Diffusion of power in randomly perturbed Hamiltonian partial differential equations

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Abstract: We study the evolution of the energy (mode-power) distribution for a class of randomly perturbed Hamiltonian partial differential equations and derive {it master equations} for the dynamics of the expected power in the discrete modes. In the case where the unperturbed dynamics has only discrete frequencies (finitely or infinitely many) the mode-power distribution is governed by an equation of discrete diffusion type for times of order cO(ve−2). Here ve denotes the size of the random perturbation. If the unperturbed system has discrete and continuous spectrum the mode-power distribution is governed by an equation of discrete diffusion-damping type for times of order cO(ve−2). The methods involve an extension of the authors' work on deterministic periodic and almost periodic perturbations, and yield new results which complement results of others, derived by probabilistic methods.


The authors study the system: \(i\partial_t\phi(t)= (H_0+\varepsilon g(t)\beta)\phi(t, x)\), where \(H_0\) and \(\beta\) are self-adjoint operators on the Hilbert space \({\mathcal H}\). Let \(g_0(t)\) be a fixed real-valued function with support in \([0,T]\), and \(\{d_j\geq 0\}_{j\geq0}\) a random sequence. They treat the systems with \(g(t)= \sum_{n=0\sim\infty}g_0(t- t_n)\); \(t_0= d_0\), \(t_n= d_n+ \sum_{i= 0\sim(n-1)})d_i+ T)\), \(n\geq 1\). (I) Suppose that \(H_0\) has only a discrete spectrum, \(\|\beta\|= 1\), and \(g= g_0\) with \(\| g_0\|_1= 1\). That is, \(H_0\psi_j= \lambda_j\psi_j\), \(\langle\psi_i,\psi_j\rangle= \delta_{ij}\). Assume that \(\{a_j(t)\}\) in \(\phi(x, t)= \sum_j a_j(t)\psi_j(x)\) satisfies \(E(a_j(0)\overline{a_k(0)})= 0\) for \(j\neq k\). Then \[ \begin{multlined} P_k(t)(:= E(|a_k(t)|^2))= P_k(0)+ \varepsilon^2\sum_j|\langle\psi_j, \beta\cdot\psi)\rangle|^2\cdot\\|{\mathcal F}g_0(\lambda_j- \lambda_k)|^2(P_j(0)- P_k(0))+ O(\varepsilon^3)\equiv (T_\varepsilon P(0))_k+ O(\varepsilon^3),\end{multlined} \] holds for \(t> T\). For the system with \(\{d_j\}\) satisfying \(E(\exp(i(\lambda_j- \lambda_k)d_m)= 0\) for \(j\neq k\), \[ P^{(n)}(:= \{P_k^{(n)}\equiv E(|a_k(t)|^2)\})= (T_\varepsilon)^n P(0)+ O(n\varepsilon^3), \] \(t_{n-1}+ T\leq t\leq t_n\), holds for \(n\geq 1\). (II) The spectrum of \(H_0\) has an absolutely continuous part: \[ \phi(t, x)= \sum_{j= 1\sim m} a_j(t)\psi_j(x)+ P_c\phi(x,t). \] Then \(P(t)= (T_{\text{disc},\varepsilon}- \varepsilon^2\Gamma)^n P(0)+ O(\varepsilon^{4/5})\), holds for \(t> 0\). Here, \(n\) is the integer part of \(t/(T+ M)\), and \(M\) is the mean of \(\{d_j\}\).











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