Convergence in Law of the Maximum of the Two‐Dimensional Discrete Gaussian Free Field

We consider the discrete two‐dimensional Gaussian free field on a box of side length $N$, with Dirichlet boundary data, and prove the convergence of the law of the centered maximum of the field.© 2015 Wiley Periodicals, Inc.     

Hadamard’s formula and couplings of SLEs with free field

The relation between level lines of Gaussian free fields (GFF) and SLE₄-type curves was discovered by O. Schramm and S. Sheffield. A weak interpretation of this relation is the existence of a coupling of the GFF and a random curve, in which the curve behaves like a level line of the field. In the present paper we study these couplings for the free field with different boundary conditions. We provide a unified way to determine the law of the curve (i.e. to compute the driving process of the Loewner chain) given boundary conditions of the field and to prove existence of the coupling. The proof is reduced to the verification of two simple properties of the mean and covariance of the field, which always relies on Hadamard’s formula and properties of harmonic functions. Examples include combinations of Dirichlet, Neumann and Riemann–Hilbert boundary conditions. In doubly connected domains, the standard annulus SLE₄ is coupled with a compactified GFF obeying Neumann boundary conditions on the inner boundary. We also consider variants of annulus SLE coupled with free fields having other natural boundary conditions. These include boundary conditions leading to curves connecting two points on different boundary components with prescribed winding as well as those recently proposed by C. Hagendorf, M. Bauer and D. Bernard.     

Gaussian free fields for mathematicians

The d-dimensional Gaussian free field (GFF), also called the (Euclidean bosonic) massless free field, is a d-dimensional-time analog of Brownian motion. Just as Brownian motion is the limit of the simple random walk (when time and space are appropriately scaled), the GFF is the limit of many incrementally varying random functions on d-dimensional grids. We present an overview of the GFF and some of the properties that are useful in light of recent connections between the GFF and the Schramm–Loewner evolution. Partially supported by NSF grant DMS0403182.     

Slit Holomorphic Stochastic Flows and Gaussian Free Field

It was realized recently that the chordal, radial and dipolar Schramm–Löwner evolution (SLEs) are special cases of a general slit holomorphic stochastic flow. We characterize those slit holomorphic stochastic flows which generate level lines of the Gaussian free field. In particular, we describe the modifications of the Gaussian free field (GFF) corresponding to the chordal and dipolar SLE with drifts. Finally, we develop a version of conformal field theory based on the background charge and Dirichlet boundary condition modifications of GFF and present martingale-observables for these types of SLEs.     

The discrete Gaussian free field on a compact manifold

In this article we define the discrete Gaussian free field (DGFF) on a compact manifold. Since there is no canonical grid approximation of a manifold, we construct a random graph that suitably replaces the square lattice ${\mathbb{Z}}^d$ in Euclidean space, and prove that the scaling limit of the DGFF is given by the manifold continuum Gaussian free field (GFF). Furthermore using Voronoi tessellations we can interpret the DGFF as element of a Sobolev space and show convergence to the GFF in law with respect to the strong Sobolev topology.     

The role of magnetic fields in the strong stabilization of a hybrid magneto‐elastic structure

In this paper, we are concerned with a model for the magneto–elastic interactions of a three‐dimensional elastic body and a two‐dimensional flexible plate, which is attached to the flat flexible part of the surface of the body. Both the solid body and the plate are permeated by magnetic fields. The mathematical model is analyzed from the point of view of existence and uniqueness and stabilization.It turns out that, in the presence of the magnetic fields in the solid and the plate, strong stabilization can be achieved under viscous damping in the plate in one direction that is determined by the nature of the primary magnetic fields in the body and the plate. Copyright © 2011 John Wiley & Sons, Ltd.     

Cycle Range Distributions for Gaussian Processes Exact and Approximative Results

Wave cycles, i.e. pairs of local maxima and minima, play an important role in many engineering fields. Many cycle definitions are used for specific purposes, such as crest–trough cycles in wave studies in ocean engineering and rainflow cycles for fatigue life predicition in mechanical engineering. The simplest cycle, that of a pair of local maximum and the following local minimum is also of interest as a basis for the study of more complicated cycles. This paper presents and illustrates modern computational tools for the analysis of different cycle distributions for stationary Gaussian processes with general spectrum. It is shown that numerically exact but slow methods will produce distributions in almost complete agreement with simulated data, but also that approximate and quick methods work well in most cases. Of special interest is the dependence relation between the cycle average and the cycle range for the simple maximum–minimum cycle and its implication for the range distribution. It is observed that for a Gaussian process with rectangular box spectrum, these quantities are almost independent and that the range is not far from a Rayleigh distribution. It will also be shown that had there been a Gaussian process where exact independence hold then the range would have had an exact Rayleigh distribution. Unfortunately no such Gaussian process exists.This revised version was published online in March 2005 with corrections to the cover date.     

