Inhomogeneous Continuity Equation with Application to Hamiltonian - - PowerPoint PPT Presentation
Inhomogeneous Continuity Equation with Application to Hamiltonian - - PowerPoint PPT Presentation
Inhomogeneous Continuity Equation with Application to Hamiltonian ODE (joint work with L. Chayes & W. Gangbo) Helen K. Lei California Institute of Technology October 12, 2011 Mathematical Background Evolution of Measure Continuity
Mathematical Background
✆ Evolution of Measure ✆ Continuity Equation
“Physical” Motivations
✆ Hamiltonian ODE with Interaction ✆ Mass Reaching Infinity in Finite Time ✆ Regularization: Fade With Arc Length Inhomogeneous Continuity Equation ✆ Inhomogeneous Continuity Equation ✆ Deficient Hamiltonian ODE Limiting Equation and Dynamical Considerations ✆ Dynamical Hypothesis ✆ Closeness of Trajectories & Representation Formula ✆ Validity of Regularization: Convergence of Mass
Evolution of Measure
vt µ0 µ1
Xt
Given vt, have flow equation: ✩ ✫ ✪ ✾ Xt ✏ vt♣Xtq X0 ✏ id Eulerian:
Continuity Equation I
❇ρ ❇t ∇ ☎ ♣ρvq ✏ 0
V
△ in mass = flux in/out of infinitesimal volume:
dMV dt
✏ ➩
V ❇ρ ❇t dx ✏ ✁
➩
V ∇ ☎ ♣ρvq dx ✏ ✁
➩
❇V ρ v ☎ ˆ
n dS
ρ = (probability) density v = velocity field
Integrated version for macroscopic volume:
Continuity Equation II
Mass of particle constant along trajectories (incompressible): d dt rρ♣Xt, tqs ✏ ❇ρ ❇t ∇ρ ☎ v ✏ 0. Therefore, ∇ρ ☎ v ✏ ∇ ☎ ♣ρvq ù ñ ∇ ☎ v ✏ 0 and have weak formulation for measures : ❇tµt ∇ ☎ ♣µtvtq ✏ 0 means ➺ T ➺ ❇tϕ ①vt, ∇ϕ② dµt dt ✏ 0 ❅ϕ P C ✽
c ♣Rd ✂ ♣0, Tqq
Weak Formulation
Define µt ✏ Xt#µ0
(Here T#µ ✏ ν if for any measurable A ν♣Aq ✏ µ♣T ✁1♣Aqq
- r for any test function ϕ P L1♣dνq
➩ ϕ♣yq dν♣yq ✏ ➩ ϕ♣T♣xqq dµ♣xq )
Then (formally) ❇tµt ∇ ☎ ♣vtµtq ✏ 0: ϕ P C ✽
c ♣Rd ✂ ♣0, Tqq;
Ψ♣x, tq ✏ ϕ♣Xt♣xq, tq ➺ T ➺
Rd ❇tϕ♣xq ①vt♣xq, ∇ϕ♣xq② dµt♣xq dt
✏ ➺ T ➺
Rd ❇tϕ♣Xt♣xq, tq ①vt♣Xt♣xq, ∇ϕ♣Xt♣xqq② dµ0♣xq dt
✏ ➺ T ➺
Rd
dΨ dt ♣x, tq dµ0♣xq dt ✏ ➺
Rd ϕ♣XT♣xq, Tq ✁ ϕ♣x, 0q dµ0♣xq
✏ 0
Hamiltonian Dynamics I
Let R2d ◗ x ✏ ♣p, qq ✏ ♣momentum, positionq H♣p, qq ✏ 1 2⑤p⑤2 Ψ♣qq ✏ kinetic potential Then ✾ x ✏ ✄ ✾ p ✾ q ☛ ✏ ✄ ✁Id Id ☛ ✄ Hp Hq ☛ ✏ J∇H Start with measure, infinite dimensional Hamiltonian system?
