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Stochastic processes with applications to statistical mechanics

Research Project

Project/Area Number 06452015
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionNagoya University

Principal Investigator

ICHIHARA Kenji (1995-1996)  Nagoya University, Graduate School of Polymathematics, Associate Professor, 大学院・多元数理科学研究科, 助教授 (00112293)

舟木 直久 (1994)  名古屋大学, 理学部, 教授 (60112174)

Co-Investigator(Kenkyū-buntansha) SUGIURA Makoto  Nagoya Universty, Graduate School of Polymathematics, Research Assosiate, 大学院・多元数理科学研究科, 助手 (70252228)
KUMAGAI Takasi  Nagoya Universty, Graduate School of Polymathematics, Associate Professor, 大学院・多元数理科学研究科, 助教授 (90234509)
OBATA Nobuaki  Nagoya Universty, Graduate School of Polymathematics, Associate Professor, 大学院・多元数理科学研究科, 助教授 (10169360)
AOMOTO Kazuhiko  Nagoya Universty, Graduate School of Polymathematics, Professor, 大学院・多元数理科学研究科, 教授 (00011495)
FUNAKI Tadahisa  Tokyo Universty, Graduate School of Mathematical Science, Professor, 大学院数理科学研究科, 教授 (60112174)
千代延 大造  名古屋大学, 大学院・多元数理科学研究科, 助手 (50197638)
内藤 久資  名古屋大学, 大学院・多元数理科学研究科, 助教授 (40211411)
四方 義啓  名古屋大学, 大学院・多元数理科学研究科, 教授 (50028114)
村井 隆文  名古屋大学, 情報文化学部, 教授 (00109266)
Project Period (FY) 1994 – 1996
Project Status Completed (Fiscal Year 1996)
Budget Amount *help
¥6,700,000 (Direct Cost: ¥6,700,000)
Fiscal Year 1996: ¥2,300,000 (Direct Cost: ¥2,300,000)
Fiscal Year 1995: ¥2,000,000 (Direct Cost: ¥2,000,000)
Fiscal Year 1994: ¥2,400,000 (Direct Cost: ¥2,400,000)
Keywordshydrodynamical limit / Stochastic partial diflerential equation / Stochastic Burgers equation / Harnack's inequality / random environment / birth and dath process / quauntum stochascic process / fractal / 差分作用素 / 熱核 / principal eigenfunction / 調和変換 / Dirichlet空間 / fractal / 拡散過程 / Liouville性 / マルコフ連鎖 / 再帰性 / 準安定挙動 / エントロピー / ギブス分布 / 大偏差原理 / 界面 / 反応拡散方程式 / 特異摂動 / バーガーズ方程式
Research Abstract

T.Funaki firstly studied some basic problems (derivation of nonlinear equations, etc) in hydrodynamical limit for Hamiltonian systems and lattice gas. Then he took up singular limit problem for reaction-diffusion equations with noise as reaction term tends to infinity. It has been shown for the problem that the solutions of the equations approach +1 or -1 pointwise in space and time. Accordingly the generation of random interfaces between two phases +1, -1 occurs. As the third topic, Burgers equations were treated. He proved that non-Gaussian distributions appear as a scaling limit of solutions for Burgers equations with random initial value. Furthermore various properties of solutions for a class of generalized Burgers-type equations with a fractionl power of the Laplacian were studied.
K.Ichihara established a global Harnack inequlity for a class of symmetrizable difference operators on finitely generated groups of polynomial growth order. It was then applied to show a Liouville-property such operators. He secondly introduced birth and death processes in a class of time-dependent random environments. The recurrence and transience problem for the above processes was discussed by means of a renormalization technique. In multi-dimensicnal lattices some examples of recurrent and transient processes have been constructed respectively.

Report

(4 results)
  • 1996 Annual Research Report   Final Research Report Summary
  • 1995 Annual Research Report
  • 1994 Annual Research Report
  • Research Products

    (36 results)

All Other

All Publications (36 results)

