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We develop transportation-entropy inequalities which are saturated for measures such that their log-density with respect to the background measure is an affine function, in the setting of the uniform measure on the discrete hypercube and…

Probability · Mathematics 2019-03-20 Fanny Augeri

In this paper we consider a class of singularly perturbed domains, obtained by attaching a cylindrical tube to a fixed bounded region and letting its section shrink to zero. We use an Almgren-type monotonicity formula to evaluate the sharp…

Analysis of PDEs · Mathematics 2018-09-11 Veronica Felli , Roberto Ognibene

We prove a limiting absorption principle for a generalized Helmholtz equation on an exterior domain with Dirichlet boundary conditions \begin{equation*} (L+\lambda)v=f, \qquad \lambda\in \mathbb{R} \end{equation*} under a Sommerfeld…

Analysis of PDEs · Mathematics 2019-07-25 Federico Cacciafesta , Piero D'Ancona , Renato Lucà

We propose a novel method for drift estimation of multiscale diffusion processes when a sequence of discrete observations is given. For the Langevin dynamics in a two-scale potential, our approach relies on the eigenvalues and the…

Numerical Analysis · Mathematics 2022-04-15 Assyr Abdulle , Grigorios A. Pavliotis , Andrea Zanoni

We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped…

Mathematical Physics · Physics 2017-07-06 Alessandra Iacobucci , Stefano Olla , Gabriel Stoltz

We consider approximating the solution of the Helmholtz exterior Dirichlet problem for a nontrapping obstacle, with boundary data coming from plane-wave incidence, by the solution of the corresponding boundary value problem where the…

Numerical Analysis · Mathematics 2023-06-23 Jeffrey Galkowski , David Lafontaine , Euan A. Spence

We consider the forward problem of uncertainty quantification for the generalised Dirichlet eigenvalue problem for a coercive second order partial differential operator with random coefficients, motivated by problems in structural…

Numerical Analysis · Mathematics 2019-05-20 Alexander D. Gilbert , Ivan G. Graham , Frances Y. Kuo , Robert Scheichl , Ian H. Sloan

In Monte-Carlo methods the Markov processes used to sample a given target distribution usually satisfy detailed balance, i.e. they are time-reversible. However, relatively recent results have demonstrated that appropriate reversible and…

Probability · Mathematics 2016-06-29 Luc Rey-Bellet , Konstantinos Spiliopoulos

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

The relativistic amplitudes of pion photoproduction are evaluated by dispersion relations at t=const. The imaginary parts of the amplitudes are taken from the MAID model covering the absorption spectrum up to center-of-mass energies W = 2.2…

Nuclear Theory · Physics 2009-11-11 B. Pasquini , D. Drechsel , L. Tiator

A numerical analysis of upwind type schemes for the nonlinear nonlocal aggregation equation is provided. In this approach, the aggregation equation is interpreted as a conservative transport equation driven by a nonlocal nonlinear velocity…

Analysis of PDEs · Mathematics 2018-08-31 François Delarue , Frédéric Lagoutìère , Nicolas Vauchelet

Modern nanophotonic and meta-optical devices utilize a tremendous number of structural degrees of freedom to enhance light--matter interactions. A fundamental question is how large such enhancements can be. We develop an analytical…

Optics · Physics 2020-11-13 Zeyu Kuang , Lang Zhang , Owen D. Miller

We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…

Probability · Mathematics 2025-08-29 Yuri Bakhtin , Renaud Raquépas , Lai-Sang Young

The capability of optical resonators to extend the effective radiation-matter interaction length originates from a multipass effect, hence is intrinsically limited by the resonator quality factor. Here, we show that this constraint can be…

Optics · Physics 2016-07-05 P. Malara , C. E. Campanella , A. Giorgini , S. Avino , P. De Natale , G. Gagliardi

In the present paper, we focus on semi-parametric methods for estimating the absorption probability and the distribution of the absorbing time of a growth-fragmentation model observed within a long time interval. We establish that the…

Statistics Theory · Mathematics 2014-07-11 Azaïs Romain , Genadot Alexandre

We characterize the resonances of Stark Hamiltonians by the complex absorbing potential method. Namely, we prove that the Stark resonances are the limit points of complex eigenvalues of the Stark Hamiltonian with a quadratic complex…

Mathematical Physics · Physics 2024-02-06 Kentaro Kameoka

The influence of losses in the interferometric generation and the transmission of continuous-variable entangled light is studied, with special emphasis on Gaussian states. Based on the theory of quantum-state transformation at absorbing…

Quantum Physics · Physics 2009-11-07 Stefan Scheel , Dirk-Gunnar Welsch

We study the properties of eigenvalues and corresponding eigenfunctions generated by a defect in the gaps of the spectrum of a high-contrast random operator. We consider a family of elliptic operators $\mathcal{A}^\varepsilon$ in divergence…

Spectral Theory · Mathematics 2023-12-15 Matteo Capoferri , Mikhail Cherdantsev , Igor Velčić

The purpose of this paper is to provide a complete description of the eigenvalues of the generator of a neutral multi-type Moran model, and the applications to the study of the speed of convergence to stationarity. The Moran model we…

Probability · Mathematics 2023-03-22 Josué Corujo

We study the supremum of some random Dirichlet polynomials with independent coefficients and obtain sharp upper and lower bounds for supremum expectation thus extending the results from our previous work (see…

Probability · Mathematics 2009-04-23 Mikhail Lifshits , Michel Weber