Related papers: The rate of convergence of harmonic explorer to SL…
We study pathwise approximation of scalar stochastic differential equations at a single time point or globally in time by means of methods that are based on finitely many observations of the driving Brownian motion. We prove lower error…
Stochastic Loewner Evolutions (SLE) with a multiple sqrt(kappa)B of Brownian motion B as driving process are random planar curves (if kappa<=4) or growing compact sets generated by a curve (if kappa>4). We consider here more general Levy…
In this paper, we consider the distribution-dependent SDE driven by fractional Brownian motion with small noise and study the rate of Fisher information convergence in the central limit theorem for the solution of SDE, then we show that the…
We conjecture a relationship between the scaling limit of the fixed-length ensemble of self-avoiding walks in the upper half plane and radial SLE with kappa=8/3 in this half plane from 0 to i. The relationship is that if we take a curve…
We obtain the perturbative expansion of the free energy on $S^4$ for four dimensional Lagrangian ${\cal N}=2$ superconformal field theories, to all orders in the 't Hooft coupling, in the planar limit. We do so by using supersymmetric…
We study the Taylor expansion for the solution of a differential equation driven by a multidimensional Holder path with exponent \beta> 1/2. We derive a convergence criterion that enables us to write the solution as an infinite sum of…
Let $\Lambda$ be a uniformly discrete set and $S$ be a compact set in $R$. We prove that if there exists a bounded sequence of functions in Paley--Wiener space $PW_S$, which approximates $\delta-$functions on $\Lambda$ with $l^2-$error $d$,…
We estimate the Hopf degree for smooth maps $f$ from $\mathbb{S}^{4n-1}$ to $\mathbb{S}^{2n}$ in the fractional Sobolev space. Namely we show that for $s \in [1 - \frac{1}{4n}, 1]$ \[ \left |{\rm deg}_H(f)\right | \lesssim…
The large-N expansion technique is tested via an anomalous, soft-core potential which admits the tunneling through its central barrier. The precision of the approximation is found sensitive to the asymptotic component of the interaction.…
In this paper, we apply rough paths techniques to provide an approximation of the solution of stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter $H>1/2$. Here, the involved stochastic…
The aim of this work is to provide the first strong convergence result of numerical approximation of a general time-fractional second order stochastic partial differential equation involving a Caputo derivative in time of order…
We derive a stochastic Gronwall lemma with suprema over the paths in the upper bound of the assumed affine-linear growth assumption. This allows applications to It\^o processes with coefficients which depend on earlier time points such as…
We consider random conformally invariant paths in the complex plane (SLEs). Using the Coulomb gas method in conformal field theory, we rederive the mixed multifractal exponents associated with both the harmonic measure and winding (rotation…
In this note we consider a multi-slit Loewner equation with constant coefficients that describes the growth of multiple SLE curves connecting $N$ points on $\mathbb{R}$ to infinity within the upper half-plane. For every $N\in\mathbb{N}$,…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
The convergence of the derivative expansion of the exact renormalisation group is investigated via the computation of the beta function of massless scalar lambda phi^4 theory. The derivative expansion of the Polchinski flow equation…
Let $Q$ be a free Boltzmann quadrangulation with simple boundary decorated by a critical ($p=3/4$) face percolation configuration. We prove that the chordal percolation exploration path on $Q$ between two marked boundary edges converges in…
We consider the numerical approximation of the mild solution to a semilinear stochastic wave equation driven by additive noise. For the spatial approximation we consider a standard finite element method and for the temporal approximation, a…
We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…
We derive a number of estimates for the probability that a chordal SLE path in the upper half plane H intersects a semicircle centred on the real line. We prove that if 0<kappa<8 and gamma:[0,infinity) to closure(H) is a chordal SLE in H…