Related papers: Free diffusions and Matrix models with strictly co…
We study the high-dimensional limit of the free energy associated with the inference problem of a rank-one nonsymmetric matrix. The matrix is expressed as the outer product of two vectors, not necessarily independent. The distributions of…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
In this volume a theory for models of transport in the presence of a free boundary is developed. Macroscopic laws of transport are described by PDEs. When the system is open, there are several mechanisms to couple the system with the…
In this paper, we study the local convergence of the standard ADMM scheme for a class of nonconvex composite problems arising from modern imaging and machine learning models. This problem is constrained by a closed convex set, while its…
In this paper, we consider the following free boundary problem $$ (P)\left\{\begin{array}{ll} \Delta u = \lambda \phi(x)\Sum_{i=1}^n H(u-\mu_i )& \quad \mbox{ in }\ \Omega=\Omega_2\setminus \overline{\Omega}_1, \\[0.3cm]u =0 &\quad \mbox{…
We review some recent advances in the field of element-based algebraic stabilization for continuous finite element discretizations of nonlinear hyperbolic problems. The main focus is on multidimensional convex limiting techniques designed…
We study the invariant measures of infinite systems of stochastic differential equations (SDEs) indexed by the vertices of a regular tree. These invariant measures correspond to Gibbs measures associated with certain continuous…
We consider equations of the form $\Delta u +\lambda^2 V(x)e^{\,u}=\rho$ in various two dimensional settings. We assume that $V>0$ is a given function, $\lambda>0$ is a small parameter and $\rho=\mathcal O(1)$ or $\rho\to +\infty$ as…
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…
Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…
We consider a system of $n$ nonlocal interaction evolution equations on $\mathbb{R}^d$ with a differentiable matrix-valued interaction potential $W$. Under suitable conditions on convexity, symmetry and growth of $W$, we prove…
This paper contains construction and analysis a finite element approximation for convection dominated diffusion problems with full coefficient matrix on general simplicial partitions in $R^d$, $d=2,3$. This construction is quite close to…
We design and analyze an approximation method for advection-diffusion-reaction equations where the (generalized) degrees of freedom are polynomials of order $k\ge0$ at mesh faces. The method hinges on local discrete reconstruction operators…
We consider a stochastic discretization of the stationary viscous Hamilton Jacobi equation on the flat d dimensional torus, associated with a Hamiltonian, convex and superlinear in the momentum variable. We show that each discrete problem…
We present a robust computational framework for advective-diffusive-reactive systems that satisfies maximum principles, the non-negative constraint, and element-wise species balance property. The proposed methodology is valid on general…
In this paper we study the Hamiltonian dynamics of charged particles subject to a non-self-consistent stochastic electric field, when the plasma is in the so-called weak turbulent regime. We show that the asymptotic limit of the Vlasov…
The Novikov-Shubin invariant associated to a graph provides information about the accumulation of eigenvalues of the corresponding adjacency matrix close to the origin. For a directed graph these eigenvalues lie in the complex plane and…
This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…
A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…