An invariance principle for stochastic heat equations with periodic coefficients

周期Benjamin-Ono-BBM方程的改进的拟不变性结果

Improved quasi-invariance result for the periodic Benjamin-Ono-BBM equation

本文将周期Benjamin-Ono-BBM方程流下Gaussian测度拟不变性的结果扩展至全局适定的全范围，通过结合现有方法与迭代论证克服色散临界困难，获得了传输密度的长时间高阶可积性界限。

Quasi-invariance of Gaussian measures for the periodic Benjamin-Ono-BBM equation

The BBM equation is a Hamiltonian PDE which revealed to be a very interesting test-model to study the transformation property of Gaussian measures along the flow. In this paper we study the BBM equation with critical dispersion (which is a Benjamin-Ono type model). We prove that the image of the Gaussian measures supported on fractional Sobolev spaces of increasing regularity are absolutely continuous, but we cannot identify the density, for which new ideas are needed.

Invariance principle for the periodic Lorentz gas in the Boltzmann-Grad limit

In earlier work we showed that the particle displacement for the multidimensional periodic Lorentz gas, in the limit of low scatterer density (Boltzmann-Grad limit), satisfies a central limit theorem with superdiffusive scaling. The present paper extends this result to a functional central limit theorem, i.e., the weak convergence of the particle trajectory to Brownian motion.

A Sobolev inequality and the individual invariance principle for diffusions in a periodic potential

We consider a diffusion process in $\mathbb{R}^d$ with a generator of the form $ L:=\frac 12 e^{V(x)}div(e^{-V(x)}\nabla ) $ where $V$ is measurable and periodic. We only assume that $e^V$ and $e^{-V}$ are locally integrable. We then show that, after proper rescaling, the law of the diffusion converges to a Brownian motion for Lebesgue almost all starting points. This pointwise invariance principle was previously known under uniform ellipticity conditions (when $V$ is bounded), and was recently proved under more restrictive $L^p$ conditions on $e^V$ and $e^{-V}$. Our approach uses Dirichlet fo…

Quasi-invariance for infinite-dimensional Kolmogorov diffusions

We prove Cameron-Martin type quasi-invariance results for the heat kernel measure of infinite-dimensional Kolmogorov and related diffusions. We first study quantitative functional inequalities for appropriate finite-dimensional approximations of these diffusions, and we prove these inequalities hold with dimension-independent coefficients. Applying an approach developed by Baudoin, Driver, Gordina, and Melcher previously, these uniform bounds may then be used to prove that the heat kernel measure for certain of these infinite-dimensional diffusions is quasi-invariant under changes of the initi…

Invariance principle for the random conductance model with unbounded conductances

We study a continuous time random walk $X$ in an environment of i.i.d. random conductances $μ_e\in[1,\infty)$. We obtain heat kernel bounds and prove a quenched invariance principle for $X$. This holds even when ${\mathbb{E}}μ_e=\infty$.

Random mass splitting and a quenched invariance principle

We will investigate a random mass splitting model and the closely related random walk in a random environment (RWRE). The heat kernel for the RWRE at time t is the mass splitting distribution at t. We prove a quenched invariance principle for the RWRE which gives us a quenched central limit theorem for the mass splitting model. Our RWRE has an environment which is changing with time. We follow the outline for proving a quenched invariant process for a random walk in a space-time random environment laid out by Rassoul-Agha and Seppäläinen which in turn was based on the work of Kipnis and Varadh…

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 temperat…

A Vector-Valued Almost Sure Invariance Principle for Hyperbolic Dynamical Systems

We prove an almost sure invariance principle (approximation by d-dimensional Brownian motion) for vector-valued Holder observables of large classes of nonuniformly hyperbolic dynamical systems. These systems include Axiom~A diffeomorphisms and flows as well as systems modelled by Young towers with moderate tail decay rates. In particular, the position variable of the planar periodic Lorentz gas with finite horizon approximates a 2-dimensional Brownian motion.

Wasserstein convergence rates in the invariance principle for deterministic dynamical systems

In this paper, we consider the convergence rate with respect to Wasserstein distance in the invariance principle for deterministic nonuniformly hyperbolic systems, where both discrete time systems and flows are included. Our results apply to uniformly hyperbolic systems and large classes of nonuniformly hyperbolic systems including intermittent maps, Viana maps, finite horizon planar periodic Lorentz gases and others. Furthermore, as a nontrivial application to homogenization problem, we investigate the $\mathcal{W}_2$-convergence rate of a fast-slow discrete deterministic system to a stochast…

Almost sure invariance principle for random dynamical systems via Gouëzel 's approach

We extend the spectral approach of S. Gouëzel for the vector-valued almost sure invariance principle (ASIP) to certain classes of non-stationary sequences with a weaker control over the behavior of the covariance matrices, assuming only linear growth. Then we apply this extension to obtain a quenched vector-valued ASIP for random perturbations of a fixed Anosov diffeomorphism as well as random perturbations of a billiard map associated to the periodic Lorentz gas. We also consider certain classes of random piecewise expanding maps.