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. AU - Gerencser, Mate ID - 6232 IS - 2 JF - Annals of Probability SN - 00911798 TI - Boundary regularity of stochastic PDEs VL - 47 ER - TY - JOUR AB - 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. AU - Gerencser, Mate AU - Gyöngy, István ID - 301 IS - 3 JF - Stochastic Processes and their Applications TI - A Feynman–Kac formula for stochastic Dirichlet problems VL - 129 ER - TY - JOUR AB - 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. AU - Dareiotis, Konstantinos AU - Gerencser, Mate AU - Gess, Benjamin ID - 65 IS - 6 JF - Journal of Differential Equations TI - Entropy solutions for stochastic porous media equations VL - 266 ER - TY - JOUR AB - 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. AU - Gerencser, Mate AU - Hairer, Martin ID - 319 IS - 3-4 JF - Probability Theory and Related Fields SN - 01788051 TI - Singular SPDEs in domains with boundaries VL - 173 ER - TY - GEN AB - 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. AU - Akopyan, Arseniy AU - Avvakumov, Sergey AU - Karasev, Roman ID - 75 TI - Convex fair partitions into arbitrary number of pieces ER - TY - JOUR AB - 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. AU - Betea, Dan AU - Bouttier, Jeremie AU - Nejjar, Peter AU - Vuletic, Mirjana ID - 556 IS - 12 JF - Annales Henri Poincare SN - 14240637 TI - The free boundary Schur process and applications I VL - 19 ER - TY - JOUR AB - 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. AU - Akopyan, Arseniy AU - Avvakumov, Sergey ID - 6355 JF - Forum of Mathematics, Sigma SN - 2050-5094 TI - Any cyclic quadrilateral can be inscribed in any closed convex smooth curve VL - 6 ER - TY - JOUR AB - 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. AU - Nejjar, Peter ID - 70 IS - 2 JF - Latin American Journal of Probability and Mathematical Statistics SN - 1980-0436 TI - Transition to shocks in TASEP and decoupling of last passage times VL - 15 ER - TY - JOUR AB - 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. AU - Flandoli, Franco AU - Russo, Francesco AU - Zanco, Giovanni A ID - 1215 IS - 2 JF - Journal of Theoretical Probability TI - Infinite-dimensional calculus under weak spatial regularity of the processes VL - 31 ER - TY - JOUR AB - 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). AU - Ferrari, Patrik AU - Nejjar, Peter ID - 447 JF - Revista Latino-Americana de Probabilidade e Estatística TI - Fluctuations of the competition interface in presence of shocks VL - 9 ER - TY - JOUR AB - In a recent article (Jentzen et al. 2016 Commun. Math. Sci. 14, 1477–1500 (doi:10.4310/CMS.2016.v14. n6.a1)), it has been established that, for every arbitrarily slow convergence speed and every natural number d ? {4, 5, . . .}, there exist d-dimensional stochastic differential equations with infinitely often differentiable and globally bounded coefficients such that no approximation method based on finitely many observations of the driving Brownian motion can converge in absolute mean to the solution faster than the given speed of convergence. In this paper, we strengthen the above result by proving that this slow convergence phenomenon also arises in two (d = 2) and three (d = 3) space dimensions. AU - Gerencser, Mate AU - Jentzen, Arnulf AU - Salimova, Diyora ID - 560 IS - 2207 JF - Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences SN - 13645021 TI - On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions VL - 473 ER - TY - JOUR AB - Cauchy problems with SPDEs on the whole space are localized to Cauchy problems on a ball of radius R. This localization reduces various kinds of spatial approximation schemes to finite dimensional problems. The error is shown to be exponentially small. As an application, a numerical scheme is presented which combines the localization and the space and time discretization, and thus is fully implementable. AU - Gerencser, Mate AU - Gyöngy, István ID - 642 IS - 307 JF - Mathematics of Computation SN - 00255718 TI - Localization errors in solving stochastic partial differential equations in the whole space VL - 86 ER - TY - CHAP AB - 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. AU - Maas, Jan ED - Najman, Laurent ED - Romon, Pascal ID - 649 T2 - Modern Approaches to Discrete Curvature TI - Entropic Ricci curvature for discrete spaces VL - 2184 ER - TY - JOUR AB - We study a class of ergodic quantum Markov semigroups on finite-dimensional unital C⁎-algebras. These semigroups have a unique stationary state σ, and we are concerned with those that satisfy a quantum detailed balance condition with respect to σ. We show that the evolution on the set of states that is given by such a quantum Markov semigroup is gradient flow for the relative entropy with respect to σ in a particular Riemannian metric on the set of states. This metric is a non-commutative analog of the 2-Wasserstein metric, and in several interesting cases we are able to show, in analogy with work of Otto on gradient flows with respect to the classical 2-Wasserstein metric, that the relative entropy is strictly and uniformly convex with respect to the Riemannian metric introduced here. As a consequence, we obtain a number of new inequalities for the decay of relative entropy for ergodic quantum Markov semigroups with detailed balance. AU - Carlen, Eric AU - Maas, Jan ID - 956 IS - 5 JF - Journal of Functional Analysis SN - 00221236 TI - Gradient flow and entropy inequalities for quantum Markov semigroups with detailed balance VL - 273 