More Like this

1. Integral Points on Varieties With Infinite Étale Fundamental Group

   https://doi.org/10.1093/imrn/rnad147  

   Achenjang, Niven T; Morrow, Jackson S (July 2023, International Mathematics Research Notices)

   Abstract We study integral points on varieties with infinite étale fundamental groups. More precisely, for a number field $$F$$ and $X/F$ a smooth projective variety, we prove that for any geometrically Galois cover $$\varphi \colon Y \to X$$ of degree at least $$2\dim (X)^{2}$$, there exists an ample line bundle $$\mathscr{L}$$ on $$Y$$ such that for a general member $$D$$ of the complete linear system $$|\mathscr{L}|$$, $$D$$ is geometrically irreducible and any set of $$\varphi (D)$$-integral points on $$X$$ is finite. We apply this result to varieties with infinite étale fundamental group to give new examples of irreducible, ample divisors on varieties for which finiteness of integral points is provable. 

   more » « less
2. The Vlasov–Poisson–Landau system in the weakly collisional regime

   https://doi.org/10.1090/jams/1014  

   Chaturvedi, Sanchit; Luk, Jonathan; Nguyen, Toan (January 2023, Journal of the American Mathematical Society)

   Consider the Vlasov–Poisson–Landau system with Coulomb potential in the weakly collisional regime on a $3$-torus, i.e. $\begin{array}{c}{\mathrm{\partial <\#comment/>}}_{t}F(t,x,v)+v_i{\mathrm{\partial <\#comment/>}}_{x_i}F(t,x,v)+E_i(t,x){\mathrm{\partial <\#comment/>}}_{v_i}F(t,x,v)=\mathrm{\nu <\#comment/>}Q(F,F)(t,x,v),\\ E(t,x)=\mathrm{\nabla <\#comment/>}{\mathrm{\Delta <\#comment/>}}^{-<\#comment/>1}\left({\int <\#comment/>}_{{\mathbb{R}}^3}F\right(t,x,v)\mathrm{d}v-<\#comment/>{\int <\#comment/>-<\#comment/>}_{{\mathbb{T}}^3}{\int <\#comment/>}_{{\mathbb{R}}^3}F(t,x,v\left)\mathrm{d}v\mathrm{d}x\right),\end{array}$with $\mathrm{\nu <\#comment/>}\ll <\#comment/>1$. We prove that for $\mathrm{ϵ<\#comment/>}>0$sufficiently small (but independent of $\mathrm{\nu <\#comment/>}$), initial data which are $O\left(\mathrm{ϵ<\#comment/>}{\mathrm{\nu <\#comment/>}}^{1/3}\right)$-Sobolev space perturbations from the global Maxwellians lead to global-in-time solutions which converge to the global Maxwellians as $t\to <\#comment/>\mathrm{\infty <\#comment/>}$. The solutions exhibit uniform-in- $\mathrm{\nu <\#comment/>}$Landau damping and enhanced dissipation. Our main result is analogous to an earlier result of Bedrossian for the Vlasov–Poisson–Fokker–Planck equation with the same threshold. However, unlike in the Fokker–Planck case, the linear operator cannot be inverted explicitly due to the complexity of the Landau collision operator. For this reason, we develop an energy-based framework, which combines Guo’s weighted energy method with the hypocoercive energy method and the commuting vector field method. The proof also relies on pointwise resolvent estimates for the linearized density equation. 

   more » « less
3. A PDE hierarchy for directed polymers in random environments

   https://doi.org/10.1088/1361-6544/ac23b7  

   Gu, Yu; Henderson, Christopher (September 2021, Nonlinearity)

   Abstract For a Brownian directed polymer in a Gaussian random environment, with q ( t , ⋅) denoting the quenched endpoint density and Q n ( t , x 1 , … , x n ) = E [ q ( t , x 1 ) … q ( t , x n ) ] , we derive a hierarchical PDE system satisfied by { Q n } n ⩾ 1 . We present two applications of the system: (i) we compute the generator of { μ t ( d x ) = q ( t , x ) d x } t ⩾ 0 for some special functionals, where { μ t ( d x ) } t ⩾ 0 is viewed as a Markov process taking values in the space of probability measures; (ii) in the high temperature regime with d ⩾ 3, we prove a quantitative central limit theorem for the annealed endpoint distribution of the diffusively rescaled polymer path. We also study a nonlocal diffusion-reaction equation motivated by the generator and establish a super-diffusive O ( t 2/3 ) scaling. 

   more » « less
4. DISTORTION IN THE FINITE DETERMINATION RESULT FOR EMBEDDINGS OF LOCALLY FINITE METRIC SPACES INTO BANACH SPACES

   https://doi.org/10.1017/S0017089518000022  

   OSTROVSKA, S.; OSTROVSKII, M. I. (January 2019, Glasgow Mathematical Journal)

   Abstract Given a Banach space X and a real number α ≥ 1, we write: (1) D ( X ) ≤ α if, for any locally finite metric space A , all finite subsets of which admit bilipschitz embeddings into X with distortions ≤ C , the space A itself admits a bilipschitz embedding into X with distortion ≤ α ⋅ C ; (2) D ( X ) = α + if, for every ϵ > 0, the condition D ( X ) ≤ α + ϵ holds, while D ( X ) ≤ α does not; (3) D ( X ) ≤ α + if D ( X ) = α + or D ( X ) ≤ α. It is known that D ( X ) is bounded by a universal constant, but the available estimates for this constant are rather large. The following results have been proved in this work: (1) D ((⊕ n =1 ∞ X n ) p ) ≤ 1 + for every nested family of finite-dimensional Banach spaces { X n } n =1 ∞ and every 1 ≤ p ≤ ∞. (2) D ((⊕ n =1 ∞ ℓ ∞ n ) p ) = 1 + for 1 < p < ∞. (3) D ( X ) ≤ 4 + for every Banach space X with no nontrivial cotype. Statement (3) is a strengthening of the Baudier–Lancien result (2008). 

   more » « less
5. Efficient and Near-Optimal Online Portfolio Selection

   Jézéquel, R; Ostrovskii, D.; Gaillard, P. (October 2022, ArXivorg)

   In the problem of online portfolio selection as formulated by Cover (1991), the trader repeatedly distributes her capital over d assets in each of T>1 rounds, with the goal of maximizing the total return. Cover proposed an algorithm, termed Universal Portfolios, that performs nearly as well as the best (in hindsight) static assignment of a portfolio, with an O(dlog(T)) regret in terms of the logarithmic return. Without imposing any restrictions on the market this guarantee is known to be worst-case optimal, and no other algorithm attaining it has been discovered so far. Unfortunately, Cover's algorithm crucially relies on computing certain d-dimensional integral which must be approximated in any implementation; this results in a prohibitive O(d^4(T+d)^14) per-round runtime for the fastest known implementation due to Kalai and Vempala (2002). We propose an algorithm for online portfolio selection that admits essentially the same regret guarantee as Universal Portfolios -- up to a constant factor and replacement of log(T) with log(T+d) -- yet has a drastically reduced runtime of O(d^(T+d)) per round. The selected portfolio minimizes the current logarithmic loss regularized by the log-determinant of its Hessian -- equivalently, the hybrid logarithmic-volumetric barrier of the polytope specified by the asset return vectors. As such, our work reveals surprising connections of online portfolio selection with two classical topics in optimization theory: cutting-plane and interior-point algorithms. 

   more » « less