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1. The Brown measure of the free multiplicative Brownian motion

   https://doi.org/10.1007/s00440-022-01142-z  

   Driver, Bruce K. ; Hall, Brian ; Kemp, Todd ( October 2022 , Probability Theory and Related Fields)

   The free multiplicative Brownian motion$$b_{t}$$$b_t$is the large-Nlimit of the Brownian motion on$$\mathsf {GL}(N;\mathbb {C}),$$$\mathrm{GL}(N;C),$in the sense of$$*$$$\ast$-distributions. The natural candidate for the large-Nlimit of the empirical distribution of eigenvalues is thus the Brown measure of$$b_{t}$$$b_t$. In previous work, the second and third authors showed that this Brown measure is supported in the closure of a region$$\Sigma _{t}$$${\Sigma }_t$that appeared in the work of Biane. In the present paper, we compute the Brown measure completely. It has a continuous density$$W_{t}$$$W_t$on$$\overline{\Sigma }_{t},$$${\overline{\Sigma }}_t,$which is strictly positive and real analytic on$$\Sigma _{t}$$${\Sigma }_t$. This density has a simple form in polar coordinates:$$\begin{aligned} W_{t}(r,\theta )=\frac{1}{r^{2}}w_{t}(\theta ), \end{aligned}$$$\begin{array}{c}{W}_t(r,\theta )=\frac{1}{r^2}{w}_t\left(\theta \right),\end{array}$where$$w_{t}$$$w_t$is an analytic function determined by the geometry of the region$$\Sigma _{t}$$${\Sigma }_t$. We show also that the spectral measure of free unitary Brownian motion$$u_{t}$$$u_t$is a “shadow” of the Brown measure of$$b_{t}$$$b_t$, precisely mirroring the relationship between the circular and semicircular laws. We develop several new methods, based on stochastic differential equations and PDE, to prove these results.

    

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2. Green function estimates on complements of low-dimensional uniformly rectifiable sets

   https://doi.org/10.1007/s00208-022-02379-8  

   David, Guy ; Feneuil, Joseph ; Mayboroda, Svitlana ( March 2022 , Mathematische Annalen)

   It has been recently established in David and Mayboroda (Approximation of green functions and domains with uniformly rectifiable boundaries of all dimensions.arXiv:2010.09793) that on uniformly rectifiable sets the Green function is almost affine in the weak sense, and moreover, in some scenarios such Green function estimates are equivalent to the uniform rectifiability of a set. The present paper tackles a strong analogue of these results, starting with the “flagship degenerate operators on sets with lower dimensional boundaries. We consider the elliptic operators$$L_{\beta ,\gamma } =- {\text {div}}D^{d+1+\gamma -n} \nabla $$$L_{\beta ,\gamma }=-\text{div}{D}^{d+1+\gamma -n}\nabla$associated to a domain$$\Omega \subset {\mathbb {R}}^n$$$\Omega \subset R^n$with a uniformly rectifiable boundary$$\Gamma $$$\Gamma$of dimension$$d < n-1$$$d<n-1$, the now usual distance to the boundary$$D = D_\beta $$$D=D_{\beta }$given by$$D_\beta (X)^{-\beta } = \int _{\Gamma } |X-y|^{-d-\beta } d\sigma (y)$$$D_{\beta }{\left(X\right)}^{-\beta }={\int }_{\Gamma }{|X-y|}^{-d-\beta }d\sigma \left(y\right)$for$$X \in \Omega $$$X\in \Omega$, where$$\beta >0$$$\beta >0$and$$\gamma \in (-1,1)$$$\gamma \in (-1,1)$. In this paper we show that the Green functionGfor$$L_{\beta ,\gamma }$$$L_{\beta ,\gamma }$, with pole at infinity, is well approximated by multiples of$$D^{1-\gamma }$$$D^{1-\gamma }$, in the sense that the function$$\big | D\nabla \big (\ln \big ( \frac{G}{D^{1-\gamma }} \big )\big )\big |^2$$$|D\nabla (ln(\frac{G}{D^{1-\gamma }})){|}^2$satisfies a Carleson measure estimate on$$\Omega $$$\Omega$. We underline that the strong and the weak results are different in nature and, of course, at the level of the proofs: the latter extensively used compactness arguments, while the present paper relies on some intricate integration by parts and the properties of the “magical distance function from David et al. (Duke Math J, to appear).

