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Scaling limit for stochastic models originated from Hamiltonian dynamics

Research Project

Project/Area Number 25800068
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Basic analysis
Research InstitutionThe University of Tokyo (2015-2016)
Keio University (2013-2014)

Principal Investigator

SASADA Makiko  東京大学, 大学院数理科学研究科, 准教授 (00609042)

Research Collaborator Stefano Olla  
Cedric Bernardin  
Marielle Simon  
Project Period (FY) 2013-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2015: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2014: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2013: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Keywords流体力学極限 / ハミルトン系 / 非勾配型 / スペクトルギャップ / 異常拡散 / 国際研究者交流 / アメリカ / 確率的エネルギー交換モデル / 国際情報交換 / インド:ドイツ:フランス
Outline of Final Research Achievements

This project aims to establish the scaling limit for microscopic stochastic models obtained as models of physical and social phenomena to obtain their macroscopic properties. In particular, we focus on stochastic models originated from Hamiltonian dynamics, which is one of the most fundamental dynamics in the classical physics. We succeed to derive rigorously a stochastic partial differential equation from a nonlinear Hamiltonian dynamic with stochastic noise as its macroscopic fluctuation of energy. Also, we study the case where the strength of the noise goes to 0 in the scaling limit and show that the macroscopic behavior depends on the speed of this convergence.

Report

(5 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Research-status Report
  • 2014 Research-status Report
  • 2013 Research-status Report
  • Research Products

    (20 results)

All 2017 2016 2015 2014 2013 Other

All Int'l Joint Research (1 results) Journal Article (5 results) (of which Peer Reviewed: 5 results,  Acknowledgement Compliant: 1 results) Presentation (14 results) (of which Int'l Joint Research: 6 results,  Invited: 13 results)

  • [Int'l Joint Research] Universite Paris-Dauphine(フランス)

    • Related Report
      2016 Annual Research Report
  • [Journal Article] A new approach to the characterization of closed forms in the nongradient method2016

    • Author(s)
      Y.Kametani, M.Sasada
    • Journal Title

      RIMS Kokyuroku Bessatsu

      Volume: B59 Pages: 1-13

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] From normal diffusion to superdiffusion of energy in the evanescent flip noise limit2015

    • Author(s)
      Cedric Bernardin, Patricia Goncalves, Milton Jara, Makiko Sasada, Marielle Simon
    • Journal Title

      Journal of Statistical Physics

      Volume: March Issue: 6 Pages: 1327-1368

    • DOI

      10.1007/s10955-015-1235-8

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Journal Article] Spectral gap for stochastic energy exchange model with non-uniformly positive rate function2014

    • Author(s)
      Makiko Sasada
    • Journal Title

      Annals of Probability

      Volume: 印刷中

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Macroscopic energy diffusion for a chain of anharmonic oscillators2013

    • Author(s)
      Stefano Olla
    • Journal Title

      Probability Theory and Related Fields

      Volume: not yet decided Issue: 3-4 Pages: 721-775

    • DOI

      10.1007/s00440-012-0469-5

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] On the spectral gap of the Kac walk and other binary collision processes on d-dimensional lattice2013

    • Author(s)
      Makiko Sasada
    • Journal Title

      Symmetries, Integrable Systems and Representations ; Springer Proceedings in Mathematics & Statistics

      Volume: 40 Pages: 543-560

    • DOI

      10.1007/978-1-4471-4863-0_23

    • ISBN
      9781447148623, 9781447148630
    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Presentation] Thermal conductivity for a harmonic chain in a magnetic field2017

    • Author(s)
      佐々田槙子
    • Organizer
      Physical and mathematical approaches to interacting particle systems ―In honor of 70th birthday of Herbert Spohn―
    • Place of Presentation
      東京工業大学
    • Year and Date
      2017-01-11
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Cohomological approach to the decomposition theorem for closed forms in the non- gradient method2016

    • Author(s)
      佐々田槙子
    • Organizer
      Large Scale Stochastic Dynamics
    • Place of Presentation
      Mathematisches Forschungsinstitut Oberwolfach GERMANY
    • Year and Date
      2016-11-19
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] On decomposition theorems for closed forms in the non-gradient method2016

    • Author(s)
      佐々田槙子
    • Organizer
      2016年度 大規模相互作用系の確率解析
    • Place of Presentation
      東京大学数理科学研究科
    • Year and Date
      2016-11-04
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 非匂配型の流体力学極限に現れる無権直積空間上の完全形式と閉形式2015

    • Author(s)
      佐々田槙子
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      岡山大学
    • Year and Date
      2015-12-17
    • Related Report
      2015 Research-status Report
  • [Presentation] A new technique for the computation of central limit theorem variances for exclusion processes and its application2015

    • Author(s)
      佐々田槙子
    • Organizer
      Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2015-10-26
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Stochastic approach to the derivation of macroscopic energy diffusion in Hamiltonian systems2015

    • Author(s)
      佐々田槙子
    • Organizer
      Stochastic Analysis
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2015-09-07
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Recent topics on hydrodynamic limits2015

    • Author(s)
      佐々田槙子
    • Organizer
      New Trends in Stochastic Analysis
    • Place of Presentation
      国際高等研究所
    • Year and Date
      2015-07-06
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Energy diffusion for some stochastic particle systems with mechanical origin

    • Author(s)
      Makiko Sasada
    • Organizer
      12th Workshop on Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      The University of Tokyo
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Spectral gap estimates for the Kac walk and other binary interaction processes on d-dimensional lattice

    • Author(s)
      Makiko Sasada
    • Organizer
      JSPS-DST Asian Academic Seminar 2013 Discrete Mathematics & its Applications
    • Place of Presentation
      The University of Tokyo
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Macroscopic diffusion for some energy models with mechanical origin

    • Author(s)
      Makiko Sasada
    • Organizer
      Large Scale Stochastic Dynamics
    • Place of Presentation
      Mathematisches Forschungsinstitut Oberwolfach, Germany
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Stochastic approach to a space-time scaling limit for Hamiltonian systems

    • Author(s)
      Makiko Sasada
    • Organizer
      Geometry and Dynamics 2013
    • Place of Presentation
      The University of Tokyo
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] On the spectral gap of binary interaction processes having product reversible measures

    • Author(s)
      Makiko Sasada
    • Organizer
      Dirichlet Forms and Applications, German-Japanese Meeting on Stochastic Analysis
    • Place of Presentation
      Mathematisches Institut der Universitat Leipzig, Germany
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] On the spectral gap of binary interaction processes having product reversible measures

    • Author(s)
      Makiko Sasada
    • Organizer
      The 2nd workshop on Universality and Scaling Limits in Probability and Statistical Mechanics
    • Place of Presentation
      Hokkaido University
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Mixing rates and hydrodynamics for stochastic energy exchange models with degenerate rate functions

    • Author(s)
      Makiko Sasada
    • Organizer
      New Directions in Probability
    • Place of Presentation
      Indian Statistical Institute, Bangalore, India
    • Related Report
      2013 Research-status Report
    • Invited

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Published: 2014-07-25   Modified: 2019-07-29  

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