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Equilibrium fluctuations for a system of harmonic oscillators with conservative noise

Fritz, Jozsef; Nagy, Katalin; Olla, Stefano (2006), Equilibrium fluctuations for a system of harmonic oscillators with conservative noise, Journal of Statistical Physics, 122, 3, p. 399-415. http://dx.doi.org/10.1007/s10955-005-8070-2

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Type
Article accepté pour publication ou publié
Date
2006
Journal name
Journal of Statistical Physics
Volume
122
Number
3
Publisher
Springer
Pages
399-415
Publication identifier
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Author(s)
Fritz, Jozsef
Nagy, Katalin
Olla, Stefano cc
Abstract (EN)
We investigate the harmonic chain forced by a multiplicative noise, the evolution is given by an infinite system of stochastic differential equations. Total energy and deformation are preserved, the conservation of momentum is destroyed by the noise. Gaussian product measures are the extremal stationary states of this model. Equilibrium fluctuations of the conserved fields at a diffusive scaling are described by a couple of generalized Ornstein-Uhlenbeck processes.
Subjects / Keywords
Harmonic chain; two-component models; equilibrium fluctuations; non-gradient methods; generalized Ornstein-Uhlenbeck processes