Related papers: Free diffusions and Matrix models with strictly co…
We study large random matrices with i.i.d. entries conditioned to have prescribed row and column sums (margins), a problem connected to relative entropy minimization, Schr\"odinger bridges, contingency tables, and random graphs with given…
We consider a Keller-Segel model with non-linear porous medium type diffusion and nonlocal attractive power law interaction, focusing on potentials that are less singular than Newtonian interaction. Here, the nonlinear diffusion is chosen…
We exactly solve a model of a heterogeneous chain of overdamped, harmonically coupled particles with momentum-conserving dissipation. Despite being governed by a non-symmetric drift operator, the system admits an analytical diagonalization…
We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…
We study self-similar solutions of a multi-phase Stefan problem for a heat equation on the half-line $x>0$ with a constant initial data and with Dirichlet or Neumann boundary conditions. In the case of Dirichlet boundary condition we prove…
Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…
We are interested in the numerical solution of nonsymmetric linear systems arising from the discretization of convection-diffusion partial differential equations with separable coefficients and dominant convection. Preconditioners based on…
We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…
In this paper, we reveal a relation between joint winner property (JWP) in the field of valued constraint satisfaction problems (VCSPs) and M${}^\natural$-convexity in the field of discrete convex analysis (DCA). We introduce the…
In this paper we study multi-matrix models whose potentials are perturbations of the quadratic potential associated with independent GUE random matrices. More precisely, we compute the free energy and the expectation of the trace of…
In this paper we are interested with a strongly coupled system of partial differential equations that modelizes free convection in a two-dimensional bounded domain filled with a fluid saturated porous medium. This model is inspired by the…
We consider the local statistics of $H = V^* X V + U^* Y U$ where $V$ and $U$ are independent Haar-distributed unitary matrices, and $X$ and $Y$ are deterministic real diagonal matrices. In the bulk, we prove that the gap statistics and…
We provide the first quantitative estimates for the rate of convergence in the free multiplicative central limit theorem (CLT), in terms of the Kolmogorov and $r$-Wasserstein distances for $r \geq 1$. While the free additive CLT has been…
We are concerned with multidimensional stochastic balance laws. We identify a class of nonlinear balance laws for which uniform spatial $BV$ bounds for vanishing viscosity approximations can be achieved. Moreover, we establish temporal…
We study the statistics of matrix elements of local operators in the basis of energy eigenstates in a paradigmatic integrable many-particle quantum theory, the Lieb-Liniger model of bosons with repulsive delta-function interaction. Using…
We consider randomly forced resistive magnetic relaxation equations (MRE) with resistivity $\kappa>0$ and a force proportional to $\sqrt{\kappa}\ $ on the flat $d$-torus $\mathbb{T}^{d}$ for $d\geq 2$. We show the path-wise global…
These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero…
This paper discusses Random Matrix Models which exhibit the unusual phenomena of having multiple solutions at the same point in phase space. These matrix models have gaps in their spectrum or density of eigenvalues. The free energy and…
A quantum neutral particle, constrained to move on a conical surface, is used as a toy model to explore bound states due to both a inverse squared distance potential and a $\delta$-function potential, which appear naturally in the model.…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…