H ♣µq ✏ 1 2 ➺ ⑤p⑤2 dµ ➺ Φ♣qq dµ 1 2 ➺ ♣W ✝ µq♣qq dµ ✾ Xt ✏ Jr∇H ♣µqs♣p, qq ✏ ♣✁∇♣W ✝ µ Φq♣qq, pq ✍ interaction means velocity field has non–trivial dependence on µt ✍
Finite Range Interactions
Hamiltonian Dynamics II
✆ Infinitesimal conservation of mass certainly holds ✆ ∇H ❑ J∇H ù ñ ∇ ☎ ♣J∇H q ✏ 0 Should describe by continuity equation: ❇tµt ∇ ☎ ♣J∇H ♣µtqµtq ✏ 0. ✆ Energy not pointwise conserved: dH ♣µtq dt ♣p, qq ✏ ✒ ①∇H , J∇H ② ❇H ❇t ✚ ♣p, qq ✏ 1 2❇t♣W ✝µtq.
✍ Formally, using continuity equation and supposing ⑤∇W ⑤ ↕ B ⑤❇t♣W ✝ µtq⑤ ✏ ⑤ d dt ➺ W ♣x ✁ yq dµt♣yq⑤ ↕ B ➺ ⑤J∇H ♣µtq⑤ dµt is locally bounded ✍
Total energy (integrated over µt) should still be conserved.
Hamiltonian ODE on Wasserstein Space
- L. Ambrosio and W. Gangbo.
Hamiltonian ODE’s in the Wasserstein Space of Probability
- Measures. Comm. in Pure and Applied Math.,
61, 18–53 (2007).
- W. Gangbo, H. K. Kim, and T. Pacini. Differ-
ential forms on Wasserstein space and infinite dimensional Hamiltonian systems. To appear in Memoirs of AMS.
Definition (Hamiltonian ODE). H : P2♣R2dq Ñ ♣✁✽, ✽s (proper, lowersemicontinuous). A.C. curve tµt✉r0,Ts is a Hamiltonian ODE w.r.t. H if ❉vt P L2♣dµtq, ⑥vt⑥L2♣dµtq P L1♣0, Tq such that ✩ ✫ ✪ ❇tµt ∇ ☎ ♣Jvtµtq ✏ 0, t P ♣0, Tq vt P Tµt P2♣R2dq ❳ ❇H ♣µtq for a.e., t
- Theorem. (Ambrosio, Gangbo) Suppose H : P2♣R2dq Ñ R satisfies
♣⑤∇H ♣xq⑤ ↕ C♣1 ⑤x⑤q ✆ If µn ✏ ρnL 2d, µ ✏ ρL 2d and µn á µ then ∇H ♣µnk qµnk á ∇H ♣µqµ Then given µ0 ✏ ρ0L 2d: ✆The Hamiltonian ODE admits a solution for t P r0, Ts ✆ t ÞÑ µt is L♣T, µ0q–Lipschitz (with respect to the Wasserstein distance) ✆ If H is λ–convex, then H ♣µtq ✏ H ♣µq.
Wasserstein Distance
Φ#ρ0 ✏ ρ Ð Φ : Π
ρ0 ρ Φ
M (density) M✝ (flow map) s ✏ ✁∇ ☎ ♣ρ∇pq; gρ♣s1, s2q ✏ ➩ ρ∇ρ1 ☎ ρ2 (non-flat) g✝
Φ ♣v1, v2q ✏
➩ ♣v1 ☎ v2qρ0 (flat)
(Induced distance: d♣x0, x1q2 ✏ inft ➩1
0 gx♣tq♣ dx dt , dx dt q dt : t ÞÑ x♣tq P M✶, x♣0q ✏ x0, x♣1q ✏ x1✉
) x0 x1
Upshot: d♣ρ0, ρq2 ✏ infΦ:ρ✏Φ#ρ0 ➩ ρ0⑤id ✁ Φ⑤2
- F. Otto.
The geometry of dissipative evolution eqns: the porous medium equation.
- Comm. PDE, 26 (2001), 101-174.
