On some stochastic coalescents

We consider infinite systems of macroscopic particles characterized by their masses. Each pair of particles with masses x and y coalesce at a given rate K(x, y). We assume that K satisfies a sort of Hölder property with index λ ∈ (0,1], and that the initial condition admits a moment of order λ. We show the existence of such infinite particle systems, as strong Markov processes enjoying a Feller property. We also show that the obtained processes are the only possible limits when making the number of particles tend to infinity in a sequence of finite particle systems with the same dynamics.     

Comparison of interacting diffusions and an application to their ergodic theory

Summary A general comparison argument for expectations of certain multitime functionals of infinite systems of linearly interacting diffusions differing in the diffusion coefficient is derived. As an application we prove clustering occurs in the case when the symmetrized interaction kernel is recurrent, and the components take values in an interval bounded on one side. The technique also gives an alternative proof of clustering in the case of compact intervals.     

An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains

Summary We study an invariance principle for additive functionals of nonsymmetric Markov processes with singular mean forward velocities. We generalize results of Kipnis and Varadhan [KV] and De Masi et al. [De] in two directions: Markov processes are non-symmetric, and mean forward velocities are distributions. We study continuous time Markov processes. We use our result to homogenize non-symmetric reflecting diffusions in random domains.     

Conformal restriction: The radial case

We describe all random sets that satisfy the radial conformal restriction property, therefore providing the analogue in the radial case of results of Lawler, Schramm and Werner in the chordal case.     

Biased random walk in a one-dimensional percolation model

We consider random walk with a nonzero bias to the right, on the infinite cluster in the following percolation model: take i.i.d. bond percolation with retention parameter p$p$ on the so-called infinite ladder, and condition on the event of having a bi-infinite path from −∞$-\infty$ to ∞$\infty$. The random walk is shown to be transient, and to have an asymptotic speed to the right which is strictly positive or zero depending on whether the bias is below or above a certain critical value which we compute explicitly.     

Existence and regularity for a nonlinear boundary flow problem of population genetics

In this paper we consider a heat equation with nonlinear boundary condition occurring in population genetics, the selection–migration problem for alleles in a region, considering flow of genes throughout the boundary. Such a problem determines a gradient flow in a convenient phase space and then the dynamics for large times depends heavily on the knowledge of the equilibrium solutions. We address the questions of the existence of a nontrivial equilibrium solution and its regularity.     

Multi-excited random walks on integers

We introduce a class of nearest-neighbor integer random walks in random and non-random media, which includes excited random walks considered in the literature. At each site the random walker has a drift to the right, the strength of which depends on the environment at that site and on how often the walker has visited that site before. We give exact criteria for recurrence and transience and consider the speed of the walk.Most of this work was done while the author was Szegö Assistant Professor at Stanford University.     

Multiplicative asymptotics of solutions of the first boundary value problem on a half-axis for a parabolic equation with a small parameter

In this work we consider the first boundary value problem for a parabolic equation of second order with a small parameter on a half-axis (i.e., we consider the one-dimensional case). We take the zero initial condition. We construct the global (that is, the caustic points are taken into account) asymptotics of a solution for the boundary value problem. The asymptotic solution of this problem has a different structure depending on the sign of the coefficient (the drift coefficient) at the derivative of first order at a boundary point. The constructed asymptotic solutions are justified.     

Dirichlet forms and diffusion processes for fermion random point fields

We construct the Dirichlet forms and the associated diffusion processes on the configuration space of particles moving on the Euclidean space , for which certain fermion random point fields are invariant.     

Optimization problems on general classes of rearrangements

This paper is concerned with maximization and minimization problems of the energy integral associated to p-Laplace equations depending on functions that belong to a class of rearrangements. We prove existence and uniqueness results, and present some features of optimal solutions. The radial case is discussed in detail. We also prove a result of uniqueness for a class of p-Laplace equations under non-standard assumptions.     

Polynomial mixing for the complex Ginzburg–Landau equation perturbed by a random force at random times

In this paper we study the problem of ergodicity for the complex Ginzburg–Landau (CGL) equation perturbed by an unbounded random kick-force. Randomness is introduced both through the kicks and through the times between the kicks. We show that the Markov process associated with the equation in question possesses a unique stationary distribution and satisfies a property of polynomial mixing.      

