A fundamental question in wave turbulence theory is to understand how the wave kinetic equation describes the long-time dynamics of its associated nonlinear dispersive equation. Formal derivations in the physics literature, dating back to the work of Peierls in 1928, suggest that such a kinetic description should hold (for well-prepared random data) at a large kinetic time scale $T_{\mathrm {kin}} \gg 1$ and in a limiting regime where the size L of the domain goes to infinity and the strength $\alpha $ of the nonlinearity goes to $0$ (weak nonlinearity). For the cubic nonlinear Schrödinger equation, $T_{\mathrm {kin}}=O\left (\alpha ^{-2}\right )$ and $\alpha $ is related to the conserved mass $\lambda $ of the solution via $\alpha =\lambda ^2 L^{-d}$ .

In this paper, we study the rigorous justification of this monumental statement and show that the answer seems to depend on the particular scaling law in which the $(\alpha , L)$ limit is taken, in a spirit similar to how the Boltzmann–Grad scaling law is imposed in the derivation of Boltzmann’s equation. In particular, there appear to be two favourable scaling laws: when $\alpha $ approaches $0$ like $L^{-\varepsilon +}$ or like $L^{-1-\frac {\varepsilon }{2}+}$ (for arbitrary small $\varepsilon $ ), we exhibit the wave kinetic equation up to time scales $O(T_{\mathrm {kin}}L^{-\varepsilon })$ , by showing that the relevant Feynman-diagram expansions converge absolutely (as a sum over paired trees). For the other scaling laws, we justify the onset of the kinetic description at time scales $T_*\ll T_{\mathrm {kin}}$ and identify specific interactions that become very large for times beyond $T_*$ . In particular, the relevant tree expansion diverges absolutely there. In light of those interactions, extending the kinetic description beyond $T_*$ toward $T_{\mathrm {kin}}$ for such scaling laws seems to require new methods and ideas.

We consider the system of one-sided reflected Brownian motions that is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and hitting times of exponential random walks, and that it converges in the 1:2:3 scaling limit to the KPZ fixed point, the scaling-invariant Markov process defined in [MQR17] and believed to govern the long-time, large-scale fluctuations for all models in the KPZ universality class. Brownian last-passage percolation was shown recently in [DOV18] to converge to the Airy sheet (or directed landscape), defined there as a strong limit of a functional of the Airy line ensemble. This establishes the variational formula for the KPZ fixed point in terms of the Airy sheet.

The paper is devoted to the existence and rigorous homogenisation of the generalised Poisson–Nernst–Planck problem describing the transport of charged species in a two-phase domain. By this, inhomogeneous conditions are supposed at the interface between the pore and solid phases. The solution of the doubly non-linear cross-diffusion model is discontinuous and allows a jump across the phase interface. To prove an averaged problem, the two-scale convergence method over periodic cells is applied and formulated simultaneously in the two phases and at the interface. In the limit, we obtain a non-linear system of equations with averaged matrices of the coefficients, which are based on cell problems due to diffusivity, permittivity and interface electric flux. The first-order corrector due to the inhomogeneous interface condition is derived as the solution to a non-local problem.

We consider the nearest-neighbour simple exclusion process on the one-dimensional discrete torus $\mathbb{T}_N=\mathbb{Z}/N\mathbb{Z}$ , with random rates $c_N=\{c_{x,N}\colon x \in \mathbb{T}_N\}$ defined in terms of a homogeneous Poisson process on $\mathbb{R}$ with intensity $\lambda$ . Given a realization of the Poisson process, the jump rate along the edge $\{x,x+1\}$ is 1 if there is not any Poisson mark in $ (x,x+1) $ ; otherwise, it is $\lambda/N,\, \lambda \in( 0,1]$ . The density profile of this process with initial measure associated to an initial profile $\rho_0\colon \mathbb{R} \rightarrow [0,1]$ , evolves as the solution of a bounded diffusion random equation. This result follows from an appropriate quenched hydrodynamic limit. If $\lambda=1$ then $\rho$ is discontinuous at each Poisson mark with passage through the slow bonds, otherwise the conductance at the slow bonds decreases meaning no passage through the slow bonds in the continuum. The main results are concerned with upper and lower quenched and annealed bounds of $T_j$ , where $T_j$ is the first displacement time of a tagged particle in a stochastic cluster of size j (the cluster is defined via specific macroscopic density profiles). It is possible to observe that when time t grows, then $\mathbb{P}\{T_j \geq t\}$ decays quadratically in both the upper and lower bounds, and falls as slow as the presence of more Poisson marks neighbouring the tagged particle, as expected.

