Related papers: Bessel SPDEs and renormalised local times
We show that the last zero before time $t$ of a recurrent Bessel process with drift starting at $0$ has the same distribution as the product of an independent right censored exponential random variable and a beta random variable. This…
We consider the multi-frequency inverse source problem for the scalar Helmholtz equation in the plane. The goal is to reconstruct the source term in the equation from measurements of the solution on a surface outside the support of the…
We describe and analyze a class of positive recurrent reflected Brownian motions (RBMs) in $\mathbb{R}^d_+$ for which local statistics converge to equilibrium at a rate independent of the dimension $d$. Under suitable assumptions on the…
This paper deals with the reconstruction of small-amplitude perturbations in the electric properties (permittivity and conductivity) of a medium from boundary measurements of the electric field at a fixed frequency. The underlying model is…
In this paper we study some boundary operators of a class of Bessel-type Littlewood-Paley extensions whose prototype is \[\Delta_x u(x,y) +\frac{1-2s}{y} \frac{\partial u}{\partial y}(x,y)+\frac{\partial^2 u}{\partial y^2}(x,y)=0 \text{ for…
We develop a new technique for computing a class of four-point correlation functions of heavy half-BPS operators in planar N=4 SYM theory which admit factorization into a product of two octagon form factors with an arbitrary bridge length.…
We use the replica method of statistical mechanics to examine a typical performance of correctly reconstructing $N$-dimensional sparse vector $bx=(x_i)$ from its linear transformation $by=bF bx$ of $P$ dimensions on the basis of…
In this paper we find explicit formulas for: (1) Green's function for a system of one-dimensional bosons interacting via a delta-function potential with particles confined to the positive half-line; and (2) the transition probability for…
We propose and test a method to interpolate sparsely sampled signals by a stochastic process with a broad range of spatial and/or temporal scales. To this end, we extend the notion of a fractional Brownian bridge, defined as fractional…
We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion. We prove weak convergence results in the sense of finite dimensional distributions, and show that the laws of the…
We apply the wall crossing structure formalism of Kontsevich and Soibelman to Seiberg-Witten integrable systems associated to pure $SU(3)$. This gives an algorithm for computing the Donaldson-Thomas invariants, which correspond to BPS…
Two finite element approximations of the Oldroyd-B model for dilute polymeric fluids are considered, in bounded 2- and 3-dimensional domains, under no flow boundary conditions. The pressure and the symmetric conformation tensor are…
The Immersed Boundary (IB) method of Peskin (J. Comput. Phys., 1977) is useful for problems involving fluid-structure interactions or complex geometries. By making use of a regular Cartesian grid that is independent of the geometry, the IB…
In last passage percolation models lying in the KPZ universality class, the energy of long energy-maximizing paths may be studied as a function of the paths' pair of endpoint locations. Scaled coordinates may be introduced, so that these…
The Immersed Boundary (IB) method of Peskin (J. Comput. Phys., 1977) is useful for problems involving fluid-structure interactions or complex geometries. By making use of a regular grid that is independent of the geometry, the IB framework…
We consider the point-to-point continuum directed random polymer ($\mathsf{CDRP}$) model that arises as a scaling limit from $1+1$ dimensional directed polymers in the intermediate disorder regime. We show that the annealed law of a…
A simple and intuitive geometical method to analyze Fresnel formulas is presented. It applies to transparent media and is valid for perpendicular and parallel polarizations. The approach gives a graphical characterization particularly…
We prove an integration by parts formula for the probability measure induced by the semi-classical Riemmanian Brownian bridge over a manifold with a pole.
In the context of bounding probability of small deviation, there are limited general tools. However, such bounds have been widely applied in graph theory and inventory management. We introduce a common approach to substantially sharpen such…
We use mirror symmetry, the refined holomorphic anomaly equation and modularity properties of elliptic singularities to calculate the refined BPS invariants of stable pairs on non-compact Calabi-Yau manifolds, based on del Pezzo surfaces…