Related papers: Stochastic dynamics and the Polchinski equation: a…
We provide a new characterization of the logarithmic Sobolev inequality.
This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…
In this paper, we investigate a stochastic Hardy-Littlewood-Sobolev inequality. Due to the stochastic nature of the inequality, the relation between the exponents of intgrability is modified. This modification can be understood as a…
Jacobi structures are known to generalize Poisson structures, encompassing symplectic, cosymplectic, and Lie-Poisson manifolds. Notably, other intriguing geometric structures -- such as contact and locally conformal symplectic manifolds --…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
This paper is addressed to establishing an internal observability estimate for some linear stochastic hyperbolic equations. The key is to establish a new global Carleman estimate for forward stochastic hyperbolic equations in the…
We control the behavior of the Poincar{\'e} constant along the Polchinski renormalization flow using a dynamic version of $\Gamma$-calculus. We also treat the case of higher order eigenvalues. Our method generalizes a method introduced by…
We present a class of modified logarithmic Sobolev inequality, interpolating between Poincar\'e and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or more complex $\exp(-|x|^\al\log^\beta(2+|x|))$…
We review the renormalization group method applied to non-equilibrium dynamics by tracing the way how the hydrodynamic equations can be derived as reduced dynamics of the Boltzmann equation as a typical example.
This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…
This paper is concerned with a class of multivariable stochastic Hamiltonian systems whose generalised position is related by an ordinary differential equation to the momentum governed by an Ito stochastic differential equation. The latter…
We develop a quantitative theory of stochastic homogenization for linear, uniformly parabolic equations with coefficients depending on space and time. Inspired by recent works in the elliptic setting, our analysis is focused on certain…
We derive the second-order hydrodynamic equation and the microscopic formulae of the relaxation times as well as the transport coefficients systematically from the relativistic Boltzmann equation. Our derivation is based on a novel…
We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…
These lectures notes are aimed at introducing the reader to some recent mathematical tools and results for the mean-field limit in statistical dynamics. As a warm-up, lecture 1 reviews the approach to the mean-field limit in classical…
Stochastic parametrisations of the interactions among disparate scales of motion in fluid convection are often used for estimating prediction uncertainty, which can arise due to inadequate model resolution, or incomplete observations,…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
The stochastic Gross-Pitaevskii equation represents a versatile approach for studying the dynamics of trapped degenerate ultracold Bose gases in the presence of large phase and density fluctuations. Following a brief review of the original…
In this work we consider dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities. For this we use optimal transport methods and the Borell-Brascamp-Lieb inequality. These refinements can be written as a…
A popular view in contemporary Boltzmannian statistical mechanics is to interpret the measures as typicality measures. In measure-theoretic dynamical systems theory measures can similarly be interpreted as typicality measures. However, a…