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We study the weak limits of solutions to SDEs \[dX_n(t)=a_n\bigl(X_n(t)\bigr)\,dt+dW(t),\] where the sequence $\{a_n\}$ converges in some sense to $(c_- 1\mkern-4.5mu\mathrm{l}_{x<0}+c_+ 1\mkern-4.5mu\mathrm{l}_{x>0})/x+\gamma\delta_0$.…

概率论 · 数学 2016-11-23 Andrey Pilipenko , Yuriy Prykhodko

The focus of this work is on local stability of a class of nonlinear ordinary differential equations (ODE) that describe limits of empirical measures associated with finite-state weakly interacting N-particle systems. Local Lyapunov…

概率论 · 数学 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

By adopting the coupling by reflection and choosing an auxiliary function which is convex near infinity, we establish the exponential convergence of diffusion semigroups $(P_t)_{t\ge0}$ with respect to the standard $L^p$-Wasserstein…

概率论 · 数学 2016-02-19 Dejun Luo , Jian Wang

Consider the McKean-Vlasov SDE $$ dX_t=\langle b(X_t-\cdot),\mu_t\rangle dt+dW_t,\quad \mu_t=\operatorname{Law}(X_t), $$ where $W$ is the $n$-dimensional Brownian motion and $b:\mathbb{R}^d\to\mathbb{R}^d$ is a measurable function. First…

概率论 · 数学 2022-08-29 Yi Han

The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality…

信息论 · 计算机科学 2018-12-05 Michael Fauss , Abdelhak M. Zoubir

We study the local regularity of sliding almost minimal sets of dimension 2 in $R^n$ , bounded by a smooth curve $L$. These are a good way to model soap films bounded by a curve, and their definition is similar to Almgren's. We aim for a…

经典分析与常微分方程 · 数学 2019-01-30 Guy David

We establish a regularity result for optimal sets of the isoperimetric problem with double density under mild ($\alpha$-)H\"older regularity assumptions on the density functions. Our main Theorem improves some previous results and allows to…

偏微分方程分析 · 数学 2023-08-15 Lisa Beck , Eleonora Cinti , Christian Seis

The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric…

数学物理 · 物理学 2024-03-05 Alain Mazzolo

The aim of this paper is to state and prove existence and uniqueness results for a general elliptic problem with homogeneous Neumann boundary conditions, often associated with image processing tasks like denoising. The novelty is that we…

偏微分方程分析 · 数学 2025-03-11 Bogdan Maxim

A classical pseudodifferential operator $P$ on $R^n$ satisfies the $\mu$-transmission condition relative to a smooth open subset $\Omega $, when the symbol terms have a certain twisted parity on the normal to $\partial\Omega $. As shown…

偏微分方程分析 · 数学 2016-01-20 Gerd Grubb

The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…

概率论 · 数学 2012-10-15 Sergio Albeverio , Seiichiro Kusuoka

Following Katz-Sarnak, Iwaniec-Luo-Sarnak, and Rubinstein, we use the 1- and 2-level densities to study the distribution of low lying zeros for one-parameter rational families of elliptic curves over Q(t). Modulo standard conjectures, for…

数论 · 数学 2010-11-16 Steven J. Miller

Let $p \in \{3, 5\}$ and consider a cyclic $p$-extension $L/\mathbb{Q}$. We show that there exists an effective positive density of elliptic curves $ E $ defined over $ \mathbb{Q} $, ordered by height, that are diophantine stable in $ L $.

数论 · 数学 2025-12-12 Anwesh Ray , Pratiksha Shingavekar

In this paper, we develop local expansions for the ratio of the centered matrix-variate $T$ density to the centered matrix-variate normal density with the same covariances. The approximations are used to derive upper bounds on several…

统计理论 · 数学 2022-11-18 Frédéric Ouimet

We consider a system of particles undergoing correlated diffusion with elastic boundary conditions on the half-line. By taking the large particle limit we establish existence and uniqueness for the limiting empirical measure valued process…

概率论 · 数学 2022-10-19 Ben Hambly , Julian Meier , Andreas Sojmark

We consider a two-parameter averaging-homogenization type elliptic problem together with the stochastic representation of the solution. A limit theorem is derived for the corresponding diffusion process and a precise description of the…

概率论 · 数学 2014-07-04 Martin Hairer , Leonid Koralov , Zsolt Pajor-Gyulai

Suppose that $A \subset \mathbb{R}$ has positive upper density, \[ \limsup_{|I| \to \infty} \frac{|A \cap I|}{|I|} = \delta > 0,\] and $P(t) \in \mathbb{R}[t]$ is a polynomial with no constant or linear term, or more generally a non-flat…

经典分析与常微分方程 · 数学 2019-01-08 Ben Krause

Given an arbitrary quantum state ($\sigma$), we obtain an explicit construction of a state $\rho^*_\varepsilon(\sigma)$ (resp. $\rho_{*,\varepsilon}(\sigma)$) which has the maximum (resp. minimum) entropy among all states which lie in a…

量子物理 · 物理学 2018-11-02 Eric P. Hanson , Nilanjana Datta

We obtain a lower bound for the normalised height of a non-torsion subvariety $V$ of a C.M. abelian variety. This lower bound is optimal in terms of the geometric degree of $V$, up to a power of a ``log''. We thus extend the results of F.…

数论 · 数学 2007-05-23 Nicolas Ratazzi

In this paper we show that the continuous version of the self normalised process $Y_{n,p}(t)= S_n(t)/V_{n,p}+(nt-[nt])X_{[nt]+1}/V_{n,p}$ where $S_n(t)=\sum_{i=1}^{[nt]} X_i$ and $V_{(n,p)}= \sum_{i=1}^{n}|X_i|^p)^{\frac{1}{p}}$ and $X_i$…

概率论 · 数学 2010-08-03 G K Basak , Arunangshu Biswas