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 the case of infinite horizon (e.g. the plain @math arrangement of the spherical scatterers of diameter less than the lattice spacing) the free flight distribution of a particle flying in a uniformly sampled random direction has a heavy tail which causes a different type of long time behaviour of the particle displacement. The arguments of @cite_20 indicated that in the two-dimensional case super-diffusive scaling of order @math is expected. A central limit theorem with this anomalous scaling was proved with full rigour in @cite_7 , for the Lorentz-particle displacement in the @math -dimensional periodic case with infinite horizon. The periodic infinite horizon case in dimensions @math remains open.
@cite_7 @cite_20
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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. 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. The stability of the inner Reissner-Nordstroem geometry is studied with test massless integer-spin fields. In contrast to previous mathematical treatments we present physical arguments for the processes involved and show that ray tracing and simple first-order scattering suffice to elucidate most of the results. Monochromatic waves which are of small amplitude and ingoing near the outer horizon develop infinite energy densities near the inner Cauchy horizon (as measured by a freely falling observer). Previous work has shown that certain derivatives of the field in a general (nonmonochromatic) disturbance must fall off exponentially near the inner (Cauchy) horizon (r = r sub - ) if energy densities are to remain finite. Thus the solution is unstable to physically reasonable perturbations which arise outside the black hole because such perturbations, if localized near past null infinity (I sup - ), cannot be localized near r sub + , the outer horizon. The mass-energy of an infalling disturbance would generate multipole moments on the black hole. Price, Sibgatullin, and Alekseev have shown that such moments are radiated away as ''tails'' which travel outward and are rescattered inward yielding a wave field with a time dependence t sup -p , p > 0. This decay in time is sufficiently slow that themore » tails yield infinite energy densities on the Cauchy horizon. (The amplification of the low-frequency tails upon interacting with the time-dependent potential between the horizons is an important feature guaranteeing the infinite energy density.) The interior structure of the analytically extended solution is thus disrupted by finite external disturbances. have further shown that even perturbations which are localized as they cross the outer horizon produce singularities at the inner horizon. It is shown that this singularity arises when the incoming radiation is first scattered just inside the outer horizon« less 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. 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 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. 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. We study the scaling limits of three different aggregation models on ℤd: internal DLA, in which particles perform random walks until reaching an unoccupied site; the rotor-router model, in which particles perform deterministic analogues of random walks; and the divisible sandpile, in which each site distributes its excess mass equally among its neighbors. As the lattice spacing tends to zero, all three models are found to have the same scaling limit, which we describe as the solution to a certain PDE free boundary problem in ℝd. In particular, internal DLA has a deterministic scaling limit. We find that the scaling limits are quadrature domains, which have arisen independently in many fields such as potential theory and fluid dynamics. Our results apply both to the case of multiple point sources and to the Diaconis-Fulton smash sum of domains. The website wheresgeorge.com invites its users to enter the serial numbers of their US dollar bills and track them across America and beyond. Why? “For fun and because it had not been done yet”, they say. But the dataset accumulated since December 1998 has provided the ideal raw material to test the mathematical laws underlying human travel, and that has important implications for the epidemiology of infectious diseases. Analysis of the trajectories of over half a million dollar bills shows that human dispersal is described by a ‘two-parameter continuous-time random walk’ model: our travel habits conform to a type of random proliferation known as ‘superdiffusion’. And with that much established, it should soon be possible to develop a new class of models to account for the spread of human disease. The dynamic spatial redistribution of individuals is a key driving force of various spatiotemporal phenomena on geographical scales. It can synchronize populations of interacting species, stabilize them, and diversify gene pools1,2,3. Human travel, for example, is responsible for the geographical spread of human infectious disease4,5,6,7,8,9. In the light of increasing international trade, intensified human mobility and the imminent threat of an influenza A epidemic10, the knowledge of dynamical and statistical properties of human travel is of fundamental importance. Despite its crucial role, a