Skip to main content
Log in

How Hot Can a Heat Bath Get?

  • Published:
Communications in Mathematical Physics Aims and scope Submit manuscript

Abstract

We study a model of two interacting Hamiltonian particles subject to a common potential in contact with two Langevin heat reservoirs: one at finite and one at infinite temperature. This is a toy model for ‘extreme’ non-equilibrium statistical mechanics. We provide a full picture of the long-time behaviour of such a system, including the existence/non-existence of a non-equilibrium steady state, the precise tail behaviour of the energy in such a state, as well as the speed of convergence toward the steady state.

Despite its apparent simplicity, this model exhibits a surprisingly rich variety of long time behaviours, depending on the parameter regime: if the surrounding potential is ‘too stiff’, then no stationary state can exist. In the softer regimes, the tails of the energy in the stationary state can be either algebraic, fractional exponential, or exponential. Correspondingly, the speed of convergence to the stationary state can be either algebraic, stretched exponential, or exponential. Regarding both types of claims, we obtain matching upper and lower bounds.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

We’re sorry, something doesn't seem to be working properly.

Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

References

  1. Bakry, D., Cattiaux, P., Guillin, A.: Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré. J. Funct. Anal. 254(3), 727–759 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  2. Bony, J.-M.: Principe du maximum, inégalite de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérés. Ann. Inst. Fourier (Grenoble) 19 , no. fasc. 1, 277–304 xii (1969)

    Google Scholar 

  3. Carmona P.: Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths. Stoch. Process. Appl. 117(8), 1076–1092 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  4. Cattiaux, P., Gozlan, N., Guillin, A., Roberto, C.: Functional inequalities for heavy tails distributions and application to isoperimetry. http://arxiv.org/abs/0807.3112v1[math.PR], 2008

  5. Cattiaux, P., Guillin, A., Wang, F.-Y., Wu, L.: Lyapunov conditions for logarithmic Sobolev and super Poincaré inequality, http://arxiv.org/abs/0712.0235[math.PR], 2007

  6. Douc, R., Fort, G., Guillin, A.: Subgeometric rates of convergence of f-ergodic strong Markov processes, http://arxiv.org/abs/math/0605791v1[math.ST], 2006

  7. DeVille, R.E.L., Milewski, P.A., Pignol, R.J., Tabak, E.G., Vanden-Eijnden, E.: Nonequilibrium statistics of a reduced model for energy transfer in waves. Comm. Pure Appl. Math. 60(3), 439–461 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  8. Da Prato, G., Zabczyk, J.: Ergodicity for Infinite-Dimensional Systems, Vol. 229 of London Mathematical Society Lecture Note Series. Cambridge: Cambridge University Press, 1996

  9. Desvillettes, L., Villani, C.: On the trend to global equilibrium in spatially inhomogeneous entropy-dissipating systems: the linear Fokker-Planck equation. Comm. Pure Appl. Math. 54(1), 1–42 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  10. Eckmann J.-P., Hairer M.: Non-equilibrium statistical mechanics of strongly anharmonic chains of oscillators. Commun. Math. Phys. 212(1), 105–164 (2000)

    Article  MATH  ADS  MathSciNet  Google Scholar 

  11. Eckmann J.-P., Hairer M.: Spectral properties of hypoelliptic operators. Commun. Math. Phys. 235(2), 233–253 (2003)

    Article  MATH  ADS  MathSciNet  Google Scholar 

  12. Eckmann J.-P., Pillet C.-A., Rey-Bellet L.: Entropy production in nonlinear, thermally driven Hamiltonian systems. J. Statist. Phys. 95(1-2), 305–331 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  13. Eckmann J.-P., Pillet C.-A., Rey-Bellet L.: Non-equilibrium statistical mechanics of anharmonic chains coupled to two heat baths at different temperatures. Commun. Math. Phys. 201(3), 657–697 (1999)

    Article  MATH  ADS  MathSciNet  Google Scholar 

  14. Fort G., Roberts G.O.: Subgeometric ergodicity of strong Markov processes. Ann. Appl. Probab. 15(2), 1565–1589 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  15. Hairer, M.: A probabilistic argument for the controllability of conservative systems. http://arxiv.org/abs/math-ph/0506064v2, 2005

