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We provide a representation result of parabolic semi-linear PD-Es, with polynomial nonlinearity, by branching diffusion processes. We extend the classical representation for KPP equations, introduced by Skorokhod (1964), Watanabe (1965) and…
In $L_2 (\mathbb{R}^d; \mathbb{C}^n)$, we consider a selfadjoint matrix strongly elliptic second order differential operator $\mathcal{A}_\varepsilon$ with periodic coefficients depending on $\mathbf{x}/\varepsilon$. We find approximations…
We investigate velocity statistics of homogeneous inelastic gases using the Boltzmann equation. Employing an approximate uniform collision rate, we obtain analytic results valid in arbitrary dimension. In the freely evolving case, the…
Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian…
We consider particle acceleration by large-scale incompressible turbulence with a lengthscale larger than the particle mean free path. We derive an ensemble-averaged transport equation of energetic charged particles from an extended…
We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-order PDEs based on branching diffusions. These representations pave theway for a Monte-Carlo approximation of the solution, thus bypassing the…
We establish the generalized Evans--Krylov and Schauder type estimates for nonlocal fully nonlinear elliptic equations with rough kernels of variable orders. In contrast to the fractional Laplacian type operators having a fixed order of…
We study the mean-square displacement (MSD) of a tracer particle diffusing in a granular gas of inelastic hard spheres under homogeneous cooling state (HCS). Tracer and granular gas particles are in general mechanically different. Our…
The level curvature distribution function is studied beyond the random matrix theory for the case of T-breaking perturbations over the orthogonal ensemble. The leading correction to the shape of the level curvature distribution is…
Learning a stationary diffusion amounts to estimating the parameters of a stochastic differential equation whose stationary distribution matches a target distribution. We build on the recently introduced kernel deviation from stationarity…
Supernova remnants are expected to contain braided (or stochastic) magnetic fields, which are in some regions directed mainly perpendicular to the shock normal. For particle acceleration due to repeated shock crossings, the transport in the…
This paper proposes a general modeling framework that allows for uncertainty quantification at the individual covariate level and spatial referencing, operating withing a double generalized linear model (DGLM). DGLMs provide a general…
By applying an idea of Borodin and Olshanski [J. Algebra 313 (2007), 40-60], we study various scaling limits of determinantal point processes with trace class projection kernels given by spectral projections of selfadjoint Sturm-Liouville…
Random walks on five-dimensional potential-energy surfaces were recently found to yield fission-fragment mass distributions that are in remarkable agreement with experimental data. Within the framework of the Smoluchowski equation of…
We review the timelike dimensional reduction of a class of five-dimensional theories that generalises 5D, N = 2 supergravity coupled to vector multiplets. As an application we construct instanton solutions to the four-dimensional Euclidean…
To model the dynamics of polymers formed through nucleation, elongated by polymerisation, shortened by depolymerisation and subject to aggregation reactions, we study a nonlinear integro-differential equation. Growth and shrinkage are…
Stein Variational Gradient Descent (SVGD) is an algorithm for sampling from a target density which is known up to a multiplicative constant. Although SVGD is a popular algorithm in practice, its theoretical study is limited to a few recent…
Although wave kinetic equations have been rigorously derived in dimension $d \geq 2$, both the physical and mathematical theory of wave turbulence in dimension $d = 1$ is less understood. Here, we look at the one-dimensional MMT (Majda,…
We investigate a two-dimensional statistical model of N charged particles interacting via logarithmic repulsion in the presence of an oppositely charged compact region K whose charge density is determined by its equilibrium potential at an…
We have considered linear two point correlations of the form $1/{x^{\gamma}}$ which are known to have a self-similar behaviour in a $\Omega=1$ universe. We investigate under what conditions the non-linear corrections, calculated using the…