In last passage percolation models lying in the Kardar–Parisi–Zhang (KPZ) universality class, the energy of long energy-maximizing paths may be studied as a function of the paths’ pair of endpoint locations. Scaled coordinates may be introduced, so that these maximizing paths, or polymers, now cross unit distances with unit-order fluctuations, and have scaled energy, or weight, of unit order. In this article, we consider Brownian last passage percolation in these scaled coordinates. In the narrow wedge case, when one endpoint of such polymers is fixed, say at $(0,0)\in \mathbb{R}^{2}$, and the other is varied horizontally, over $(z,1)$, $z\in \mathbb{R}$, the polymer weight profile as a function of $z\in \mathbb{R}$ is locally Brownian; indeed, by Hammond [‘Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation’, Preprint (2016), arXiv:1609.02971, Theorem 2.11 and Proposition 2.5], the law of the profile is known to enjoy a very strong comparison to Brownian bridge on a given compact interval, with a Radon–Nikodym derivative in every $L^{p}$ space for $p\in (1,\infty )$, uniformly in the scaling parameter, provided that an affine adjustment is made to the weight profile before the comparison is made. In this article, we generalize this narrow wedge case and study polymer weight profiles begun from a very general initial condition. We prove that the profiles on a compact interval resemble Brownian bridge in a uniform sense: splitting the compact interval into a random but controlled number of patches, the profile in each patch after affine adjustment has a Radon–Nikodym derivative that lies in every $L^{p}$ space for $p\in (1,3)$. This result is proved by harnessing an understanding of the uniform coalescence structure in the field of polymers developed in Hammond [‘Exponents governing the rarity of disjoint polymers in Brownian last passage percolation’, Preprint (2017a), arXiv:1709.04110] using techniques from Hammond (2016) and [‘Modulus of continuity of polymer weight profiles in Brownian last passage percolation’, Preprint (2017b), arXiv:1709.04115].

The aim of this paper is to prove an inequality between relative entropy and the sum of average conditional relative entropies of the following form: for a fixed probability measure q on , ( is a finite set), and any probability measure on , (*)

$$D(p||q){\rm{\le}}C \cdot \sum\limits_{i = 1}^n {{\rm{\mathbb{E}}}_p D(p_i ( \cdot |Y_1 ,{\rm{ }}...,{\rm{ }}Y_{i - 1} ,{\rm{ }}Y_{i + 1} ,...,{\rm{ }}Y_n )||q_i ( \cdot |Y_1 ,{\rm{ }}...,{\rm{ }}Y_{i - 1} ,{\rm{ }}Y_{i + 1} ,{\rm{ }}...,{\rm{ }}Y_n )),} $$

The inequality (*) ismeaningful in product spaces, in both the discrete and the continuous case, and can be used to prove a logarithmic Sobolev inequality for q, provided uniform logarithmic Sobolev inequalities are available for qi(· |x1, …, xi−1, xi+1, …, xn), for all fixed i and fixed (x1, …, xi−1, xi+1, …, xn). Inequality (*) directly implies that the Gibbs sampler associated with q is a contraction for relative entropy.

In this paper we derive inequality (*), and thereby a logarithmic Sobolev inequality, in discrete product spaces, by proving inequalities for an appropriate Wasserstein-like distance.

We show uniform-in-time propagation of algebraic and stretched exponential moments for the Becker--Döring equations. Our proof is based upon a suitable use of the maximum principle together with known rates of convergence to equilibrium.

In this paper we consider an infinite system of instantaneously coalescing rate 1 simple symmetric random walks on ℤ2, started from the initial condition with all sites in ℤ2 occupied. Two-dimensional coalescing random walks are a `critical' model of interacting particle systems: unlike coalescence models in dimension three or higher, the fluctuation effects are important for the description of large-time statistics in two dimensions, manifesting themselves through the logarithmic corrections to the `mean field' answers. Yet the fluctuation effects are not as strong as for the one-dimensional coalescence, in which case the fluctuation effects modify the large time statistics at the leading order. Unfortunately, unlike its one-dimensional counterpart, the two-dimensional model is not exactly solvable, which explains a relative scarcity of rigorous analytic answers for the statistics of fluctuations at large times. Our contribution is to find, for any N≥2, the leading asymptotics for the correlation functions ρN(x1,…,xN) as t→∞. This generalises the results for N=1 due to Bramson and Griffeath (1980) and confirms a prediction in the physics literature for N>1. An analogous statement holds for instantaneously annihilating random walks. The key tools are the known asymptotic ρ1(t)∼logt∕πt due to Bramson and Griffeath (1980), and the noncollision probability 𝒑NC(t), that no pair of a finite collection of N two-dimensional simple random walks meets by time t, whose asymptotic 𝒑NC(t)∼c0(logt)-(N2) was found by Cox et al. (2010). We re-derive the asymptotics, and establish new error bounds, both for ρ1(t) and 𝒑NC(t) by proving that these quantities satisfy effective rate equations; that is, approximate differential equations at large times. This approach can be regarded as a generalisation of the Smoluchowski theory of renormalised rate equations to multi-point statistics.

