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New Fluctuation-Correlation Theorems in Exactly Solvable Models in Non-Equilibrium Statistical Mechanics

Research Project

Project/Area Number 26400405
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Mathematical physics/Fundamental condensed matter physics
Research InstitutionChuo University

Principal Investigator

Katori Makoto  中央大学, 理工学部, 教授 (60202016)

Project Period (FY) 2014-04-01 – 2020-03-31
Project Status Completed (Fiscal Year 2019)
Budget Amount *help
¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000)
Fiscal Year 2018: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2017: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2016: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2015: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2014: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Keywords非平衡統計力学 / 可積分系 / 揺動 / 時空相関関数 / ランダム行列理論 / 確率論 / 確率過程 / 行列式 / 相互作用多粒子系 / 対称関数 / 行列式点過程 / 行列式過程 / テータ関数 / アフィン・ルート系 / 非衝突ブラウン橋 / 1成分プラズマ模型 / ガウス自由場 / 対数ガス / 可積分相互作用粒子系 / 行列式点過程・行列式過程 / 楕円関数・ヤコビテータ関数 / 無限次元SLE / 臨界現象・フラクタル現象 / 可積分確率過程 / マルチンゲール / 整関数 / 共形不変性 / 可解確率過程 / ダイソン模型 / ベッセル過程 / SLE / 揺動と相関
Outline of Final Research Achievements

Stochastic properties of non-equilibrium statistical mechanics models are described by spatio-temporal correlation functions. Non-colliding diffusive particle systems are known as the special cases in which all spatio-temporal correlation functions are given by determinants controlled by correlation kernels. The purpose of the present study is to clarify the mathematical structure of such exactly solvable non-equilibrium models called determinantal processes (DP). We have established a new notion of determinantal martingale representation (DMR). In probability theory a martingale is the general name of processes describing time evolutionary fluctuations. We have proved that if a system has DMR, then it is DP. This theorem reveals a new relationship between fluctuation and correlation in no-equilibrium. Using this new framework, we have reported elliptic-functional extensions of the systems and interesting relationship between DPs and plasma models as well as Gaussian free fields.

Academic Significance and Societal Importance of the Research Achievements

統計物理学は物性基礎論として物質科学に対して理論的根拠を与える。また、相転移・臨界現象の統計力学的研究は、場の理論、特に光や電子などを記述する量子場を無限粒子系として定式化する手法を与える。また、統計物理学は確率論や表現論など数学分野の研究を刺激し、数学と物理の共進化を促している。本研究は、未解決問題が山積する非平衡統計物理学において、厳密かつ詳細に解析的計算を実行できる系を扱い、数学的に整備された精密な研究結果を導出することを行ったものである。そのため数学的普遍性を有することが期待されるが、実際、プラズマモデルや自由ガウス場といった他の物理系との非自明な関係性を明らかにすることができた。

Report

(7 results)
  • 2019 Annual Research Report   Final Research Report ( PDF )
  • 2018 Research-status Report
  • 2017 Research-status Report
  • 2016 Research-status Report
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (55 results)

All 2019 2018 2017 2016 2015 2014 Other

All Int'l Joint Research (1 results) Journal Article (15 results) (of which Peer Reviewed: 15 results,  Open Access: 4 results,  Acknowledgement Compliant: 8 results) Presentation (28 results) (of which Int'l Joint Research: 13 results,  Invited: 24 results) Book (3 results) Remarks (7 results) Funded Workshop (1 results)

  • [Int'l Joint Research] Wroclaw University of Sci. &Tech./Faculty of Pure and Applied Mathematics(ポーランド)

    • Related Report
      2018 Research-status Report
  • [Journal Article] Two-Dimensional Elliptic Determinantal Point Processes and Related Systems2019

    • Author(s)
      Makoto Katori
    • Journal Title

      Commun. Math. Phys.

