Related papers: Scaling limits for fractional polyharmonic Gaussia…
We show the equivalence between the three approximation schemes for self-interacting (1+1)-D scalar field theories. Based on rigorous results of [1, 2], we are able to prove that the Gaussian approximation is very precise for certain limits…
Smooth random Gaussian functions play an important role in mathematical physics, a main example being the random plane wave model conjectured by Berry to give a universal description of high-energy eigenfunctions of the Laplacian on generic…
In this paper we study the properties of the centered (norm of the) gradient squared of the discrete Gaussian free field in $U_{\epsilon}=U/\epsilon\cap \mathbb{Z}^d$, $U\subset \mathbb{R}^d$ and $d\geq 2$. The covariance structure of the…
We introduce a new technique for reducing the dimension of the ambient space of low-degree polynomials in the Gaussian space while preserving their relative correlation structure, analogous to the Johnson-Lindenstrauss lemma. As…
In this work we develop a Monte Carlo method to compute the height distribution of local maxima of a stationary Gaussian or Gaussian-related random field that is observed on a regular lattice. We show that our method can be used to provide…
We develop physically admissible lattice models in the harmonic approximation which define by Hamilton's variational principle fractional Laplacian matrices of the forms of power law matrix functions on the n -dimensional periodic and…
Based on the weighted and shifted Gr\"{u}nwald difference (WSGD) operators [24], we further construct the compact finite difference discretizations for the fractional operators. Then the discretization schemes are used to approximate the…
In this article, we study stochastic homogenization of non-homogeneous Gaussian free fields $\Xi^{g,{\bf a}} $ and bi-Laplacian fields $\Xi^{b,{\bf a}}$. They can be characterized as follows: for $f=\delta$ the solution $u$ of $\nabla \cdot…
Random advection of Lagrangian tracer scalar field $\theta (t,x)$ by a one-dimensional, spatially smooth and short-correlated in time velocity field is considered. Scalar fluctuations are maintained by a source concentrated at the integral…
We consider a fast approximation method for a solution of a certain stochastic non-local pseudodifferential equation. This equation defines a Mat\'ern class random field. The approximation method is based on the spectral compactness of the…
We introduce Gaussian quadrature rules for spline spaces that are frequently used in Galerkin discretizations to build mass and stiffness matrices. By definition, these spaces are of even degrees. The optimal quadrature rules we recently…
Spectral discretizations of fractional derivative operators are examined, where the approximation basis is related to the set of Jacobi polynomials. The pseudo-spectral method is implemented by assuming that the grid, used to represent the…
Spherical Whittle--Mat\'ern Gaussian random fields are considered as solutions to fractional elliptic stochastic partial differential equations on the sphere. Approximation is done with surface finite elements. While the non-fractional part…
The system of semi-relativistic particles coupled to a scalar Bose field is considered. A scaled total Hamiltonian for the system is a self-adjoint operator on a tensor product of a square-integrable function space and a boson Fock space.…
This review article discusses limit distributions and variance bounds for particle current in several dynamical stochastic systems of particles on the one-dimensional integer lattice: independent particles, independent particles in a random…
We construct a family of measures for random fields based on the iterated subdivision of simple geometric shapes (triangles, squares, tetrahedrons) into a finite number of similar shapes. The intent is to construct continuum limits of scale…
On the integer lattice we consider the discrete membrane model, a random interface in which the field has Laplacian interaction. We prove that, under appropriate rescaling, the discrete membrane model converges to the continuum membrane…
We generalize recent results of Haas and Miermont to obtain scaling limits of Markov branching trees whose size is specified by the number of nodes whose out-degree lies in a given set. We then show that this implies that the scaling limit…
The monotone rearrangement of a function is the non-decreasing function with the same distribution. The convex rearrangement of a smooth function is obtained by integrating the monotone rearrangement of its derivative. This operator can be…
These lecture notes offer a gentle introduction to the two-dimensional Discrete Gaussian Free Field with particular attention paid to the scaling limits of the level sets at heights proportional to the absolute maximum. The bulk of the text…