Fluctuation-dissipation relations for reversible diffusions in a random environment
“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
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
Dec. 01, 2017 1:52:48 English
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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
Dec. 01, 2017 1:54:10 English
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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
Dec. 01, 2017 1:52:33 English
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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
Dec. 01, 2017 2:03:38 English
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- “FDR and scaling limits” End of the proof of FDR and the Einstein relation.
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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
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