We prove an invariance principle for a random Lorentz-gas particle in 3 dimensions under the Boltzmann-Grad limit and simultaneous diffusive scaling. That is, for the trajectory of a point-like particle moving among infinite-mass, hard-core, spherical scatterers of radius @math , placed according to a Poisson point process of density @math , in the limit @math , @math , @math up to time scales of order @math . To our knowledge this represents the first significant progress towards solving this problem in classical nonequilibrium statistical physics, since the groundbreaking work of Gallavotti (1970), Spohn (1978) and Boldrighini-Bunimovich-Sinai (1983). The novelty is that the diffusive scaling of particle trajectory and the kinetic (Boltzmann-Grad) limit are taken simulataneously. The main ingredients are a coupling of the mechanical trajectory with the Markovian random flight process, and probabilistic and geometric controls on the efficiency of this coupling.
In @cite_12 and @cite_14 it is proved that in the Boltzmann-Grad limit the trajectory of the Lorentz particle in any compact time interval @math with @math fixed, converges weakly to a non-Markovian flight process which has, however, a complete description in terms of a Markov chain of the successive collision impact parameters and, conditionally on this random sequence, independent flight lengths. (For a full description in these terms see @cite_21 .) As a second limit, an invariance principle is proved in @cite_21 for this non-Markovian random flight process, with superdiffusive scaling @math . Note that in this case the second limit doesn't just drop out from Donsker's theorem as it did in the random scatterer setting. The results of @cite_12 are valid in @math while those of @cite_14 and @cite_21 in arbitrary dimension.
@cite_14 @cite_21 @cite_12
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As Bleher (J. Stat. Phys. 66(1):315–373, 1992) observed the free flight vector of the planar, infinite horizon, periodic Lorentz process S n ∣n=0,1,2,… belongs to the non-standard domain of attraction of the Gaussian law—actually with the ( n n ) scaling. Our first aim is to establish his conjecture that, indeed, ( S_ n n n ) converges in distribution to the Gaussian law (a Global Limit Theorem). Here the recent method of Balint and Gouezel (Commun. Math. Phys. 263:461–512, 2006), helped us to essentially simplify the ideas of our earlier sketchy proof (Szasz, D., Varju, T. in Modern dynamical systems and applications, pp. 433–445, 2004). Moreover, we can also derive (a) the local version of the Global Limit Theorem, (b) the recurrence of the planar, infinite horizon, periodic Lorentz process, and finally (c) the ergodicity of its infinite invariant measure. We study the asymptotic statistical behavior of the 2-dimensional periodic Lorentz gas with an infinite horizon. We consider a particle moving freely in the plane with elastic reflections from a periodic set of fixed convex scatterers. We assume that the initial position of the particle in the phase space is random with uniform distribution with respect to the Liouville measure of the periodic problem. We are interested in the asymptotic statistical behavior of the particle displacement in the plane as the timet goes to infinity. We assume that the particle horizon is infinite, which means that the length of free motion of the particle is unbounded. Then we show that under some natural assumptions on the free motion vector autocorrelation function, the limit distribution of the particle displacement in the plane is Gaussian, but the normalization factor is (t logt)1 2 and nott1 2 as in the classical case. We find the covariance matrix of the limit distribution. We prove a superdiffusive central limit theorem for the displacement of a test particle in the periodic Lorentz gas in the limit of large times t and low scatterer densities (Boltzmann–Grad limit). The normalization factor is ( t log t ), where t is measured in units of the mean collision time. This result holds in any dimension and for a general class of finite-range scattering potentials. We also establish the corresponding invariance principle, i.e., the weak convergence of the particle dynamics to Brownian motion. In the present work, we consider the well-posedness and asymptotics of grazing collisions limit of the spatially inhomogeneous Boltzmann equation with Coulomb interaction. Under the screening hypothesis on the cross-section @math of the Boltzmann collision operator, that is, @math , where @math , we prove that there exists a common lifespan @math such that for any @math , the Boltzmann equation admits a unique nonnegative solution @math in the function space @math when the initial data belongs to the weighted Sobolev space @math with @math and @math . Moreover, it