  • [Publications] 舟木直久: "Hydrodynamic limit for lattice gas reversible under Bernoulli measures" Nonlinear Stochastic PDEs : Hydrodynamic limit and Burgers, Turbulence (eds. Funaki and Weyezynski), IMA, Springer. 77. 1-40 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 舟木直久: "Singular limit for reaction-diffusion equation with self-similar Gaussian noise" Proceeding of Taniguchi symposium “New Trends in Stochastic Analysis" (eds Elworthy and Kusuoka) World Sci.(発表予定). (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 市原完治: "A Liouville property for difference operators" Japanese Journal of Mathematics. (発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 市原完治: "Birth and death processes in randomly fluctuating environments" Preprint series in Mathematical Sciences. No.27. 1-21 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 熊谷 隆: "Short time asymtotic behavior and large deviations for Brownian motion on some affine nested fractals" Publication R.I.M.S.(発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 杉浦 誠: "Exponential asymptotics in the small parameter exit problem" Nagoya Mathematical Journal. 144. 137-154 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 舟木直久: "Nonlinear stochastic PDEs : Hydrodynamic Limit and Burgers′ Turbulence IMA rolumes in Mathematics and its Applications" Springer, 312 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 舟木直久: "岩波講座「現代数学の基礎」、確率微分方程式" 岩波書店, (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] T.Funaki: "Low temperature limit and separation of phases for Ginzburg-Landau stochastic equation." Stochastic Analysis on Infinite Dimensional Spaces, Proceedings of the U.S.-Japan Bilateral Seminar at Baton Rouge (eds.Kunita and Kuo), Pitman Research Notes in Mathematical Series. 310. 88-98 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] T.Funaki: "Gibbs-Cox random fields and Burgers'turbulence." Ann.Appl.Prob.5. 461-492 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] T.Funaki: "Hydrodynamic limit for lattice gas reversible under Bemoulli measures." Nonlinear Stochastic PDEs ; Hydrodynamic Limit and Burger's To-balence (eds. Funaki and Woyczynski), IMA 77, Springer. 1-40. (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] T.Funaki: "Equilibrium fluctuations for lattice gas." Ito's Stodiastic Calculus and Probability Theory(eds.Ikeda et al), Springer. 63-72. (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] T.Funaki: "Singular limit for reaction-diffusion aquation with self-similar Goussian noise." To appear in Proceedings of Taniguchi symposium "New Trends in Stochastic Aralysis, World Sci.(1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] K.Ichihara: "A Liouville property for diflerence operators." To appear in Japanese J.Math.

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] K.Ichihara: "Hamack's inequality on groups." Preprint series in Math.Sci.

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] K.Ichihara: "Birth and death processes in randomly fluctuating environments." Preprint Series in Math.Sci.

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 市原完治: "A Liouville property for difference operators" Japanese Journal of Mathematics. (発表予定).

    • Related Report
      1996 Annual Research Report
  • [Publications] 市原完治: "Harnack's inequality on groups" Preprint series in Mathematical Sciences. No.28. 1-13 (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] 市原完治: "Birth and death processes in randomly fluctuating environments" Preprint series in Mathematical Sciences. No.27. 1-21 (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] 熊谷隆: "Short time asymptotic behavior and large deviations for Brownian motion on some affine nested fractals" Publication R.I.M.S.(発表予定).

    • Related Report
      1996 Annual Research Report
  • [Publications] 熊谷隆: "Heat kernel estimates and homogenization for asymptotically lower dimensional processes on some nested fractals" Potential Analysis. (発表予定).

    • Related Report
      1996 Annual Research Report
  • [Publications] 杉浦誠: "Exponential asymptotics in the small parameter exit problem" Nagoya Mathematical Journal. 144. 137-154 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] 市原完治: "A Liouville property for difference operators" Preprint Series in Mathematical Sciences. (発表予定).

    • Related Report
      1995 Annual Research Report
  • [Publications] 尾畑伸明: "Derivations on white noise functionals" Nagoya Mathematical Journal. 139. 21-36 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] 尾畑伸明: "Generalizud quantum stochastic processes on Fock space" Publ.RIMS,Kyoto Univ.31. (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] 内藤久資: "Global Solution for the Yang-Mills Gradient Flow on 4-Manifolds" Nagoya Mathematical Journal. 139. 93-128 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] 内藤久資: "Finite time blowing-up for the Yang-Mills gradient flow in higher dimensions" Hokkaido Mathematical Journal. 23. 451-464 (1994)

    • Related Report
      1995 Annual Research Report
  • [Publications] 杉浦 誠: "Metastable behaviors of diftusion with small parameter" Journal of Mathematical Society of Japan. 47. 755-788 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] T.Funaki: "Low temperature limit and separation of phases for Ginzburg‐Landau stochastic eguation." Pitman Research Notes in Mathematical Series. 310. 88-98 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] J.Fritz: "Stationary states of random Hamiltonian systems." Probab.Theory Relat.Fields. 99. 211-236 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] T.Funaki: "Hydrodynamic limit for lattice gas reversible under Bernoulli measures." IMA volume,Univ.Minnesota. (発表予定). (1995)

    • Related Report
      1994 Annual Research Report
  • [Publications] T.Funaki: "The scaling limit for a stochastic PDE and the separation of phases." Probob.Theory Relat.Fields. (発表予定). (1995)

    • Related Report
      1994 Annual Research Report
  • [Publications] T.Funaki: "Gibbs‐Cox random fields and Burgers′turbulence." Ann.Appl.Probab.(発表予定). (1995)

    • Related Report
      1994 Annual Research Report
  • [Publications] N.Obata: "Operator Calarlus on vector‐valued white noise functionals" J.Funct.Anal.121. 185-232 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] N.Obata: "White noise calculus and Fock space" Springer‐Verlag, 183 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] 青本和彦: "超幾何関数論" シュプリンガー・フェアラーク東京, 355 (1994)

    • Related Report
      1994 Annual Research Report

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Published: 1994-04-01   Modified: 2016-04-21  

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