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Non-equilibrium steady states for chains of oscillators (masses) connected by harmonic and anharmonic springs and interacting with heat baths at different temperatures have been the subject of several studies. In this paper, we show how some of the results extend to more complicated networks. We establish the existence and uniqueness of the non-equilibrium steady state, and show that the system converges to it at an exponential rate. The arguments are based on controllability and conditions on the potentials at infinity.

In this paper we study the physical and statistical properties of the periodic Lorentz gas with finite horizon driven to a non-equilibrium steady state by the combination of non-conservative external forces and deterministic thermostats. A version of this model was introduced by Chernov, Eyink, Lebowitz, and Sinai and subsequently generalized by Chernov and the third author. Non-equilibrium steady states for these models are SRB measures and they are characterized by the positivity of the steady state entropy production rate. Our main result is to establish that the entropy production, in this context equal to the phase space contraction, satisfies the Gallavotti-Cohen fluctuation relation. The main tool needed in the proof is the family of anisotropic Banach spaces introduced by the first and third authors to study the ergodic and statistical properties of billiards using transfer operator techniques., Comment: 32 pages. arXiv admin note: text overlap with arXiv:1210.1261

In Monte-Carlo methods the Markov processes used to sample a given target distribution usually satisfy detailed balance, i.e. they are time-reversible. However, relatively recent results have demonstrated that appropriate reversible and irreversible perturbations can accelerate convergence to equilibrium. In this paper we present some general design principles which apply to general Markov processes. Working with the generator of Markov processes, we prove that for some of the most commonly used performance criteria, i.e., spectral gap, asymptotic variance and large deviation functionals, sampling is improved for appropriate reversible and irreversible perturbations of some initially given reversible sampler. Moreover we provide specific constructions for such reversible and irreversible perturbations for various commonly used Markov processes, such as Markov chains and diffusions. In the case of diffusions, we make the discussion more specific using the large deviations rate function as a measure of performance., Comment: Final version will appear in the Journal of Statistical Physics

In order to sample from a given target distribution (often of Gibbs type), the Monte Carlo Markov chain method consists in constructing an ergodic Markov process whose invariant measure is the target distribution. By sampling the Markov process one can then compute, approximately, expectations of observables with respect to the target distribution. Often the Markov processes used in practice are time-reversible (i.e., they satisfy detailed balance), but our main goal here is to assess and quantify how the addition of a non-reversible part to the process can be used to improve the sampling properties. We focus on the diffusion setting (overdamped Langevin equations) where the drift consists of a gradient vector field as well as another drift which breaks the reversibility of the process but is chosen to preserve the Gibbs measure. In this paper we use the large deviation rate function for the empirical measure as a tool to analyze the speed of convergence to the invariant measure. We show that the addition of an irreversible drift leads to a larger rate function and it strictly improves the speed of convergence of ergodic average for (generic smooth) observables. We also deduce from this result that the asymptotic variance decreases under the addition of the irreversible drift and we give an explicit characterization of the observables whose variance is not reduced reduced, in terms of a nonlinear Poisson equation. Our theoretical results are illustrated and supplemented by numerical simulations., Comment: 23 pages, 5 figures

We introduce several methods of decomposition for two player normal form games. Viewing the set of all games as a vector space, we exhibit explicit orthonormal bases for the subspaces of potential games, zero-sum games, and their orthogonal complements which we call anti-potential games and anti-zero-sum games, respectively. Perhaps surprisingly, every anti-potential game comes either from the Rock-Paper-Scissors type games (in the case of symmetric games) or from the Matching Pennies type games (in the case of asymmetric games). Using these decompositions, we prove old (and some new) cycle criteria for potential and zero-sum games (as orthogonality relations between subspaces). We illustrate the usefulness of our decomposition by (a) analyzing the generalized Rock-Paper-Scissors game, (b) completely characterizing the set of all null-stable games, (c) providing a large class of strict stable games, (d) relating the game decomposition to the decomposition of vector fields for the replicator equations, (e) constructing Lyapunov functions for some replicator dynamics, and (f) constructing Zeeman games -games with an interior asymptotically stable Nash equilibrium and a pure strategy ESS.

We model propagation of electromagnetic waves in a medium, which is inhomogeneous with a rough layer, and which hides an object. We first get an effective medium, and then we solve the problem by integral equations.

We prove a large deviation principle for the expectation of macroscopic observables in quantum (and classical) Gibbs states. Our proof is based on Ruelle-Lanford functions and direct subadditivity arguments, as in the classical case, instead of relying on G\"artner-Ellis theorem, and cluster expansion or transfer operators as done in the quantum case. In this approach we recover, expand, and unify quantum (and classical) large deviation results for lattice Gibbs states. In the companion paper \cite{OR} we discuss the characterization of rate functions in terms of relative entropies., Comment: 22 pages

Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main objective is to display the minimal, model independent mathematical structure at work behind fluctuation theorems. Besides its conceptual simplicity, another advantage of our approach is its natural extension to quantum statistical mechanics which will be presented in a companion paper. We shall discuss several examples including thermostated systems, open Hamiltonian systems, chaotic homeomorphisms of compact metric spaces and Anosov diffeomorphisms., Comment: 72 pages, revised version 12/10/2010, to be published in Nonlinearity