is proved that the solution @math is uniformly bounded with respect to the parameter @math in the above function spaces. As a consequence, by using the ... We study the dynamics of a point particle in a periodic array of spherical scatterers and construct a stochastic process that governs the time evolution for random initial data in the limit of low scatterer density (BoltzmannGrad limit). A generic path of the limiting process is a piecewise linear curve whose consecutive segments are generated by a Markov process with memory two. Abstract This paper studies the approximation of the Boltzmann equation by the Landau equation in a regime when grazing collisions prevail. While all previous results in the subject were limited to the spatially homogeneous case, here we manage to cover the general, space-dependent situation, assuming only basic physical estimates of finite mass, energy, entropy and entropy production. The proofs are based on the recent results and methods introduced previously in [R. Alexandre, C. Villani, Comm. Pure Appl. Math. 55 (1) (2002) 30–70] by both authors, and the entropy production smoothing effects established in [R. , Arch. Rational Mech. Anal. 152 (4) (2000) 327–355]. We are able to treat realistic singularities of Coulomb type, and approximations of the Debye cut. However, our method only works for finite-time intervals, while the Landau equation is supposed to describe long-time corrections to the Vlasov–Poisson equation. If the mean-field interaction is neglected, then our results apply to physically relevant situations after a time rescaling. This is the second in a series of papers in which we derive a @math -expansion for the two-dimensional non-local Ginzburg-Landau energy with Coulomb repulsion known as the Ohta-Kawasaki model in connection with diblock copolymer systems. In this model, two phases appear, which interact via a nonlocal Coulomb type energy. Here we focus on the sharp interface version of this energy in the regime where one of the phases has very small volume fraction, thus creating small "droplets" of the minority phase in a "sea" of the majority phase. In our previous paper, we computed the @math -limit of the leading order energy, which yields the averaged behavior for almost minimizers, namely that the density of droplets should be uniform. Here we go to the next order and derive a next order @math -limit energy, which is exactly the Coulombian renormalized energy obtained by Sandier and Serfaty as a limiting interaction energy for vortices in the magnetic Ginzburg-Landau model. The derivation is based on the abstract scheme of Sandier-Serfaty that serves to obtain lower bounds for 2-scale energies and express them through some probabilities on patterns via the multiparameter ergodic theorem. Without thus appealing to the Euler-Lagrange equation, we establish for all configurations which have "almost minimal energy" the asymptotic roundness and radius of the droplets, and the fact that they asymptotically shrink to points whose arrangement minimizes the renormalized energy in some averaged sense. Via a kind of @math -equivalence, the obtained results also yield an expansion of the minimal energy for the original Ohta-Kawasaki energy. This leads to expecting to see triangular lattices of droplets as energy minimizers. In this paper we study the effect on a dynamical system of small random perturbations of the type of white noise: where is the -dimensional Wiener process and as . We are mainly concerned with the effect of these perturbations on long time-intervals that increase with the decreasing . We discuss two problems: the first is the behaviour of the invariant measure of the process as , and the second is the distribution of the position of a trajectory at the first time of its exit from a compact domain. An important role is played in these problems by an estimate of the probability for a trajectory of not to deviate from a smooth function by more than during the time . It turns out that the main term of this probability for small and has the form , where is a certain non-negative functional of . A function , the minimum of over the set of all functions connecting and , is involved in the answers to both the problems. By means of we introduce an independent of perturbations relation of equivalence in the phase-space. We show, under certain assumption, at what point of the phase-space the invariant measure concentrates in the limit. In both the problems we approximate the process in question by a certain Markov chain; the answers depend on the behaviour of on graphs that are associated with this chain. Let us remark that the second problem is closely related to the behaviour of the solution of a Dirichlet problem with a small parameter at the highest derivatives. Abstract At the heart of