  16. Hairer, M., Mattingly, J.: Slow energy dissipation in anharmonic oscillator chains. http://arxiv.org/abs/0712.3889v2[math-ph], 2009

  17. Hairer, M., Mattingly J.: Yet another look at Harris’ ergodic theorem for Markov chains. http://arxiv.org/abs/0810.2777v1[math.PR], 2008

  18. Hérau F., Nier F.: Isotropic hypoellipticity and trend to equilibrium for the Fokker-Planck equation with a high-degree potential. Arch. Rat. Mech. Anal. 171(2), 151–218 (2004)

    Article  MATH  Google Scholar 

  19. Helffer, B., Nier, F.: Hypoelliptic Estimates and Spectral Theory for Fokker-Planck Operators and Witten Laplacians, Vol. 1862 of Lecture Notes in Mathematics. Berlin: Springer-Verlag, 2005

  20. Hörmander L.: Hypoelliptic second order differential equations. Acta Math. 119, 147–171 (1967)

    Article  MATH  MathSciNet  Google Scholar 

  21. Hörmander, L.: The Analysis of Linear Partial Differential Operators. III, Vol. 274 of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]. Berlin: Springer-Verlag, 1985

  22. MacKay R.S., Aubry S.: Proof of existence of breathers for time-reversible or Hamiltonian networks of weakly coupled oscillators. Nonlinearity 7(6), 1623–1643 (1994)

    Article  MATH  ADS  MathSciNet  Google Scholar 

  23. Meyn, S.P., Tweedie, R.L.: Markov Chains and Stochastic Stability. Communications and Control Engineering Series. London: Springer-Verlag London Ltd., 1993

  24. Milewski P.A., Tabak E.G., Vanden-Eijnden E.: Resonant wave interaction with random forcing and dissipation. Stud. Appl. Math. 108(1), 123–144 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  25. Rey-Bellet L., Thomas L.E.: Asymptotic behavior of thermal nonequilibrium steady states for a driven chain of anharmonic oscillators. Commun. Math. Phys. 215(1), 1–24 (2000)

    Article  MATH  ADS  MathSciNet  Google Scholar 

  26. Rey-Bellet L., Thomas L.E.: Exponential convergence to non-equilibrium stationary states in classical statistical mechanics. Commun. Math. Phys. 225(2), 305–329 (2002)

    Article  MATH  ADS  MathSciNet  Google Scholar 

  27. Röckner M., Wang F.-Y.: Weak Poincaré inequalities and L 2-convergence rates of Markov semigroups. J. Funct. Anal. 185(2), 564–603 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  28. Veretennikov A.Y.: On polynomial mixing estimates for stochastic differential equations with a gradient drift. Teor. Veroyatnost. i Primenen. 45(1), 163–166 (2000)

    MathSciNet  Google Scholar 

  29. Veretennikov, A.Y.: On lower bounds for mixing coefficients of Markov diffusions. In: From Stochastic Calculus to Mathematical Finance. Berlin: Springer, 2006, pp. 623–633

  30. Villani C.: Hypocoercive diffusion operators. Boll. Unione Mat. Ital. Sez. B Artic. Ric. Mat. (8) 10(2), 257–275 (2007)

    MATH  MathSciNet  Google Scholar 

  31. Villani, C.: Hypocoercivity, 2008 To appear in Memoirs Amer. Math. Soc.

  32. Veretennikov A.Y., Klokov S.A.: On the subexponential rate of mixing for Markov processes. Teor. Veroyatn. Primen. 49(1), 21–35 (2004)

    MathSciNet  Google Scholar 

  33. Wonham W.M.: Liapunov criteria for weak stochastic stability. J. Diff. Eqs. 2, 195–207 (1966)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Martin Hairer.

Additional information

Communicated by A. Kupiainen

Rights and permissions

Reprints and permissions

About this article

Cite this article

Hairer, M. How Hot Can a Heat Bath Get?. Commun. Math. Phys. 292, 131–177 (2009). https://doi.org/10.1007/s00220-009-0857-6

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00220-009-0857-6

Keywords

Navigation