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Register a new userThe Landau Equation for Maxwellian molecules and the Brownian Motion on SO_R(N)
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In this paper we prove that the spatially homogeneous Landau equation for Maxwellian molecules can be represented through the product of two elementary processes. The first one is the Brownian motion on the group of rotations. The second one is, conditionally on the first one, a Gaussian process. Using this representation, we establish sharp multi-scale upper and lower bounds for the transition density of the Landau equation, the multi-scale structure depending on the shape of the support of the initial condition.
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We introduce a new class of stochastic partial differential equations (SPDEs) with seed bank modeling the spread of a beneficial allele in a spatial population where individuals may switch between an active and a dormant state. Incorporating dormancy and the resulting seed bank leads to a two-type coupled system of equations with migration between both states. We first discuss existence and uniqueness of seed bank SPDEs and provide an equivalent delay representation that allows a clear interpretation of the age structure in the seed bank component. The delay representation will also be crucial in the proofs. Further, we show that the seed bank SPDEs give rise to an interesting class of on/off moment duals. In particular, in the special case of the F-KPP Equation with seed bank, the moment dual is given by an on/off-branching Brownian motion. This system differs from a classical branching Brownian motion in the sense that independently for all individuals, motion and branching may be switched off for an exponential amount of time after which they get switched on again. Here, as an application of our duality, we show that the spread of a beneficial allele, which in the classical F-KPP Equation, started from a Heaviside intial condition, evolves as a pulled traveling wave with speed $sqrt{2}$, is slowed down significantly in the corresponding seed bank F-KPP model. In fact, by computing bounds on the position of the rightmost particle in the dual on/off-branching Brownian motion, we obtain an upper bound for the speed of propagation of the beneficial allele given by $sqrt{sqrt{5}-1}approx 1.111$ under unit switching rates. This shows that seed banks will indeed slow down fitness waves and preserve genetic variability, in line with intuitive reasoning from population genetics and ecology.
We delve deeper into the compelling regularizing effect of the Brownian-time Brownian motion density, $KBtxy$, on the space-time-white-noise-driven stochastic integral equation we call BTBM SIE, which we recently introduced. In sharp contrast to second order heat-based SPDEs--whose real-valued mild solutions are confined to $d=1$--we prove the existence of solutions to the BTBM SIE in $d=1,2,3$ with dimension-dependent and striking Holder regularity, under both less than Lipschitz and Lipschitz conditions. In space, we show an unprecedented nearly local Lipschitz regularity for $d=1,2$--roughly, the SIE is spatially twice as regular as the Brownian sheet in these dimensions--and nearly local Holder 1/2 regularity in d=3. In time, our solutions are locally Holder continuous with exponent $gammain(0,(4-d)/(8))$ for $1le dle3$. To investigate our SIE, we (a) introduce the Brownian-time random walk and we use it to formulate the spatial lattice version of the BTBM SIE; and (b) develop a delicate variant of Stroock-Varadhan martingale approach, the K-martingale approach, tailor-made for a wide variety of kernel SIEs including BTBM SIEs and the mild forms of many SPDEs of different orders on the lattice. Here, solutions types to our SIE are both direct and limits of their lattice version. The BTBM SIE is intimately connected to intriguing fourth order SPDEs in two ways. First, we show that it is connected to the diagonals of a new unconventional fourth order SPDE we call parametrized BTBM SPDE. Second, replacing $KBtxy$ by the intimately connected kernel of our recently introduced imaginary-Brownian time-Brownian-angle process (IBTBAP), our SIE becomes the mild form of a Kuramoto-Sivashinsky SPDE with linear PDE part. Ideas developed here are adapted in separate papers to give a new approach, via our explicit IBTBAP representation, to many KS-type SPDEs in multi spatial dimensions.
We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter $Hin (0,1)$. We establish strong well-posedness under a variety of assumptions on the drift; these include the choice $$B(cdot,mu) = fastmu(cdot) + g(cdot),quad f,gin B^alpha_{infty,infty}, quad alpha>1-1/2H,$$ thus extending the results by Catellier and Gubinelli [9] to the distribution dependent case. The proofs rely on some novel stability estimates for singular SDEs driven by fractional Brownian motion and the use of Wasserstein distances.
We study the stochastic cubic complex Ginzburg-Landau equation with complex-valued space-time white noise on the three dimensional torus. This nonlinear equation is so singular that it can only be under- stood in a renormalized sense. In the first half of this paper we prove local well-posedness of this equation in the framework of regularity structure theory. In the latter half we prove local well-posedness in the framework of paracontrolled distribution theory.
We study a single-server Markovian queueing model with $N$ customer classes in which priority is given to the shortest queue. Under a critical load condition, we establish the diffusion limit of the workload and queue length processes in the form of a Walsh Brownian motion (WBM) living in the union of the $N$ nonnegative coordinate axes in $mathbb{R}^N$ and a linear transformation thereof. This reveals the following asymptotic behavior. Each time that queues begin to build starting from an empty system, one of them becomes dominant in the sense that it contains nearly all the workload in the system, and it remains so until the system becomes (nearly) empty again. The radial part of the WBM, given as a reflected Brownian motion (RBM) on the half-line, captures the total workload asymptotics, whereas its angular distribution expresses how likely it is for each class to become dominant on excursions. As a heavy traffic result it is nonstandard in three ways: (i) In the terminology of Harrison (1995) it is unconventional, in that the limit is not an RBM. (ii) It does not constitute an invariance principle, in that the limit law (specifically, the angular distribution) is not determined solely by the first two moments of the data, and is sensitive even to tie breaking rules. (iii) The proof method does not fully characterize the limit law (specifically, it gives no information on the angular distribution).
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