Related papers: A gentle introduction to SPDEs: the random field a…
We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…
Rough stochastic differential equations (rough SDEs), recently introduced by Friz, Hocquet and L\^e in arXiv:2106.10340, have emerged as a versatile tool to study "doubly" SDEs under partial conditioning (with motivation from pathwise…
In this paper, we establish an existence and uniqueness result for system of quasilinear stochastic partial differential equations (SPDEs for short) with reflection in a convex domain in R^k by analytical approach. The method is based on…
These are notes to accompany four lectures that I gave at the School on Additive Combinatorics, held in Montreal, Quebec between March 30th and April 5th 2006. My aim is to introduce ``quadratic fourier analysis'' in so far as we understand…
We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…
This article is an introduction to newly discovered relations between volumes of moduli spaces of Riemann surfaces or super Riemann surfaces, simple models of gravity or supergravity in two dimensions, and random matrix ensembles. (The…
$\texttt{Randomstrasse101}$ is a blog dedicated to Open Problems in Mathematics, with a focus on Probability Theory, Computation, Combinatorics, Statistics, and related topics. This manuscript serves as a stable record of the Open Problems…
These are lecture notes that are based on the lectures from a class I taught on the topic of Randomized Linear Algebra (RLA) at UC Berkeley during the Fall 2013 semester.
These are lectures presented at the Les Houches Summer School ``Topology and Geometry in Physics'', July 1998. They provide a simple introduction to non perturbative methods of field theory in 1+1 dimensions, and their application to the…
These lecture notes focus on the mean field theory of spin glasses, with particular emphasis on the presence of a very large number of metastable states in these systems. This phenomenon, and some of its physical consequences, will be…
Strong convergence rates for numerical approximations of semilinear stochastic partial differential equations (SPDEs) with smooth and regular nonlinearities are well understood in the literature. Weak convergence rates for numerical…
Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…
Fine-scale simulation of complex systems governed by multiscale partial differential equations (PDEs) is computationally expensive and various multiscale methods have been developed for addressing such problems. In addition, it is…
Partial Differential Equations (PDEs) describe phenomena ranging from turbulence and epidemics to quantum mechanics and financial markets. Despite recent advances in computational science, solving such PDEs for real-world applications…
We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…
This article is preface to the SIGMA special issue "Tensor Models, Formalism and Applications", http://www.emis.de/journals/SIGMA/Tensor_Models.html. The issue is a collection of eight excellent, up to date reviews on random tensor models.…
This survey is devoted to recent developments in the statistical analysis of spherical data, with a view to applications in Cosmology. We will start from a brief discussion of Cosmological questions and motivations, arguing that most…
This document was prepared as part of the MT-LAB research centre. The research centre studies the Modelling of Information Technology and is a VKR Centre of Excellence funded for five years by the VILLUM Foundation. You can read more about…
Partial differential equations (PDEs) with multiple scales or those defined over sufficiently large domains arise in various areas of science and engineering and often present problems when approximating the solutions numerically. Machine…
These are lecture notes of the QFT-I course I gave in an online mode at Chennai Mathematical Institute. The course focussed on the free relativistic quantum fields, their interactions in the perturbative scattering framework, standard…