this article will be the study of a branching Brownian motion (BBM) with killing , where individual particles move as Brownian motions with drift − ρ , perform dyadic branching at rate β and are killed on hitting the origin. Firstly, by considering properties of the right-most particle and the extinction probability, we will provide a probabilistic proof of the classical result that the ‘one-sided’ FKPP travelling-wave equation of speed − ρ with solutions f : [ 0 , ∞ ) → [ 0 , 1 ] satisfying f ( 0 ) = 1 and f ( ∞ ) = 0 has a unique solution with a particular asymptotic when ρ 2 β , and no solutions otherwise. Our analysis is in the spirit of the standard BBM studies of [S.C. Harris, Travelling-waves for the FKPP equation via probabilistic arguments, Proc. Roy. Soc. Edinburgh Sect. A 129 (3) (1999) 503–517] and [A.E. Kyprianou, Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris' probabilistic analysis, Ann. Inst. H. Poincare Probab. Statist. 40 (1) (2004) 53–72] and includes an intuitive application of a change of measure inducing a spine decomposition that, as a by product, gives the new result that the asymptotic speed of the right-most particle in the killed BBM is 2 β − ρ on the survival set. Secondly, we introduce and discuss the convergence of an additive martingale for the killed BBM, W λ , that appears of fundamental importance as well as facilitating some new results on the almost-sure exponential growth rate of the number of particles of speed λ ∈ ( 0 , 2 β − ρ ) . Finally, we prove a new result for the asymptotic behaviour of the probability of finding the right-most particle with speed λ > 2 β − ρ . This result combined with Chauvin and Rouault's [B. Chauvin, A. Rouault, KPP equation and supercritical branching Brownian motion in the subcritical speed area. Application to spatial trees, Probab. Theory Related Fields 80 (2) (1988) 299–314] arguments for standard BBM readily yields an analogous Yaglom-type conditional limit theorem for the killed BBM and reveals W λ as the limiting Radon–Nikodým derivative when conditioning the right-most particle to travel at speed λ into the distant future. We survey research on radiation propagation or ballistic particle motion through media with randomly variable material density, and we investigate the topic with an emphasis on very high spatial frequencies. Our new results are based on a specific variability model consisting of a zero-mean Gaussian scaling noise riding on a constant value that is large enough with respect to the amplitude of the noise to yield overwhelmingly non-negative density. We first generalize known results about sub-exponential transmission from regular functions, which are almost everywhere continuous, to merely “measurable” ones, which are almost everywhere discontinuous (akin to statistically stationary noises), with positively correlated fluctuations. We then use the generalized measure-theoretic formulation to address negatively correlated stochastic media without leaving the framework of conventional (continuum-limit) transport theory. We thus resolve a controversy about recent claims that only discrete-point process approaches can accommodate negative correlations, i.e., anti-clustering of the material particles. We obtain in this case the predicted super-exponential behavior, but it is rather weak. Physically, and much like the alternative discrete-point process approach, the new model applies most naturally to scales commensurate with the inter-particle distance in the material, i.e., when the notion of particle density breaks down due to Poissonian—or maybe not-so-Poissonian—number-count fluctuations occur in the sample volume. At the same time, the noisy structure must prevail up to scales commensurate with the mean-free-path to be of practical significance. Possible applications are discussed. We extend the De Giorgi--Nash--Moser theory to a class of kinetic Fokker-Planck equations and deduce new results on the Landau-Coulomb equation. More precisely, we first study the H o lder regularity and establish a Harnack inequality for solutions to a general linear equation of Fokker-Planck type whose coefficients are merely measurable and essentially bounded, i.e. assuming no regularity on the coefficients in order to later derive results for non-linear problems. This general equation has the formal structure of the hypoelliptic equations "of type II" , sometimes also called ultraparabolic equations of Kolmogorov type, but with rough coefficients: it combines a first-order skew-symmetric operator with a second-order elliptic operator involving derivatives along only part of the coordinates and with rough coefficients. These general results are then applied to the non-negative essentially bounded weak solutions of the Landau equation with inverse-power law @math @math [--d, 1] whose mass, energy and entropy density are bounded and mass is bounded away from 0, and we deduce the H o lder regularity of these solutions. In some applications, it is reasonable to assume that geodesics (rays) have a consistent orientation so that the Helmholtz equation may be viewed as an evolution equation in one of the spatial directions. With such applications in mind, we propose a new Eulerian computational geometrical-optics method, dubbed the fast Huygens sweeping method, for computing Green functions of Helmholtz equations in inhomogeneous media in the high-frequency regime and in the presence of caustics. The first novelty of the new method is that the Huygens–Kirchhoff secondary source principle is used to integrate many locally valid asymptotic solutions to yield a globally valid asymptotic solution so that caustics associated with the usual geometrical-optics ansatz can be treated automatically. The second novelty is that a butterfly algorithm is adapted to carry out the matrix–vector products induced by the Huygens–Kirchhoff integration in O(NlogN) operations, where N is the total number of mesh points, and the proportionality constant depends on the desired accuracy and is independent of the frequency parameter. To reduce the storage of the resulting traveltime and amplitude tables, we compress each table into a linear combination of tensor-product based multivariate Chebyshev polynomials so that the information of each table is encoded into a small number of Chebyshev coefficients. The new method enjoys the following desired features: (1) it precomputes a set of local traveltime and amplitude tables; (2) it automatically takes care of caustics; (3) it constructs Green functions of the Helmholtz equation for arbitrary frequencies and for many point sources; (4) for a specified number of points per wavelength it constructs each Green function in nearly optimal complexity in terms of the total number of mesh points, where the prefactor of the complexity only depends on the specified accuracy and is independent of the frequency parameter. Both two-dimensional (2-D) and three-dimensional (3-D) numerical experiments are presented to demonstrate the performance and accuracy of the new method. Invariance properties of random walks in bounded domains are a topic of growing interest since they contribute to improving our understanding of diffusion in confined geometries. Recently, limited to Pearson random walks with exponentially distributed straight paths, it has been shown that under isotropic uniform incidence, the average length of the trajectories through the domain is independent of the random walk characteristic and depends only on the ratio of the volume's domain over its surface. In this paper, thanks to arguments of integral geometry, we generalize this property to any isotropic bounded stochastic process and we give the conditions of its validity for isotropic unbounded stochastic processes. The analytical form for the traveled distance from the boundary to the first scattering event that ensures the validity of the Cauchy formula is also derived. The generalization of the Cauchy formula is an analytical constraint that thus concerns a very wide range of stochastic processes, from the original Pearson random walk to a Rayleigh distribution of the displacements, covering many situations of physical importance. By symmetry, P has eigenvalues 1 = I03 > I381 > ?> I 31xI- 1 2 -1. This paper develops methods for getting upper and lower bounds on 8i3 by comparison with a second reversible chain on the same state space. This extends the ideas introduced in Diaconis and Saloff-Coste (1993), where random walks on finite groups were considered. The bounds involve geometric properties such as the diameter and covering number of an associated graph along the lines of Diaconis and Stroock (1991). The main application gives a sharp upper bound on the second eigenvalue of the symmetric exclusion process. Thus, let S0 be a connected undirected graph with n vertices. For simplicity, we assume in this introduction that SW is regular. To start, r unlabelled particles are placed in an initial configuration, 1 < r < n. At each step, a particle is chosen at random; then one of the neighboring sites of this particle is chosen at random. If the neighboring site is unoccupied, the chosen particle is moved there; if the neighboring site is occupied, the system stays as it was. This is a reversible Markov chain on the r-sets of 1, 2, . . ., n with uniform stationary distribution. Liggett (1985) gives background and motivation (he focuses on infinite systems). Fill (1991) gives bounds on the second eigenvalue of the labeled exclusion process on the finite circle ZZn 1 We study this chain by comparison with a second Markov chain on r-sets that