We consider a large class of $1+1$-dimensional continuous interface growth models and we show that, in both the weakly asymmetric and the intermediate disorder regimes, these models converge to Hopf–Cole solutions to the KPZ equation.

We analyse a class of chemical reaction networks under mass-action kinetics involving multiple time scales, whose deterministic and stochastic models display qualitative differences. The networks are inspired by gene-regulatory networks and consist of a slow subnetwork, describing conversions among the different gene states, and fast subnetworks, describing biochemical interactions involving the gene products. We show that the long-term dynamics of such networks can consist of a unique attractor at the deterministic level (unistability), while the long-term probability distribution at the stochastic level may display multiple maxima (multimodality). The dynamical differences stem from a phenomenon we call noise-induced mixing, whereby the probability distribution of the gene products is a linear combination of the probability distributions of the fast subnetworks which are ‘mixed’ by the slow subnetworks. The results are applied in the context of systems biology, where noise-induced mixing is shown to play a biochemically important role, producing phenomena such as stochastic multimodality and oscillations.

We study a class of growing systems of random walks on regular trees, known as frog models with geometric lifetime in the literature. With the help of results from renewal theory, we derive new bounds for their critical parameters. Our approach also improves the existing bounds for the critical parameter of a percolation model on trees known as cone percolation.

We continue the analysis of large deviations for randomly connected neural networks used as models of the brain. The originality of the model relies on the fact that the directed impact of one particle onto another depends on the state of both particles, and they have random Gaussian amplitude with mean and variance scaling as the inverse of the network size. Similarly to the spatially extended case (see Cabana and Touboul (2018)), we show that under sufficient regularity assumptions, the empirical measure satisfies a large deviations principle with a good rate function achieving its minimum at a unique probability measure, implying, in particular, its convergence in both averaged and quenched cases, as well as a propagation of a chaos property (in the averaged case only). The class of model we consider notably includes a stochastic version of the Kuramoto model with random connections.

We consider a simple model for the evolution of a limit order book in which limit orders of unit size arrive according to independent Poisson processes. The frequencies of buy limit orders below a given price level, respectively sell limit orders above a given level, are described by fixed demand and supply functions. Buy (respectively, sell) limit orders that arrive above (respectively, below) the current ask (respectively, bid) price are converted into market orders. There is no cancellation of limit orders. This model has been independently reinvented by several authors, including Stigler (1964), and Luckock (2003), who calculated the equilibrium distribution of the bid and ask prices. We extend the model by introducing market makers that simultaneously place both a buy and sell limit order at the current bid and ask price. We show that introducing market makers reduces the spread, which in the original model was unrealistically large. In particular, we calculate the exact rate at which market makers need to place orders in order to close the spread completely. If this rate is exceeded, we show that the price settles at a random level that, in general, does not correspond to the Walrasian equilibrium price.

One model of real-life spreading processes is that of first-passage percolation (also called the SI model) on random graphs. Social interactions often follow bursty patterns, which are usually modelled with independent and identically distributed heavy-tailed passage times on edges. On the other hand, random graphs are often locally tree-like, and spreading on trees with leaves might be very slow due to bottleneck edges with huge passage times. Here we consider the SI model with passage times following a power-law distribution ℙ(ξ>t)∼t-α with infinite mean. For any finite connected graph G with a root s, we find the largest number of vertices κ(G,s) that are infected in finite expected time, and prove that for every k≤κ(G,s), the expected time to infect k vertices is at most O(k1/α). Then we show that adding a single edge from s to a random vertex in a random tree 𝒯 typically increases κ(𝒯,s) from a bounded variable to a fraction of the size of 𝒯, thus severely accelerating the process. We examine this acceleration effect on some natural models of random graphs: critical Galton--Watson trees conditioned to be large, uniform spanning trees of the complete graph, and on the largest cluster of near-critical Erdős‒Rényi graphs. In particular, at the upper end of the critical window, the process is already much faster than exactly at criticality.

