相关论文: Coming up from $-\infty$ for KPZ via stochastic co…
A kinetic model for semiconductor devices is considered on a flat torus. We prove exponential decay to equilibrium for this non-linear kinetic model by hypocoercivity estimates. This seems to be the first hypocoercivity result for this…
We study positive solutions to the heat equation on graphs. We prove variants of the Li-Yau gradient estimate and the differential Harnack inequality. For some graphs, we can show the estimates to be sharp. We establish new computation…
Based on gradient estimates for the heat equation by Hamilton, we discover a backward in time Harnack inequality for positive solutions on compact manifolds without further restrictions such as boundedness or vanishing boundary value for…
We study the fixed-time spatial covariance of the KPZ equation with flat initial profile. Using Malliavin calculus and a Clark-Ocone representation, we show that as $|x|\to\infty$, $\mathrm{Cov}[h(t,x),h(t,0)]$ is governed by a…
The thermalization of a gas towards a Maxwellian velocity distribution with the background temperature is described by a kinetic relaxation model. The sum of the kinetic energy of the gas and the thermal energy of the background are…
It was recently proved in [Corwin-Shen, 2016] that under weak asymmetry scaling, the height functions for open ASEP on the half-line and on a bounded interval converge to the Hopf-Cole solution of the KPZ equation with Neumann boundary…
Curvature induced bound state (E < 0) eigenvalues and eigenfunctions for a particle constrained to move on the surface of a torus are calculated. A limit on the number of bound states a torus with minor radius a and major radius R can…
We prove the existence of a weak solution to the three-dimensional steady compressible isentropic Navier-Stokes equations in bounded domains for any specific heat ratio \gamma > 1. Generally speaking, the proof is based on the new weighted…
We introduce a new concept of solution to the KPZ equation which is shown to extend the classical Cole-Hopf solution. This notion provides a factorisation of the Cole-Hopf solution map into a "universal" measurable map from the probability…
We determine a $q\to 1$ limit of the two-dimensional $q$-Whittaker driven particle system on the torus studied previously in [Corwin-Toninelli, arXiv:1509.01605]. This has an interpretation as a $(2+1)$-dimensional stochastic interface…
We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process $Z$ with Hurst parameter $H>1/2$ and stability index $\alpha>1$. It is shown that the approximations for its solution, which…
In this paper we obtain a Harnack type inequality for solutions to elliptic equations in divergence form with non-standard $p(x)-$type growth. A model equation is the inhomogeneous $p(x)-$laplacian. Namely, \[…
In this paper, we obtain the weak Harnack inequality and H\"older estimates for a large class of kinetic integro-differential equations. We prove that the Boltzmann equation without cut-off can be written in this form and satisfies our…
A free particle is constrained to move on a knot obtained by winding around a putative torus. The classical equations of motion for this system are solved in a closed form. The exact energy eigenspectrum, in the thin torus limit, is…
We consider a controlled state equation of parabolic type on the halfline $(0,+\infty)$ with boundary conditions of Dirichlet type in which the unknown is equal to the sum of the control and of a white noise in time. We study finite horizon…
In this paper, we establish some Harnack type inequalities satisfied by positive solutions of nonlocal inhomogeneous equations arising in the description of various phenomena ranging from population dynamics to micro-magnetism. For regular…
We study a linear quadratic problem for a system governed by the heat equation on a halfline with Dirichlet boundary control and Dirichlet boundary noise. We show that this problem can be reformulated as a stochastic evolution equation in a…
We study the McKean-Vlasov equation \[ \partial_t \varrho= \beta^{-1} \Delta \varrho + \kappa \nabla \cdot (\varrho \nabla (W \star \varrho)) \, , \] with periodic boundary conditions on the torus. We first study the global asymptotic…
Here we design boundary feedback stabilizers to unbounded trajectories, for semi-linear stochastic heat equation with cubic non-linearity. The feedback controller is linear, given in a simple explicit form and involves only the…
We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary controls. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the…