Estimates for solutions of quasilinear problems with dead cores

A Rayleigh-Faber-Krahn type inequality is used to derive bounds for boundary value problems appearing in reaction-diffusion problems where the reactant is consumed. Interesting quantities are the minimum of the solution and the measure of the set where it vanishes. The proofs are rather elementary and apply to problems possessing solutions in a weak sense.     

Heat flow, Brownian motion and Newtonian capacity

Let K be a compact, non-polar set in Rm(m?3) and let u be the unique weak solution of on Rm\K×(0,∞),u(x;0)=0 on Rm\K and u(x;t)=1 for all x on the boundary of K and for all t>0. The asymptotic behaviour of u(x;t) as t tends to infinity is obtained up to order O(t−m/2).     

Conditioned super-Brownian motion

Summary We investigate classes of conditioned super-Brownian motions, namely H-transformsP ^H with non-negative finitely-based space-time harmonic functionsH(t, ). We prove thatH ^H is the unique solution of a martingale problem with interaction and is a weak limit of a sequence of rescaled interacting branching Brownian motions. We identify the limit behaviour of H-transforms with functionsH(t, )=h(t, (1)) depending only on the total mass (1). Using the Palm measures of the super-Brownian motion we describe for an additive spacetime harmonic functionH(t, )=h(t, x) (dx) theH-transformP ^H as a conditioned super-Brownian motion in which an immortal particle moves like an h-transform of Brownian motion.     

Stationary isothermic surfaces and some characterizations of the hyperplane in the N-dimensional Euclidean space

We consider the entire graph S of a continuous real function over RN−1 with N?3. Let Ω be a domain in RN with S as a boundary. Consider in Ω the heat flow with initial temperature 0 and boundary temperature 1. The problem we consider is to characterize S in such a way that there exists a stationary isothermic surface in Ω. We show that S must be a hyperplane under some general conditions on S. This is related to Liouville or Bernstein-type theorems for some elliptic Monge-Ampère-type equation.     

Slow and fast scales for superprocess limits of age-structured populations

A superprocess limit for an interacting birth-death particle system modeling a population with trait and physical age-structures is established. Traits of newborn offspring are inherited from the parents except when mutations occur, while ages are set to zero. Because of interactions between individuals, standard approaches based on the Laplace transform do not hold. We use a martingale problem approach and a separation of the slow (trait) and fast (age) scales. While the trait marginals converge in a pathwise sense to a superprocess, the age distributions, on another time scale, average to equilibria that depend on traits. The convergence of the whole process depending on trait and age, only holds for finite-dimensional time-marginals. We apply our results to the study of examples illustrating different cases of trade-off between competition and senescence.     

Large time behavior of the heat kernel

In this paper we study the large time behavior of the (minimal) heat kernel k_P^M(x,y,t) of a general time-independent parabolic operator Lu=u_t+P(x,∂_x)u which is defined on a noncompact manifold M. More precisely, we prove that

     

Regularity of weak solution to Maxwell's equations and applications to microwave heating

In this paper we first study the regularity of weak solution for time-harmonic Maxwell's equations in a bounded anisotropic medium Ω. It is shown that the weak solution to the linear degenerate system, , is Hölder continuous under the minimum regularity assumptions on the complex coefficients γ(x) and ξ(x). We then study a coupled system modeling a microwave heating process. The dynamic interaction between electric and temperature fields is governed by Maxwell's equations coupled with an equation of heat conduction. The electric permittivity, electric conductivity and magnetic permeability are assumed to be dependent of temperature. It is shown that under certain conditions the coupled system has a weak solution. Moreover, regularity of weak solution is studied. Finally, existence of a global classical solution is established for a special case where the electric wave is assumed to be propagating in one direction.     

New large deviation results for some super-Brownian processes

We give large deviation results for the super-Brownian excursion conditioned to have unit mass or unit extinction time and for super-Brownian motion with constant non-positive drift. We use a representation of these processes by a path-valued process, the so-called Brownian snake for which we state large deviation principles.