@article{8758, abstract = {We consider various modeling levels for spatially homogeneous chemical reaction systems, namely the chemical master equation, the chemical Langevin dynamics, and the reaction-rate equation. Throughout we restrict our study to the case where the microscopic system satisfies the detailed-balance condition. The latter allows us to enrich the systems with a gradient structure, i.e. the evolution is given by a gradient-flow equation. We present the arising links between the associated gradient structures that are driven by the relative entropy of the detailed-balance steady state. The limit of large volumes is studied in the sense of evolutionary Γ-convergence of gradient flows. Moreover, we use the gradient structures to derive hybrid models for coupling different modeling levels.}, author = {Maas, Jan and Mielke, Alexander}, issn = {1572-9613}, journal = {Journal of Statistical Physics}, number = {6}, pages = {2257--2303}, publisher = {Springer Nature}, title = {{Modeling of chemical reaction systems with detailed balance using gradient structures}}, doi = {10.1007/s10955-020-02663-4}, volume = {181}, year = {2020}, } @article{8973, abstract = {We consider the symmetric simple exclusion process in Zd with quenched bounded dynamic random conductances and prove its hydrodynamic limit in path space. The main tool is the connection, due to the self-duality of the process, between the invariance principle for single particles starting from all points and the macroscopic behavior of the density field. While the hydrodynamic limit at fixed macroscopic times is obtained via a generalization to the time-inhomogeneous context of the strategy introduced in [41], in order to prove tightness for the sequence of empirical density fields we develop a new criterion based on the notion of uniform conditional stochastic continuity, following [50]. In conclusion, we show that uniform elliptic dynamic conductances provide an example of environments in which the so-called arbitrary starting point invariance principle may be derived from the invariance principle of a single particle starting from the origin. Therefore, our hydrodynamics result applies to the examples of quenched environments considered in, e.g., [1], [3], [6] in combination with the hypothesis of uniform ellipticity.}, author = {Redig, Frank and Saada, Ellen and Sau, Federico}, issn = {1083-6489}, journal = {Electronic Journal of Probability}, publisher = { Institute of Mathematical Statistics}, title = {{Symmetric simple exclusion process in dynamic environment: Hydrodynamics}}, doi = {10.1214/20-EJP536}, volume = {25}, year = {2020}, } @article{71, abstract = {We consider dynamical transport metrics for probability measures on discretisations of a bounded convex domain in ℝd. These metrics are natural discrete counterparts to the Kantorovich metric 𝕎2, defined using a Benamou-Brenier type formula. Under mild assumptions we prove an asymptotic upper bound for the discrete transport metric Wt in terms of 𝕎2, as the size of the mesh T tends to 0. However, we show that the corresponding lower bound may fail in general, even on certain one-dimensional and symmetric two-dimensional meshes. In addition, we show that the asymptotic lower bound holds under an isotropy assumption on the mesh, which turns out to be essentially necessary. This assumption is satisfied, e.g., for tilings by convex regular polygons, and it implies Gromov-Hausdorff convergence of the transport metric.}, author = {Gladbach, Peter and Kopfer, Eva and Maas, Jan}, issn = {1095-7154}, journal = {SIAM Journal on Mathematical Analysis}, number = {3}, pages = {2759--2802}, publisher = {Society for Industrial and Applied Mathematics}, title = {{Scaling limits of discrete optimal transport}}, doi = {10.1137/19M1243440}, volume = {52}, year = {2020}, } @article{7388, abstract = {We give a Wong-Zakai type characterisation of the solutions of quasilinear heat equations driven by space-time white noise in 1 + 1 dimensions. In order to show that the renormalisation counterterms are local in the solution, a careful arrangement of a few hundred terms is required. The main tool in this computation is a general ‘integration by parts’ formula that provides a number of linear identities for the renormalisation constants.}, author = {Gerencser, Mate}, issn = {0294-1449}, journal = {Annales de l'Institut Henri Poincaré C, Analyse non linéaire}, number = {3}, pages = {663--682}, publisher = {Elsevier}, title = {{Nondivergence form quasilinear heat equations driven by space-time white noise}}, doi = {10.1016/j.anihpc.2020.01.003}, volume = {37}, year = {2020}, } @inbook{74, abstract = {We study the Gromov waist in the sense of t-neighborhoods for measures in the Euclidean space, motivated by the famous theorem of Gromov about the waist of radially symmetric Gaussian measures. In particular, it turns our possible to extend Gromov’s original result to the case of not necessarily radially symmetric Gaussian measure. We also provide examples of measures having no t-neighborhood waist property, including a rather wide class of compactly supported radially symmetric measures and their maps into the Euclidean space of dimension at least 2. We use a simpler form of Gromov’s pancake argument to produce some estimates of t-neighborhoods of (weighted) volume-critical submanifolds in the spirit of the waist theorems, including neighborhoods of algebraic manifolds in the complex projective space. In the appendix of this paper we provide for reader’s convenience a more detailed explanation of the Caffarelli theorem that we use to handle not necessarily radially symmetric Gaussian measures.