ER - TY - CONF AB - 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. AU - Maas, Jan AU - Rumpf, Martin AU - Simon, Stefan ED - Lauze, François ED - Dong, Yiqiu ED - Bjorholm Dahl, Anders ID - 989 SN - 03029743 TI - Transport based image morphing with intensity modulation VL - 10302 ER - TY - JOUR AB - We consider a non-standard finite-volume discretization of a strongly non-linear fourth order diffusion equation on the d-dimensional cube, for arbitrary . The scheme preserves two important structural properties of the equation: the first is the interpretation as a gradient flow in a mass transportation metric, and the second is an intimate relation to a linear Fokker-Planck equation. Thanks to these structural properties, the scheme possesses two discrete Lyapunov functionals. These functionals approximate the entropy and the Fisher information, respectively, and their dissipation rates converge to the optimal ones in the discrete-to-continuous limit. Using the dissipation, we derive estimates on the long-time asymptotics of the discrete solutions. Finally, we present results from numerical experiments which indicate that our discretization is able to capture significant features of the complex original dynamics, even with a rather coarse spatial resolution. AU - Maas, Jan AU - Matthes, Daniel ID - 1261 IS - 7 JF - Nonlinearity TI - Long-time behavior of a finite volume discretization for a fourth order diffusion equation VL - 29 ER - TY - JOUR AB - We develop a new and systematic method for proving entropic Ricci curvature lower bounds for Markov chains on discrete sets. Using different methods, such bounds have recently been obtained in several examples (e.g., 1-dimensional birth and death chains, product chains, Bernoulli–Laplace models, and random transposition models). However, a general method to obtain discrete Ricci bounds had been lacking. Our method covers all of the examples above. In addition we obtain new Ricci curvature bounds for zero-range processes on the complete graph. The method is inspired by recent work of Caputo, Dai Pra and Posta on discrete functional inequalities. AU - Fathi, Max AU - Maas, Jan ID - 1448 IS - 3 JF - The Annals of Applied Probability TI - Entropic Ricci curvature bounds for discrete interacting systems VL - 26 ER - TY - JOUR AB - We calculate a Ricci curvature lower bound for some classical examples of random walks, namely, a chain on a slice of the n-dimensional discrete cube (the so-called Bernoulli-Laplace model) and the random transposition shuffle of the symmetric group of permutations on n letters. AU - Erbar, Matthias AU - Maas, Jan AU - Tetali, Prasad ID - 1635 IS - 4 JF - Annales de la faculté des sciences de Toulouse TI - Discrete Ricci curvature bounds for Bernoulli-Laplace and random transposition models VL - 24 ER - TY - JOUR AB - In this paper the optimal transport and the metamorphosis perspectives are combined. For a pair of given input images geodesic paths in the space of images are defined as minimizers of a resulting path energy. To this end, the underlying Riemannian metric measures the rate of transport cost and the rate of viscous dissipation. Furthermore, the model is capable to deal with strongly varying image contrast and explicitly allows for sources and sinks in the transport equations which are incorporated in the metric related to the metamorphosis approach by Trouvé and Younes. In the non-viscous case with source term existence of geodesic paths is proven in the space of measures. The proposed model is explored on the range from merely optimal transport to strongly dissipative dynamics. For this model a robust and effective variational time discretization of geodesic paths is proposed. This requires to minimize a discrete path energy consisting of a sum of consecutive image matching functionals. These functionals are defined on corresponding pairs of intensity functions and on associated pairwise matching deformations. Existence of time discrete geodesics is demonstrated. Furthermore, a finite element implementation is proposed and applied to instructive test cases and to real images. In the non-viscous case this is compared to the algorithm proposed by Benamou and Brenier including a discretization of the source term. Finally, the model is generalized to define discrete weighted barycentres with applications to textures and objects. AU - Maas, Jan AU - Rumpf, Martin AU - Schönlieb, Carola AU - Simon, Stefan ID - 1639 IS - 6 JF - ESAIM: Mathematical Modelling and Numerical Analysis TI - A generalized model for optimal transport of images including dissipation and density modulation VL - 49 ER - TY - JOUR AB - We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that this functional is asymptotically equivalent (in the sense of Γ-convergence) to the Jordan-Kinderlehrer-Otto functional arising in the Wasserstein gradient flow structure of the Fokker-Planck equation. In higher dimensions, part of this statement (the lower bound) has been recently proved by Duong, Laschos and Renger, but the upper bound remained open, since the proof of Duong et al relies on regularity properties of optimal transport maps that are restricted to one dimension. In this note we present a new proof of the upper bound, thereby generalising the result of Adams et al to arbitrary dimensions. AU - Erbar, Matthias AU - Maas, Jan AU - Renger, Michiel ID - 1517 JF - Electronic Communications in Probability TI - From large deviations to Wasserstein gradient flows in multiple dimensions VL - 20 ER -