Communications on Pure and Applied Mathematics最新文献

筛选
英文 中文
Integrability of SLE via conformal welding of random surfaces 随机表面保形焊接SLE的可积性
IF 3 1区 数学
Communications on Pure and Applied Mathematics Pub Date : 2023-10-19 DOI: 10.1002/cpa.22180
Morris Ang, Nina Holden, Xin Sun
{"title":"Integrability of SLE via conformal welding of random surfaces","authors":"Morris Ang,&nbsp;Nina Holden,&nbsp;Xin Sun","doi":"10.1002/cpa.22180","DOIUrl":"10.1002/cpa.22180","url":null,"abstract":"<p>We demonstrate how to obtain integrability results for the Schramm-Loewner evolution (SLE) from Liouville conformal field theory (LCFT) and the mating-of-trees framework for Liouville quantum gravity (LQG). In particular, we prove an exact formula for the law of a conformal derivative of a classical variant of SLE called <math>\u0000 <semantics>\u0000 <mrow>\u0000 <msub>\u0000 <mo>SLE</mo>\u0000 <mi>κ</mi>\u0000 </msub>\u0000 <mrow>\u0000 <mo>(</mo>\u0000 <msub>\u0000 <mi>ρ</mi>\u0000 <mo>−</mo>\u0000 </msub>\u0000 <mo>;</mo>\u0000 <msub>\u0000 <mi>ρ</mi>\u0000 <mo>+</mo>\u0000 </msub>\u0000 <mo>)</mo>\u0000 </mrow>\u0000 </mrow>\u0000 <annotation>$operatorname{SLE}_kappa (rho _-;rho _+)$</annotation>\u0000 </semantics></math>. Our proof is built on two connections between SLE, LCFT, and mating-of-trees. Firstly, LCFT and mating-of-trees provide equivalent but complementary methods to describe natural random surfaces in LQG. Using a novel tool that we call the <i>uniform embedding</i> of an LQG surface, we extend earlier equivalence results by allowing fewer marked points and more generic singularities. Secondly, the conformal welding of these random surfaces produces SLE curves as their interfaces. In particular, we rely on the conformal welding results proved in our companion paper Ang, Holden and Sun (2023). Our paper is an essential part of a program proving integrability results for SLE, LCFT, and mating-of-trees based on these two connections.</p>","PeriodicalId":10601,"journal":{"name":"Communications on Pure and Applied Mathematics","volume":"77 5","pages":"2651-2707"},"PeriodicalIF":3.0,"publicationDate":"2023-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71493320","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the incompressible limit for a tumour growth model incorporating convective effects 考虑对流效应的肿瘤生长模型的不可压缩极限
IF 3 1区 数学
Communications on Pure and Applied Mathematics Pub Date : 2023-10-16 DOI: 10.1002/cpa.22178
Noemi David, Markus Schmidtchen
{"title":"On the incompressible limit for a tumour growth model incorporating convective effects","authors":"Noemi David,&nbsp;Markus Schmidtchen","doi":"10.1002/cpa.22178","DOIUrl":"10.1002/cpa.22178","url":null,"abstract":"<p>In this work we study a tissue growth model with applications to tumour growth. The model is based on that of Perthame, Quirós, and Vázquez proposed in 2014 but incorporates the advective effects caused, for instance, by the presence of nutrients, oxygen, or, possibly, as a result of self-propulsion. The main result of this work is the incompressible limit of this model which builds a bridge between the density-based model and a geometry free-boundary problem by passing to a singular limit in the pressure law. The limiting objects are then proven to be unique.</p>","PeriodicalId":10601,"journal":{"name":"Communications on Pure and Applied Mathematics","volume":"77 5","pages":"2613-2650"},"PeriodicalIF":3.0,"publicationDate":"2023-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/cpa.22178","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71493319","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Log-Sobolev inequality for the φ 2 4 $varphi ^4_2$ and φ 3 4 $varphi ^4_3$ measures φ24$varphi^4_2$和φ34$varphi^4_3$测度的Log-Sobolev不等式
IF 3 1区 数学
Communications on Pure and Applied Mathematics Pub Date : 2023-10-16 DOI: 10.1002/cpa.22173
Roland Bauerschmidt, Benoit Dagallier
