Related papers: On the Convergence to a Statistical Equilibrium fo…
It is proved that the solutions to the singular stochastic $p$-Laplace equation, $p\in (1,2)$ and the solutions to the stochastic fast diffusion equation with nonlinearity parameter $r\in (0,1)$ on a bounded open domain $\Lambda\subset\R^d$…
The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target distribution as equilibrium measure, so that the state of…
It is shown that the inert properties of a stationary random process can be expressed in terms of the ratio of its correlation interval to the doubled variance. When using a fixed value of the Planck constant h as a proportionality factor,…
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…
This paper deals with the problem of quantifying the approximation a probability measure by means of an empirical (in a wide sense) random probability measure, depending on the first n terms of a sequence of random elements. In Section 2,…
Stochastic processes wherein the size of the state space is changing as a function of time offer models for the emergence of scale-invariant features observed in complex systems. I consider such a sample-space reducing (SSR) stochastic…
The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…
It is shown that in the case of the spherically symmetric static backgrounds there is a gauge in which the Dirac equation is manifestly covariant under rotations. This allows us to separate the spherical variables like in the flat…
The Dirac equation with the Coulomb potential is studied. It is shown that there exists a new invariant in addition to the known Dirac and Johnson-Lippman ones. The solution of the Dirac equation, using the generalized invariant, and…
This paper is concerned with the asymptotic behavior of the solution to the semilinear parabolic equation with dynamical boundary condition. Our main goal is to prove the convergence of a global solution to an equilibrium as time goes to…
Let $X$ be a locally compact Polish space. A random measure on $X$ is a probability measure on the space of all (nonnegative) Radon measures on $X$. Denote by $\mathbb K(X)$ the cone of all Radon measures $\eta$ on $X$ which are of the form…
The purpose of this paper is to investigate several issues concerning the Dirac equation from a time-frequency analysis perspective. More precisely, we provide estimates in weighted modulation and Wiener amalgam spaces for the solutions of…
We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are no more uniformly convex. Proof is…
Solutions to differential equations, which are used to model physical systems, are computed numerically by solving a set of discretized equations. This set of discretized equations is reduced to a large linear system, whose solution is…
We give the first rigorous proof of the convergence of Riemannian Hamiltonian Monte Carlo, a general (and practical) method for sampling Gibbs distributions. Our analysis shows that the rate of convergence is bounded in terms of natural…
The BBM equation is a Hamiltonian PDE which revealed to be a very interesting test-model to study the transformation property of Gaussian measures along the flow. In this paper we study the BBM equation with critical dispersion (which is a…
We consider the asymptotic behavior of the soltion to the wave equation with time-dependent damping and analytic nonlinearity. Our main goal is to prove the convergence of a global solution to an equilibrium as time goes to infinity by…
In this paper, we analyze the pressureless damped Euler-Riesz equations posed in either $\mathbb{R}^d$ or $\mathbb{T}^d$. We construct the global-in-time existence and uniqueness of classical solutions for the system around a constant…
Let $\left(u(t,x), t\geq 0, x\in \mathbb{R}^d\right)$ be the solution to the stochastic heat or wave equation driven by a Gaussian noise which is white in time and white or correlated with respect to the spatial variable. We consider the…
We establish global well-posedness and scattering for the cubic Dirac equation for small data in the critical space $H^1(\mathbb{R}^3)$. The main ingredient is obtaining a sharp end-point Strichartz estimate for the Klein-Gordon equation.…