Characterizations of the hydrodynamic limit of the Dyson model

zbMATH Open1369.82023arXiv1602.00449MaRDI QIDQ5267640FDOQ5267640

Authors: Sergio Andraus, Makoto Katori 

Publication date: 13 June 2017

Abstract: Under appropriate conditions for the initial configuration, the empirical measure of the $N$-particle Dyson model with parameter $$ converges to a unique measure-valued process as $N$ goes to infinity, which is independent of $$. The limit process is characterized by its Stieltjes transform called the Green's function. Since the Green's function satisfies the complex Burgers equation in the inviscid limit, this is called the hydrodynamic limit of the Dyson model. We review the relations among the hydrodynamic equation of the Green's function, the continuity equation of the probability density function, and the functional equation of the Green's function. The basic tools to prove the relations are the Hilbert transform, a special case of the Sokhotski-Plemelj theorem, and the method of characteristics for solving partial differential equations. For two special initial configurations, we demonstrate how to characterize the limit processes using these relations.

Full work available at URL: https://arxiv.org/abs/1602.00449

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zbMATH Keywords

Green's functionHilbert transformmethod of characteristicshydrodynamic limitDyson modelinteracting Brownian motions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Geometric theory, characteristics, transformations in context of PDEs (35A30) Euler equations (35Q31) PDEs with randomness, stochastic partial differential equations (35R60) Interacting particle systems in time-dependent statistical mechanics (82C22) Special integral transforms (Legendre, Hilbert, etc.) (44A15)

Cited In (4)

• Hydrodynamical reformulation and quantum limit of the Barut-Zanghi theory
• Hydrodynamic limit of multiple SLE
• Functional equations solving initial-value problems of complex Burgers-type equations for one-dimensional log-gases
• Quasi-static hydrodynamic limits

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