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Consider a diffusion process X, solution of a time-homogeneous stochastic differential equation. We assume that the diffusion process X is observed at discrete times, at high frequency, which means that the time step tends toward zero. In…
We consider the noncolliding Brownian motion (BM) with $N$ particles starting from the eigenvalue distribution of Gaussian unitary ensemble (GUE) of $N \times N$ Hermitian random matrices with variance $\sigma^2$. We prove that this process…
In this paper, we study the singularly perturbed Laguerre unitary ensemble $$ \frac{1}{Z_n} (\det M)^\alpha e^{- \textrm{tr}\, V_t(M)}dM, \qquad \alpha >0, $$ with $V_t(x) = x + t/x$, $x\in (0,+\infty)$ and $t>0$. Due to the effect of $t/x$…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
The S=1/2 Heisenberg model is considered on bilayer and single-layer square lattices with couplings J1, J2, and with each spin belonging to one J2-coupled dimer. A transition from a Neel to disordered ground state occurs at a critical value…
The effect of the Kerr nonlinearity on linear non-diffractive Bessel beams is investigated analytically and numerically using the nonlinear Schr\"odinger equation. The nonlinearity is shown to primarily affect the central parts of the…
We study the critical droplet for a close-to-equilibrium Widom-Rowlinson model of interacting particles, represented by disks of radius $1$, in the two-dimensional plane at low temperature. The critical droplet is the set of macroscopic…
Disagreement percolation connects a Gibbs lattice gas and i.i.d. site percolation on the same lattice such that non-percolation implies uniqueness of the Gibbs measure. This work generalises disagreement percolation to the hard-sphere model…
We calculate the superfluid transition temperature of homogeneous interacting Bose gases in three and two spatial dimensions using large-scale Path Integral Monte Carlo simulations (with up to $N=10^5$ particles). In 3D we investigate the…
Estimating the dissipativity of nonlinear systems from empirical data is useful for the analysis and control of nonlinear systems, especially when an accurate model is unavailable. Based on a Koopman operator model of the nonlinear system…
From the non-extensive statistical mechanics, we investigate the chiral phase transition at finite temperature $T$ and baryon chemical potential $\mu_B$ in the framework of the linear sigma model. The corresponding non-extensive…
Three-dimensional Ising model with the plaquette-type (next-nearest-neighbor and four-spin) interactions is investigated numerically. This extended Ising model, the so-called gonihedric model, was introduced by Savvidy and Wegner as a…
We consider biased random walks in a one-dimensional percolation model. This model goes back to Axelson-Fisk and H\"aggstr\"om and exhibits the same phase transition as biased random walk on the infinite cluster of supercritical Bernoulli…
We prove the first rigorous bound on the heat transfer for three-dimensional Rayleigh-B\'enard convection of finite-Prandtl-number fluids between free-slip boundaries with an imposed heat flux. Using the auxiliary functional method with a…
We study a two dimensional version of Neuhauser's long range sexual reproduction model and prove results that give bounds on the critical values $\lambda_f$ for the process to survive from a finite set and $\lambda_e$ for the existence of a…
Tensor-network methods are used to perform a comparative study of the two-dimensional classical Heisenberg and $\mathrm{RP}^2$ models. We demonstrate that uniform matrix product states (MPS) with explicit $\mathrm{SO}(3)$ symmetry can probe…
We provide a new proof of the sharpness of the phase transition for Bernoulli percolation and the Ising model. The proof applies to infinite range models on arbitrary locally finite transitive infinite graphs. For Bernoulli percolation, we…
We study the problem of a Schwarzschild-anti-deSitter black hole in a noncommutative geometry framework, thought to be an effective description of quantum-gravitational spacetime. As a first step we derive the noncommutative geometry…
We obtain explicit solutions for the density $\varphi_T$ of the first-time $T$ that a one-dimensional Brownian process $B$ reaches the twice, continuously differentiable moving boundary $f$ and such that $f''(t)\geq 0$ for all $t\in…
The hexagonal polygon model arises in a natural way via a transformation of the 1-2 model on the hexagonal lattice, and it is related to the high temperature expansion of the Ising model. There are three types of edge, and three…