Existence of a unique strong solution to the DMPK equation

arXiv1205.3396MaRDI QIDQ6233015FDOQ6233015

Publication date: 15 May 2012

Abstract: For the transmission of electrons in a weakly disordered strip of material Dorokhov, Mello, Pereyra and Kumar (DMPK) proposed a diffusion process for the transfer matrices. The correspoding transmission eigenvalues satisfy the DMPK stochastic differential equations, like Dyson Brownian motion in the context of GOE/GUE random matrices. We control the singular repulsion terms of this SDE with a stopping-time argument, and its degenerate initial condition by an approximation procedure, and thereby establish the DMPK equation to be well posed.

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Quantum waveguides, quantum wires (82D77)

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