A.C. Curves and the Continuity Equation
- Definition. Let
P2♣Rd, W2q
denote the space of probability measures with bounded second moment equipped with the Wasserstein distance W 2
2 ♣µ, νq ✏ min
★➺
Rd ✂Rd ⑤x ✁ y⑤2 dγ♣x, yq : γ P Γ♣µ, νq
✰ and Γ♣µ, νq ✏ tγ : γ♣A ✂ Rd q ✏ µ♣Aq and γ♣Rd ✂ Bq ✏ ν♣Bq, for all measurable A and B✉
- Theorem. There is a correspondence:
tA.C. curves in P2♣Rd, W2q✉ ð ñ tvelocity fields vt P L2♣dµtq✉ via ❇tµt ∇ ☎ ♣vtµtq ✏ 0 and lim
hÑ0
1 ⑤h⑤W2♣µth, µtq♣↕q ✏ ⑥vt⑥L2♣µtq Thus W 2
2 ♣µ0, µ1q ✏ min
✧➺ 1 ⑥vt⑥2
L2♣dµtq : ❇tµt ∇ ☎ ♣vtµtq ✏ 0
✯ and TµP2♣Rd, W2q ✏ t∇ϕ : ϕ P C ✽
c ♣Rdq✉ L2♣dµq
Mass Reaching Infinity in Finite Time
Condition (♣). We are solving ❇tµt ∇ ☎ ♣J∇H µtq ✏ 0; vt :✏ J∇H ♣µtq Recall characteristics ✾ Xt ✏ vt♣Xtq; X0 ✏ id ⑤vt♣xq⑤ ↕ C♣1 ⑤x⑤q ù ñ ⑤Xt⑤ ➚ eCt♣1 ⑤X0⑤q: preserves compact support, second moment... What about other Hamiltonians? E.g.,
q Φ♣qq
Explicit Computation. ⑤vt♣Xtq⑤ ✏ C♣1 ⑤Xt⑤qR, R → 1
✄ ⑤Xt⑤ ⑤X0⑤ ☛R✁1 ✏ 1 1 ✁ t♣R ✁ 1q⑤X0⑤R✁1
x ✽ at time τ♣xq ✏ 1 ♣R ✁ 1q⑤x⑤R✁1 ➔ ✽
Continuity Equation in “Finite Volume”
Particles that have ever been in finite region during r0, ts: blue = good pink = negligible red = bad yellow = gone.
- Expect. Under reasonable dynamical conditions, still have
❇tµt ∇ ☎ ♣J∇H ♣µtqµtq ✏ 0 distributionally.
Example: Quadratic Velocity in 1D
Consider the velocity field and associated trajectories vt♣xq ✏ x2, xt ✏ x0 1 ✁ tx0 and densities ρ0 ✏ 1r0,1s, ρt ✏ xt#ρ0. By change of variables, have ρt♣yq ✏ ρ0♣x✁1
t
♣yqq♣x✁1
t
q✶♣yq ✏ 1 ♣1 ytq2 . We have then ❇tρt ✏ ✁2y ♣1 ytq3 and ♣ρtvtq✶ ✏ 2y ♣1 ytq3 and so ❇tρt ♣ρtvtq✶ ✏ 0.
Regularization: Fade With Arc Length
✾ Xt ✏ vt♣Xtq Mt ✏ M0e✁
➩t
0 Cs♣Xsq⑤vs♣Xsq⑤ ds
For simplicity, Cs ✑ ε; later, send ε Ñ 0.
Inhomogeneous Continuity Equation
♣♠q ❇tµε
t ∇ ☎ ♣vtµε t q ✏ ✁ε⑤vt⑤µε t
Given µ0, vt, define ♣µε
t q✝ ✏ X ε t #µ0
Rε
t ♣X ε t q ✏ exp♣✁ε
➺ t ⑤vt♣X ε
s q⑤ dsq
then µε
t ✏ Rε t ♣µε t q✝
satisfies ♣♠q.
