Related papers: Approach to equilibrium for the stochastic NLS
The convergence to the stationary regime is studied for Stochastic Differential Equations driven by an additive Gaussian noise and evolving in a semi-contractive environment, i.e. when the drift is only contractive out of a compact set but…
The main difficulty in studying numerical method for stochastic evolution equations (SEEs) lies in the treatment of the time discretization (J. Printems. [ESAIM Math. Model. Numer. Anal. (2001)]). Although fruitful results on numerical…
We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…
The paper is devoted to a linear dynamics for non-autonomous perturbation of the Gibbs semigroup on a separable Hilbert space. It is shown that evolution family {U(t, s)} 0$\le$s$\le$t solving the non-autonomous Cauchy problem can be…
In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…
We investigate covariance shrinkage for Hotelling's $T^2$ in the regime where the data dimension $p$ and the sample size $n$ grow in a fixed ratio -- without assuming that the population covariance matrix is spiked or well-conditioned. When…
We derive an exact formula for the complex frequency in spatio-temporal stability analysis that is valid for arbitrary complex wave numbers. The usefulness of the formula lies in the fact that it depends only on purely temporal quantities,…
We consider a damped/driven cubic NLS equation on a torus under the limit when first the amplitude of solutions goes to zero and then the period of the torus goes to infinity. We suggest another proof of the kinetic approximation for the…
We introduce a {\it non-linear} generalization of the classical Dobrushin-Lanford-Ruelle (DLR) framework by developing the concept of a $q$-specification and the associated $q$-equilibrium measures. These objects arise naturally from a…
We revisit the work of Bourgain on the invariance of the Gibbs measure for the cubic, defocusing nonlinear Schr\"odinger equation in 2D on a square torus, and we prove the equivalent result on any tori.
We present a systematic treatment of non-Gaussianity in stochastic systems using the Schwinger-Keldysh effective field theory framework, in which the non-Gaussianity is realized as nonlinear terms in the fluctuation field. We establish two…
We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…
The $\lambda \phi^4$ model in a finite volume is studied within a non-gaussian Hartree-Fock approximation (tdHF) both at equilibrium and out of equilibrium, with particular attention to the structure of the ground state and of certain…
We derive the linear acoustic and Stokes-Fourier equations as the limiting dynamics of a system of N hard spheres of diameter $\epsilon$ in two space dimensions, when N $\rightarrow$ $\infty$, $\epsilon$ $\rightarrow$ 0, N $\epsilon$ =…
We consider a class of Gibbs measures defined with respect to increments $\{\omega(t)-\omega(s)\}_{s<t}$ of $d$-dimensional Wiener measure, with the underlying Hamiltonian carrying interactions of the form $H(t-s,\omega(t)-\omega(s))$ that…
We study a fractional version of the two-dimensional discrete nonlinear Schr\"{o}dinger (DNLS) equation, where the usual discrete Laplacian is replaced by its fractional form that depends on a fractional exponent $s$ that interpolates…
We consider a linear Hamiltonian system consisting of a classical particle and a scalar field describing by the wave or Klein-Gordon equations with variable coefficients. The initial data of the system are supposed to be a random function…
This paper studies discrete-time two-person nonzero-sum linear quadratic stochastic games with random coefficients. Using convex variational analysis, we derive necessary and sufficient conditions for the existence of open-loop Nash…
We consider the Nonlinear Schr\"odinger (NLS) equation and prove that the Gaussian measure with covariance $(1-\partial_x^2)^{-\alpha}$ on $L^2(\mathbf T)$ is quasi-invariant for the associated flow for $\alpha>1/2$. This is sharp and…
We study the non-linear BGK model in 1d coupled to a spatially varying thermostat. We show existence, local uniqueness and linear stability of a steady state when the linear coupling term is large compared to the non-linear self interaction…