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We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…

Probability · Mathematics 2025-08-06 Hung D. Nguyen , Lekun Wang

Recently, the one dimensional model of $N$ spins with $S=\frac{1}{2}$ on a circle, interacting with an exchange that falls off with the inverse square of the separation: $H_{\rm ISE} =\sum_{i\neq j} \frac{1}{[\frac{N}{\pi}…

Condensed Matter · Physics 2007-05-23 Johan Cornelis Talstra

The Griddy Gibbs sampling was proposed by Ritter and Tanner (1992) as a computationally efficient approximation of the well-known Gibbs sampling method. The algorithm is simple and effective and has been used successfully to address…

Statistics Theory · Mathematics 2021-03-30 Vu Dinh , Ann E. Rundell , Gregery T. Buzzard

In this paper, we construct invariant measures for the Ostrovsky equation associated with the norm $L^2$. On the other hand, we prove the local well- posedness in the besov space $\hat{b}^s_{p,\infty}$ for $sp >-1$.

Analysis of PDEs · Mathematics 2016-06-16 Darwich Mohamad

This paper provides mathematical analysis of an elementary fully discrete finite difference method applied to inhomogeneous (non-constant density and viscosity) incompressible Navier-Stokes system on a bounded domain. The proposed method…

Numerical Analysis · Mathematics 2023-02-28 Kohei Soga

We construct analogues of the classical Heisenberg spin chain model (or the discrete Neumann system) on pseudo-spheres and light-like cones in the pseudo-Euclidean spaces and show their complete Hamiltonian integrability. Further, we prove…

Exactly Solvable and Integrable Systems · Physics 2014-05-06 Bozidar Jovanovic

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

Probability · Mathematics 2016-03-15 Lucian Beznea , Iulian Cîmpean , Michael Röckner

In this note, we point out that infinite-volume Gibbs measures of spin glass models on the hypercube can be identified as random probability measures on the unit ball of a Hilbert space. This simple observation follows from a result of…

Probability · Mathematics 2010-11-09 Louis-Pierre Arguin

We show, by the means of several examples, how we can use Gibbs measures to construct global solutions to dispersive equations at low regularity. The construction relies on the Prokhorov compactness theorem combined with the Skorokhod…

Analysis of PDEs · Mathematics 2014-12-24 Nicolas Burq , Laurent Thomann , Nikolay Tzvetkov

We consider boundary conditions compatible with discrete holomorphicity for the dilute O(n) and C_2^(1) loop models. In each model, for a general set of boundary plaquettes, multiple types of loops can appear. A generalisation of Smirnov's…

Mathematical Physics · Physics 2015-06-11 Jan de Gier , Alexander Lee , Jorgen Rasmussen

We prove existence of solutions to continuity equations in a separable Hilbert space. We look for solutions which are absolutely continuous with respect to a reference measure \gamma which is Fomin-differentiable with exponentially…

Probability · Mathematics 2019-07-12 Giuseppe Da Prato , Franco Flandoli , Michael Roeckner

We derive a simple criterion that ensures uniqueness, Lipschitz stability and global convergence of Newton's method for the finite dimensional zero-finding problem of a continuously differentiable, pointwise convex and monotonic function.…

Numerical Analysis · Mathematics 2022-12-13 Bastian Harrach

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

Probability · Mathematics 2016-06-02 Frank Pinski , Gideon Simpson , Andrew Stuart , Hendrik Weber

The isotropic Heisenberg chain represents a particular case of an integrable many-body system exhibiting superdiffusive spin transport at finite temperatures. Here, we show that this model has distinct properties also at finite…

Strongly Correlated Electrons · Physics 2023-10-09 S. Nandy , Z. Lenarčič , E. Ilievski , M. Mierzejewski , J. Herbrych , P. Prelovšek

In its original formulation, Heisenberg's uncertainty principle dealt with the relationship between the error of a quantum measurement and the thereby induced disturbance on the measured object. Meanwhile, Heisenberg's heuristic arguments…

In this paper we discuss a family of models of particle and energy diffusion on a one-dimensional lattice, related to those studied previously in [Sasamoto-Wadati], [Barraquand-Corwin] and [Povolotsky] in the context of KPZ universality…

Mathematical Physics · Physics 2024-05-31 Rouven Frassek , Cristian Giardinà , Jorge Kurchan

In this paper, we build a Gibbs measure for the 1d cubic Klein-Gordon equation on $\mathbb R$ with a decreasing non linearity, in the sense that the non linearity $f^3$ is multiplied by $\chi$ where $\chi$ is a sufficiently integrable non…

Analysis of PDEs · Mathematics 2014-07-02 Anne-Sophie de Suzzoni

We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon}…

Probability · Mathematics 2024-12-02 Rui Bai , Chunrong Feng , Huaizhong Zhao

We study the qualitative properties of solutions to the 2D stochastic Navier-Stokes equations with forcing that is white in time and coloured in space. Our main result shows that the unique invariant measure of this system is equivalent to…

Probability · Mathematics 2025-10-16 James Coe , Martin Hairer , Leonardo Tolomeo

In this article, we first present the construction of Gibbs measures associated to nonlinear Schr\"odinger equations with harmonic potential. Then we show that the corresponding Cauchy problem is globally well-posed for rough initial…

Analysis of PDEs · Mathematics 2010-02-23 Nicolas Burq , Laurent Thomann , Nikolay Tzvetkov