µ0 µ✝
t
µt
- Proposition. (♠) preserves α–exponential moments for α ↕ ε, since
distance traveled ↕ arclength
☞
✍ directly gives global (in space) regularization ✍
Existence of ε–Dynamics
- Lemma. Let µ0 P M✽,ε. Suppose we have prescribed (time–dependent) velocity
fields vε
t satisfying
⑤vε
t ♣xq⑤ ↕ C♣1 ⑤x⑤qR
for some constants C, R → 0. Then for 0 ➔ T ➔ ✽ ✆ ❉ distributional solution ♣µε
t qtPr0,Ts to
❇tµε
t ∇ ☎ ♣vε t µε t q ✏ ✁ε⑤vε t ⑤µε t
❅ϕ P C ✽
c ♣R2d ✂ r0, Tsqq,
➩T ➩
R2d ♣❇tϕ ①vt, ∇xϕ②q dµt dt ✏ ✁ε
➩T ➩
R2d ⑤vε t ⑤ϕ dµt dt
realized as a linear functional such that ➺
R2d ϕ dµε t ✏
➺
Sε
t
♣Rε
t ϕq ✆ X ε t dµ0,
❅ϕ P Cc♣R2dq. ✆ ♣µε
t qtPr0,Ts is narrowly continuous.
✆ Preservation of moments. ☞
Topologies of Convergence
♣C ✽
c ⑨qCc
cpctly supported Ó distributional ❸ C0 vanishing at ✽ Ó weak✝ ❸ Cb bounded Ó narrow
✆ finite measures ù ñ Banach–Alaoglu gives some limit point in weak✝ topology ✆ distributional convergence + moment control ù ñ narrow convergence We have Radon measures so if µn á µ and A is a Borel set µ♣A✵q ↕ lim inf
n
µn♣Aq ↕ lim sup
n
µn♣Aq ↕ µ♣Aq
Technical Remarks
- Continuity. Let ϕ P C ✽
c ♣R2dq and suppose t Ñ t✍.
Then, with Yτ ✏ Xt✍ ✆ X ✁1
τ
, ⑤ ➺ ϕ dµε
t ✁
➺ ϕ dµε
t✍⑤ ✏ ⑤
➺ ✓ ϕ ✁ ϕ♣Yt✍q exp♣✁ε ➺ t✍
t
⑤ ✾ Yτ⑤ dτq ✛ dµε
t ⑤
➚ϕ,vε
t ⑤t ✁ t✍⑤ ε
Limiting Measures. Suppose ❇tµε
t ∇ ☎ ♣v ε t µε t q ✏ ✁ε⑤v ε t ⑤µε t for
t P r0, Ts and v ε
t uniformly locally bounded on r0, Ts.
For tk P Q ❳ r0, Ts, have by Banach–Alaoglu µε
tk á µtk
Continuity gives extension to all t. Limiting dynamics later...
Deficient Hamiltonian ODE I
- Theorem. Let µ0 P M✽,ε and 0 ➔ T ➔ ✽. Let
H ♣µq ✏ 1 2 ➺ ⑤p⑤2 dµ ➺ Φ♣qq dµ 1 2 ➺ ♣W ✝ µq♣qq dµ such that ⑤Φ♣qq⑤ ➚ ⑤q⑤R, some R → 0. Then there exists a narrowly continuous path t ÞÑ µε
t P M✽,ε such that
❇tµε
t ∇ ☎ ♣J∇H ♣µε tqµε tq ✏ ✁ε⑤J∇H ♣µε tq⑤µε t.
“Proof”. Time discretization: h ✏ 1④n, vk ✏ J∇H ♣µtkqµtk µε,n vε,n µε,n
1
vε,n
1
...
Deficient Hamiltonian ODE II
Get
❇tµε,n
t
∇ ☎ ♣J∇H ♣µε,n
tn qµε,n t ⑤q ✏ ✁ε⑤J∇H ♣µε,n tn q⑤µε,n t .
Want to take all n Ñ ✽:
✆ Limiting measure for each t by Banach–Alaoglu ✆ Only dependence of velocity field on measure is the term ∇W ✝ µ
q p
✌ Have tightness by Markov’s inequality: ➺
Bc
r ✂Rd ⑤∇W ♣¯
q ✁ qq⑤ dµε,n
t
♣p, qq ➚W e✁εrMε♣µ0q ù ñ ∇W ✝ µε,n
t
Ñ ∇W ✝ µε
t
- unif. on cpct sets
✌ By deficient continuity equation ⑤∇W ✝ µε,n
tn
✁ ∇W ✝ µε,n
t
⑤ ➚ h
☞
Uniform in ε Control on Velocity Field
To take ε Ñ 0 the previous logic can be applied if we can control the velocity field. Idea: Use the potential Φ to rid us of red particles. Enforce that there exists rings of no return tending to infinity...
