@article{6358,
abstract = {We study dynamical optimal transport metrics between density matricesassociated to symmetric Dirichlet forms on finite-dimensional C∗-algebras. Our settingcovers arbitrary skew-derivations and it provides a unified framework that simultaneously generalizes recently constructed transport metrics for Markov chains, Lindblad equations, and the Fermi Ornstein–Uhlenbeck semigroup. We develop a non-nommutative differential calculus that allows us to obtain non-commutative Ricci curvature bounds, logarithmic Sobolev inequalities, transport-entropy inequalities, andspectral gap estimates.},
author = {Carlen, Eric A. and Maas, Jan},
issn = {15729613},
journal = {Journal of Statistical Physics},
number = {2},
pages = {319--378},
publisher = {Springer Nature},
title = {{Non-commutative calculus, optimal transport and functional inequalities in dissipative quantum systems}},
doi = {10.1007/s10955-019-02434-w},
volume = {178},
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},
publisher = {Elsevier},
title = {{Nondivergence form quasilinear heat equations driven by space-time white noise}},
doi = {10.1016/j.anihpc.2020.01.003},
year = {2020},
}
@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 = {14322064},
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{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 = {09442669},
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{6028,
abstract = {We give a construction allowing us to build local renormalized solutions to general quasilinear stochastic PDEs within the theory of regularity structures, thus greatly generalizing the recent results of [1, 5, 11]. Loosely speaking, our construction covers quasilinear variants of all classes of equations for which the general construction of [3, 4, 7] applies, including in particular one‐dimensional systems with KPZ‐type nonlinearities driven by space‐time white noise. In a less singular and more specific case, we furthermore show that the counterterms introduced by the renormalization procedure are given by local functionals of the solution. The main feature of our construction is that it allows exploitation of a number of existing results developed for the semilinear case, so that the number of additional arguments it requires is relatively small.},
author = {Gerencser, Mate and Hairer, Martin},
journal = {Communications on Pure and Applied Mathematics},
number = {9},
pages = {1983--2005},
publisher = {Wiley},
title = {{A solution theory for quasilinear singular SPDEs}},
doi = {10.1002/cpa.21816},
volume = {72},
year = {2019},
}
@article{6232,
abstract = {The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly—and in a sense, arbitrarily—bad: as shown by Krylov[ SIAM J. Math. Anal.34(2003) 1167–1182], for any α>0 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 = {00911798},
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{301,
abstract = {A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that appear in the usual formulation are not even defined in the Itô sense.},
author = {Gerencser, Mate and Gyöngy, István},
journal = {Stochastic Processes and their Applications},
number = {3},
pages = {995--1012},
publisher = {Elsevier},
title = {{A Feynman–Kac formula for stochastic Dirichlet problems}},
doi = {10.1016/j.spa.2018.04.003},
volume = {129},
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 = {02460203},
journal = {Annales de l'institut Henri Poincare (B) Probability and Statistics},
number = {3},
pages = {1203--1225},
publisher = {IHP},
title = {{Limit law of a second class particle in TASEP with non-random initial condition}},
doi = {10.1214/18-AIHP916},
volume = {55},
year = {2019},
}
@unpublished{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 = {ArXiv},
pages = {15},
publisher = {ArXiv},
title = {{Gromov's waist of non-radial Gaussian measures and radial non-Gaussian measures}},
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 = {14240637},
journal = {Annales Henri Poincare},
number = {12},
pages = {3663--3742},
publisher = {Fakultät für Mathematik Universität Wien},
title = {{The free boundary Schur process and applications I}},
doi = {10.1007/s00023-018-0723-1},
volume = {19},
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 = {ALEA},
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},
booktitle = {ArXiv},
pages = {11},
publisher = {ArXiv},
title = {{Convex fair partitions into arbitrary number of pieces}},
year = {2018},
}
@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},
}
@unpublished{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},
pages = {44},
publisher = {ArXiv},
title = {{Scaling limits of discrete optimal transport}},
year = {2018},
}
@unpublished{6359,
abstract = {The strong rate of convergence of the Euler-Maruyama scheme for nondegenerate SDEs with irregular drift coefficients is considered. In the case of α-Hölder drift in recent literature the rate α/2 was proved in many related situations. By exploiting the regularising effect of the noise more efficiently, we show that the rate is in fact arbitrarily close to 1/2 for all α>0. The result extends to Dini continuous coefficients, while in d=1 also to a class of everywhere discontinuous coefficients. },
author = {Dareiotis, Konstantinos and Gerencser, Mate},
booktitle = {ArXiv},
pages = {12},
publisher = {ArXiv},
title = {{On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift}},
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},
}
@inproceedings{989,
abstract = {We present a generalized optimal transport model in which the mass-preserving constraint for the L2-Wasserstein distance is relaxed by introducing a source term in the continuity equation. The source term is also incorporated in the path energy by means of its squared L2-norm in time of a functional with linear growth in space. This extension of the original transport model enables local density modulations, which is a desirable feature in applications such as image warping and blending. A key advantage of the use of a functional with linear growth in space is that it allows for singular sources and sinks, which can be supported on points or lines. On a technical level, the L2-norm in time ensures a disintegration of the source in time, which we use to obtain the well-posedness of the model and the existence of geodesic paths. The numerical discretization is based on the proximal splitting approach [18] and selected numerical test cases show the potential of the proposed approach. Furthermore, the approach is applied to the warping and blending of textures.},
author = {Maas, Jan and Rumpf, Martin and Simon, Stefan},
editor = {Lauze, François and Dong, Yiqiu and Bjorholm Dahl, Anders},
issn = {03029743},
location = {Kolding, Denmark},
pages = {563 -- 577},
publisher = {Springer},
title = {{Transport based image morphing with intensity modulation}},
doi = {10.1007/978-3-319-58771-4_45},
volume = {10302},
year = {2017},
}
@article{447,
abstract = {We consider last passage percolation (LPP) models with exponentially distributed random variables, which are linked to the totally asymmetric simple exclusion process (TASEP). The competition interface for LPP was introduced and studied in Ferrari and Pimentel (2005a) for cases where the corresponding exclusion process had a rarefaction fan. Here we consider situations with a shock and determine the law of the fluctuations of the competition interface around its deter- ministic law of large number position. We also study the multipoint distribution of the LPP around the shock, extending our one-point result of Ferrari and Nejjar (2015).},
author = {Ferrari, Patrik and Nejjar, Peter},
journal = {Revista Latino-Americana de Probabilidade e Estatística},
pages = {299 -- 325},
publisher = {ALEA Network},
title = {{Fluctuations of the competition interface in presence of shocks}},
volume = {9},
year = {2017},
}
@inbook{649,
abstract = {We give a short overview on a recently developed notion of Ricci curvature for discrete spaces. This notion relies on geodesic convexity properties of the relative entropy along geodesics in the space of probability densities, for a metric which is similar to (but different from) the 2-Wasserstein metric. The theory can be considered as a discrete counterpart to the theory of Ricci curvature for geodesic measure spaces developed by Lott–Sturm–Villani.},
author = {Maas, Jan},
booktitle = {Modern Approaches to Discrete Curvature},
editor = {Najman, Laurent and Romon, Pascal},
issn = {978-3-319-58002-9},
pages = {159 -- 174},
publisher = {Springer},
title = {{Entropic Ricci curvature for discrete spaces}},
doi = {10.1007/978-3-319-58002-9_5},
volume = {2184},
year = {2017},
}