Using Bernoulli maps to accelerate mixing of a random walk on the torus
Authors:
Gautam Iyer, Ethan Lu and James Nolen
Journal:
Quart. Appl. Math. 82 (2024), 359-390
MSC (2020):
Primary 60J05; Secondary 37A25
DOI:
https://doi.org/10.1090/qam/1668
Published electronically:
June 8, 2023
MathSciNet review:
4720207
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Abstract: We study the mixing time of a random walk on the torus, alternated with a Lebesgue measure preserving Bernoulli map. Without the Bernoulli map, the mixing time of the random walk alone is $O(1/\varepsilon ^2)$, where $\varepsilon$ is the step size. Our main results show that for a class of Bernoulli maps, when the random walk is alternated with the Bernoulli map $\varphi$ the mixing time becomes $O(\lvert \ln \varepsilon \rvert )$. We also study the dissipation time of this process, and obtain $O(\lvert \ln \varepsilon \rvert )$ upper and lower bounds with explicit constants.
References
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- Albert Fannjiang, Stéphane Nonnenmacher, and Lech Wołowski, Relaxation time of quantized toral maps, Ann. Henri Poincaré 7 (2006), no. 1, 161–198. MR 2205468, DOI 10.1007/s00023-005-0246-4
- Albert Fannjiang and Lech Wołowski, Noise induced dissipation in Lebesgue-measure preserving maps on $d$-dimensional torus, J. Statist. Phys. 113 (2003), no. 1-2, 335–378. MR 2012983, DOI 10.1023/A:1025787124437
- P. H. Haynes and J. Vanneste, What controls the decay of passive scalars in smooth flows?, Phys. Fluids 17 (2005), no. 9, 097103, 16. MR 2171386, DOI 10.1063/1.2033908
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- G. Iyer and H. Zhou, Quantifying the dissipation enhancement of cellular flows, arXiv:2209.11645, 2022.
- Anatole Katok and Boris Hasselblatt, Introduction to the modern theory of dynamical systems, Encyclopedia of Mathematics and its Applications, vol. 54, Cambridge University Press, Cambridge, 1995. With a supplementary chapter by Katok and Leonardo Mendoza. MR 1326374, DOI 10.1017/CBO9780511809187
- S. C. Kapfer and W. Krauth, Irreversible local Markov chains with rapid convergence towards equilibrium, Phys. Rev. Lett. 119 (2017), 240603. DOI 10.1103/PhysRevLett.119.240603.
- David A. Levin, Yuval Peres, and Elizabeth L. Wilmer, Markov chains and mixing times, American Mathematical Society, Providence, RI, 2009. With a chapter by James G. Propp and David B. Wilson. MR 2466937, DOI 10.1090/mbk/058
- Christopher J. Miles and Charles R. Doering, Diffusion-limited mixing by incompressible flows, Nonlinearity 31 (2018), no. 5, 2346–2350. MR 3816677, DOI 10.1088/1361-6544/aab1c8
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- A. M. Obuhov, The structure of the temperature field in a turbulent flow, Izvestiya Akad. Nauk SSSR. Ser. Geograf. Geofiz. 13 (1949), 58–69 (Russian). MR 34164
- Bryan W. Oakley, Jean-Luc Thiffeault, and Charles R. Doering, On mix-norms and the rate of decay of correlations, Nonlinearity 34 (2021), no. 6, 3762–3782. MR 4281431, DOI 10.1088/1361-6544/abdbbd
- R. T. Pierrehumbert, Tracer microstructure in the large-eddy dominated regime, Chaos, Solitons & Fractals 4 (1994), no. 6, 1091–1110.
- C. Seis, Bounds on the rate of enhanced dissipation, Comm. Math. Phys., 2022, DOI 10.1007/s00220-022-04588-3.
- Rob Sturman, Julio M. Ottino, and Stephen Wiggins, The mathematical foundations of mixing, Cambridge Monographs on Applied and Computational Mathematics, vol. 22, Cambridge University Press, Cambridge, 2006. The linked twist map as a paradigm in applications: micro to macro, fluids to solids. MR 2265644, DOI 10.1017/CBO9780511618116
- B. I. Shraiman and E. D. Siggia, Scalar turbulence, Nature 405 (2000), no. 6787, 639, DOI 10.1038/35015000.