Example: Spherically Symmetric Potential
Consider H♣p, qq ✏ 1 2⑤p⑤2 Υ♣⑤q⑤q. Define ✍–ring by Υ♣qq ➔ Υ♣L✍q, for all ⑤q⑤ → ⑤L✍⑤.
✍–rings are rings of no return, since ˜ H ✏ 1 2 ✞ ✞ ✞ ✞ d⑤q⑤ dt ✞ ✞ ✞ ✞
2
Υ♣qq is increasing for t ➙ t✍: d ˜ H dt ✏ d⑤q⑤ dt ✂d2⑤q⑤ dt2 ✁ d2q dt2 ☎ ˆ q ✡ ➙ 0 and at t✍ radial velocity is positive.
More General Potentials
If H♣p, qq ✏ 1 2⑤p⑤2 Φ♣qq Ψ♣t, qq, with ⑤∇Ψ♣t, qq⑤ ↕ B, for all t, q, consider bounding potential u♣rq, such that u✶♣rq ➙ B max
⑤q⑤✏r①∇Φ, ˆ
q②. Then ✍–rings of u are rings of no return for original dynamics. Postulate that u has infinitely many ✍–rings of no return:
Rings of No Return
✍ c.f., renewal points for random walks... ✍
Estimates on Velocity Field I
S ✏ blue, G ✏ yellow, O ✏ pink Choose Q a ➔ L✍♣✦ rq, then G does not contribute to ♣∇W ✝ µε,n
t
q♣qq for q P BQ:
❇BL✍ ❇BQ
z ❇Ba♣zq ✌ Tightness: ➺
Bc
r ✂Rd ⑤∇W ♣p, q ✁ qq⑤ dµε,n
t
➚W µ0♣♣S ❨ Oq ❳ tpt ➙ r✉q ↕ µ0♣Rd ✂ Bc
L✍q µ0♣S ❳ tpt ➙ r✉q.
Estimates on Velocity Field II
On S, ⑤qs⑤ ↕ L, for all 0 ↕ s ↕ t so r ↕ ⑤pt⑤ ↕ ➺ ✞ ✞ ✞ ✞ dps ds ✞ ✞ ✞ ✞ ds ⑤p0⑤ ↕ ➺ ⑤♣∇Φ ∇W ✝ µε,n
t
q♣qsq⑤ ds ↕ ML✍t ⑤p0⑤, so S ❳ tpt ➙ r✉ ⑨ Bc
r✁ML✍ t ✂ BL✍.
✁Q Q L✍ ✁♣r ✁ ML✍tq r r ✁ ML✍t ✁r ✁L✍
✌ Time evolution: Formally, ❇tF ε,n
t
♣p, qq ✏ ➺
R2d ♣p ☎ ∇2W ♣q ✁ qq ✁ ε⑤vε,n t
♣p, qq⑤∇W ♣q ✁ qqq dµε,n
t
♣p, qq. This can be estimated a similar way, now invoking moment bound on µ0...
Hamiltonian ODE I
- Theorem. Let µ0 P M✽,α, some α → 0 and 0 ➔ T ➔ ✽. Let
H ♣µq ✏ 1 2 ➺ ⑤p⑤2 dµ ➺ Φ♣qq dµ 1 2 ➺ ♣W ✝ µq♣qq dµ such that ⑤Φ♣qq⑤ ➚ ⑤q⑤R, some R → 0. Then there exists distributional limit ♣µtqtPr0,Ts of ♣µε,n
t qtPr0,Ts along some
subsequence ♣εk, nkq such that ✆ t ÞÑ µt P M is distributionally continuous and ✆ ♣µtqtPr0,Ts satisfies the continuity equation: ❇tµt ∇ ☎ ♣J∇H ♣µtqµtq ✏ 0. ☞
Representation Formula
✆ µε,n
t
defined by pushforward: µε,n
t
✏ X ε,n
t
#µ0, so have representation formula: ➺
R2d ϕ♣yq dµε,n t
♣yq ✏ ➺
Sε,n
t
♣ϕ ☎ Rε,n
t
q ✆ X ε,n
t
dµ0♣xq, ❅ϕ P C ✽
c ♣RDq,
where Sε
t ✏ tx P RD : ❉! solution to ✾
X ε
s ✏ vε s ♣X ε s q, X ε 0 ✏ x, ❅s P r0, ts✉.