      Volume: 371 Issue: 3 Pages: 1283-1321

    • DOI

      10.1007/s00220-019-03351-5

    • Related Report
      2019 Annual Research Report 2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] Macdonald denominators for affine root systems, orthogonal theta functions, and elliptic determinantal point processes2019

    • Author(s)
      Makoto Katori
    • Journal Title

      Journal of Mathematical Physics

      Volume: 60 Issue: 1 Pages: 013301-013301

    • DOI

      10.1063/1.5037805

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] Excursion Processes Associated with Elliptic Combinatorics2018

    • Author(s)
      Baba Hiroya、Katori Makoto
    • Journal Title

      Journal of Statistical Physics

      Volume: 171 Issue: 6 Pages: 1035-1066

    • DOI

      10.1007/s10955-018-2045-6

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Hydrodynamic Limit of Multiple SLE2018

    • Author(s)
      Hotta Ikkei、Katori Makoto
    • Journal Title

      Journal of Statistical Physics

      Volume: 171 Issue: 1 Pages: 166-188

    • DOI

      10.1007/s10955-018-1996-y

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Elliptic Determinantal Processes and Elliptic Dyson Models2017

    • Author(s)
      Katori Makoto
    • Journal Title

      Symmetry, Integrability and Geometry: Methods and Applications

      Volume: 13

    • DOI

      10.3842/sigma.2017.079

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Elliptic Bessel processes and elliptic Dyson models realized as temporally inhomogeneous processes2016

    • Author(s)
      Makoto Katori
    • Journal Title

      Journal of Mathematical Physics

      Volume: 57 Issue: 10 Pages: 103302-103302

    • DOI

      10.1063/1.4964253

    • Related Report
      2016 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Elliptic determinantal process of type A2015

    • Author(s)
      Makoto Katori
    • Journal Title

      Probability Theory and Related Fields

      Volume: 162 Issue: 3-4 Pages: 637-677

    • DOI

      10.1007/s00440-014-0581-9

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Stochastic model showing a transition to self-controlled particle-deposition state induced by optical near-fields2015

    • Author(s)
      Kan Takahashi, Makoto Katori, Makoto Naruse, Motoichi Ohtsu
    • Journal Title

      Applied Physics B

      Volume: 120 Issue: 2 Pages: 247-254

    • DOI

      10.1007/s00340-015-6130-0

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Dissipative Abelian sandpile models2015

    • Author(s)
      Makoto Katori
    • Journal Title

      MI Lecture Note Series

      Volume: 63 Pages: 58-91

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Self-elongation with sequential folding of a filament of bacterial cells2015

    • Author(s)
      Ryojiro Honda, Jun-ichi Wakita, Makoto Katori
    • Journal Title

      Journal of the Physical Society of Japan

      Volume: 84 Issue: 11 Pages: 114002-114002

    • DOI

      10.7566/jpsj.84.114002

    • NAID

      40020649318

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Characteristic polynomials of random matrices and noncolliding diffusion2015

    • Author(s)
      Makoto Katori
    • Journal Title

      RIMS Kokyuroku

      Volume: 1970 Pages: 22-44

    • Related Report
      2015 Research-status Report
    • Peer Reviewed
  • [Journal Article] Phase diagram of collective motion of bacterial cells in a shallow circular pool2015

    • Author(s)
      Jun-ichi Wakita, Shota Tsukamoto, Ken Yamamoto, Makoto Katori, Yasuyuki Yamada
    • Journal Title

      Journal of the Physical Society of Japan

      Volume: 84 Issue: 12 Pages: 124001-124001

    • DOI

      10.7566/jpsj.84.124001

    • NAID

      210000133763

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Determinantal martingales and correlations of noncolliding random walks2015

    • Author(s)
      Makoto Katori
    • Journal Title

      Journal of Statistical Physics

      Volume: 159 Issue: 1 Pages: 21-42

    • DOI

      10.1007/s10955-014-1179-4

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Journal Article] Determinantal martingales and noncolliding diffusion processes2014

    • Author(s)
      Makoto Katori
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 124 Issue: 11 Pages: 3724-3768

    • DOI

      10.1016/j.spa.2014.06.002

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Oscillatory matrix model in Chern-Simons theory and Jacobi-theta determinantal point process2014

    • Author(s)
      Yuta Takahashi and Makoto Katori
    • Journal Title

      Journal of Mathematical Physics

      Volume: 55 Issue: 9

    • DOI

      10.1063/1.4894235

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Presentation] Determinantal point processes on planes, tori, and spheres2019

    • Author(s)
      Makoto Katori
    • Organizer
      Spectra of Random Operators and Related Topics
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Determinantal point processes in high-dimensional spaces2019

    • Author(s)
      香取眞理
    • Organizer
      無限粒子系、確率場の諸問題XIV
    • Related Report
      2018 Research-status Report
  • [Presentation] リーマン多様体上の行列式点過程の普遍性2019

    • Author(s)
      香取眞理
    • Organizer
      第26回静岡研究会―幾何,数理物理,そして量子論―
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] Partial Isometries, Duality, and Determinantal Point Processes2019

