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Microscopic Hamiltonian dynamics perturbed by a conservative noise C edric Bernardin (with G. Basile and S. Olla) CNRS, Ens Lyon April 2008 C edric Bernardin (with G. Basile and S. Olla) Fourier law Introduction C edric Bernardin


  1. Microscopic Hamiltonian dynamics perturbed by a conservative noise C´ edric Bernardin (with G. Basile and S. Olla) CNRS, Ens Lyon April 2008 C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  2. Introduction C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  3. Introduction Fourier’s law : Consider a macroscopic system in contact with two heat baths with different temperatures T ℓ � = T r . When the system reaches its steady state < · > ss , one expects Fourier’s law holds: < J ( q ) > ss = − κ ( T ( q )) ∇ ( T ( q )) , q macroscopic point C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  4. Introduction Fourier’s law : Consider a macroscopic system in contact with two heat baths with different temperatures T ℓ � = T r . When the system reaches its steady state < · > ss , one expects Fourier’s law holds: < J ( q ) > ss = − κ ( T ( q )) ∇ ( T ( q )) , q macroscopic point J ( q ) is the energy current; T ( q ) the local temperature; κ ( T ) the conductivity. C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  5. Introduction Fourier’s law : Consider a macroscopic system in contact with two heat baths with different temperatures T ℓ � = T r . When the system reaches its steady state < · > ss , one expects Fourier’s law holds: < J ( q ) > ss = − κ ( T ( q )) ∇ ( T ( q )) , q macroscopic point J ( q ) is the energy current; T ( q ) the local temperature; κ ( T ) the conductivity. If system has (microscopic) size N , finite conductivity means < J > ss ∼ N − 1 . C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  6. Hamiltonian microscopic models : Fermi-Pasta-Ulam chains C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  7. Hamiltonian microscopic models : Fermi-Pasta-Ulam chains � � p 2 + W ( q x ) V ( q x − q y ) x � � Λ ⊂ Z d H = + , 2 m x 2 4 y ∼ x x ∈ Λ C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  8. Hamiltonian microscopic models : Fermi-Pasta-Ulam chains � � p 2 + W ( q x ) V ( q x − q y ) x � � Λ ⊂ Z d H = + , 2 m x 2 4 y ∼ x x ∈ Λ W : pinning potential; V : interaction potential C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  9. Hamiltonian microscopic models : Fermi-Pasta-Ulam chains � � p 2 + W ( q x ) V ( q x − q y ) x � � Λ ⊂ Z d H = + , 2 m x 2 4 y ∼ x x ∈ Λ W : pinning potential; V : interaction potential W ( q ) = ν | q | 2 (harmonic chain), < · > ss is If V ( r ) = α | r | 2 , an explicit Gaussian measure and < J > ss ∼ 1 : Fourier’s law is false (Lebowitz, Lieb, Rieder ’67) C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  10. Hamiltonian microscopic models : Fermi-Pasta-Ulam chains � � p 2 + W ( q x ) V ( q x − q y ) x � � Λ ⊂ Z d H = + , 2 m x 2 4 y ∼ x x ∈ Λ W : pinning potential; V : interaction potential W ( q ) = ν | q | 2 (harmonic chain), < · > ss is If V ( r ) = α | r | 2 , an explicit Gaussian measure and < J > ss ∼ 1 : Fourier’s law is false (Lebowitz, Lieb, Rieder ’67) Non linearity is extremely important to have normal heat conduction. C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  11. Hamiltonian microscopic models : Fermi-Pasta-Ulam chains � � p 2 + W ( q x ) V ( q x − q y ) x � � Λ ⊂ Z d H = + , 2 m x 2 4 y ∼ x x ∈ Λ W : pinning potential; V : interaction potential W ( q ) = ν | q | 2 (harmonic chain), < · > ss is If V ( r ) = α | r | 2 , an explicit Gaussian measure and < J > ss ∼ 1 : Fourier’s law is false (Lebowitz, Lieb, Rieder ’67) Non linearity is extremely important to have normal heat conduction. But it is not sufficient : It has been observed experimentally and numerically for nonlinear chains that if d ≤ 2 and momentum is conserved ( ⇔ W = 0, unpinned) then conductivity is still infinite (finite otherwise). C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  12. Motivations/Goal C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  13. Motivations/Goal Give a rigorous derivation of Fourier’s law from the microscopic model. C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  14. Motivations/Goal Give a rigorous derivation of Fourier’s law from the microscopic model. If Fourier’s law does not hold, κ N ∼ N δ , universality of the diverging order δ of the conductivity? C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  15. Motivations/Goal Give a rigorous derivation of Fourier’s law from the microscopic model. If Fourier’s law does not hold, κ N ∼ N δ , universality of the diverging order δ of the conductivity? Numerical simulations are not conclusive ( δ ∈ [0 . 