quantitative assessment of these properties on geographical scales remains elusive, and the assumption that humans disperse diffusively still prevails in models. Here we report on a solid and quantitative assessment of human travelling statistics by analysing the circulation of bank notes in the United States. Using a comprehensive data set of over a million individual displacements, we find that dispersal is anomalous in two ways. First, the distribution of travelling distances decays as a power law, indicating that trajectories of bank notes are reminiscent of scale-free random walks known as Levy flights. Second, the probability of remaining in a small, spatially confined region for a time T is dominated by algebraically long tails that attenuate the superdiffusive spread. We show that human travelling behaviour can be described mathematically on many spatiotemporal scales by a two-parameter continuous-time random walk model to a surprising accuracy, and conclude that human travel on geographical scales is an ambivalent and effectively superdiffusive process. The aim of this paper is to show that spatial coupling can be viewed not only as a means to build better graphical models, but also as a tool to better understand uncoupled models. The starting point is the observation that some asymptotic properties of graphical models are easier to prove in the case of spatial coupling. In such cases, one can then use the so-called interpolation method to transfer known results for the spatially coupled case to the uncoupled one. Our main use of this framework is for Low-density parity check (LDPC) codes, where we use interpolation to show that the average entropy of the codeword conditioned on the observation is asymptotically the same for spatially coupled as for uncoupled ensembles. We give three applications of this result for a large class of LDPC ensembles. The first one is a proof of the so-called Maxwell construction stating that the MAP threshold is equal to the area threshold of the BP GEXIT curve. The second is a proof of the equality between the BP and MAP GEXIT curves above the MAP threshold. The third application is the intimately related fact that the replica symmetric formula for the conditional entropy in the infinite block length limit is exact. We establish some scaling limits for a model of planar aggregation. The model is described by the composition of a sequence of independent and identically distributed random conformal maps, each corresponding to the addition of one particle. We study the limit of small particle size and rapid aggregation. The process of growing clusters converges, in the sense of Caratheodory, to an inflating disc. A more refined analysis reveals, within the cluster, a tree structure of branching fingers, whose radial component increases deterministically with time. The arguments of any finite sample of fingers, tracked inwards, perform coalescing Brownian motions. The arguments of any finite sample of gaps between the fingers, tracked outwards, also perform coalescing Brownian motions. These properties are closely related to the evolution of harmonic measure on the boundary of the cluster, which is shown to converge to the Brownian web. 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. In this article we consider large energy wave maps in dimension 2+1, as in the resolution of the threshold conjecture by Sterbenz and Tataru (Commun. Math. Phys. 298(1):139–230, 2010; Commun. Math. Phys. 298(1):231–264, 2010), but more specifically into the unit Euclidean sphere ( S ^ n-1 R ^ n ) with ( n ), and study further the dynamics of the sequence of wave maps that are obtained in Sterbenz and Tataru (Commun. Math. Phys. 298(1):231–264, 2010) at the final rescaling for a first, finite or infinite, time singularity. We prove that, on a suitably chosen sequence of time slices at this scaling, there is a decomposition of the map, up to an error with asymptotically vanishing energy, into a decoupled sum of rescaled solitons concentrating in the interior of the light cone and a term having asymptotically vanishing energy dispersion norm, concentrating on the null boundary and converging to a constant locally in the interior of the cone, in the energy space. Similar and stronger results have been recently obtained in the equivariant setting by several authors (Cote, Commun. Pure Appl. Math. 68(11):1946–2004, 2015; Cote, Commun. Pure Appl. Math. 69(4):609–612, 2016; Cote, Am. J. Math. 137(1):139–207, 2015; , Am. J. Math. 137(1):209–250, 2015; Krieger, Commun. Math. Phys. 250(3):507–580, 2004), where better control on the dispersive term concentrating on the null boundary of the cone is provided, and in some cases the asymptotic decomposition is shown to hold for all time. Here, however, we do not impose any symmetry condition on the map itself and our strategy follows the one from bubbling analysis of harmonic maps into spheres in the supercritical regime due to Lin and Riviere (Ann. Math. 149(2):785–829, 1999; Duke Math. J. 111:177–193, 2002), which we make work here in the hyperbolic context of Sterbenz and Tataru (Commun. Math. Phys. 298(1), 231–264, 2010). It is shown that for small, spherically symmetric perturbations of asymptotically flat two-ended Reissner–Nordstrom data for the Einstein–Maxwell-real scalar field system, the boundary of the