{"title":"Log-Sobolev inequality for the \u0000 \u0000 \u0000 φ\u0000 2\u0000 4\u0000 \u0000 $varphi ^4_2$\u0000 and \u0000 \u0000 \u0000 φ\u0000 3\u0000 4\u0000 \u0000 $varphi ^4_3$\u0000 measures","authors":"Roland Bauerschmidt,&nbsp;Benoit Dagallier","doi":"10.1002/cpa.22173","DOIUrl":"10.1002/cpa.22173","url":null,"abstract":"<p>The continuum <math>\u0000 <semantics>\u0000 <msubsup>\u0000 <mi>φ</mi>\u0000 <mn>2</mn>\u0000 <mn>4</mn>\u0000 </msubsup>\u0000 <annotation>$varphi ^4_2$</annotation>\u0000 </semantics></math> and <math>\u0000 <semantics>\u0000 <msubsup>\u0000 <mi>φ</mi>\u0000 <mn>3</mn>\u0000 <mn>4</mn>\u0000 </msubsup>\u0000 <annotation>$varphi ^4_3$</annotation>\u0000 </semantics></math> measures are shown to satisfy a log-Sobolev inequality uniformly in the lattice regularisation under the optimal assumption that their susceptibility is bounded. In particular, this applies to all coupling constants in any finite volume, and uniformly in the volume in the entire high temperature phases of the <math>\u0000 <semantics>\u0000 <msubsup>\u0000 <mi>φ</mi>\u0000 <mn>2</mn>\u0000 <mn>4</mn>\u0000 </msubsup>\u0000 <annotation>$varphi ^4_2$</annotation>\u0000 </semantics></math> and <math>\u0000 <semantics>\u0000 <msubsup>\u0000 <mi>φ</mi>\u0000 <mn>3</mn>\u0000 <mn>4</mn>\u0000 </msubsup>\u0000 <annotation>$varphi ^4_3$</annotation>\u0000 </semantics></math> models.</p><p>The proof uses a general criterion for the log-Sobolev inequality in terms of the Polchinski (renormalisation group) equation, a recently proved remarkable correlation inequality for Ising models with general external fields, the Perron–Frobenius theorem, and bounds on the susceptibilities of the <math>\u0000 <semantics>\u0000 <msubsup>\u0000 <mi>φ</mi>\u0000 <mn>2</mn>\u0000 <mn>4</mn>\u0000 </msubsup>\u0000 <annotation>$varphi ^4_2$</annotation>\u0000 </semantics></math> and <math>\u0000 <semantics>\u0000 <msubsup>\u0000 <mi>φ</mi>\u0000 <mn>3</mn>\u0000 <mn>4</mn>\u0000 </msubsup>\u0000 <annotation>$varphi ^4_3$</annotation>\u0000 </semantics></math> measures obtained using skeleton inequalities.</p>","PeriodicalId":10601,"journal":{"name":"Communications on Pure and Applied Mathematics","volume":"77 5","pages":"2579-2612"},"PeriodicalIF":3.0,"publicationDate":"2023-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/cpa.22173","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71493393","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Log-Sobolev inequality for near critical Ising models 近临界Ising模型的Log-Sobolev不等式
IF 3 1区 数学
Communications on Pure and Applied Mathematics Pub Date : 2023-10-16 DOI: 10.1002/cpa.22172
Roland Bauerschmidt, Benoit Dagallier
{"title":"Log-Sobolev inequality for near critical Ising models","authors":"Roland Bauerschmidt,&nbsp;Benoit Dagallier","doi":"10.1002/cpa.22172","DOIUrl":"10.1002/cpa.22172","url":null,"abstract":"<p>For general ferromagnetic Ising models whose coupling matrix has bounded spectral radius, we show that the log-Sobolev constant satisfies a simple bound expressed only in terms of the susceptibility of the model. This bound implies very generally that the log-Sobolev constant is uniform in the system size up to the critical point (including on lattices), without using any mixing conditions. Moreover, if the susceptibility satisfies the mean-field bound as the critical point is approached, our bound implies that the log-Sobolev constant depends polynomially on the distance to the critical point and on the volume. In particular, this applies to the Ising model on subsets of <math>\u0000 <semantics>\u0000 <msup>\u0000 <mi>Z</mi>\u0000 <mi>d</mi>\u0000 </msup>\u0000 <annotation>$mathbb {Z}^d$</annotation>\u0000 </semantics></math> when <math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>d</mi>\u0000 <mo>&gt;</mo>\u0000 <mn>4</mn>\u0000 </mrow>\u0000 <annotation>$d&amp;gt;4$</annotation>\u0000 </semantics></math>.</p><p>The proof uses a general criterion for the log-Sobolev inequality in terms of the Polchinski (renormalisation group) equation, a recently proved remarkable correlation inequality for Ising models with general external fields, the Perron–Frobenius theorem, and the log-Sobolev inequality for product Bernoulli measures.</p>","PeriodicalId":10601,"journal":{"name":"Communications on Pure and Applied Mathematics","volume":"77 4","pages":"2568-2576"},"PeriodicalIF":3.0,"publicationDate":"2023-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/cpa.22172","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71493394","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Soft Riemann-Hilbert problems and planar orthogonal polynomials 软Riemann-Hilbert问题与平面正交多项式