Gaussian random fields,infinite dimensional Ornstein-Uhlenbeck processes,and symmetric Markov processes

A general treatment of infinite dimensional Ornstein-Uhlenbeck processes (OUPs) is presented. Emphasis is put on their connection with ordinary Gaussian random fields, and OUPs as symmetric Markov processes. We also discuss the relation to second quantisation and Gaussian Markov random fields.Supported in part by the Swedish Natural Science Research Council, NFR.     

General β‐Jacobi Corners Process and the Gaussian Free Field

We prove that the two‐dimensional Gaussian free field describes the asymptotics of global fluctuations of a multilevel extension of the general β‐Jacobi random matrix ensembles. Our approach is based on the connection of the Jacobi ensembles to a degeneration of the Macdonald processes that parallels the degeneration of the Macdonald polynomials to the Heckman‐Opdam hypergeometric functions (of type A). We also discuss the β → ∞ limit. © 2015 Wiley Periodicals, Inc.     

Feynman integration over octonions with application to quantum mechanics

The article is devoted to Gaussian quasi‐measures and Feynman integrals on infinite‐dimensional spaces with values in the octonion algebra. Their characteristic functionals are studied. Products and convolutions of characteristic functionals and quasi‐measures are investigated. Theorems about properties of octonion‐valued Gaussian quasi‐measures and Feynman integrals are proved. Applications of the Feynman integration over octonions to quantum mechanics and partial differential equations are outlined. Copyright © 2009 John Wiley & Sons, Ltd.     

An expansion theorem for two‐dimensional elastic waves and its application

We prove an Atkinson–Wilcox‐type expansion for two‐dimensional elastic waves in this paper. The approach developed on the two‐dimensional Helmholtz equation will be applied in the proof. When the elastic fields are involved, the situation becomes much harder due to two wave solutions propagating at different phase velocities. In the last section, we give an application about the reconstruction of an obstacle from the scattering amplitude. Copyright © 2006 John Wiley & Sons, Ltd.     

On a dynamical hierarchical model for prismatic shells in the theory of elastic mixtures

The present paper is devoted to the design of a hierarchy of two‐dimensional models for dynamical problems within the theory of multicomponent linearly elastic mixtures in the case of prismatic shells with thickness which may vanish on some part of its boundary. The hierarchical model is obtained by a semidiscretization of the three‐dimensional problem in the transverse direction. In suitable weighted Sobolev spaces we investigate the well‐posedness of the two‐dimensional problems, prove pointwise convergence of the sequence of approximate solutions restored from the solutions of the reduced problems to the exact solution of the original problem and estimate the rate of convergence. Copyright © 2005 John Wiley & Sons, Ltd.     

Almost Sure Convergence for the Maximum of Nonstationary Random Fields

We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions. The obtained result is applied to Gaussian random fields.     

Thermodynamics and statistical analysis of Gaussian random fields

Summary Gaussian fields are considered as Gibbsian fields. Thermodynamic functions are calculated for them and the variational principle is proved. As an application we get an approximation of log likelihood and an information theoretic interpretation of the asymptotic behaviour of the maximum likelihood estimator for Gaussian Markov fields.     

Gaussian Free Field in an Interlacing Particle System with Two Jump Rates

We study the fluctuations of a random surface in a stochastic growth model on a system of interlacing particles placed on a two‐dimensional lattice. There are two different types of particles, one with a low jump rate and the other with a high jump rate. In the large time limit, the random surface has a deterministic shape. Due to the different jump rates, the limit shape and the domain on which it is defined are not smooth. The main result is that the fluctuations of the random surface are governed by the Gaussian free field. © 2012 Wiley Periodicals, Inc.     

Sequential design for achieving estimated accuracy of global sensitivities

Global sensitivity analysis provides information on the relative importance of the input variables for simulator functions used in computer experiments. It is more conclusive than screening methods for determining if a variable is influential, especially if a variable's influence is derived from its interactions with other variables. In this paper, we develop a method for providing global sensitivities with estimated accuracy. A treed Gaussian process serves as a statistical emulator of the black box function. A sequential experimental design makes effective and efficient use of simulator evaluations by adaptively sampling points that are expected to provide the maximum improvement to the emulator model. The method accounts for both sampling error and emulator error. Copyright © 2014 John Wiley & Sons, Ltd.     