proceeds by picking a particle at random, picking an unoccupied site at random (not necessarily a neighboring site) and moving the particle to the unoccupied site. This is a well studied chain (the Bernoulli-Laplace model for diffusion). Its eigenvalues are known. We show that the comparison techniques apply to give upper bounds on the eigenvalues of the exclusion We derive new diffusion solutions to the monoenergetic generalized linear Boltzmann transport equation for the stationary collision density and scalar flux about an isotropic point source in an infinite d-dimensional absorbing medium with isotropic scattering. We consider both classical transport theory with exponentially distributed free paths in arbitrary dimensions as well as a number of nonclassical transport theories (nonexponential random flights) that describe a broader class of transport processes within partially correlated random media. New rigorous asymptotic diffusion approximations are derived where possible. We also generalize Grosjean’s moment-preserving approach of separating the first (or uncollided) distribution from the collided portion and approximating only the latter using diffusion. We find that for any spatial dimension and for many free-path distributions Grosjean’s approach produces compact, analytic approximations that are, overall, more accurate for high absorption and for smal... Let f be a random Boolean formula that is an instance of 3-SAT. We consider the problem of computing the least real number k such that if the ratio of the number of clauses over the number of variables of f strictly exceeds k , then f is almost certainly unsatisfiable. By a well-known and more or less straightforward argument, it can be shown that kF5.191. This upper bound was improved by to 4.758 by first providing new improved bounds for the occupancy problem. There is strong experimental evidence that the value of k is around 4.2. In this work, we define, in terms of the random formula f, a decreasing sequence of random variables such that, if the expected value of any one of them converges to zero, then f is almost certainly unsatisfiable. By letting the expected value of the first term of the sequence converge to zero, we obtain, by simple and elementary computations, an upper bound for k equal to 4.667. From the expected value of the second term of the sequence, we get the value 4.601q . In general, by letting the U This work was performed while the first author was visiting the School of Computer Science, Carleton Ž University, and was partially supported by NSERC Natural Sciences and Engineering Research Council . of Canada , and by a grant from the University of Patras for sabbatical leaves. The second and third Ž authors were supported in part by grants from NSERC Natural Sciences and Engineering Research . Council of Canada . During the last stages of this research, the first and last authors were also partially Ž . supported by EU ESPRIT Long-Term Research Project ALCOM-IT Project No. 20244 . †An extended abstract of this paper was published in the Proceedings of the Fourth Annual European Ž Symposium on Algorithms, ESA’96, September 25]27, 1996, Barcelona, Spain Springer-Verlag, LNCS, . pp. 27]38 . That extended abstract was coauthored by the first three authors of the present paper. Correspondence to: L. M. Kirousis Q 1998 John Wiley & Sons, Inc. CCC 1042-9832r98r030253-17 253 Consider a graph, G, for which the vertices can have two modes, 0 or 1. Suppose that a particle moves around on G according to a discrete time Markov chain with the following rules. With (strictly positive) probabilities pm, pc and pr it moves to a randomly chosen neighbour, changes the mode of the vertex it is at or just stands still, respectively. We call such a random process a (pm, pc, pr)-lamplighter process on G. Assume that the process starts with the particle in a fixed position and with all vertices having mode 0. The convergence rate to stationarity in terms of the total variation norm is studied for the special cases with G = KN, the complete graph with N vertices, and when G = mod N. In the former case we prove that as N --> [infinity], ((2pc + pm) 4pcpm)N log N is a threshold for the convergence rate. In the latter case we show that the convergence rate is asymptotically determined by the cover time CN in that the total variation norm after aN2 steps is given by P(CN > aN2). The limit of this probability can in turn be calculated by considering a Brownian motion with two absorbing barriers. In particular, this means that there is no threshold for this case. We develop a definitive physical-space scattering theory for the scalar wave equation on Kerr exterior backgrounds in the general subextremal case |a|<M. In particular, we prove results corresponding to "existence and uniqueness