25; 0 . 47] for the same models) and subject of intense debate. C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  16. The Models FPU chains are mathematically very difficult to study. We perturb the Hamiltonian dynamics by a stochastic noise. These stochastic perturbations simulate (qualitatively) the long time (chaotic) effect of the deterministic nonlinear model. C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  17. The Models FPU chains are mathematically very difficult to study. We perturb the Hamiltonian dynamics by a stochastic noise. These stochastic perturbations simulate (qualitatively) the long time (chaotic) effect of the deterministic nonlinear model. FPU chains conserve total energy H . If the system is unpinned ( W = 0), it conserves also total momentum � x p x . C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  18. The Models FPU chains are mathematically very difficult to study. We perturb the Hamiltonian dynamics by a stochastic noise. These stochastic perturbations simulate (qualitatively) the long time (chaotic) effect of the deterministic nonlinear model. FPU chains conserve total energy H . If the system is unpinned ( W = 0), it conserves also total momentum � x p x . Two different noises: C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  19. The Models FPU chains are mathematically very difficult to study. We perturb the Hamiltonian dynamics by a stochastic noise. These stochastic perturbations simulate (qualitatively) the long time (chaotic) effect of the deterministic nonlinear model. FPU chains conserve total energy H . If the system is unpinned ( W = 0), it conserves also total momentum � x p x . Two different noises: Noise 1 = only energy conservative C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  20. The Models FPU chains are mathematically very difficult to study. We perturb the Hamiltonian dynamics by a stochastic noise. These stochastic perturbations simulate (qualitatively) the long time (chaotic) effect of the deterministic nonlinear model. FPU chains conserve total energy H . If the system is unpinned ( W = 0), it conserves also total momentum � x p x . Two different noises: Noise 1 = only energy conservative Noise 2 = energy and momentum conservative C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  21. The Models The generator L (adjoint of the Fokker-Planck operator) has two terms L = A + γ S C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  22. The Models The generator L (adjoint of the Fokker-Planck operator) has two terms L = A + γ S A is the Liouville operator � � ∂ H ∂ q x − ∂ H � A = ∂ p x ∂ p x ∂ q x x C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  23. The Models The generator L (adjoint of the Fokker-Planck operator) has two terms L = A + γ S A is the Liouville operator � � ∂ H ∂ q x − ∂ H � A = ∂ p x ∂ p x ∂ q x x S is a diffusion on the shell of constant kinetic energy (noise 1) or of constant kinetic energy and constant momentum (noise 2). C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  24. The Models The generator L (adjoint of the Fokker-Planck operator) has two terms L = A + γ S A is the Liouville operator � � ∂ H ∂ q x − ∂ H � A = ∂ p x ∂ p x ∂ q x x S is a diffusion on the shell of constant kinetic energy (noise 1) or of constant kinetic energy and constant momentum (noise 2). γ > 0 regulates the strength of the noise. C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  25. Construction of the noise Example : Noise 1, energy conserving, m x = 1, d=1 C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  26. Construction of the noise Example : Noise 1, energy conserving, m x = 1, d=1 For every nearest neigbor atoms x and x + 1, surface of constant kinetic energy e S 1 e = { ( p x , p x +1 ) ∈ R 2 ; p 2 x + p 2 x +1 = e } C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

  27. Construction of the noise Example : Noise 1, energy conserving, m x = 1, d=1 For every nearest neigbor atoms x and x + 1, surface of constant kinetic energy e S 1 e = { ( p x , p x +1 ) ∈ R 2 ; p 2 x + p 2 x +1 = e } The following vector field X x , x +1 is tangent to S 1 e X x , x +1 = p x +1 ∂ p x − p x ∂ p x +1 so X 2 x , x +1 generates a diffusion on S 1 e (Brownion motion on the circle). C´ edric Bernardin (with G. Basile and S. Olla) Fourier law

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