@article{7573, abstract = {This paper deals with dynamical optimal transport metrics defined by spatial discretisation of the Benamou–Benamou formula for the Kantorovich metric . Such metrics appear naturally in discretisations of -gradient flow formulations for dissipative PDE. However, it has recently been shown that these metrics do not in general converge to , unless strong geometric constraints are imposed on the discrete mesh. In this paper we prove that, in a 1-dimensional periodic setting, discrete transport metrics converge to a limiting transport metric with a non-trivial effective mobility. This mobility depends sensitively on the geometry of the mesh and on the non-local mobility at the discrete level. Our result quantifies to what extent discrete transport can make use of microstructure in the mesh to reduce the cost of transport.}, author = {Gladbach, Peter and Kopfer, Eva and Maas, Jan and Portinale, Lorenzo}, issn = {00217824}, journal = {Journal de Mathematiques Pures et Appliquees}, number = {7}, pages = {204--234}, publisher = {Elsevier}, title = {{Homogenisation of one-dimensional discrete optimal transport}}, doi = {10.1016/j.matpur.2020.02.008}, volume = {139}, year = {2020}, } @phdthesis{7629, abstract = {This thesis is based on three main topics: In the first part, we study convergence of discrete gradient flow structures associated with regular finite-volume discretisations of Fokker-Planck equations. We show evolutionary I convergence of the discrete gradient flows to the L2-Wasserstein gradient flow corresponding to the solution of a Fokker-Planck equation in arbitrary dimension d >= 1. Along the argument, we prove Mosco- and I-convergence results for discrete energy functionals, which are of independent interest for convergence of equivalent gradient flow structures in Hilbert spaces. The second part investigates L2-Wasserstein flows on metric graph. The starting point is a Benamou-Brenier formula for the L2-Wasserstein distance, which is proved via a regularisation scheme for solutions of the continuity equation, adapted to the peculiar geometric structure of metric graphs. Based on those results, we show that the L2-Wasserstein space over a metric graph admits a gradient flow which may be identified as a solution of a Fokker-Planck equation. In the third part, we focus again on the discrete gradient flows, already encountered in the first part. We propose a variational structure which extends the gradient flow structure to Markov chains violating the detailed-balance conditions. Using this structure, we characterise contraction estimates for the discrete heat flow in terms of convexity of corresponding path-dependent energy functionals. In addition, we use this approach to derive several functional inequalities for said functionals.}, author = {Forkert, Dominik L}, issn = {2663-337X}, pages = {154}, publisher = {Institute of Science and Technology Austria}, title = {{Gradient flows in spaces of probability measures for finite-volume schemes, metric graphs and non-reversible Markov chains}}, doi = {10.15479/AT:ISTA:7629}, year = {2020}, } @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{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 the 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 all bounded measurable coefficients.}, author = {Dareiotis, Konstantinos and Gerencser, Mate}, issn = {1083-6489}, journal = {Electronic Journal of Probability}, publisher = {Institute of Mathematical Statistics}, title = {{On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift}}, doi = {10.1214/20-EJP479}, volume = {25}, year = {2020}, } @unpublished{10022, abstract = {We consider finite-volume approximations of Fokker-Planck equations on bounded convex domains in R^d and study the corresponding gradient flow structures. We reprove the convergence of the discrete to continuous Fokker-Planck equation via the method of Evolutionary Γ-convergence, i.e., we pass to the limit at the level of the gradient flow structures, generalising the one-dimensional result obtained by Disser and Liero. The proof is of variational nature and relies on a Mosco convergence result for functionals in the discrete-to-continuum limit that is of independent interest. Our results apply to arbitrary regular meshes, even though the associated discrete transport distances may fail to converge to the Wasserstein distance in this generality.}, author = {Forkert, Dominik L and Maas, Jan and Portinale, Lorenzo}, booktitle = {arXiv}, pages = {33}, title = {{Evolutionary Γ-convergence of entropic gradient flow structures for Fokker-Planck equations in multiple dimensions}}, year = {2020}, } @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{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{10878, abstract = {Starting from a microscopic model for a system of neurons evolving in time which individually follow a stochastic integrate-and-fire type model, we study a mean-field limit of the system. Our model is described by a system of SDEs with discontinuous coefficients for the action potential of each neuron and takes into account the (random) spatial configuration of neurons allowing the interaction to depend on it. In the limit as the number of particles tends to infinity, we obtain a nonlinear Fokker-Planck type PDE in two variables, with derivatives only with respect to one variable and discontinuous coefficients. We also study strong well-posedness of the system of SDEs and prove the existence and uniqueness of a weak measure-valued solution to the PDE, obtained as the limit of the laws of the empirical measures for the system of particles.}, author = {Flandoli, Franco and Priola, Enrico and Zanco, Giovanni A}, issn = {1553-5231}, journal = {Discrete and Continuous Dynamical Systems}, keywords = {Applied Mathematics, Discrete Mathematics and Combinatorics, Analysis}, number = {6}, pages = {3037--3067}, publisher = {American Institute of Mathematical Sciences}, title = {{A mean-field model with discontinuous coefficients for neurons with spatial interaction}}, doi = {10.3934/dcds.2019126}, volume = {39}, 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 = {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{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{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{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{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}, } @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{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{560, abstract = {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.}, author = {Gerencser, Mate and Jentzen, Arnulf and Salimova, Diyora}, issn = {13645021}, journal = {Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences}, number = {2207}, publisher = {Royal Society of London}, title = {{On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions}}, doi = {10.1098/rspa.2017.0104}, volume = {473}, year = {2017}, }