✆ µε
t , µt obtained abstractly, so need to retrieve representation formula...
Need to show ➺
Sε,n
t
♣ϕ ☎ Rε,n
t
q ✆ X ε,n
t
dµ0 Ñ ➺
Sε
t
♣ϕ ☎ Rε
t q ✆ X ε t dµ0 ✌ If x P Sε
t , then x P Bε t ♣Lq for L sufficiently large and show pointwise convergence.
✌ If x ❘ Sε
t , argue that ♣Rε,n t
✆ X ε,n
t
q♣xq Ñ 0 as n Ñ ✽.
Both cases follow from finite volume convergence of trajectories:
Finite Volume Closeness of Trajectories I
- Lemma. Let T → 0. Suppose
vn Ñ v uniformly on K ✂ r0, Ts for any compact K ⑨ RD and sup
n
✓ sup
tP♣0,Tq
sup
xPK
⑤vn
t ♣xq⑤ Lip♣vn t , Kq
✛ :✏ fK ➔ ✽. Then given any δ → 0 sup
xPBt♣Lq
sup
sPr0,ts
⑤X n
s ✁ Xs♣xq⑤ ➔ δ
for n sufficiently large, where BL♣tq :✏ tx : Xs♣xq P BL, ❅s P r0, ts✉ ♣⑨ supp♣µ0qq.
Finite Volume Closeness of Trajectories II
✌ For n sufficiently large so that ⑤vn ✁ v⑤ ➔ σ and Xs P BL, X n
s P BLδ,
d ds ⑤X n
s ✁ Xs⑤ ↕ ⑤vn s ♣X n s q ✁ vs♣Xsq⑤
↕ ⑤vn
s ♣X n s q ✁ vn s ♣Xsq⑤ ⑤vn s ♣Xsq ✁ vs♣Xsq⑤
↕ ⑥vn
s ⑥Lip ☎ ⑤X n s ✁ Xs⑤ σ
↕ fBLδ⑤X n
s ✁ Xs⑤ σ.
✌ By Gronwall and choosing σ sufficiently small (n sufficiently large) ⑤X n
T ✁ XT ⑤ ↕
σ fBLδ ☎ e
fBLδ T ➔ δ.
✌ Result follows by a bootstrapping argument.
☞ Representation formula holds for µε
t and can directly take ε Ñ 0:
Hamiltonian ODE II
- Theorem. Let µ0 P M✽,α, some α → 0 and 0 ➔ T ➔ ✽. Let
H ♣µq ✏ 1 2 ➺ ⑤p⑤2 dµ ➺ Φ♣qq dµ 1 2 ➺ ♣W ✝ µq♣qq dµ such that ⑤Φ♣qq⑤ ➚ ⑤q⑤R, some R → 0. Then there exists distributional limit ♣µtqtPr0,Ts of ♣µε
tqtPr0,Ts along some
subsequence ♣εkq such that ✆ t ÞÑ µt P M is distributionally continuous and ✆ ♣µtqtPr0,Ts satisfies the continuity equation: ❇tµt ∇ ☎ ♣J∇H ♣µtqµtq ✏ 0. ☞
Phase Space Regions of No Return
Let L✍ correspond to ✍–ring and define ¯ ΩL✍♣tq ✏ BL✍♣a✍ηqt ✂ BL✍,
time
where η → 0, a✍ ✏ supqPBL✍ ⑤∇Φ⑤ ⑤∇W ⑤, so that
d ds ⑤ps⑤ ↕ a✍, ❅s P r0, ts.
Then:
Monotonicity of Mass
Let 0 ↕ t1 ➔ t2. Given any δ → 0, let L✍ be such that µ0♣BL✍q ➔ δ. Then can show for all ε ➙ 0, µε
t1♣¯
ΩL✍♣t1qq ➙ µε
t2♣¯
ΩL✍♣t2qq ✁ δ. ✍ Could also directly obtain representation formula for µt by invoking no return property... ✍
Mass Convergence?
