Related papers: Exponential decay of correlation for the Stochasti…
We study the large scale behavior of elliptic systems with stationary random coefficient that have only slowly decaying correlations. To this aim we analyze the so-called corrector equation, a degenerate elliptic equation posed in the…
This paper is about the homogenization of linear elliptic operators in divergence form with stationary random coefficients that have only slowly decaying correlations. It deduces optimal estimates of the homogenization error from optimal…
We consider Anderson model $H^{\omega}=-\Delta+V^{\omega}$ on $\ell^2(\mathbb{Z}^d)$ with decaying random potential. We study the point process $\xi^{\omega}_{L,\lambda}$ associated with eigenvalues of $H^{\omega}_{\Lambda_L}$, the…
We study the real valued process $ \{X_t, t\in {\mathbb N}\} $ defined by $X_{t+2} = \varphi(X_t,X_{t+1})$, where the $X_t$ are bounded. We aim at proving the decay of correlations for this model, under regularity assumptions on the…
We establish exponential ergodicity for the stochastic Hamiltonian system $(X_t, V_t)_{t\ge0}$ on $\mathbb{R}^{2d}$ with L\'evy noises \begin{align*} \begin{cases} \mathrm{d} X_t=\big(a X_t+bV_t\big)\,\mathrm{d} t,\\ \mathrm{d}…
In this paper we study the worst-case complexity of an inexact Augmented Lagrangian method for nonconvex constrained problems. Assuming that the penalty parameters are bounded, we prove a complexity bound of $\mathcal{O}(|\log(\epsilon)|)$…
We extend previous analyses of the supersymmetric loop correction to the charged Higgs couplings to include the coupling $H^{\pm}\chi^{\mp}\chi^0$. The analysis completes the previous analyses where similar corrections were computed for…
For a class of tight-binding many-electron models on hyper-cubic lattices the equal-time correlation functions at non-zero temperature are proved to decay exponentially in the distance between the center of positions of the electrons and…
The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square…
We prove exponential convergence to the stationary measure for a class of 1d Lagrangian systems with random forcing in the space-periodic setting: $$ \phi_t+\phi_x^2/2=F^{\omega}, x \in S^1 = \mathbb{R}/\mathbb{Z}. $$ This confirms a part…
We characterize the set of functions $u\_0\in L^2(R^n)$ such that the solution of the problem $u\_t=\mathcal{L}u$ in $R^n\times(0,\infty)$ starting from $u\_0$ satisfy upper and lower bounds of the form $c(1+t)^{-\gamma}\le \|u(t)\|\_2\le…
Let $A$ be an expanding endomorphism on the torus ${\Bbb T}^d = {\Bbb R}^d /{\Bbb Z}^d$ with its smallest eigenvalue $\lambda >1$. Consider the ergodic system $({\Bbb T}^d, A, \mu)$ where $\mu$ is Haar measure. We prove that the correlation…
In the framework of a baryon-number-violating effective Lagrangian, we calculate improved lower bounds on partial lifetimes for proton and bound neutron decays, including $p \to \ell^+ \ell'^+ \ell'^-$, $n \to \bar\nu \ell^+ \ell'^-$, $p…
In this work, the multiplier method is extended to obtain a general lower bound of the exponential decay rate in terms of the physical parameters for port-Hamiltonian systems in one space dimension with boundary dissipation. The physical…
The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is…
We compute the connected two-time correlator of the maximum $M_N(t)$ of $N$ independent Gaussian stochastic processes (GSP) characterised by a common correlation coefficient $\rho$ that depends on the two times $t_1$ and $t_2$. We show…
This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…
Entropy numbers are an important tool for quantifying the compactness of operators. Besides establishing new upper bounds on the entropy numbers of diagonal operators $D_\sigma$ from $\ell_p$ to $\ell_q$, where $p\not=q$, we investigate the…
In this paper we study decomposition methods based on separable approximations for minimizing the augmented Lagrangian. In particular, we study and compare the Diagonal Quadratic Approximation Method (DQAM) of Mulvey and Ruszczy\'{n}ski and…
We analyze $p$-Laplace operators with degenerate elliptic coefficients. This investigation includes Gru\v{s}in type $p$-Laplace operators. We describe a \emph{separation phenomenon} in elliptic and parabolic $p$-Laplace type equations,…