- Jean-Luc Thiffeault and Stephen Childress, Chaotic mixing in a torus map, Chaos 13 (2003), no. 2, 502–507. MR 1982870, DOI 10.1063/1.1568833
- Jean-Luc Thiffeault, Using multiscale norms to quantify mixing and transport, Nonlinearity 25 (2012), no. 2, R1–R44. MR 2876867, DOI 10.1088/0951-7715/25/2/R1
- Dongyi Wei, Diffusion and mixing in fluid flow via the resolvent estimate, Sci. China Math. 64 (2021), no. 3, 507–518. MR 4215997, DOI 10.1007/s11425-018-9461-8
- Andrej Zlatoš, Diffusion in fluid flow: dissipation enhancement by flows in 2D, Comm. Partial Differential Equations 35 (2010), no. 3, 496–534. MR 2748635, DOI 10.1080/03605300903362546
References
- Luigi Ambrosio, Nicola Fusco, and Diego Pallara, Functions of bounded variation and free discontinuity problems, Oxford Mathematical Monographs, The Clarendon Press, Oxford University Press, New York, 2000. MR 1857292
- Jacob Bedrossian, Alex Blumenthal, and Sam Punshon-Smith, Almost-sure enhanced dissipation and uniform-in-diffusivity exponential mixing for advection-diffusion by stochastic Navier-Stokes, Probab. Theory Related Fields 179 (2021), no. 3-4, 777–834. MR 4242626, DOI 10.1007/s00440-020-01010-8
- Jacob Bedrossian and Michele Coti Zelati, Enhanced dissipation, hypoellipticity, and anomalous small noise inviscid limits in shear flows, Arch. Ration. Mech. Anal. 224 (2017), no. 3, 1161–1204. MR 3621820, DOI 10.1007/s00205-017-1099-y
- Riddhipratim Basu, Jonathan Hermon, and Yuval Peres, Characterization of cutoff for reversible Markov chains, Ann. Probab. 45 (2017), no. 3, 1448–1487. MR 3650406, DOI 10.1214/16-AOP1090
- Maria Colombo, Michele Coti Zelati, and Klaus Widmayer, Mixing and diffusion for rough shear flows, Ars Inven. Anal. (2021), Paper No. 2, 22. MR 4462470
- Sourav Chatterjee and Persi Diaconis, Speeding up Markov chains with deterministic jumps, Probab. Theory Related Fields 178 (2020), no. 3-4, 1193–1214. MR 4168397, DOI 10.1007/s00440-020-01006-4
- F. R. K. Chung, Persi Diaconis, and R. L. Graham, Random walks arising in random number generation, Ann. Probab. 15 (1987), no. 3, 1148–1165. MR 893921
- Guillaume Conchon-Kerjan, Cutoff for random lifts of weighted graphs, Ann. Probab. 50 (2022), no. 1, 304–338. MR 4385128, DOI 10.1214/21-aop1534
- P. Constantin, A. Kiselev, L. Ryzhik, and A. Zlatoš, Diffusion and mixing in fluid flow, Ann. of Math. (2) 168 (2008), no. 2, 643–674. MR 2434887, DOI 10.4007/annals.2008.168.643
- Fang Chen, László Lovász, and Igor Pak, Lifting Markov chains to speed up mixing, Annual ACM Symposium on Theory of Computing (Atlanta, GA, 1999) ACM, New York, 1999, pp. 275–281. MR 1798046, DOI 10.1145/301250.301315
- Stanley Corrsin, On the spectrum of isotropic temperature fluctuations in an isotropic turbulence, J. Appl. Phys. 22 (1951), 469–473. MR 47458
- Michele Coti Zelati, Matias G. Delgadino, and Tarek M. Elgindi, On the relation between enhanced dissipation timescales and mixing rates, Comm. Pure Appl. Math. 73 (2020), no. 6, 1205–1244. MR 4156602, DOI 10.1002/cpa.21831
- Persi Diaconis and Ron Graham, An affine walk on the hypercube, J. Comput. Appl. Math. 41 (1992), no. 1-2, 215–235. Asymptotic methods in analysis and combinatorics. MR 1181722, DOI 10.1016/0377-0427(92)90251-R
- Persi Diaconis, Susan Holmes, and Radford M. Neal, Analysis of a nonreversible Markov chain sampler, Ann. Appl. Probab. 10 (2000), no. 3, 726–752. MR 1789978, DOI 10.1214/aoap/1019487508
- Persi Diaconis, The cutoff phenomenon in finite Markov chains, Proc. Nat. Acad. Sci. U.S.A. 93 (1996), no. 4, 1659–1664. MR 1374011, DOI 10.1073/pnas.93.4.1659
- Persi Diaconis, Some things we’ve learned (about Markov chain Monte Carlo), Bernoulli 19 (2013), no. 4, 1294–1305. MR 3102552, DOI 10.3150/12-BEJSP09
- D. Dolgopyat, A. Kanigowski, and F. Rodriguez-Hertz, Exponential mixing implies Bernoulli, arXiv:2106.03147, 2021.
