Cutoff Thermalization for Ornstein–Uhlenbeck Systems with Small Lévy Noise in the Wasserstein Distance

Autor: Juan Carlos Pardo, Gerardo Barrera, Michael Högele
Rok vydání: 2021
Předmět:
Zdroj: Journal of Statistical Physics. 184
ISSN: 1572-9613
0022-4715
DOI: 10.1007/s10955-021-02815-0
Popis: This article establishes cutoff thermalization (also known as the cutoff phenomenon) for a class of generalized Ornstein-Uhlenbeck systems $(X^\varepsilon_t(x))_{t\geqslant 0}$ with $\varepsilon$-small additive L\'evy noise and initial value $x$. The driving noise processes include Brownian motion, $\alpha$-stable L\'evy flights, finite intensity compound Poisson processes, and red noises, and may be highly degenerate. Window cutoff thermalization is shown under mild generic assumptions; that is, we see an asymptotically sharp $\infty/0$-collapse of the renormalized Wasserstein distance from the current state to the equilibrium measure $\mu^\varepsilon$ along a time window centered on a precise $\varepsilon$- and $x$-dependent time scale $t_\varepsilon^x$. In many interesting situations such as reversible (L\'evy) diffusions it is possible to prove the existence of an explicit, universal, deterministic cutoff thermalization profile. That is, for generic initial data $x$ we obtain the stronger result $\mathcal{W}_p(X^\varepsilon_{t_\varepsilon + r}(x), \mu^\varepsilon) \cdot \varepsilon^{-1} \rightarrow K\cdot e^{-q r}$ as $\varepsilon \rightarrow 0$ for any $r\in \mathbb{R}$, some spectral constants $K, q>0$ and any $p\geqslant 1$ whenever the distance is finite. The existence of this limit is characterized by the absence of non-normal growth patterns in terms of an orthogonality condition on a computable family of generalized eigenvectors of $\mathcal{Q}$. Precise error bounds are given. Using these results, this article provides a complete discussion of the cutoff phenomenon for the classical linear oscillator with friction subject to $\varepsilon$-small Brownian motion or $\alpha$-stable L\'evy flights. Furthermore, we cover the highly degenerate case of a linear chain of oscillators in a generalized heat bath at low temperature.
Comment: 47 pages
Databáze: OpenAIRE
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