}, author = {Akopyan, Arseniy and Karasev, Roman}, booktitle = {Geometric Aspects of Functional Analysis}, editor = {Klartag, Bo'az and Milman, Emanuel}, isbn = {9783030360191}, issn = {1617-9692}, pages = {1--27}, publisher = {Springer Nature}, title = {{Gromov's waist of non-radial Gaussian measures and radial non-Gaussian measures}}, doi = {10.1007/978-3-030-36020-7_1}, volume = {2256}, year = {2020}, } @article{7509, abstract = {In this paper we study the joint convexity/concavity of the trace functions Ψp,q,s(A,B)=Tr(Bq2K∗ApKBq2)s, p,q,s∈R, where A and B are positive definite matrices and K is any fixed invertible matrix. We will give full range of (p,q,s)∈R3 for Ψp,q,s to be jointly convex/concave for all K. As a consequence, we confirm a conjecture of Carlen, Frank and Lieb. In particular, we confirm a weaker conjecture of Audenaert and Datta and obtain the full range of (α,z) for α-z Rényi relative entropies to be monotone under completely positive trace preserving maps. We also give simpler proofs of many known results, including the concavity of Ψp,0,1/p for 00 one can find a simple 1-dimensional constant coefficient linear equation whose solution at the boundary is not α-Hölder continuous.We obtain a positive counterpart of this: under some mild regularity assumptions on the coefficients, solutions of semilinear SPDEs on C1 domains are proved to be α-Hölder continuous up to the boundary with some α>0.}, author = {Gerencser, Mate}, issn = {0091-1798}, journal = {Annals of Probability}, number = {2}, pages = {804--834}, publisher = {Institute of Mathematical Statistics}, title = {{Boundary regularity of stochastic PDEs}}, doi = {10.1214/18-AOP1272}, volume = {47}, year = {2019}, } @article{319, abstract = {We study spaces of modelled distributions with singular behaviour near the boundary of a domain that, in the context of the theory of regularity structures, allow one to give robust solution theories for singular stochastic PDEs with boundary conditions. The calculus of modelled distributions established in Hairer (Invent Math 198(2):269–504, 2014. https://doi.org/10.1007/s00222-014-0505-4) is extended to this setting. We formulate and solve fixed point problems in these spaces with a class of kernels that is sufficiently large to cover in particular the Dirichlet and Neumann heat kernels. These results are then used to provide solution theories for the KPZ equation with Dirichlet and Neumann boundary conditions and for the 2D generalised parabolic Anderson model with Dirichlet boundary conditions. In the case of the KPZ equation with Neumann boundary conditions, we show that, depending on the class of mollifiers one considers, a “boundary renormalisation” takes place. In other words, there are situations in which a certain boundary condition is applied to an approximation to the KPZ equation, but the limiting process is the Hopf–Cole solution to the KPZ equation with a different boundary condition.}, author = {Gerencser, Mate and Hairer, Martin}, issn = {1432-2064}, journal = {Probability Theory and Related Fields}, number = {3-4}, pages = {697–758}, publisher = {Springer}, title = {{Singular SPDEs in domains with boundaries}}, doi = {10.1007/s00440-018-0841-1}, volume = {173}, year = {2019}, } @article{65, abstract = {We provide an entropy formulation for porous medium-type equations with a stochastic, non-linear, spatially inhomogeneous forcing. Well-posedness and L1-contraction is obtained in the class of entropy solutions. Our scope allows for porous medium operators Δ(|u|m−1u) for all m∈(1,∞), and Hölder continuous diffusion nonlinearity with exponent 1/2.}, author = {Dareiotis, Konstantinos and Gerencser, Mate and Gess, Benjamin}, journal = {Journal of Differential Equations}, number = {6}, pages = {3732--3763}, publisher = {Elsevier}, title = {{Entropy solutions for stochastic porous media equations}}, doi = {10.1016/j.jde.2018.09.012}, volume = {266}, year = {2019}, } @article{72, abstract = {We consider the totally asymmetric simple exclusion process (TASEP) with non-random initial condition having density ρ on ℤ− and λ on ℤ+, and a second class particle initially at the origin. For ρ<λ, there is a shock and the second class particle moves with speed 1−λ−ρ. For large time t, we show that the position of the second class particle fluctuates on a t1/3 scale and determine its limiting law. We also obtain the limiting distribution of the number of steps made by the second class particle until time t.}, author = {Ferrari, Patrick and Ghosal, Promit and Nejjar, Peter}, issn = {0246-0203}, journal = {Annales de l'institut Henri Poincare (B) Probability and Statistics}, number = {3}, pages = {1203--1225}, publisher = {Institute of Mathematical Statistics}, title = {{Limit law of a second class particle in TASEP with non-random initial condition}}, doi = {10.1214/18-AIHP916}, volume = {55}, year = {2019}, } @article{73, abstract = {We consider the space of probability measures on a discrete set X, endowed with a dynamical optimal transport metric. Given two probability measures supported in a subset Y⊆X, it is natural to ask whether they can be connected by a constant speed geodesic with support in Y at all times. Our main result answers this question affirmatively, under a suitable geometric condition on Y introduced in this paper. The proof relies on an extension result for subsolutions to discrete Hamilton-Jacobi equations, which is of independent interest.