In a series of two papers, we investigate the large deviations and asymptotic behavior of stochastic models of brain neural networks with random interaction coefficients. In this first paper, we take into account the spatial structure of the brain and consider first the presence of interaction delays that depend on the distance between cells and then the Gaussian random interaction amplitude with a mean and variance that depend on the position of the neurons and scale as the inverse of the network size. We show that the empirical measure satisfies a large deviations principle with a good rate function reaching its minimum at a unique spatially extended probability measure. This result implies an averaged convergence of the empirical measure and a propagation of chaos. The limit is characterized through a complex non-Markovian implicit equation in which the network interaction term is replaced by a nonlocal Gaussian process with a mean and covariance that depend on the statistics of the solution over the whole neural field.

We consider a special version of random sequential adsorption (RSA) with nearest-neighbor interaction on infinite tree graphs. In classical RSA, starting with a graph with initially inactive nodes, each of the nodes of the graph is inspected in a random order and is irreversibly activated if none of its nearest neighbors are active yet. We generalize this nearest-neighbor blocking effect to a degree-dependent threshold-based blocking effect. That is, each node of the graph is assumed to have its own degree-dependent threshold and if, upon inspection of a node, the number of active direct neighbors is less than that node's threshold, the node will become irreversibly active. We analyze the activation probability of nodes on an infinite tree graph, given the degree distribution of the tree and the degree-dependent thresholds. We also show how to calculate the correlation between the activity of nodes as a function of their distance. Finally, we propose an algorithm which can be used to solve the inverse problem of determining how to set the degree-dependent thresholds in infinite tree graphs in order to reach some desired activation probabilities.

During the last decades, quite a number of interacting particle systems have been introduced and studied in the crossover area of mathematics and statistical physics. Some of these can be seen as simplistic models for opinion formation processes in groups of interacting people. In the model introduced by Deffuant et al. (2000), agents that are neighbors on a given network graph, randomly meet in pairs and approach a compromise if their current opinions do not differ by more than a given threshold value θ. We consider the two-sided infinite path ℤ as the underlying graph and extend existing models to a setting in which opinions are given by probability distributions. Similar to what has been shown for finite-dimensional opinions, we observe a dichotomy in the long-term behavior of the model, but only if the initial narrow mindedness of the agents is restricted.

This paper presents comprehensive studies on two closely related problems of high speed collisionless gaseous jet from a circular exit and impinging on an inclined rectangular flat plate, where the plate surface can be diffuse or specular reflective. Gaskinetic theories are adopted to study the problems, and several crucial geometry-location and velocity-direction relations are used. The final complete results include flowfield properties such as density, velocity components, temperature and pressure, and impingement surface properties such as coefficients of pressure, shear stress and heat flux. Also included are the averaged coefficients for pressure, friction, heat flux, moment over the whole plate, and the averaged distance from the moment center to the plate center. The final results include complex but accurate integrations involving the geometry and specific speed ratios, inclination angle, and the temperature ratio. Several numerical simulations with the direct simulation Monte Carlo method validate these analytical results, and the results are essentially identical. Exponential, trigonometric, and error functions are embedded in the solutions. The results illustrate that the past simple cosine function approach is rather crude, and should be used cautiously. The gaskinetic method and processes are heuristic and can be used to investigate other external high Knudsen number impingement flow problems, including the flowfield and surface properties for high Knudsen number jet from an exit and flat plate of arbitrary shapes. The results are expected to find many engineering applications.

Phase-field methods with a degenerate mobility have been widely used to simulate surface diffusion motion. However, apart from the motion induced by surface diffusion, adverse effects such as shrinkage, coarsening and false merging have been observed in the results obtained from the current phase-field methods, which largely affect the accuracy and numerical stability of these methods. In this paper, a flux-corrected phase-field method is proposed to improve the performance of phase-field methods for simulating surface diffusion. The three effects were numerically studied for the proposed method and compared with those observed in the two existing methods, the original phase-field method and the profile-corrected phase-field method. Results show that compared to the original phase-field method, the shrinkage effect in the profile-corrected phase-field method has been significantly reduced. However, coarsening and false merging effects still present and can be significant in some cases. The flux-corrected phase field performs the best in terms of eliminating the shrinkage and coarsening effects. The false merging effect still exists when the diffuse regions of different interfaces overlap with each other. But it has been much reduced as compared to that in the other two methods.