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arXiv 2509.02448math.PRmath.AP
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哈密顿系统随机扰动转移密度的定量正性

Quantitative positivity of transition densities for random perturbations of Hamiltonian systems

Shimaa Elesaely, David P. Herzog, Kyle L. Liss

AI总结:

该研究针对保守哈密顿系统随机扰动的扩散过程,在多组假设下证明小噪声极限下转移密度的一致逐点下界,推导多类模型的定量次优估计,得出平衡态收敛速率,且无需已知不变测度,适用性广泛。

摘要:

我们研究一类由保守哈密顿系统的随机扰动产生的扩散过程。在一组抽象假设下——包括哈密顿量的基本结构假设、弱李雅普诺夫结构,以及定量的亚椭圆性概念——我们证明了在小噪声极限$\varepsilon\to 0$下,转移密度在哈密顿次子水平集上满足精确的一致逐点下界。通过应用我们的一般定理,我们得到了多种模型的定量次优估计,包括朗之万动力学、与不同温度热浴耦合的振荡器链,以及有限维流体模型,如随机强迫的Navier-Stokes方程的Galerkin截断和Lorenz '96系统。作为推论,在假设更强的李雅普诺夫结构下,我们的主要结果得出,当$0 < \varepsilon\ll 1$时,在加权全变差范数下收敛到平衡态的精确指数速率。我们方法的一个核心特点是,它不需要知道不变测度的显式形式,甚至不需要其存在性,因此可广泛应用于推导不变测度难以获取的物理相关系统的次优性。

英文摘要:

We study a class of diffusion processes arising from random perturbations of conservative Hamiltonian systems. Under a set of abstract hypotheses -- including basic structural assumptions on the Hamiltonian, a weak Lyapunov structure, and a quantitative notion of hypoellipticity -- we prove that transition densities satisfy a sharp, uniform pointwise lower bound over Hamiltonian sublevel sets in the small noise limit $ε\to 0$. By applying our general theorem, we obtain quantitative minorization estimates for a variety of models including Langevin dynamics, chains of oscillators coupled to heat bathes at different temperatures, and finite-dimensional fluid models such as stochastically forced Galerkin truncations of the Navier-Stokes equations and the Lorenz '96 system. As a corollary, assuming a stronger Lyapunov structure, our main result yields a sharp exponential rate of convergence to equilibrium for $0 < ε\ll 1$ in a weighted total variation norm. A central feature of our approach is that it does not require knowledge of the explicit form of the invariant measure, nor even its existence, and hence is broadly applicable to deduce minorization for physically relevant systems where invariant measures are inaccessible.

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