Fluctuation-dissipation relations for reversible diffusions in a random environment
“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. 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.
-
- “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.
-
Pierre MATHIEU
Dec. 01, 2017 1:52:48 English
-
- “Fluctuation-dissipation relations” The lecture will be devoted to a soft introduction to FDR for additive functionals of Markov processes.
-
Pierre MATHIEU
Dec. 01, 2017 1:54:10 English
-
- “A priori estimates on diffusions” We gather some PDE estimates for diffusions with a local drift.
-
Pierre MATHIEU
Dec. 01, 2017 1:52:33 English
-
- “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.
-
Pierre MATHIEU
Dec. 01, 2017 2:03:38 English
-
- “FDR and scaling limits” End of the proof of FDR and the Einstein relation.
-
Pierre MATHIEU
Dec. 01, 2017 1:55:53 English
Details
- Year/Term
- 2017 / Intensive, Second semester
- Date
- November 10th to December 1st, 2017
- Faculty/
Graduate School - Graduate School of Science
- Language
- English
- Instructor name
- Pierre MATHIEU(Distinguished Visiting Professor, Kyoto University)
- Place
- Room 127, Graduate School of Science Bldg No 3
Related Courses
Masae Ishihara, Yasuyuki Shibata
Graduate School of Science, Field Science Education and Research Center
2021Prof. Charles Bordenave
Graduate School of Science
2021Stephen Theriault
Graduate School of Science
2021Boris FEIGIN
Graduate School of Science
2019