    

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3. Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions

   https://doi.org/10.1007/s10959-023-01251-y  

   Harang, Fabian ; Tindel, Samy ; Wang, Xiaohua ( May 2023 , Journal of Theoretical Probability)

   Based on the recent development of the framework of Volterra rough paths (Harang and Tindel in Stoch Process Appl 142:34–78, 2021), we consider here the probabilistic construction of the Volterra rough path associated to the fractional Brownian motion with$$H>\frac{1}{2}$$$H>\frac{1}{2}$and for the standard Brownian motion. The Volterra kernelk(t, s) is allowed to be singular, and behaving similar to$$|t-s|^{-\gamma }$$${|t-s|}^{-\gamma }$for some$$\gamma \ge 0$$$\gamma \ge 0$. The construction is done in both the Stratonovich and Itô senses. It is based on a modified Garsia–Rodemich–Romsey lemma which is of interest in its own right, as well as tools from Malliavin calculus. A discussion of challenges and potential extensions is provided.

    

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4. An Allard-type boundary regularity theorem for $2d$ minimizing currents at smooth curves with arbitrary multiplicity

   https://doi.org/10.1007/s10240-024-00144-y  

   De Lellis, Camillo ; Nardulli, Stefano ; Steinbrüchel, Simone ( February 2024 , Publications mathématiques de l'IHÉS)

   We consider integral area-minimizing 2-dimensional currents$T$$T$in$U\subset \mathbf {R}^{2+n}$$U\subset R^{2+n}$with$\partial T = Q\left [\!\![{\Gamma }\right ]\!\!]$$\partial T=Q〚\Gamma 〛$, where$Q\in \mathbf {N} \setminus \{0\}$$Q\in N\setminus \left\{0\right\}$and$\Gamma $$\Gamma$is sufficiently smooth. We prove that, if$q\in \Gamma $$q\in \Gamma$is a point where the density of$T$$T$is strictly below$\frac{Q+1}{2}$$\frac{Q+1}{2}$, then the current is regular at$q$$q$. The regularity is understood in the following sense: there is a neighborhood of$q$$q$in which$T$$T$consists of a finite number of regular minimal submanifolds meeting transversally at$\Gamma $$\Gamma$(and counted with the appropriate integer multiplicity). In view of well-known examples, our result is optimal, and it is the first nontrivial generalization of a classical theorem of Allard for$Q=1$$Q=1$. As a corollary, if$\Omega \subset \mathbf {R}^{2+n}$$\Omega \subset R^{2+n}$is a bounded uniformly convex set and$\Gamma \subset \partial \Omega $$\Gamma \subset \partial \Omega$a smooth 1-dimensional closed submanifold, then any area-minimizing current$T$$T$with$\partial T = Q \left [\!\![{\Gamma }\right ]\!\!]$$\partial T=Q〚\Gamma 〛$is regular in a neighborhood of $\Gamma $$\Gamma$.

    

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5. Multidimensional WENO-AO Reconstructions Using a Simplified Smoothness Indicator and Applications to Conservation Laws

   https://doi.org/10.1007/s10915-023-02319-x  

   Huang, Chieh-Sen ; Arbogast, Todd ; Tian, Chenyu ( August 2023 , Journal of Scientific Computing)

   Finite volume, weighted essentially non-oscillatory (WENO) schemes require the computation of a smoothness indicator. This can be expensive, especially in multiple space dimensions. We consider the use of the simple smoothness indicator$$\sigma ^{\textrm{S}}= \frac{1}{N_{\textrm{S}}-1}\sum _{j} ({\bar{u}}_{j} - {\bar{u}}_{m})^2$$${\sigma }^{\text{S}}=\frac{1}{N_{\text{S}}-1}{\sum }_j{({\overline{u}}_j-{\overline{u}}_m)}^2$, where$$N_{\textrm{S}}$$$N_{\text{S}}$is the number of mesh elements in the stencil,$${\bar{u}}_j$$${\overline{u}}_j$is the local function average over mesh elementj, and indexmgives the target element. Reconstructions utilizing standard WENO weighting fail with this smoothness indicator. We develop a modification of WENO-Z weighting that gives a reliable and accurate reconstruction of adaptive order, which we denote as SWENOZ-AO. We prove that it attains the order of accuracy of the large stencil polynomial approximation when the solution is smooth, and drops to the order of the small stencil polynomial approximations when there is a jump discontinuity in the solution. Numerical examples in one and two space dimensions on general meshes verify the approximation properties of the reconstruction. They also show it to be about 10 times faster in two space dimensions than reconstructions using the classic smoothness indicator. The new reconstruction is applied to define finite volume schemes to approximate the solution of hyperbolic conservation laws. Numerical tests show results of the same quality as standard WENO schemes using the classic smoothness indicator, but with an overall speedup in the computation time of about 3.5–5 times in 2D tests. Moreover, the computational efficiency (CPU time versus error) is noticeably improved.

    

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