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

DOI10.1007/S10955-021-02815-0MaRDI QIDQ820883zbMATH OpenOpenAlexFDO

Authors Gerardo Barrera, Michael Högele, J. C. Pardo

Publication date 28 September 2021

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

Copyright license Creative Commons Attribution 4.0 International

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)

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.

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Cited in

(7)

• 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
• Thermalisation for small random perturbations of dynamical systems
• Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
• Ergodicity bounds for stable Ornstein-Uhlenbeck systems in Wasserstein distance with applications to cutoff stability
• The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise
• Universal cutoff for Dyson Ornstein Uhlenbeck process

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