Related papers: The stochastic Bessel operator at high temperature…

We study the spectral behavior of higher order elliptic operators upon domain perturbation. We prove general spectral stability results for Dirichlet, Neumann and intermediate boundary conditions. Moreover, we consider the case of the…

We consider the topology of simplicial complexes with vertices the points of a random point process and faces determined by distance relationships between the vertices. In particular, we study the Betti numbers of these complexes as the…

We study the high temperature (or small inverse temperature $\beta$) expansion of the free energy of double scaled SYK model. We find that this expansion is a convergent series with a finite radius of convergence. It turns out that the…

The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…

We employ semiclassical theoretical analysis to study laser cooling of free atoms using three-level cascade transitions, where the upper transition is much weaker than the lower one. This represents an alternate cooling scheme, particularly…

We study some SDEs derived from the $q\to 1$ limit of a 2D surface growth model called the $q$-Whittaker process. The fluctuations are proven to exhibit Gaussian characteristics that "come down from infinity": After rescaling and…

We obtain spectral inequalities and asymptotic formulae for the discrete spectrum of the operator $\frac12\, \log(-\Delta)$ in an open set $\Omega\in\Bbb R^d$, $d\ge2$, of finite measure with Dirichlet boundary conditions. We also derive…

This paper studies by means of standard analytic tools the small time behavior of the heat content over a bounded Lebesgue measurable set of finite perimeter by working with the set covariance function and by imposing conditions on the heat…

We obtain Gaussian upper bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close…

The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square…

We investigate the marginal distribution of the bottom eigenvalues of the stochastic Airy operator when the inverse temperature $\beta$ tends to $0$. We prove that the minimal eigenvalue, whose fluctuations are governed by the Tracy-Widom…

We present the convergence rates and the explicit error bounds of Hill's method, which is a numerical method for computing the spectra of ordinary differential operators with periodic coefficients. This method approximates the operator by a…

This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the use of differential inclusions, set-valued analysis, and…

The aim of our work is to provide a simple homogenization and discrete-to-continuum procedure for energy driven problems involving stochastic rapidly-oscillating coefficients. Our intention is to extend the periodic unfolding method to the…

We consider the heat equation $u_t=Lu$ where $L$ is a second-order difference operator in a discrete variable $n$. The fundamental solution has an expansion in terms of the Bessel functions of imaginary argument. The coefficients…

For Gaussian random fields with values in $\mathbb{R}^d$, sharp upper and lower bounds on the probability of hitting a fixed set have been available for many years. These apply in particular to the solutions of systems of linear SPDEs. For…

We employ the numerical linked-cluster expansion to study finite-temperature properties of the uniform cubic lattice Hubbard model in the thermodynamic limit for a wide range of interaction strengths and densities. We carry out the…

We discuss possibilities of application of Numerical Analysis methods to proving computability, in the sense of the TTE approach, of solution operators of boundary-value problems for systems of PDEs. We prove computability of the solution…

In this paper, we construct the Bessel line ensemble, a countable collection of continuous random curves. This line ensemble is stationary under horizontal shifts with the Bessel point process as its one-time marginal. Its finite…

We study orthogonal polynomial ensembles whose weights are deformations of exponential weights, in the limit of a large number of particles. The deformation symbols we consider affect local fluctuations of the ensemble around a bulk point…