dynamic spacetime which evolves is globally represented by a bifurcate null hypersurface across which the metric extends continuously. Under additional assumptions, it is shown that the Hawking mass blows up identically along this bifurcate null hypersurface, and thus the metric cannot be extended twice differentiably; in fact, it cannot be extended in a weaker sense characterized at the level of the Christoffel symbols. The proof combines estimates obtained in previous work with an elementary Cauchy stability argument. There are no restrictions on the size of the support of the scalar field, and the result applies to both the future and past boundary of spacetime. In particular, it follows that for an open set in the moduli space of solutions around Reissner–Nordstrom, there is no spacelike component of either the future or the past singularity. We consider the joint distributions of particle positions for the continuous time totally asymmetric simple exclusion process (TASEP). They are expressed as Fredholm determinants with a kernel defining a signed determinantal point process. We then consider certain periodic initial conditions and determine the kernel in the scaling limit. This result has been announced first in a letter by one of us (Sasamoto in J. Phys. A 38:L549–L556, 2005) and here we provide a self-contained derivation. Connections to last passage directed percolation and random matrices are also briefly discussed. We consider the problem of robustly recovering a @math -sparse coefficient vector from the Fourier series that it generates, restricted to the interval @math . The difficulty of this problem is linked to the superresolution factor SRF, equal to the ratio of the Rayleigh length (inverse of @math ) by the spacing of the grid supporting the sparse vector. In the presence of additive deterministic noise of norm @math , we show upper and lower bounds on the minimax error rate that both scale like @math , providing a partial answer to a question posed by Donoho in 1992. The scaling arises from comparing the noise level to a restricted isometry constant at sparsity @math , or equivalently from comparing @math to the so-called @math -spark of the Fourier system. The proof involves new bounds on the singular values of restricted Fourier matrices, obtained in part from old techniques in complex analysis. Abstract We prove that a large class of smooth solutions ψ to the linear wave equation □ g ψ = 0 on subextremal rotating Kerr spacetimes which are regular and decaying along the event horizon become singular at the Cauchy horizon. More precisely, we show that assuming appropriate upper and lower bounds on the energy along the event horizon, the solution has infinite (non-degenerate) energy on any spacelike hypersurfaces intersecting the Cauchy horizon transversally. Extrapolating from known results in the Reissner–Nordstrom case, the assumed upper and lower bounds required for our theorem are conjectured to hold for solutions arising from generic smooth and compactly supported initial data on a Cauchy hypersurface. This result is motivated by the strong cosmic censorship conjecture in general relativity. We study the continuum scaling limit of some statistical mechanical models defined by convex Hamiltonians which are gradient perturbations of a massless free field. By proving a central limit theorem for these models, we show that their long distance behavior is identical to a new (homogenized) continuum massless free field. We shall also obtain some new bounds on the 2-point correlation functions of these models. As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time @math , extremal particles descend with overwhelming probability from ancestors having split either within a distance of order 1 from time 0, or within a distance of order 1 from time @math . The result suggests that the extremal process of branching Brownian motion is a randomly shifted cluster point process. Here we put part of this picture on rigorous ground: we prove that the point process obtained by retaining only those extremal particles which are also maximal inside the clusters converges in the limit of large @math to a random shift of a Poisson point process with exponential density. The last section discusses the Tidal Wave Conjecture by Lalley and Sellke [Ann. Probab. 15 (1987) 1052-1061] on the full limiting extremal process and its relation to the work of Chauvin and Rouault [Math. Nachr. 149 (1990) 41-59] on branching Brownian motion with atypical displacement. A proof is provided of a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof is based on a coupling argument that traces the space-time cones containing the infection clusters generated by single infections and uses that the random walk eventually gets trapped inside the union of these cones. For the case where the local drifts of the random walk are smaller than the speed at which infection clusters grow, the random walk eventually gets trapped inside a single cone. This in turn leads to the existence of regeneration times at which the random walk forgets its past. The latter are used to prove a functional central limit theorem and a large deviation principle. The qualitative dependence of the speed, the volatility and the rate function on the infection parameter is investigated, and some open problems are mentioned.