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Consider a diffusion process X=(X_t), with t in [0,1], observed at discrete times and high frequency, solution of a stochastic differential equation whose drift and diffusion coefficients are assumed to be unknown. In this article, we focus…

We study the last-passage growth model on the planar integer lattice with exponential weights. With boundary conditions that represent the equilibrium exclusion process as seen from a particle right after its jump we prove that the variance…

We present new results for the current as a function of transmission rate in the one dimensional totally asymmetric simple exclusion process (TASEP) with a blockage that lowers the jump rate at one site from one to r < 1. Exact finite…

We investigate robust parameter estimation and testing procedure for multivariate diffusion processes observed at high frequency via the minimum density power divergence estimator (MDPDE). Within a general diffusion framework and under…

We consider the energy-critical (corotational) 1-equivariant wave maps into the two-sphere. By the seminal work [53] of Rapha\"el and Rodnianski, there is an open set of initial data whose forward-in-time development blows up in finite time…

We consider elliptic diffusion processes on $\mathbb R^d$. Assuming that the drift contracts distances outside a compact set, we prove that, at a sufficiently high temperature, the Markov semi-group associated to the process is a…

In this paper we investigate the approximation of a diffusion model problem with contrasted diffusivity and the error analysis of various nonconforming approximation methods. The essential difficulty is that the Sobolev smoothness index of…

We derive a formula for the quasi-potential of one-dimensional symmetric exclusion process in weak contact with reservoirs. The interaction with the boundary is so weak that, in the diffusive scale, the density profile evolves as the one of…

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Let $\mu_n$ be a sequence of discrete measures on the unit $\ZT=\ZR/\ZZ$ with $\mu_n(0)=0$, and $\mu_n((-\delta,\delta))\to 1$, as $n\to\infty$. We prove that the sequence of convolution operators $(f\ast\mu_n)(x)$ is strong sweeping out,…

We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…

An asymptotic formula for $$ \int_{T/2}^{T}Z^2(t)Z(t+U)\,dt\qquad(0< U = U(T) \le T^{1/2-\varepsilon}) $$ is derived, where $$ Z(t) := \zeta(1/2+it){\bigl(\chi(1/2+it)\bigr)}^{-1/2}\quad(t\in\Bbb R), \quad \zeta(s) = \chi(s)\zeta(1-s) $$ is…

When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…

We demonstrate a phenomenon of condensation of the Fourier transform $\widehat{f}$ of a function $f$ defined on the real line $\mathbb{R}$ which decreases rapidly on one half of the line. For instance, we prove that if $f$ is…

Anomalous finite-temperature transport has recently been observed in numerical studies of various integrable models in one dimension; these models share the feature of being invariant under a continuous non-abelian global symmetry. This…

We study a model of spinless fermions with infinite nearest-neighbor repulsion on the square ladder which has microscopic supersymmetry. It has been conjectured that in the continuum the model is described by the superconformal minimal…

In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are…

We study the charge conductivity of the one-dimensional repulsive Hubbard model at finite temperature using the method of dynamical quantum typicality, focusing at half filling. This numerical approach allows us to obtain current…

The absorption in the extremal D3-brane background is studied for a class of massless fields whose linear perturbations leave the ten-dimensional background metric unperturbed, as well as the minimally-coupled massive scalar. We find that…

We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…