Singularity among selfsimilar Gaussian random fields with different scaling parameters and others

Abstract

It is shown in this paper that the probability measures generated by selfsimilar Gaussian random fields are mutually singular, whenever they have different scaling parameters. So are those generated from a selfsimilar Gaussian random field and a stationary Gaussian random field. Certain conditions are also given for the singularity of the probability measures generated from two Gaussian random fields whose covariance functions are Schoenberg–Lévy kernels, and for those from stationary Gaussian random fields with spectral densities.     

A local radial basis function collocation method to solve the variable‐order time fractional diffusion equation in a two‐dimensional irregular domain

The local radial basis function (RBF) method is a promising solver for variable‐order time fractional diffusion equation (TFDE), as it overcomes the computational burden of the traditional global method. Application of the local RBF method is limited to Fickian diffusion, while real‐world diffusion is usually non‐Fickian in multiple dimensions. This article is the first to extend the application of the local RBF method to two‐dimensional, variable‐order, time fractional diffusion equation in complex shaped domains. One of the main advantages of the local RBF method is that only the nodes located in the subdomain, surrounding the local point, need to be considered when calculating the numerical solution at this point. This approach can perform well with large scale problems and can also mitigate otherwise ill‐conditioned problems. The proposed numerical approach is checked against two examples with curved boundaries and known analytical solutions. Shape parameter and subdomain node number are investigated for their influence on the accuracy of the local RBF solution. Furthermore, quantitative analysis, based on root‐mean‐square error, maximum absolute error, and maximum error of the partial derivative indicates that the local RBF method is accurate and effective in approximating the variable‐order TFDE in two‐dimensional irregular domains.     

On the evolution of sharp fronts for the quasi‐geostrophic equation

We consider the problem of the evolution of sharp fronts for the surface quasi‐geostrophic (QG) equation. This problem is the analogue to the vortex patch problem for the two‐dimensional Euler equation. The special interest of the quasi‐geostrophic equation lies in its strong similarities with the three‐dimensional Euler equation, while being a two‐dimen‐sional model. In particular, an analogue of the problem considered here, the evolution of sharp fronts for QG, is the evolution of a vortex line for the three‐dimensional Euler equation. The rigorous derivation of an equation for the evolution of a vortex line is still an open problem. The influence of the singularity appearing in the velocity when using the Biot‐Savart law still needs to be understood. We present two derivations for the evolution of a periodic sharp front. The first one, heuristic, shows the presence of a logarithmic singularity in the velocity, while the second, making use of weak solutions, obtains a rigorous equation for the evolution explaining the influence of that term in the evolution of the curve. Finally, using a Nash‐Moser argument as the main tool, we obtain local existence and uniqueness of a solution for the derived equation in the C^∞ case. © 2004 Wiley Periodicals, Inc.     

Numerical and asymptotic study of non‐axisymmetric magnetohydrodynamic boundary layer stagnation‐point flows

Both numerical and asymptotic analyses are performed to study the similarity solutions of three‐dimensional boundary‐layer viscous stagnation point flow in the presence of a uniform magnetic field. The three‐dimensional boundary‐layer is analyzed in a non‐axisymmetric stagnation point flow, in which the flow is developed because of influence of both applied magnetic field and external mainstream flow. Two approaches for the governing equations are employed: the Keller‐box numerical simulations solving full nonlinear coupled system and a corresponding linearized system that is obtained under a far‐field behavior and in the limit of large shear‐to‐strain‐rate parameter (λ). From these two approaches, the flow phenomena reveals a rich structure of new family of solutions for various values of the magnetic number and λ. The various results for the wall stresses and the displacement thicknesses are presented along with some velocity profiles in both directions. The analysis discovered that the flow separation occurs in the secondary flow direction in the absence of magnetic field, and the flow separation disappears when the applied magnetic field is increased. The flow field is divided into a near‐field (due to viscous forces) and far‐field (due to mainstream flows), and the velocity profiles form because of an interaction between two regions. The magnetic field plays an important role in reducing the thickness of the boundary‐layer. A physical explanation for all observed phenomena is discussed. Copyright © 2017 John Wiley & Sons, Ltd.