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In this article, we review the theory of Gaussian multiplicative chaos initially introduced by Kahane's seminal work in 1985. Though this beautiful paper faded from memory until recently, it already contains ideas and results that are…

Probability · Mathematics 2013-05-28 Rémi Rhodes , Vincent Vargas

Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction potentials. The approach is based on a combination of…

Probability · Mathematics 2018-05-30 Alain Durmus , Andreas Eberle , Arnaud Guillin , Raphael Zimmer

Since the invention of generalized polynomial chaos in 2002, uncertainty quantification has impacted many engineering fields, including variation-aware design automation of integrated circuits and integrated photonics. Due to the fast…

Numerical Analysis · Computer Science 2018-07-06 Chunfeng Cui , Zheng Zhang

Let $\alpha$ be a Steinhaus random multiplicative function. For a wide class of multiplicative functions $f$ we construct a multiplicative chaos measure arising from the Dirichlet series of $\alpha f$, in the whole $L^1$-regime. Our method…

Number Theory · Mathematics 2025-09-16 Ofir Gorodetsky , Mo Dick Wong

We introduce a complex-plane generalization of the consecutive level-spacing distribution, used to distinguish regular from chaotic quantum spectra. Our approach features the distribution of complex-valued ratios between nearest- and…

Statistical Mechanics · Physics 2020-07-15 Lucas Sá , Pedro Ribeiro , Tomaž Prosen

Quantum chaotic systems are often defined via the assertion that their spectral statistics coincides with, or is well approximated by, random matrix theory. In this paper we explain how the universal content of random matrix theory emerges…

High Energy Physics - Theory · Physics 2021-08-25 Alexander Altland , Julian Sonner

We present a new chaotic system of three coupled ordinary differential equations, limited to quadratic nonlinear terms. A wide variety of dynamical regimes are reported. For some parameters, chaotic reversals of the amplitudes are produced…

Chaotic Dynamics · Physics 2012-03-05 Christophe Gissinger

We propose a coarse-grained picture to analyze control problems for quantum chaos systems. Using optimal control theory, we first show that almost perfect control is achieved for random matrix systems and a quantum kicked rotor. Second,…

Chaotic Dynamics · Physics 2007-05-23 Toshiya Takami , Hiroshi Fujisaki , Takayuki Miyadera

The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characteristic polynomial of Haar unitary matrices, and more generally,…

Probability · Mathematics 2025-08-21 Christopher Atherfold , Joseph Najnudel

Polynomial chaos expansions are used to reduce the computational cost in the Bayesian solutions of inverse problems by creating a surrogate posterior that can be evaluated inexpensively. We show, by analysis and example, that when the data…

Numerical Analysis · Mathematics 2015-06-19 Fei Lu , Matthias Morzfeld , Xuemin Tu , Alexandre J. Chorin

For chaotic scattering on quantum graphs, the semiclassical approximation is exact. We use this fact and employ supersymmetry, the colour-flavour transformation, and the saddle-point approximation to calculate the exact expression for the…

Chaotic Dynamics · Physics 2015-06-16 Z. Pluhar , H. A. Weidenmüller

We prove a global decomposition result for $\log$-correlated Gaussian fields on the $d$-dimensional torus and use this to derive new small deviations bounds for a class of Gaussian multiplicative chaos measures obtained from Gaussian fields…

Mathematical Physics · Physics 2025-07-31 Nikolay Barashkov , Joona Oikarinen , Mo Dick Wong

We prove the presence of topological chaos at high internal energies for a new class of mechanical refraction billiards coming from Celestial Mechanics. Given a smooth closed domain $D\in\mathbb{R}^2$, a central mass generates a Keplerian…

Dynamical Systems · Mathematics 2023-07-12 Vivina L. Barutello , Irene De Blasi , Susanna Terracini

Using the decoherence formalism of Gell-Mann and Hartle, a quantum system is found which is the equivalent of the classical chaotic Duffing oscillator. The similarities and the differences from the classical oscillator are examined; in…

chao-dyn · Physics 2008-02-03 Todd A. Brun

Quantum chaos is a quantum many-body phenomenon that is associated with a number of intricate properties, such as level repulsion in energy spectra or distinct scalings of out-of-time ordered correlation functions. In this work, we…

Quantum Physics · Physics 2024-10-25 Andi Gu , Yihui Quek , Susanne Yelin , Jens Eisert , Lorenzo Leone

In the spirit of [M. Biskup & O. Louidor, Adv. Math. 330 (2018)], we study the local structure of $\star$-scale invariant fields -- a class of log-correlated Gaussian fields -- around their extremal points by characterising the law of the…

Probability · Mathematics 2026-05-01 Federico Bertacco , Martin Hairer

Generalized Polynomial Chaos (gPC) expansions are well established for forward uncertainty propagation in many application areas. Although the associated computational effort may be reduced in comparison to Monte Carlo techniques, for…

Computational Engineering, Finance, and Science · Computer Science 2023-07-26 Niklas Georg , Ulrich Römer

As an enhanced version of existing results on Kac's propagation of chaos, which describes the convergence of mean-field particle systems to a system of independent McKean-Vlasov particles as the number of particles tends to infinity, we…

Probability · Mathematics 2026-05-12 Xiao-Yu Zhao

This is the second part of a series of papers where we consider questions related to the tail profile of the bulk/boundary quotients of Gaussian multiplicative chaos measures appearing in boundary Liouville conformal field theory. In this…

Probability · Mathematics 2025-09-23 Yichao Huang , Youtao Liu

In this paper, we establish the exact Fourier dimensions of all standard sub-critical Gaussian multiplicative chaos on the unit interval, thereby confirming the Garban-Vargas conjecture. The proof relies on a significant improvement of the…

Probability · Mathematics 2025-05-07 Zhaofeng Lin , Yanqi Qiu , Mingjie Tan