Related papers: Scaling limits for fractional polyharmonic Gaussia…
We revisit a result of Mittal--Ylvisaker that states that the rescaled maximum of a stationary sequence of Gaussian random variables has a Gaussian limit if correlations decay sufficiently slowly. Taking a new approach we relax the…
In this paper, we provide a framework of designing the local discontinuous Galerkin scheme for integral fractional Laplacian $(-\Delta)^{s}$ with $s\in(0,1)$ in two dimensions. We theoretically prove and numerically verify the numerical…
We consider Gaussian measures $\mu, \tilde{\mu}$ on a separable Hilbert space, with fractional-order covariance operators $A^{-2\beta}$ resp. $\tilde{A}^{-2\tilde{\beta}}$, and derive necessary and sufficient conditions on $A, \tilde{A}$…
We study a generalization of the notion of Gaussian free field (GFF). Although the extension seems minor, we first show that a generalized GFF does not satisfy the spatial Markov property, unless it is a classical GFF. In stochastic…
We show that for a suitable class of functions of finitely-many variables, the limit of integrals along slices of a high dimensional sphere is a Gaussian integral on a corresponding finite-codimension affine subspace in infinite dimensions.
We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…
A system of stochastic differential equations for the velocity and density of a classical self-gravitating matter is investigated by means of the field theoretic renormalization group. The existence of two types of large-scale scaling…
In this paper, we first define a discrete version of the fractional Laplace operator $(-\Delta)^{s}$ through the heat semigroup on a stochastically complete, connected, locally finite graph $G = (V, E, \mu, w)$. Secondly, we define the…
We show that for a wide class of Gaussian random fields, points are polar in the critical dimension. Examples of such random fields include solutions of systems of linear stochastic partial differential equations with deterministic…
We continue the study of the maximum of the scale-inhomogeneous discrete Gaussian free field in dimension two. In this paper, we consider the regime of weak correlations and prove the convergence in law of the centred maximum to a randomly…
We study the extremal properties of the "integer-valued Gaussian" a.k.a.\ DG-model on the hierarchical lattice $\Lambda_n:=\{1,\dots,b\}^n$ (with $b\ge2$) of depth $n$. This is a random field $\varphi\in\mathbb Z^{\Lambda_n}$ with law…
The article is devoted to the dynamics of systems with an anomalous scaling near a critical point. The fractional stochastic equation of a Lanvevin type with the $\varphi^3$ nonlinearity is considered. By analogy with the model A the field…
Finite differences, as a subclass of direct methods in the calculus of variations, consist in discretizing the objective functional using appropriate approximations for derivatives that appear in the problem. This article generalizes the…
We study the 2-dimensional Ising model at critical temperature on a simply connected subset $\Omega_{\delta}$ of the square grid $\delta\mathbb{Z}^{2}$. The scaling limit of the critical Ising model is conjectured to be described by…
We use a discrete worldline representation in order to study the continuum limit of the one-loop expectation value of dimension two and four local operators in a background field. We illustrate this technique in the case of a scalar field…
For the discretization of the integral fractional Laplacian $(-\Delta)^s$, $0 < s < 1$, based on piecewise linear functions, we present and analyze a reliable weighted residual a posteriori error estimator. In order to compensate for a lack…
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…
We define a scaling limit of the height function on the domino tiling model (dimer model) on simply-connected regions in Z^2 and show that it is the ``massless free field'', a Gaussian process with independent coefficients when expanded in…
In this paper, we propose accurate and efficient finite difference methods to discretize the two- and three-dimensional fractional Laplacian $(-\Delta)^{\frac{\alpha}{2}}$ ($0 < \alpha < 2$) in hypersingular integral form. The proposed…
In classical external gauge fields that fall off less fast than the inverse of the evolution parameter (time) of the system the implementability of a unitary perturbative scattering operator ($S$-matrix) is not guaranteed, although the…