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop on Random Matrices, Stochastic Geometry and Related Topics
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Macdonald denominators for affine root systems, orthogonal theta functions, and elliptic determinantal processes2018

    • Author(s)
      Makoto Katori
    • Organizer
      International Conference `Random matrices and their applications'
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Bessel Processes, Schramm-Loewner Evolution, and the Dyson Model2018

    • Author(s)
      Makoto Katori
    • Organizer
      Colloquium, Universite D’Angers, Faculte des Sciences, Department de Mathematiques, France
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] Limit theorems for interacting Brownian motions2018

    • Author(s)
      Makoto Katori
    • Organizer
      Mini Workshop: Modern theory of particle systems, Wroclaw University of Science and Technology
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] Elliptic DPP, one-component plasma, and GFF2018

    • Author(s)
      Makoto Katori
    • Organizer
      RIMS Research Project, Gaussian Free Fields and Related Topics
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Orthogonal theta functions and elliptic determinantal processes2018

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop on "Random matrices, determinantal processes and their related topics" in Beppu 2018
    • Related Report
      2017 Research-status Report
    • Invited
  • [Presentation] q-拡張から楕円拡張へ2017

    • Author(s)
      香取眞理
    • Organizer
      第5回 Yokohama Workshop on Quantum Walks
    • Related Report
      2017 Research-status Report
    • Invited
  • [Presentation] Excursion Processes Associated with Elliptic Combinatorics2017

    • Author(s)
      Makoto Katori
    • Organizer
      16th International symposium "Stochastic Analysis on Large Scale Interacting Systems"
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Hydrodynamic limit of multiple SLE2017

    • Author(s)
      香取眞理
    • Organizer
      無限粒子系、確率場の諸問題XIII
    • Related Report
      2017 Research-status Report
  • [Presentation] Hydrodynamic Limits of Multiple SLE2017

    • Author(s)
      Makoto Katori
    • Organizer
      Tokyo-Seoul Conference in Mathematics -- Probability Theory --
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Elliptic Dyson Models2017

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop on Elliptic Hypergeometric Functions in Combinatorics, Integrable Systems and Physics
    • Place of Presentation
      Erwin Schroedinger Institute (ESI), University of Vienna
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Complex martingales and determinantal processes2016

    • Author(s)
      Makoto Katori
    • Organizer
      New Approaches to Non-equilibrium and Random Systems: KPZ Integrability, Universality, Applications and Experiments
    • Place of Presentation
      Kavli Institute for Theoretical Physics, University of California, Santa Barbara
    • Year and Date
      2016-02-29
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Determinantal Interacting Particle Systems2016

    • Author(s)
      Makoto Katori
    • Organizer
      International Symposium RIKKYO MathPhys 2016
    • Place of Presentation
      Rikkyo University
    • Year and Date
      2016-01-09
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Conformal Martingales and Determinantal Structures in Nonequilibrium Interacting Particle Systems2016

    • Author(s)
      Makoto Katori
    • Organizer
      26th IUPAP International Conference on Statistical Physics (StatPhys26)
    • Place of Presentation
      Lyon, France
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] Martingales and Determinantal Processes2016

    • Author(s)
      Makoto Katori
    • Organizer
      The 15th Workshop on Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Related Report
      2016 Research-status Report
    • Invited
  • [Presentation] Noncolliding pinned Brownian motions2015

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop on `Spectra of Random Operators and Related Topics'
    • Place of Presentation
      Keio University (Hiyoshi Campus)
    • Year and Date
      2015-12-10
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] ダイナミカルなランダム行列と棲み分けの問題2015

    • Author(s)
      香取眞理
    • Organizer
      統計数理研究所「数学協働プログラム」研究集会「生命のダイナミクスの数理とその応用:理論からのさらなる深化」
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2015-12-09
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] Bessel Process, Schramm-Loewner Evolution, and the Dyson Model2015

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop: RMT2015: Random matrix theory from fundamental mathematics to biological applications
    • Place of Presentation
      Okinawa Institute of Science and Technology (OIST)
    • Year and Date
      2015-11-02
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 可換砂山模型の数理2015

    • Author(s)
      香取眞理
    • Organizer
      日本物理学会、領域11、領域6、領域12合同シンポジウム「塑性固体のダイナミクス:その非線形応答、なだれとレオロジー」
    • Place of Presentation
      関西大学千里山キャンパス
    • Year and Date
      2015-09-16
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] Abelian sandpile models in statistical mechanics2015