}, author = {Erbar, Matthias and Maas, Jan and Wirth, Melchior}, issn = {0944-2669}, journal = {Calculus of Variations and Partial Differential Equations}, number = {1}, publisher = {Springer}, title = {{On the geometry of geodesics in discrete optimal transport}}, doi = {10.1007/s00526-018-1456-1}, volume = {58}, year = {2019}, } @article{7550, abstract = {We consider an optimal control problem for an abstract nonlinear dissipative evolution equation. The differential constraint is penalized by augmenting the target functional by a nonnegative global-in-time functional which is null-minimized in the evolution equation is satisfied. Different variational settings are presented, leading to the convergence of the penalization method for gradient flows, noncyclic and semimonotone flows, doubly nonlinear evolutions, and GENERIC systems. }, author = {Portinale, Lorenzo and Stefanelli, Ulisse}, issn = {1343-4373}, journal = {Advances in Mathematical Sciences and Applications}, number = {2}, pages = {425--447}, publisher = {Gakko Tosho}, title = {{Penalization via global functionals of optimal-control problems for dissipative evolution}}, volume = {28}, year = {2019}, } @article{1215, abstract = {Two generalizations of Itô formula to infinite-dimensional spaces are given. The first one, in Hilbert spaces, extends the classical one by taking advantage of cancellations when they occur in examples and it is applied to the case of a group generator. The second one, based on the previous one and a limit procedure, is an Itô formula in a special class of Banach spaces having a product structure with the noise in a Hilbert component; again the key point is the extension due to a cancellation. This extension to Banach spaces and in particular the specific cancellation are motivated by path-dependent Itô calculus.}, author = {Flandoli, Franco and Russo, Francesco and Zanco, Giovanni A}, journal = {Journal of Theoretical Probability}, number = {2}, pages = {789--826}, publisher = {Springer}, title = {{Infinite-dimensional calculus under weak spatial regularity of the processes}}, doi = {10.1007/s10959-016-0724-2}, volume = {31}, year = {2018}, } @article{556, abstract = {We investigate the free boundary Schur process, a variant of the Schur process introduced by Okounkov and Reshetikhin, where we allow the first and the last partitions to be arbitrary (instead of empty in the original setting). The pfaffian Schur process, previously studied by several authors, is recovered when just one of the boundary partitions is left free. We compute the correlation functions of the process in all generality via the free fermion formalism, which we extend with the thorough treatment of “free boundary states.” For the case of one free boundary, our approach yields a new proof that the process is pfaffian. For the case of two free boundaries, we find that the process is not pfaffian, but a closely related process is. We also study three different applications of the Schur process with one free boundary: fluctuations of symmetrized last passage percolation models, limit shapes and processes for symmetric plane partitions and for plane overpartitions.}, author = {Betea, Dan and Bouttier, Jeremie and Nejjar, Peter and Vuletic, Mirjana}, issn = {1424-0637}, journal = {Annales Henri Poincare}, number = {12}, pages = {3663--3742}, publisher = {Springer Nature}, title = {{The free boundary Schur process and applications I}}, doi = {10.1007/s00023-018-0723-1}, volume = {19}, year = {2018}, } @article{6355, abstract = {We prove that any cyclic quadrilateral can be inscribed in any closed convex C1-curve. The smoothness condition is not required if the quadrilateral is a rectangle.}, author = {Akopyan, Arseniy and Avvakumov, Sergey}, issn = {2050-5094}, journal = {Forum of Mathematics, Sigma}, publisher = {Cambridge University Press}, title = {{Any cyclic quadrilateral can be inscribed in any closed convex smooth curve}}, doi = {10.1017/fms.2018.7}, volume = {6}, year = {2018}, } @article{70, abstract = {We consider the totally asymmetric simple exclusion process in a critical scaling parametrized by a≥0, which creates a shock in the particle density of order aT−1/3, T the observation time. When starting from step initial data, we provide bounds on the limiting law which in particular imply that in the double limit lima→∞limT→∞ one recovers the product limit law and the degeneration of the correlation length observed at shocks of order 1. This result is shown to apply to a general last-passage percolation model. We also obtain bounds on the two-point functions of several airy processes.}, author = {Nejjar, Peter}, issn = {1980-0436}, journal = {Latin American Journal of Probability and Mathematical Statistics}, number = {2}, pages = {1311--1334}, publisher = {Instituto Nacional de Matematica Pura e Aplicada}, title = {{Transition to shocks in TASEP and decoupling of last passage times}}, doi = {10.30757/ALEA.v15-49}, volume = {15}, year = {2018}, } @unpublished{75, abstract = {We prove that any convex body in the plane can be partitioned into m convex parts of equal areas and perimeters for any integer m≥2; this result was previously known for prime powers m=pk. We also give a higher-dimensional generalization.}, author = {Akopyan, Arseniy and Avvakumov, Sergey and Karasev, Roman}, publisher = {arXiv}, title = {{Convex fair partitions into arbitrary number of pieces}}, doi = {10.48550/arXiv.1804.03057}, year = {2018}, }