IF 3 1区 数学
Communications on Pure and Applied Mathematics Pub Date : 2023-10-08 DOI: 10.1002/cpa.22170
Haakan Hedenmalm
{"title":"Soft Riemann-Hilbert problems and planar orthogonal polynomials","authors":"Haakan Hedenmalm","doi":"10.1002/cpa.22170","DOIUrl":"10.1002/cpa.22170","url":null,"abstract":"&lt;p&gt;Riemann-Hilbert problems are jump problems for holomorphic functions along given interfaces. They arise in various contexts, for example, in the asymptotic study of certain nonlinear partial differential equations and in the asymptotic analysis of orthogonal polynomials. Matrix-valued Riemann-Hilbert problems were considered by Deift et al. in the 1990s with a noncommutative adaptation of the steepest descent method. For orthogonal polynomials on the line or on the circle with respect to exponentially varying weights, this led to a strong asymptotic expansion in the given parameters. For orthogonal polynomials with respect to exponentially varying weights in the plane, the corresponding asymptotics was obtained by Hedenmalm and Wennman (2017), based on the technically involved construction of an invariant foliation for the orthogonality. Planar orthogonal polynomials are characterized in terms of a certain matrix &lt;math&gt;\u0000 &lt;semantics&gt;\u0000 &lt;mover&gt;\u0000 &lt;mi&gt;∂&lt;/mi&gt;\u0000 &lt;mo&gt;¯&lt;/mo&gt;\u0000 &lt;/mover&gt;\u0000 &lt;annotation&gt;$bar{partial }$&lt;/annotation&gt;\u0000 &lt;/semantics&gt;&lt;/math&gt;-problem (Its, Takhtajan), which we refer to as a &lt;i&gt;soft Riemann-Hilbert problem&lt;/i&gt;. Here, we use this perspective to offer a simplified approach based not on foliations but instead on the ad hoc insertion of an algebraic ansatz for the Cauchy potential in the soft Riemann-Hilbert problem. This allows the problem to decompose into a hierarchy of scalar Riemann-Hilbert problems along the interface (the free boundary for a related obstacle problem). Inspired by microlocal analysis, the method allows for control of the solution in such a way that for real-analytic weights, the asymptotics holds in the &lt;i&gt;L&lt;/i&gt;&lt;sup&gt;2&lt;/sup&gt; sense with error &lt;math&gt;\u0000 &lt;semantics&gt;\u0000 &lt;mrow&gt;\u0000 &lt;mi&gt;O&lt;/mi&gt;\u0000 &lt;mo&gt;(&lt;/mo&gt;\u0000 &lt;msup&gt;\u0000 &lt;mi&gt;e&lt;/mi&gt;\u0000 &lt;mrow&gt;\u0000 &lt;mo&gt;−&lt;/mo&gt;\u0000 &lt;mi&gt;δ&lt;/mi&gt;\u0000 &lt;msqrt&gt;\u0000 &lt;mi&gt;m&lt;/mi&gt;\u0000 &lt;/msqrt&gt;\u0000 &lt;/mrow&gt;\u0000 &lt;/msup&gt;\u0000 &lt;mo&gt;)&lt;/mo&gt;\u0000 &lt;/mrow&gt;\u0000 &lt;annotation&gt;$mathrm{O}(mathrm{e}^{-delta sqrt {m}})$&lt;/annotation&gt;\u0000 &lt;/semantics&gt;&lt;/math&gt; in a fixed neighborhood of the closed exterior of the interface, for some constant &lt;math&gt;\u0000 &lt;semantics&gt;\u0000 &lt;mrow&gt;\u0000 &lt;mi&gt;δ&lt;/mi&gt;\u0000 &lt;mo&gt;&gt;&lt;/mo&gt;\u0000 &lt;mn&gt;0&lt;/mn&gt;\u0000 &lt;/mrow&gt;\u0000 &lt;annotation&gt;$delta &amp;gt;0$&lt;/annotation&gt;\u0000 &lt;/semantics&gt;&lt;/math&gt;, where &lt;math&gt;\u0000 &lt;semantics&gt;\u0000 &lt;mrow&gt;\u0000 &lt;mi&gt;m&lt;/mi&gt;\u0000 &lt;mo&gt;→&lt;/mo&gt;\u0000 &lt;mo&gt;+&lt;/mo&gt;\u0000 ","PeriodicalId":10601,"journal":{"name":"Communications on Pure and Applied Mathematics","volume":"77 4","pages":"2413-2451"},"PeriodicalIF":3.0,"publicationDate":"2023-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/cpa.22170","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71493391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Magnetic helicity, weak solutions and relaxation of ideal MHD 理想磁流体力学的磁螺旋度、弱解和弛豫
IF 3 1区 数学
Communications on Pure and Applied Mathematics Pub Date : 2023-10-08 DOI: 10.1002/cpa.22168
Daniel Faraco, Sauli Lindberg, László Székelyhidi Jr.
