Related papers: On the Convergence to a Statistical Equilibrium fo…
We prove quasi-invariance of Gaussian measures $\mu_s$ with Cameron-Martin space $H^s$ under the flow of the defocusing nonlinear wave equation with polynomial nonlinearities of any order for all $s>5/2$, including fractional $s$. This…
We study the rate of convergence to the steady state in the True Moving Bed model of linear chromatography, as a function of the six parameters that appear in the model. The model is a system of eight linear partial differential equations…
We analyze equilibration times of subsystems of a larger system under a random total Hamiltonian, in which the basis of the Hamiltonian is drawn from the Haar measure. We obtain that the time of equilibration is of the order of the inverse…
Motivated by a phenomenon of phase transition in a model of alignment of self-propelled particles, we obtain a kinetic mean-field equation which is nothing else than the Doi equation (also called Smoluchowski equation) with dipolar…
We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…
We consider the drift-diffusion equation $$ u_t-\varepsilon \Delta u+\nabla\cdot(u\nabla K\star u)=0 $$ in the whole space with global-in-time bounded solutions. Mass concentration phenomena for radially symmetric solutions of this equation…
In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-It\^o chaos representation to a nondegenerate Gaussian measure on a separable Hilbert space. Our first main result shows that,…
We describe a nonsmooth notion of globally hyperbolic, regular length metric spacetimes $(\mathrm{M},l)$. It is based on ideas of Kunzinger-S\"amann, but does not require Lipschitz continuity of causal curves. We study geodesics on…
We discuss the most general form of Dirac equation in the non$-$Riemannian spacetimes containing curvature, torsion and non$-$metricity. It includes all bases of the Clifford algebra $cl(1,3)$ within the spinor connection. We adopt two…
The Richards' equation is a model for flow of water in unsaturated soils. The coefficients of this (nonlinear) partial differential equation describe the permeability of the medium. Insufficient or uncertain measurements are commonly…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…
We provide a sharp quantitative version of the Gaussian concentration inequality: for every $r>0$, the difference between the measure of the $r$-enlargement of a given set and the $r$-enlargement of a half-space controls the square of the…
We study the inverse problem in Optical Tomography of determining the optical properties of a medium $\Omega\subset\mathbb{R}^n$, with $n\geq 3$, under the so-called diffusion approximation. We consider the time-harmonic case where $\Omega$…
We consider the drift-diffusion equation $u_t-\epsilon\Delta u + \nabla \cdot(u\nabla K^*u)=0$ in the whole space with global-in-time solutions bounded in all Sobolev spaces; for simplicity, we restrict ourselves to the model case…
We discuss various limits of a simple random exchange model that can be used for the distribution of wealth. We start from a discrete state space - discrete time version of this model and, under suitable scaling, we show its functional…
We consider a one-dimensional stationary stochastic process $x(\tau)$ of duration $T$. We study the probability density function (PDF) $P(t_{\rm m}|T)$ of the time $t_{\rm m}$ at which $x(\tau)$ reaches its global maximum. By using a path…
This article is concerned with the almost sure existence of global solutions for initial value problems of the form $\dot{\gamma}(t)= v(t,\gamma(t))$ on separable dual Banach spaces. We prove a general result stating that whenever there…
In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…
A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…
We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…