- Tarek M. Elgindi and Andrej Zlatoš, Universal mixers in all dimensions, Adv. Math. 356 (2019), 106807, 33. MR 4008523, DOI 10.1016/j.aim.2019.106807
- Yu Feng, Yuanyuan Feng, Gautam Iyer, and Jean-Luc Thiffeault, Phase separation in the advective Cahn-Hilliard equation, J. Nonlinear Sci. 30 (2020), no. 6, 2821–2845. MR 4170312, DOI 10.1007/s00332-020-09637-6
- Yuanyuan Feng and Gautam Iyer, Dissipation enhancement by mixing, Nonlinearity 32 (2019), no. 5, 1810–1851. MR 3942601, DOI 10.1088/1361-6544/ab0e56
- Yuanyuan Feng and Anna L. Mazzucato, Global existence for the two-dimensional Kuramoto-Sivashinsky equation with advection, Comm. Partial Differential Equations 47 (2022), no. 2, 279–306. MR 4378608, DOI 10.1080/03605302.2021.1975131
- Albert Fannjiang, Stéphane Nonnenmacher, and Lech Wołowski, Dissipation time and decay of correlations, Nonlinearity 17 (2004), no. 4, 1481–1508. MR 2069715, DOI 10.1088/0951-7715/17/4/018
- Albert Fannjiang, Stéphane Nonnenmacher, and Lech Wołowski, Relaxation time of quantized toral maps, Ann. Henri Poincaré 7 (2006), no. 1, 161–198. MR 2205468, DOI 10.1007/s00023-005-0246-4
- Albert Fannjiang and Lech Wołowski, Noise induced dissipation in Lebesgue-measure preserving maps on $d$-dimensional torus, J. Statist. Phys. 113 (2003), no. 1-2, 335–378. MR 2012983, DOI 10.1023/A:1025787124437
- P. H. Haynes and J. Vanneste, What controls the decay of passive scalars in smooth flows?, Phys. Fluids 17 (2005), no. 9, 097103, 16. MR 2171386, DOI 10.1063/1.2033908
- Gautam Iyer, Xiaoqian Xu, and Andrej Zlatoš, Convection-induced singularity suppression in the Keller-Segel and other non-linear PDEs, Trans. Amer. Math. Soc. 374 (2021), no. 9, 6039–6058. MR 4302154, DOI 10.1090/tran/8195
- G. Iyer and H. Zhou, Quantifying the dissipation enhancement of cellular flows, arXiv:2209.11645, 2022.
- Anatole Katok and Boris Hasselblatt, Introduction to the modern theory of dynamical systems, Encyclopedia of Mathematics and its Applications, vol. 54, Cambridge University Press, Cambridge, 1995. With a supplementary chapter by Katok and Leonardo Mendoza. MR 1326374, DOI 10.1017/CBO9780511809187
- S. C. Kapfer and W. Krauth, Irreversible local Markov chains with rapid convergence towards equilibrium, Phys. Rev. Lett. 119 (2017), 240603. DOI 10.1103/PhysRevLett.119.240603.
