Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance

DOI10.1007/S10955-021-02815-0zbMATH Open1473.60067arXiv2009.10590OpenAlexW3198798353MaRDI QIDQ820883FDOQ820883

J. C. Pardo, Gerardo Barrera, Michael Högele

Publication date: 28 September 2021

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: This article establishes cutoff thermalization (also known as the cutoff phenomenon) for a class of generalized Ornstein-Uhlenbeck systems $(X^{v}arepsilo{n}_t(x){)}_{tgeqslant0}$ with $varepsilon$-small additive L'evy noise and initial value $x$. The driving noise processes include Brownian motion, $alpha$-stable L'evy flights, finite intensity compound Poisson processes, and red noises, and may be highly degenerate. Window cutoff thermalization is shown under mild generic assumptions; that is, we see an asymptotically sharp $infty/0$-collapse of the renormalized Wasserstein distance from the current state to the equilibrium measure $m{u}^{v}arepsilon$ along a time window centered on a precise $varepsilon$- and $x$-dependent time scale $t_{v}arepsilo{n}^x$. In many interesting situations such as reversible (L'evy) diffusions it is possible to prove the existence of an explicit, universal, deterministic cutoff thermalization profile. That is, for generic initial data $x$ we obtain the stronger result $mathcal{W}_p(X^{v}arepsilo{n}_{t_{v}arepsilon+r}(x),m{u}^{v}arepsilon)cdotvarepsilo{n}^{-1}ightarrowKcdot{e}^{-qr}$ as $varepsilonightarrow0$ for any $rinmathbbR$, some spectral constants $K,q>0$ and any $pgeqslant1$ whenever the distance is finite. The existence of this limit is characterized by the absence of non-normal growth patterns in terms of an orthogonality condition on a computable family of generalized eigenvectors of $mathcalQ$. Precise error bounds are given. Using these results, this article provides a complete discussion of the cutoff phenomenon for the classical linear oscillator with friction subject to $varepsilon$-small Brownian motion or $alpha$-stable L'evy flights. Furthermore, we cover the highly degenerate case of a linear chain of oscillators in a generalized heat bath at low temperature.

Full work available at URL: https://arxiv.org/abs/2009.10590

zbMATH Keywords

Wasserstein distanceOrnstein-Uhlenbeck processescutoff phenomenonabrupt convergencenonnormal growthshift linearity of Wasserstein distance

Mathematics Subject Classification ID

Gaussian processes (60G15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65)

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Cited In (4)

• The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
• The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
• Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
• The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise

Uses Software

• Eigtool

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