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The minimal surfaces meeting in triples with equal angles along a common boundary naturally arise from soap films and other physical phenomenon. They are also the natural extension of the usual minimal surface. In this paper, we consider…
This paper focuses on two variants of the Milstein scheme, namely the split-step backward Milstein method and a newly proposed projected Milstein scheme, applied to stochastic differential equations which satisfy a global monotonicity…
We derive upper and lower bounds on the convergence behavior of certain classes of one-parameter quantum dynamical semigroups. The classes we consider consist of tensor product channels and of channels with commuting Liouvillians. We…
Euler and Betti curves of stochastic processes defined on a $d$-dimensional compact Riemannian manifold which are almost surely in a Sobolev space $W^{n,s}(X,\mathbb{R})$ (with $d<n$) are stable under perturbations of the distributions of…
We provide an abstract multivariate central limit theorem with the Lindeberg-type error bounded in terms of Lipschitz functions (Wasserstein 1-distance) or functions with bounded second or third derivatives. The result is proved by means of…
We prove the convergence, in the small mass limit, of statistically invariant states for a class of semi-linear damped wave equations, perturbed by an additive Gaussian noise, both with Lipschitz-continuous and with polynomial…
Consider the following stochastic differential equation for $(X_t)_{t\ge 0}$ on $\mathbb R^d$ and its Euler-Maruyama (EM) approximation $(Y_{t_n})_{n\in \mathbb Z^+}$: \begin{align*} &d X_t=b( X_t) d t+\sigma(X_t) d B_t, \\ &…
We investigate the limiting distribution of geometric Brownian motion conditional on its running maximum taking large values. We show that the conditional distribution of the geometric Brownian motion converges after a suitable…
Given $k\in \mathbb{R},$ $v,$ $D>0,$ and $n\in \mathbb{N},$ let $\left\{ M_{\alpha }\right\} _{\alpha =1}^{\infty }$ be a Gromov-Hausdorff convergent sequence of Riemannian $n$--manifolds with sectional curvature $\geq k,$ volume $>v,$ and…
Optimal transport has found widespread applications in signal processing and machine learning. Among its many equivalent formulations, optimal transport seeks to reconstruct a random variable/vector with a prescribed distribution at the…
This is a sequel of our paper [arXiv:1809.08425] on the Quot-scheme limit and variational properties of Donaldson's functional, which established its coercivity for slope stable holomorphic vector bundles over smooth projective varieties.…
This article proves the regularity for the Boltzmann equation without angular cutoff with hard potential. By sharpening the coercivity and upper bound estimate on the collision operator, analyzing the Poisson bracket between the transport…
We prove strong statistical stability of a large class of one-dimensional maps which may have an arbitrary finite number of discontinuities and of non-degenerate critical points and/or singular points with infinite derivative, and satisfy…
In this paper, we study the stability of the shadow, a projection of a measure onto the set of couplings with respect to the Wasserstein distance. The shadow was introduced by \citet{Eckstein_Nutz_2022} to analyze the stability of the…
We study the cut-off phenomenon for a family of stochastic small perturbations of a one dimensional dynamical system. We will focus in a semi-flow of a deterministic differential equation which is perturbed by adding to the dynamics a white…
We study the perturbation of a measure $\mu \in \mathscr{P}(\mathbb{R})$ consisting in superposing two copies of $\mu$, each slightly shifted by a small distance $\pm h$. The difference between $\mu$ and its perturbation is measured with a…
This paper is concerned with the numerical approximation of stochastic ordinary differential equations, which satisfy a global monotonicity condition. This condition includes several equations with super-linearly growing drift and diffusion…
Inspired by regularization in quantum field theory, we study topological and metric properties of spaces in which a cut-off is introduced. We work in the framework of noncommutative geometry, and focus on Connes distance associated to a…
We develop a unifying theory for four different objects: (1) infinite systems of interacting massive particles; (2) solutions to the Dean-Kawasaki equation with singular drift and space-time white noise; (3) Wasserstein diffusions with a.s.…
In this article, we prove the cutoff phenomenon for a general class of the discrete-time nonlinear recombination models. This system models the evolution of a probability measure on a finite product space $S^n$ representing the state of…