Related papers: Sharp supremum and H\"older bounds for stochastic …
This work introduces a general framework for establishing the long time accuracy for approximations of Markovian dynamical systems on separable Banach spaces. Our results illuminate the role that a certain uniformity in Wasserstein…
We consider an $n$-dimensional spherically symmetric, asymptotically Euclidean manifold with two ends and a codimension 1 trapped set which is degenerately hyperbolic. By separating variables and constructing a semiclassical parametrix for…
We consider a family of stochastic processes $\{X_t^\epsilon, t \in T\}$ on a metric space $T$, with a parameter $\epsilon \downarrow 0$. We study the conditions under which \lim_{\e \to 0} \P \Big(\sup_{t \in T} |X_t^\e| < \delta \Big) =1…
In this paper, we are concerned with regularity of nonlocal stochastic partial differential equations of parabolic type. By using Companato estimates and Sobolev embedding theorem, we first show the H\"{o}lder continuity (locally in the…
We propose new semi-implicit numerical methods for the integration of the stochastic Landau-Lifshitz equation with built-in angular momentum conservation. The performance of the proposed integrators is tested on the 1D Heisenberg chain. For…
We prove local measure bounds on the tubular neighbourhood of the singular set of codimension one stationary integral $n$-varifolds $V$ in Riemannian manifolds which have both: (i) finite index on their smoothly embedded part; and (ii)…
The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, what necessarily reduces them to finite sequences of real numbers. In order to relate these data…
This paper is devoted to studying stochastic parabolic evolution equations with additive noise in Banach spaces of M-type 2. We construct both strict and mild solutions possessing very strong regularities. First, we consider the linear…
In this paper, we consider a class of nonautonomous multi-scale stochastic partial differential equations with fully local monotone coefficients. By introducing the evolution system of measures for time-inhomogeneous Markov semigroups, we…
The purpose of this paper is to develop a new effective approach to higher-order mixing in the semisimple setting. We prove effective exponential mixing of all orders for partially hyperbolic algebraic actions, under a strong spectral-gap…
We describe the proper closed invariant subspaces of the integration operator when it acts continuously on countable intersections and countable unions of weighted Banach spaces of holomorphic functions on the unit disc or the complex…
We generalize the notion of Davenport constants to a `higher degree' and obtain various lower and upper bounds, which are sometimes exact as is the case for certain finite commutative rings of prime power cardinality. Two simple examples…
The Trotter product formula and the quantum Zeno effect are both indispensable tools for constructing time-evolutions using experimentally feasible building blocks. In this work, we discuss assumptions under which quantitative bounds can be…
We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in…
Consider the configuration spaces of manifolds. We give a precise formula for the integral cohomological dimension (the degree of top non-trivial integral cohomology group) of unordered configuration spaces of manifolds with non-trivial…
We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…
This paper is concerned with a class of stochastic optimization problems defined on a Banach space with almost sure conic-type constraints. For this class of problems, we investigate the consistency of optimal values and solutions…
Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…
The $R$-boundedness of certain families of vector-valued stochastic convolution operators with scalar-valued square integrable kernels is the key ingredient in the recent proof of stochastic maximal $L^p$-regularity, $2<p<\infty$, for…
This paper is motivated by a claim in the classical textbook of Muskhelishvili concerning the Cauchy singular integral operator $S$ on H\"older functions with parameters. To the contrary of the claim, a counter example was constructed by…