We continue the study of the free energy of quantum lattice spin systems where to the local Hamiltonian $H$ an arbitrary mean field term is added, a polynomial function of the arithmetic mean of some local observables $X$ and $Y$ that do not necessarily commute. By slightly extending a recent paper by Hiai, Mosonyi, Ohno and Petz [9], we prove in general that the free energy is given by a variational principle over the range of the operators $X$ and $Y$. As in [9], the result is a noncommutative extension of the Laplace-Varadhan asymptotic formula., Comment: v1-->v2, 15 pages, the conditions of the theorems have been relaxed and their proof has been simplified. The whole paper was therefore restyled. A new author is added

We give large deviation upper bounds, and discuss lower bounds, for the Gibbs-KMS state of a system of quantum spins or an interacting Fermi gas on the lattice. We cover general interactions and general observables, both in the high temperature regime and in dimension one., Comment: 30 pages, LaTeX 2e

We consider a system of stochastic partial differential equations modeling heat conduction in a non-linear medium. We show global existence of solutions for the system in Sobolev spaces of low regularity, including spaces with norm beneath the energy norm. For the special case of thermal equilibrium, we also show the existence of an invariant measure (Gibbs state).

This paper is a review on the statistical mechanics of anharmonic oscillators coupled to heat reservoirs. We discuss stationary states (existence and ergodic properties) and entropy production (positivity, Green-Kubo formulas and the Gallavotti-Cohen fluctuation theorem).This review will appear in the Proceedings of the 2002 UAB International Conference on Differential Equations and Mathematical Physics., Comment: To appear in Contemporary Mathematics AMS series

The main issue of this work consists in extracting one or several finite values for the sum of series involved in perturbation theories. It is supposed to work for all cases in which two physical parameters are involved, and makes thorough use of dimensional arguments concerning these physical quantities. Weak and strong coupling expansions are considered as the two faces of a formal expression which is the central object of this method. This so-called extension procedure is systematic. We apply it here to the divergent perturbative expansion of the ground state energy of the anharmonic oscillator of quantum mechanics in zero and one dimension, and provide, given a p-order divergent expansion, an analytical expression of its estimated sum. This method which is inspired by variational procedures provides high degree of accuracy from lower orders of perturbation and seems to have remarkable converge properties in a wide class of expansions concerning physical observables.

We continue the study of a model for heat conduction consisting of a chain of non-linear oscillators coupled to two Hamiltonian heat reservoirs at different temperatures. We establish existence of a Liapunov function for the chain dynamics and use it to show exponentially fast convergence of the dynamics to a unique stationary state. Ingredients of the proof are the reduction of the infinite dimensional dynamics to a finite-dimensional stochastic process as well as a bound on the propagation of energy in chains of anharmonic oscillators., Comment: To be published in Commun. Math. Phys

We prove the Gallavotti-Cohen fluctuation theorem for a model of heat conduction through a chain of anharmonic oscillators coupled to two Hamiltonian reservoirs at different temperatures.

We analyze the free energy and construct the Gibbs-KMS states for a class of quantum lattice systems, at low temperatures and when the interactions are almost diagonal in a suitable basis. We study systems with continuous symmetry, but our results are valid for discrete symmetry breaking only. Such phase transitions occur at intermediate temperatures where the continuous symmetry is not broken, while at very low temperature continuous symmetry breaking may occur., Comment: 25 pages, 6 figures

We present a selective overview of the current state of our knowledge (more precisely of ourignorance) regarding the derivation of Fourier's Law, ${\bf J}(\br) =-\kappa {\bf \nabla}T(\br)$; ${\bf J}$ the heat flux, $T$ the temperature and $\kappa$, the heat conductivity. This law is empirically well tested for both fluids and crystals, when the temperature varies slowly on the microscopic scale, with $\kappa$ an intrinsic property which depends only on the system's equilibrium parameters, such as the local temperature and density. There is however at present no rigorous mathematical derivation of Fourier's law and ipso facto of Kubo's formula for $\kappa$, involving integrals over equilibrium time correlations, for any system (or model) with a deterministic, e.g. Hamiltonian, microscopic evolution.

We consider a model of heat conduction which consists of a finite nonlinear chain coupled to two heat reservoirs at different temperatures. We study the low temperature asymptotic behavior of the invariant measure. We show that, in this limit, the invariant measure is characterized by a variational principle. We relate the heat flow to the variational principle. The main technical ingredient is an extension of Freidlin-Wentzell theory to a class of degenerate diffusions., Comment: 40 pages

We study the statistical mechanics of a finite-dimensional non-linear Hamiltonian system (a chain of anharmonic oscillators) coupled to two heat baths (described by wave equations). Assuming that the initial conditions of the heat baths are distributed according to the Gibbs measures at two different temperatures we study the dynamics of the oscillators. Under suitable assumptions on the potential and on the coupling between the chain and the heat baths, we prove the existence of an invariant measure for any temperature difference, i.e., we prove the existence of steady states. Furthermore, if the temperature difference is sufficiently small, we prove that the invariant measure is unique and mixing. In particular, we develop new techniques for proving the existence of invariant measures for random processes on a non-compact phase space. These techniques are based on an extension of the commutator method of H\"ormander used in the study of hypoelliptic differential operators., Comment: 43 pages