of scattering states" and "asymptotic completeness" and we show moreover that the resulting "scattering matrix" mapping radiation fields on the past horizon and past null infinity to radiation fields on the future horizon and future null infinity is a bounded operator. The latter allows us to give a time-domain theory of superradiant reflection. The boundedness of the scattering matrix shows in particular that the maximal amplification of solutions associated to ingoing finite-energy wave packets on past null infinity is bounded. On the frequency side, this corresponds to the novel statement that the suitably normalised reflection and transmission coefficients are uniformly bounded independently of the frequency parameters. We further complement this with a demonstration that superradiant reflection indeed amplifies the energy radiated to future null infinity of suitable wave-packets as above. The results make essential use of a refinement of our recent proof [M. Dafermos, I. Rodnianski and Y. Shlapentokh-Rothman, Decay for solutions of the wave equation on Kerr exterior spacetimes III: the full subextremal case |a|<M, arXiv:1402.6034] of boundedness and decay for solutions of the Cauchy problem so as to apply in the class of solutions where only a degenerate energy is assumed finite. We show in contrast that the analogous scattering maps cannot be defined for the class of finite non-degenerate energy solutions. This is due to the fact that the celebrated horizon red-shift effect acts as a blue-shift instability when solving the wave equation backwards. We consider a spherically symmetric, double characteristic initial value problem for the (real) Einstein-Maxwell-scalar field equations. On the initial outgoing characteristic, the data is assumed to satisfy the Price law decay widely believed to hold on an event horizon arising from the collapse of an asymptotically flat Cauchy surface. We establish that the heuristic mass inflation scenario put forth by Israel and Poisson is mathematically correct in the context of this initial value problem. In particular, the maximal future development has a future boundary over which the space-time is extendible as a C0 metric but along which the Hawking mass blows up identically; thus, the space-time is inextendible as a C1 metric. In view of recent results of the author in collaboration with I. Rodnianski, which rigorously establish the validity of Price's law as an upper bound for the decay of scalar field hair, the C0 extendibility result applies to the collapse of complete, asymptotically flat, spacelike initial data where the scalar field is compactly supported. This shows that under Christodoulou's C0 formulation, the strong cosmic censorship conjecture is false for this system. © 2005 Wiley Periodicals, Inc. In short-exposure imaging through turbulence, there is some probability that the image will be nearly diffraction limited because the instantaneous wave-front distortion over the aperture was negligible. A number of years ago in a rather brief paper, Hufnagel (1966) argued heuristically that the probability of getting a good image would decrease exponentially with aperture area. This paper undertakes a rigorous quantitative analysis of the probability. We find that the probability of obtaining a good short-exposure image is Prob ≈ 5.6 exp[−0.1557 (D r0)2] (for D r0 ≥ 3.5), where D is the aperture diameter and r0 is the coherence length of the distorted wave front, as defined by Fried (1967). A good image is taken to be one for which the squared wave-front distortion over the aperture is 1 rad2 or less. The analysis is based on the decomposition of the distorted wave front over the aperture, in an orthonormal series with randomly independent coefficients. The orthonormal functions used are the eigenfunctions of a Karhunen-Loeve integral equation. The integral equation is solved using a separation of variables into radial and azimuthal dependence. The azimuthal dependence was solved analytically and the radial, numerically. The first 569 radial eigenfunctions and eigenvalues were obtained. The probability of obtaining a good short-exposure image corresponds to a hyperspace integral in which the spatial dimensions are the independent random coefficients in the orthonormal series expansion. It is equal to the probability that a randomly chosen point in the hyperspace will lie within a hypersphere of unit radius, the points in the hyperspace being randomly chosen in accordance with the product of independent Gaussian probability distribution—one distribution for each dimension. The variance of these distrbutions is directly proportional to the eigenvalues of the Karhunen-Loeve equation. This hyperspace integral (involving up to several hundred dimensions) has been evaluated using Monte Carlo techniques.