- David A. Levin, Yuval Peres, and Elizabeth L. Wilmer, Markov chains and mixing times, American Mathematical Society, Providence, RI, 2009. With a chapter by James G. Propp and David B. Wilson. MR 2466937, DOI 10.1090/mbk/058
- Christopher J. Miles and Charles R. Doering, Diffusion-limited mixing by incompressible flows, Nonlinearity 31 (2018), no. 5, 2346–2350. MR 3816677, DOI 10.1088/1361-6544/aab1c8
- R. M. Neal, Improving asymptotic variance of MCMC estimators: non-reversible chains are better, arXiv:math/0407281, 2004.
- A. M. Obuhov, The structure of the temperature field in a turbulent flow, Izvestiya Akad. Nauk SSSR. Ser. Geograf. Geofiz. 13 (1949), 58–69 (Russian). MR 0034164
- Bryan W. Oakley, Jean-Luc Thiffeault, and Charles R. Doering, On mix-norms and the rate of decay of correlations, Nonlinearity 34 (2021), no. 6, 3762–3782. MR 4281431, DOI 10.1088/1361-6544/abdbbd
- R. T. Pierrehumbert, Tracer microstructure in the large-eddy dominated regime, Chaos, Solitons & Fractals 4 (1994), no. 6, 1091–1110.
- C. Seis, Bounds on the rate of enhanced dissipation, Comm. Math. Phys., 2022, DOI 10.1007/s00220-022-04588-3.
- Rob Sturman, Julio M. Ottino, and Stephen Wiggins, The mathematical foundations of mixing, Cambridge Monographs on Applied and Computational Mathematics, vol. 22, Cambridge University Press, Cambridge, 2006. The linked twist map as a paradigm in applications: micro to macro, fluids to solids. MR 2265644, DOI 10.1017/CBO9780511618116
- B. I. Shraiman and E. D. Siggia, Scalar turbulence, Nature 405 (2000), no. 6787, 639, DOI 10.1038/35015000.
- Jean-Luc Thiffeault and Stephen Childress, Chaotic mixing in a torus map, Chaos 13 (2003), no. 2, 502–507. MR 1982870, DOI 10.1063/1.1568833
- Jean-Luc Thiffeault, Using multiscale norms to quantify mixing and transport, Nonlinearity 25 (2012), no. 2, R1–R44. MR 2876867, DOI 10.1088/0951-7715/25/2/R1
- Dongyi Wei, Diffusion and mixing in fluid flow via the resolvent estimate, Sci. China Math. 64 (2021), no. 3, 507–518. MR 4215997, DOI 10.1007/s11425-018-9461-8
- Andrej Zlatoš, Diffusion in fluid flow: dissipation enhancement by flows in 2D, Comm. Partial Differential Equations 35 (2010), no. 3, 496–534. MR 2748635, DOI 10.1080/03605300903362546
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Additional Information
Gautam Iyer
Affiliation:
Department of Mathematical Sciences, Carnegie Mellon University, Pittsburgh, PA 15213
MR Author ID:
753706
ORCID:
0000-0001-9638-0455
Email:
gautam@math.cmu.edu
Ethan Lu
Affiliation:
Department of Mathematics, Stanford University, Stanford, CA 94305
MR Author ID:
1400734
ORCID:
0000-0002-6279-872X
Email:
ethanlu@stanford.edu
James Nolen
Affiliation:
Department of Mathematics, Duke University, Durham, NC 27708
MR Author ID:
727616
ORCID:
0000-0003-4630-2293
Email:
nolen@math.duke.edu
Keywords:
Enhanced dissipation,
mixing time
Received by editor(s):
February 28, 2023
Received by editor(s) in revised form:
March 6, 2023
Published electronically:
June 8, 2023
Additional Notes:
This work was partially supported by the National Science Foundation under grants DMS-2108080 and DGE-2146755, and the Center for Nonlinear Analysis.
Dedicated:
Dedicated to Robert L. Pego, whose life and work are an inspiration
Article copyright:
© Copyright 2023
Brown University