Stochastic oscillators out of equilibrium: scaling limits and correlation estimates

Fuente: arXiv
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Autori principali: Gonçalves, Patrícia, Hayashi, Kohei, Mangi, João Pedro
Natura: Preprint
Pubblicazione: 2025
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author Gonçalves, Patrícia
Hayashi, Kohei
Mangi, João Pedro
author_facet Gonçalves, Patrícia
Hayashi, Kohei
Mangi, João Pedro
contents We consider a purely harmonic chain of oscillators which is perturbed by a stochastic noise. Under this perturbation, the system exhibits two conserved quantities: the volume and the energy. At the level of the hydrodynamic limit, under diffusive scaling, we show that depending on the strength of the Hamiltonian dynamics, energy and volume evolve according to either a system of autonomous heat equations or a non-linear system of coupled parabolic equations. Moreover, for general initial measures, under diffusive scaling, we can characterize the non-equilibrium volume fluctuations. The proofs are based on precise bounds on the two-point volume correlation function and a uniform fourth-moment estimate.
format Preprint
id arxiv_https___arxiv_org_abs_2505_10256
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Stochastic oscillators out of equilibrium: scaling limits and correlation estimates
Gonçalves, Patrícia
Hayashi, Kohei
Mangi, João Pedro
Probability
We consider a purely harmonic chain of oscillators which is perturbed by a stochastic noise. Under this perturbation, the system exhibits two conserved quantities: the volume and the energy. At the level of the hydrodynamic limit, under diffusive scaling, we show that depending on the strength of the Hamiltonian dynamics, energy and volume evolve according to either a system of autonomous heat equations or a non-linear system of coupled parabolic equations. Moreover, for general initial measures, under diffusive scaling, we can characterize the non-equilibrium volume fluctuations. The proofs are based on precise bounds on the two-point volume correlation function and a uniform fourth-moment estimate.
title Stochastic oscillators out of equilibrium: scaling limits and correlation estimates
topic Probability
url https://arxiv.org/abs/2505.10256