    • Author(s)
      Makoto Katori
    • Organizer
      Workshop on `Probabilistic models with determinantal structures'
    • Place of Presentation
      Institute of Mathematics for Industry, Kyushu University
    • Year and Date
      2015-04-30
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Noncolliding Brownian bridges associated with elliptic functions2015

    • Author(s)
      Makoto Katori
    • Organizer
      関西確率論セミナー
    • Place of Presentation
      京都大学理学部数学科
    • Year and Date
      2015-03-25
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] Elliptic determinantal evaluations and diffusion processes2015

    • Author(s)
      Makoto Katori
    • Organizer
      Spectra of Random Operators and Related Topics
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2015-01-08 – 2015-01-09
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] Determinantal martingales and determinantal processes2014

    • Author(s)
      Makoto Katori
    • Organizer
      International Conference on Stochastic Processes, Analysis and Mathematical Physics
    • Place of Presentation
      関西大学
    • Year and Date
      2014-08-25 – 2014-08-29
    • Related Report
      2014 Research-status Report
  • [Presentation] Martingales for determinantal log-gases2014

    • Author(s)
      Makoto Katori
    • Organizer
      YITP workshop `Interface fluctuations and KPZ universality class - unifying mathematical, theoretical, and experimental approaches
    • Place of Presentation
      京都大学基礎物理学研究所
    • Year and Date
      2014-08-20 – 2014-08-23
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] 時間発展するランダム行列固有値模型の揺動と相関2014

    • Author(s)
      香取眞理
    • Organizer
      東京大学駒場物性セミナー
    • Place of Presentation
      東京大学大学院総合文化研究科
    • Year and Date
      2014-07-25
    • Related Report
      2014 Research-status Report
    • Invited
  • [Book] 例題から展開する電磁気学2018

    • Author(s)
      香取眞理、森山修
    • Total Pages
      224
    • Publisher
      サイエンス社
    • ISBN
      9784781914251
    • Related Report
      2018 Research-status Report
  • [Book] 例題から展開する力学2017

    • Author(s)
      森山 修、香取 眞理
    • Total Pages
      166
    • Publisher
      サイエンス社
    • ISBN
      9784781913995
    • Related Report
      2017 Research-status Report
  • [Book] Bessel Processes, Schramm-Loewner Evolutionj, and the Dyson Model2016

    • Author(s)
      Makoto Katori
    • Total Pages
      141
    • Publisher
      Springer
    • Related Report
      2015 Research-status Report
  • [Remarks] 中央大学理工学部物理学科 統計物理学・数理物理学研究室 「研究」

    • URL

      https://www.phys.chuo-u.ac.jp/j/katori/?research

    • Related Report
      2019 Annual Research Report
  • [Remarks] 中央大学理工学部物理学科

    • URL

      https://www.phys.chuo-u.ac.jp/j/katori/?research

    • Related Report
      2018 Research-status Report
  • [Remarks] 中央大学理工学部物理学科統計物理学・数理物理学研究室「研究」「論文」

    • URL

      http://www.phys.chuo-u.ac.jp/j/katori/?research_paper

    • Related Report
      2017 Research-status Report
  • [Remarks] 中央大学理工学部物理学科統計物理学・数理物理学研究室「研究」「活動記録」2017年

    • URL

      http://www.phys.chuo-u.ac.jp/j/katori/?2017_activity_log

    • Related Report
      2017 Research-status Report
  • [Remarks] 中央大学理工学部物理学科統計物理学・数理物理学研究室「研究」「活動記録」2018年

    • URL

      http://www.phys.chuo-u.ac.jp/j/katori/?2018_activity_log

    • Related Report
      2017 Research-status Report
  • [Remarks] 中央大学理工学部物理学科 統計物理学・数理物理学研究室 研究

    • URL

      http://www.phys.chuo-u.ac.jp/j/katori/?research

    • Related Report
      2015 Research-status Report
  • [Remarks] 中央大学理工学部物理学科統計物理学・数理物理学研究室

    • URL

      http://www.phys.chuo-u.ac.jp/j/katori/?research

    • Related Report
      2014 Research-status Report
  • [Funded Workshop] Chuo University Seminar with Prof. P. Graczyk2019

    • Related Report
      2019 Annual Research Report

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Published: 2014-04-04   Modified: 2021-02-19  

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