Related papers: Convergence to equilibrium distribution. Dirac fie…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
An infinite irregular harmonic chain of particles is considered. We assume that some particles (``defects'') in the chain have masses and force constants of interaction different from the masses and the interaction constants of the other…
In this paper, we construct an intermediate distribution linking the Gaussian and the Cauchy distribution. We provide the probability density function and the corresponding characteristic function of the intermediate distribution. Because…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
We consider the defocusing nonlinear wave equation of power-type on $\mathbb{R}^3$. We establish an almost sure global existence result with respect to a suitable randomization of the initial data. In particular, this provides examples of…
We consider the dynamics of a harmonic crystal in $d$ dimensions with $n$ components, $d,n$ arbitrary, $d,n\ge 1$, and study the distribution $\mu_t$ of the solution at time $t\in\R$. The initial measure $\mu_0$ has a translation-invariant…
We introduce an equation named matrix Dirac equation which can be considered as a generalization of Dirac equation for an electron. The liaison between matrix Dirac equation and standard Dirac equation is discussed. We write a lagrangian…
We study global distribution of zeros for a wide range of ensembles of random polynomials. Two main directions are related to almost sure limits of the zero counting measures, and to quantitative results on the expected number of zeros in…
We study the well-posedness of the Cauchy problem for a fractional porous medium equation with a varying density. We establish existence of weak energy solutions; uniqueness and nonuniqueness is studied as well, according with the behavior…
We study the convergence problem of mean-field control theory in the presence of state constraints and non-degenerate idiosyncratic noise. Our main result is the convergence of the value functions associated to stochastic control problems…
We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
A Walsh diffusion on Euclidean space moves along each ray from the origin, as a solution to a stochastic differential equation with certain drift and diffusion coefficients, as long as it stays away from the origin. As it hits the origin,…
We consider the signed density of the extremal points of (two-dimensional) scalar fields with a Gaussian distribution. We assign a positive unit charge to the maxima and minima of the function and a negative one to its saddles. At first, we…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…
We consider the Cauchy problem of massless Dirac-Maxwell equations on an asymptotically flat background and give a global existence and uniqueness theorem for initial values small in an appropriate weighted Sobolev space. The result can be…
We study random surfaces with a uniformly convex gradient interaction in the presence of quenched disorder taking the form of a random independent external field. Previous work on the model has focused on proving existence and uniqueness of…
We consider the following frustrated optimization problem: given a prior probability distribution $q$, find the distribution $p$ minimizing the relative entropy with respect to $q$ such that $\textrm{mean}(p)$ is fixed and large. We show…
We study the limiting distribution of critical points and extrema of random spherical harmonics, in the high energy limit. In particular, we first derive the density functions of extrema and saddles; we then provide analytic expressions for…