Related papers: Limits of Random Differential Equations on Manifol…

We study the limiting distribution of critical points and extrema of random spherical harmonics, in the high energy limit. In particular, we first derive the density functions of extrema and saddles; we then provide analytic expressions for…

In this paper, we are concerned with a class of conservative systems including asymmetric exclusion processes and zero-range processes as examples, where some particles are initially placed on $N$ positions. A particle jumps from a position…

Motivated by numerous questions in random geometry, given a smooth manifold $M$, we approach a systematic study of the differential topology of Gaussian random fields (GRF) $X:M\to \mathbb{R}^k$, that we interpret as random variables with…

We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…

In this paper, we quantitative convergence in $W_2$ for a family of Langevin-like stochastic processes that includes stochastic gradient descent and related gradient-based algorithms. Under certain regularity assumptions, we show that the…

We develop two novel couplings between general pure-jump L\'evy processes in $\R^d$ and apply them to obtain upper bounds on the rate of convergence in an appropriate Wasserstein distance on the path space for a wide class of L\'evy…

Stents are medical devices designed to modify blood flow in aneurysm sacs, in order to prevent their rupture. Some of them can be considered as a locally periodic rough boundary. In order to approximate blood flow in arteries and vessels of…

We consider a boundary value problem of a stationary advection equation with the homogeneous inflow boundary condition in a bounded domain with Lipschitz boundary, and consider its perturbation by $\epsilon \Delta$, where $\epsilon$ is a…

We first establish strong convergence rates for multiscale systems driven by $\alpha$-stable processes, with analyses constructed in two distinct scaling regimes. When addressing weak convergence rates of this system, we derive four…

We investigate some topological properties of random geometric complexes and random geometric graphs on Riemannian manifolds in the thermodynamic limit. In particular, for random geometric complexes we prove that the normalized counting…

For a strictly stationary sequence of $\mathbb{R}_{+}^{d}$--valued random vectors we derive functional convergence of partial maxima stochastic processes under joint regular variation and weak dependence conditions. The limit process is an…

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 consider a class of singular Riemannian metrics on a compact Riemannian manifold with boundary and the eigenfunctions of the corresponding Laplace-Beltrami operator. In our setting, the average density of eigenfunctions with eigenvalue…

We prove convergence of eigenvector processes of the form $(\sqrt{N}\langle \mathbf{u}_k,A_t\mathbf{u}_k\rangle)_{t\in[0,1]}$ where $\mathbf{u}_k$ is a bulk eigenvector of generalized Wigner matrices and $(A_t)$ a family of symmetric…

The standard theory of stochastic approximation (SA) is extended to the case when the constraint set is a Riemannian manifold. Specifically, the standard ODE method for analyzing SA schemes is extended to iterations constrained to stay on a…

We give upper bounds on the number of exceptional radial projections of arbitrary subsets of vector spaces over finite fields. Our bounds do not depend on the dimension of the ambient space. Let $\mathbb{F}_q^d$ be the $d$-dimensional…

We establish the general equivalence between rare event process for arbitrary continuous functions whose maximal values are achieved on non-trivial sets, and the entry times distribution for arbitrary measure zero sets. We then use it to…

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

We concern a family $\{(u_{\varepsilon},v_{\varepsilon})\}_{\varepsilon > 0}$ of solutions of the Lane-Emden system on a smooth bounded convex domain $\Omega$ in $\mathbb{R}^N$ \[\begin{cases} -\Delta u_{\varepsilon} = v_{\varepsilon}^p…

We derive the Fokker-Planck equation on the parametric space. It is the Wasserstein gradient flow of relative entropy on the statistical manifold. We pull back the PDE to a finite dimensional ODE on parameter space. Some analytical example…