Fluctuation-dissipation relations for reversible diffusions in a random environment
“A priori estimates on diffusions” We gather some PDE estimates for diffusions with a local drift. Pierre MATHIEU
Course Description
Fluctuation-dissipation relations (FDR) were introduced in statistical physics to describe off-equilibrium dynamics; they express the linear response of a perturbed system as correlations for the un-perturbed system.
When applied to reversible diffusions in a random environment, they yield the so-called Einstein relation: the derivative of the effective drift of a diffusion in a random environment subject to a small external force equals the effective variance of the un-perturbed dynamics in the direction of the perturbation.
The aim of the course will be to explain the proof of FDR for reversible diffusions in a random environment with finite range of correlation. The proof also provides a full description of all the scaling limits of such processes.
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- “Central limit theorems” We shall first survey the martingale approach to establish the convergence towards Brownian motion of a reversible diffusion in a random environment.
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Pierre MATHIEU
2017/11/10 1:52:48 英語
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- “Fluctuation-dissipation relations” The lecture will be devoted to a soft introduction to FDR for additive functionals of Markov processes.
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Pierre MATHIEU
2017/11/17 1:54:10 英語
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- “A priori estimates on diffusions” We gather some PDE estimates for diffusions with a local drift.
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Pierre MATHIEU
2017/11/24 1:52:33 英語
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- “Regeneration times and steady states” We construct a steady state for perturbed diffusions in a random environment with finite range of correlation and study its continuity.
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Pierre MATHIEU
2017/11/29 2:03:38 英語
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- “FDR and scaling limits” End of the proof of FDR and the Einstein relation.
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Pierre MATHIEU
2017/12/01 1:55:53 英語
講義詳細
- 年度・期
- 2017年度・後期集中
- 開催日
- 2017年11月10日 から 12月01日
- 開講部局名
- 理学研究科
- 使用言語
- 英語
- 教員/講師名
- Pierre MATHIEU(Distinguished Visiting Professor, Kyoto University)
- 開催場所
- Room 127, Graduate School of Science Bldg No 3