“mass difference = mass “burned” at ✽ by ε regularization” M0 ✁ Mt ✏ M0 ✁ lim
εÑ0 Mε t
✆ Since the function 1 ✑ f ❘ Cc, mass convergence not immediate. ✌ Without interaction W , trajectories same for all ε ù ñ mass convergence: Have Mε
t Õ M✝ t
is well defined. Let δ → 0. (i) Choose L such that µt♣Bc
Lq ➔ δ. Then
Mt ↕ µt♣B✵
Lq ↕ lim inf µε t ♣BLq δ ↕ M✝ t δ.
(ii) For any ε → 0, choose Lε such that µε
t ♣BLεq ➔ δ. Then
Mt ➙ µt♣BLεq ➙ µε
t ♣BLεq ➙ Mε t ✁ δ.
Presence of W ù ñ non–trivial dependence of trajectories on measure so a priori:
“Counterexample” to Mass Convergence I
Varying ε: distance = λ ε✁1 mass = 1 at time 0 mass = e✁λ at time 1
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Mt: Mε
t : ✍ Mass does not converge at point of discontinuity... ✍
“Counterexample” to Mass Convergence II
Varying ε: mass = 1 at time 0 mass = e✁λ at time t ✁ τ mass → 0 at time t
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Mt: Mε
t : Mass not tending to ✽ fast enough:
Stronger Dynamical Condition
✌ ℓ♣Lq ➔ L ring of no return, ℓ, L Ñ ✽; ✆ EL♣tq ✏ tq0 : qt P ❇BL, qt✶ P Bℓ♣Lq for some t✶ ➔ t✉; ✆ θL♣tq ✏ suptτ : q0 P EL♣tq, ⑤qtτ⑤ ➔ ✽✉; ✆ τL ✏ sup
t
θL♣tq; ✌ Require: lim
LÑ✽ τL ✏ 0.
Example: Super–quadratic Potential
Consider Υ♣qq ✒ ✁⑤q⑤1R, R → 1. Recall ˜ H ✏ 1 2 ✞ ✞ ✞ ✞ d⑤q⑤ dt ✞ ✞ ✞ ✞
2
Υ♣qq is increasing provided d⑤q⑤
dt
→ 0. Therefore (for ⑤q⑤ ✧ 1) d⑤q⑤ dt → ❜ 2♣˜ H0 ✁ Υ♣qqq ✒ ⑤q⑤
1R 2
:✏ C♣1 ⑤q⑤qs, s → 1. Suppose at time t, ⑤qt⑤ ✏ L✍, d⑤qt⑤
dt
→ 0. Direct integration of differential inequality: ♣1 ⑤qtτ⑤qs✁1 ➙ ♣1 ⑤qt⑤qs✁1 1 ✁ Cτ♣s ✁ 1q♣1 ⑤qt⑤qs✁1 . We conclude the particle reaches infinity by time t τL✍, where τL✍ ✒ 1 Ls✁1
✍
Ñ 0 as L✍ Ñ ✽
Mass Convergence Almost Everywhere
- Theorem. Suppose the stronger dynamical condition holds and suppose µε
t á µt. Let
M✁
t
✏ lim
t✶Õt Mt✶,
M
t
✏ lim
t✶×t Mt✶
M✌
t ✏ lim Mε t ,
M✵
t ✏ lim Mε t .
Then M
t
↕ M✵
t ↕ M✌ t ↕ M✁ t .
In particular, the mass converges at all points of continuity of Mt. “Proof.” Already have M
t
↕ M✵
t . To show M✌ t ↕ M✁ t :
✆ Let δ → 0 and ℓ ✏ ℓ♣Lq be such that µ0♣¯ Ωℓ♣0qcq ➔ δ. ✆ For any ε → 0 let 0 ➔ Lε ➔ ✽ be such that µε
t ♣¯
ΩLε♣tqcq ➔ δ. Mε
t ↕ µε t ♣¯
ΩLε♣tqq δ ↕ µε
t✁τL♣¯