{"title":"Magnetic helicity, weak solutions and relaxation of ideal MHD","authors":"Daniel Faraco,&nbsp;Sauli Lindberg,&nbsp;László Székelyhidi Jr.","doi":"10.1002/cpa.22168","DOIUrl":"10.1002/cpa.22168","url":null,"abstract":"<p>We revisit the issue of conservation of magnetic helicity and the Woltjer-Taylor relaxation theory in magnetohydrodynamics (MHD) in the context of weak solutions. We introduce a relaxed system for the ideal MHD system, which decouples the effects of hydrodynamic turbulence such as the appearance of a Reynolds stress term from the magnetic helicity conservation in a manner consistent with observations in plasma turbulence. As by-products we answer two open questions in the field: We show the sharpness of the <i>L</i><sup>3</sup> integrability condition for magnetic helicity conservation and provide turbulent bounded solutions for ideal MHD dissipating energy and cross helicity but with (arbitrary) constant magnetic helicity.</p>","PeriodicalId":10601,"journal":{"name":"Communications on Pure and Applied Mathematics","volume":"77 4","pages":"2387-2412"},"PeriodicalIF":3.0,"publicationDate":"2023-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/cpa.22168","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71493392","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Local laws and a mesoscopic CLT for β-ensembles β系综的局域定律和介观CLT
IF 3 1区 数学
Communications on Pure and Applied Mathematics Pub Date : 2023-10-08 DOI: 10.1002/cpa.22175
Luke Peilen
{"title":"Local laws and a mesoscopic CLT for β-ensembles","authors":"Luke Peilen","doi":"10.1002/cpa.22175","DOIUrl":"10.1002/cpa.22175","url":null,"abstract":"<p>We study the statistical mechanics of the log-gas, or β-ensemble, for general potential and inverse temperature. By means of a bootstrap procedure, we prove local laws on the next order energy that are valid down to microscopic length scales. To our knowledge, this is the first time that this kind of a local quantity has been controlled for the log-gas. Simultaneously, we exhibit a control on fluctuations of linear statistics that is valid at all mesoscales using Johansson's method and a transport approach. Using these local laws, we are able to exhibit for the first time a CLT at arbitrary mesoscales, improving upon previous results that were true only for power mesoscales.</p>","PeriodicalId":10601,"journal":{"name":"Communications on Pure and Applied Mathematics","volume":"77 4","pages":"2452-2567"},"PeriodicalIF":3.0,"publicationDate":"2023-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71493389","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Hölder regularity of the Boltzmann equation past an obstacle Boltzmann方程越过障碍物的Hölder正则性
IF 3 1区 数学
Communications on Pure and Applied Mathematics Pub Date : 2023-10-06 DOI: 10.1002/cpa.22167
Chanwoo Kim, Donghyun Lee
{"title":"Hölder regularity of the Boltzmann equation past an obstacle","authors":"Chanwoo Kim,&nbsp;Donghyun Lee","doi":"10.1002/cpa.22167","DOIUrl":"10.1002/cpa.22167","url":null,"abstract":"<p>Regularity and singularity of the solutions according to the shape of domains is a challenging research theme in the Boltzmann theory. In this paper, we prove an Hölder regularity in <math>\u0000 <semantics>\u0000 <msubsup>\u0000 <mi>C</mi>\u0000 <mrow>\u0000 <mi>x</mi>\u0000 <mo>,</mo>\u0000 <mi>v</mi>\u0000 </mrow>\u0000 <mrow>\u0000 <mn>0</mn>\u0000 <mo>,</mo>\u0000 <mfrac>\u0000 <mn>1</mn>\u0000 <mn>2</mn>\u0000 </mfrac>\u0000 <mo>−</mo>\u0000 </mrow>\u0000 </msubsup>\u0000 <annotation>$C^{0,frac{1}{2}-}_{x,v}$</annotation>\u0000 </semantics></math> for the Boltzmann equation of the hard-sphere molecule, which undergoes the elastic reflection in the intermolecular collision and the contact with the boundary of a convex obstacle. In particular, this Hölder regularity result is a stark contrast to the case of other physical boundary conditions (such as the diffuse reflection boundary condition and in-flow boundary condition), for which the solutions of the Boltzmann equation develop discontinuity in a codimension 1 subset (Kim [Comm. Math. Phys. 308 (2011)]), and therefore the best possible regularity is BV, which has been proved by Guo et al. [Arch. Rational Mech. Anal. 220 (2016)].