing is imposed near the black hole horizon and study the ergodicity of the fluid flow under consideration. We prove the existence of a random global attractor and, for the Burgers equation outside of a Schwarzschild black hole, we are able to validate the so-called `one-force-one-solution' principle. Furthermore, all of our results are also established for a pressureless Euler model which consists of two balance laws and includes a transport equation satisfied by the integrated fluid density.

math.AP↗
arXiv2017

Thermodynamic limit for directed polymers and stationary solutions of the Burgers equation

The first goal of this paper is to prove multiple asymptotic results for a time-discrete and space-continuous polymer model of a random walk in a random potential. These results include: existence of deterministic free energy density in the infinite volume limit for every fixed asymptotic slope; concentration inequalities for free energy implying a bound on its fluctuation exponent; straightness estimates implying a bound on the transversal fluctuation exponent. The culmination of this program is almost sure existence and uniqueness of polymer measures on one-sided infinite paths with given endpoint and slope, and interpretation of these infinite-volume Gibbs measures as thermodynamic limits. Moreover, we prove that marginals of polymer measures with the same slope and different endpoints are asymptotic to each other. The second goal of the paper is to develop ergodic theory of the Burgers equation with positive viscosity and random kick forcing on the real line without any compactness assumptions. Namely, we prove a One Force -- One Solution principle, using the infinite volume polymer measures to construct a family of stationary global solutions for this system, and proving that each of those solutions is a one-point pullback attractor on the initial conditions with the same spatial average. This provides a natural extension of the same program realized for the inviscid Burgers equation with the help of action minimizers that can be viewed as zero temperature limits of polymer measures.

math.PR↗
arXiv2016

Transversal fluctuations for a first passage percolation model

We introduce a new first passage percolation model in a Poissonian environment on $\mathbb{R}^{2}$. In this model, the action of a path depends on the geometry of the path and the travel time. We prove that the transversal fluctuation exponent for point-to-line action minimizers is at least $3/5$.

math.PR↗
arXiv2015

Inviscid Burgers equation with random kick forcing in noncompact setting

We develop ergodic theory of the inviscid Burgers equation with random kick forcing in noncompact setting. The results are parallel to those in our recent work on the Burgers equation with Poissonian forcing. However, the analysis based on the study of one-sided minimizers of the relevant action is different. In contrast with previous work, finite time coalescence of the minimizers does not hold, and hyperbolicity (exponential convergence of minimizers in reverse time) is not known. In order to establish a One Force --- One Solution principle on each ergodic component, we use an extremely soft method to prove a weakened hyperbolicity property and to construct Busemann functions along appropriate subsequences.

math.PR↗
arXiv2014

Space-time stationary solutions for the Burgers equation

We construct space-time stationary solutions of the 1D Burgers equation with random forcing in the absence of periodicity or any other compactness assumptions. More precisely, for the forcing given by a homogeneous Poissonian point field in space-time we prove that there is a unique global solution with any prescribed average velocity. These global solutions serve as one-point random attractors for the infinite-dimensional dynamical system associated to solutions to the Cauchy problem. The probability distribution of the global solutions defines a stationary distribution for the corresponding Markov process. We describe a broad class of initial Cauchy data for which the distribution of the Markov process converges to the above stationary distribution. Our construction of the global solutions is based on a study of the field of action-minimizing curves. We prove that for an arbitrary value of the average velocity, with probability 1 there exists a unique field of action-minimizing curves initiated at all of the Poissonian points. Moreover action-minimizing curves corresponding to different starting points merge with each other in finite time.

math.PR↗
arXiv2013

On Gumbel limit for the length of reactive paths

We give a new proof of the vanishing noise limit theorem for exit times of 1-dimensional diffusions conditioned on exiting through a point separated from the starting point by a potential wall. We also prove a scaling limit for exit location in a model 2-dimensional situation.

math.PR↗
arXiv2013

Scaling limits for conditional diffusion exit problems, Doob's h-transform, and asymptotics for nonlinear elliptic equations

The goal of this paper is to supplement the large deviation principle of the Freidlin--Wentzell theory on exit problems for diffusion processes with results of classical central limit theorem kind. We describe a class of situations where conditioning on exit through unlikely locations leads to a Gaussian scaling limit for the exit distribution. Our results are based on Doob's h-transform and new asymptotic convergence gradient estimates for elliptic nonlinear equations that allow to reduce the problem to the Levinson case. We devote a separate section to a rigorous and general discussion of h-transform.

math.PR↗
arXiv2013

The Burgers equation with Poisson random forcing

We consider the Burgers equation on the real line with forcing given by Poissonian noise with no periodicity assumption. Under a weak concentration condition on the driving random force, we prove existence and uniqueness of a global solution in a certain class. We describe its basin of attraction that can also be viewed as the main ergodic component for the model. We establish existence and uniqueness of global minimizers associated to the variational principle underlying the dynamics. We also prove the diffusive behavior of the global minimizers on the universal cover in the periodic forcing case.

math.PR↗
arXiv2012

The optimal sink and the best source in a Markov chain

It is well known that the distributions of hitting times in Markov chains are quite irregular, unless the limit as time tends to infinity is considered. We show that nevertheless for a typical finite irreducible Markov chain and for nondegenerate initial distributions the tails of the distributions of the hitting times for the states of a Markov chain can be ordered, i.e., they do not overlap after a certain finite moment of time. If one considers instead each state of a Markov chain as a source rather than a sink then again the states can generically be ordered according to their efficiency. The mechanisms underlying these two orderings are essentially different though.

math.PR↗
arXiv2010

SPDE Approximation for Random Trees

We consider the genealogy tree for a critical branching process conditioned on non-extinction. We enumerate vertices in each generation of the tree so that for each two generations one can define a monotone map describing the ancestor--descendant relation between their vertices. We show that under appropriate rescaling this family of monotone maps converges in distribution in a special topology to a limiting flow of discontinuous monotone maps which can be seen as a continuum tree. This flow is a solution of an SPDE with respect to a Brownian sheet.

math.PR↗