Abstract This is a continuation, and conclusion, of our study of bounded solutions u of the semilinear parabolic equation $$u_t=u_{xx}+f(u)$$ u t = u xx + f ( u ) on the real line whose initial data $$u_0=u(\cdot ,0)$$ u 0 = u ( · , 0 ) have finite limits $$\theta ^\pm $$ θ ± as $$x\rightarrow \pm \infty $$ x → ± ∞ . We assume that f is a locally Lipschitz function on $$\mathbb {R}$$ R satisfying minor nondegeneracy conditions. Our goal is to describe the asymptotic behavior of u ( x , t ) as $$t\rightarrow \infty $$ t → ∞ . In the first two parts of this series we mainly considered the cases where either $$\theta ^-\ne \theta ^+$$ θ - ≠ θ + ; or $$\theta ^\pm =\theta _0$$ θ ± = θ 0 and $$f(\theta _0)\ne 0$$ f ( θ 0 ) ≠ 0 ; or else $$\theta ^\pm =\theta _0$$ θ ± = θ 0 , $$f(\theta _0)=0$$ f ( θ 0 ) = 0 , and $$\theta _0$$ θ 0 is a stable equilibrium of the equation $${{\dot{\xi }}}=f(\xi )$$ ξ ˙ = f ( ξ ) . In all these cases we proved that the corresponding solution u is quasiconvergent—if bounded—which is to say that all limit profiles of $$u(\cdot ,t)$$ u ( · , t ) as $$t\rightarrow \infty $$ t → ∞ are steady states. The limit profiles, or accumulation points, are taken in $$L^\infty _{loc}(\mathbb {R})$$ L loc ∞ ( R ) . In the present paper, we take on the case that $$\theta ^\pm =\theta _0$$ θ ± = θ 0 , $$f(\theta _0)=0$$ f ( θ 0 ) = 0 , and $$\theta _0$$ θ 0 is an unstable equilibrium of the equation $${{\dot{\xi }}}=f(\xi )$$ ξ ˙ = f ( ξ ) . Our earlier quasiconvergence theorem in this case involved some restrictive technical conditions on the solution, which we now remove. Our sole condition on $$u(\cdot ,t)$$ u ( · , t ) is that it is nonoscillatory (has only finitely many critical points) at some $$t\ge 0$$ t ≥ 0 . Since it is known that oscillatory bounded solutions are not always quasiconvergent, our result is nearly optimal.
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The Brown measure of the free multiplicative Brownian motion
Abstract The free multiplicative Brownian motion $$b_{t}$$ b t is the large- N limit of the Brownian motion on $$\mathsf {GL}(N;\mathbb {C}),$$ GL ( N ; C ) , in the sense of $$*$$ ∗ -distributions. The natural candidate for the large- N limit 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 $$\Sigma _{t}$$ Σ 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 $$\overline{\Sigma }_{t},$$ Σ ¯ t , which is strictly positive and real analytic on $$\Sigma _{t}$$ Σ t . This density has a simple form in polar coordinates: $$\begin{aligned} W_{t}(r,\theta )=\frac{1}{r^{2}}w_{t}(\theta ), \end{aligned}$$ W t ( r , θ ) = 1 r 2 w t ( θ ) , where $$w_{t}$$ w t is an analytic function determined by the geometry of the region $$\Sigma _{t}$$ Σ 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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- Award ID(s):
- 2055340
- PAR ID:
- 10448983
- Date Published:
- Journal Name:
- Probability Theory and Related Fields
- Volume:
- 184
- Issue:
- 1-2
- ISSN:
- 0178-8051
- Page Range / eLocation ID:
- 209 to 273
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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