</p>","PeriodicalId":10601,"journal":{"name":"Communications on Pure and Applied Mathematics","volume":"77 4","pages":"2331-2386"},"PeriodicalIF":3.0,"publicationDate":"2023-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71493388","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stationary measure for the open KPZ equation 开KPZ方程的平稳测度
IF 3 1区 数学
Communications on Pure and Applied Mathematics Pub Date : 2023-10-05 DOI: 10.1002/cpa.22174
Ivan Corwin, Alisa Knizel
{"title":"Stationary measure for the open KPZ equation","authors":"Ivan Corwin,&nbsp;Alisa Knizel","doi":"10.1002/cpa.22174","DOIUrl":"10.1002/cpa.22174","url":null,"abstract":"<p>We provide the first construction of stationary measures for the open KPZ equation on the spatial interval [0,1] with general inhomogeneous Neumann boundary conditions at 0 and 1 depending on real parameters <i>u</i> and <i>v</i>, respectively. When <math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>u</mi>\u0000 <mo>+</mo>\u0000 <mi>v</mi>\u0000 <mo>≥</mo>\u0000 <mn>0</mn>\u0000 </mrow>\u0000 <annotation>$u+vge 0$</annotation>\u0000 </semantics></math>, we uniquely characterize the constructed stationary measures through their multipoint Laplace transform, which we prove is given in terms of a stochastic process that we call the continuous dual Hahn process. Our work relies on asymptotic analysis of Bryc and Wesołowski's Askey–Wilson process formulas for the open ASEP stationary measure (which in turn arise from Uchiyama, Sasamoto and Wadati's Askey-Wilson Jacobi matrix representation of Derrida et al.'s matrix product ansatz) in conjunction with Corwin and Shen's proof that open ASEP converges to open KPZ under weakly asymmetric scaling.</p>","PeriodicalId":10601,"journal":{"name":"Communications on Pure and Applied Mathematics","volume":"77 4","pages":"2183-2267"},"PeriodicalIF":3.0,"publicationDate":"2023-10-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71493384","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise 小噪声随机系统期望、概率和平均首次通过时间的尖锐渐近估计
IF 3 1区 数学
Communications on Pure and Applied Mathematics Pub Date : 2023-10-05 DOI: 10.1002/cpa.22177
Tobias Grafke, Tobias Schäfer, Eric Vanden-Eijnden
{"title":"Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise","authors":"Tobias Grafke,&nbsp;Tobias Schäfer,&nbsp;Eric Vanden-Eijnden","doi":"10.1002/cpa.22177","DOIUrl":"10.1002/cpa.22177","url":null,"abstract":"<p>Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem. The approach gives exponential estimates that often need to be refined via calculation of a prefactor. Here it is shown how to perform these computations in practice. Specifically, sharp asymptotic estimates are derived for expectations, probabilities, and mean first passage times in a form that is geared towards numerical purposes: they require solving well-posed matrix Riccati equations involving the minimizer of the Freidlin-Wentzell action as input, either forward or backward in time with appropriate initial or final conditions tailored to the estimate at hand. The usefulness of our approach is illustrated on several examples. In particular, invariant measure probabilities and mean first passage times are calculated in models involving stochastic partial differential equations of reaction-advection-diffusion type.</p>","PeriodicalId":10601,"journal":{"name":"Communications on Pure and Applied Mathematics","volume":"77 4","pages":"2268-2330"},"PeriodicalIF":3.0,"publicationDate":"2023-10-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71493385","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信