Related papers: Singularity of solutions to singular SPDEs
The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, under very general conditions on the weight function. This…
We analyse the effective potential of the scalar wave equation near generic space-time singularities of power-law type (Szekeres-Iyer metrics) and show that the effective potential exhibits a universal and scale invariant leading x^{-2}…
We consider the strong numerical approximation for a fourth-order stochastic nonlinear SPDE driven by space-time white noise on $2$-dimensional torus. We consider its full discretisation with a spectral Galerkin scheme in space and Euler…
Let \(\mu\) be a finite Borel measure on \((-\pi,\pi)\). Consider the one-dimensional Poisson equation \(-u''=\mu\), where equality holds in the sense of distributions, with Dirichlet boundary conditions \(u(\pm\pi)=0\). In this paper, we…
In the first part of this article, we complete the program announced in the preliminary note [8] by proving a conjecture presented in [9] that states the equivalence of contractibility and p_{1}-stability for generalized spaces of formal…
We consider the approximation of Poisson type problems where the source is given by a singular measure and the domain is a convex polygonal or polyhedral domain. First, we prove the well-posedness of the Poisson problem when the source…
We study the number of isolated nodes in a soft random geometric graph whose vertices constitute a Poisson process on the torus of length L (the line segment [0,L] with periodic boundary conditions), and where an edge is present between two…
In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…
By considering a limiting form of the q-Dixon_4\phi_3 summation, we prove a weighted partition theorem involving odd parts differing by >= 4. A two parameter refinement of this theorem is then deduced from a quartic reformulation of…
The paradigm for singular continuous spectra in symbolic dynamics and in mathematical diffraction is provided by the Thue-Morse chain, in its realisation as a binary sequence with values in $\{\pm 1\}$. We revisit this example and derive a…
A cone singularity is a normal affine variety $X$ with an effective one-dimensional torus action with a unique fixed point $x\in X$ which lies in the closure of any orbit of the $k^*$-action. In this article, we prove a boundedness theorem…
We investigate certain Liouville integrable systems constructed earlier via reduction of the quasi-Hamiltonian double of $\mathrm{SU}(n)$. These systems live on compact connected symplectic manifolds of dimension $2(n-1)$ and can be…
With suitable order of limits, as p, m, and n all tend to infinity, the distribution of the normalized trace of Frobenius on H^1 of a "random" plane curve of degree n over the field with p^m elements, tends to a Gaussian distribution. The…
Using purely probabilistic methods, we prove the existence and the uniqueness of solutions fora system of coupled forward-backward stochastic differential equations (FBSDEs) with measurable, possibly discontinuous coefficients. As a…
In this paper, we introduce a new discretization of the Gaussian curvature on surfaces, which is defined as the quotient of the angle defect and the area of some dual cell of a weighted triangulation at the conic singularity. A discrete…
We study stochastic integrals driven by a general subordinator and establish a zero-one law for the finiteness of the resulting integral as well as moment estimates. As an application, we use these results to obtain structural properties of…
In many applications it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. The SPDE may be viewed as an infinite dimensional analogue of…
Let $L$ be a linear differential operator acting on functions defined over an open set $\mathcal{D}\subset \mathbb{R}^d$. In this article, we characterize the measurable second order random fields $U = (U(x))_{x\in\mathcal{D}}$ whose sample…
We consider a class of sample covariance matrices of the form $Q=TXX^{*}T^*,$ where $X=(x_{ij})$ is an $M \times N$ rectangular matrix consisting of i.i.d entries and $T$ is a deterministic matrix satisfying $T^*T$ is diagonal. Assuming $M$…
We construct an intrinsic family of Gaussian noises on $d$-dimensional flat torus $\mathbb{T}^d$. It is the analogue of the colored noise on $\mathbb{R}^d$, and allows us to study stochastic PDEs on torus in the It\^{o} sense in high…