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We prove the existence and uniqueness of positive analytical solutions with positive initial data to the mean field equation (the Dyson equation) of the Dyson Brownian motion through the complex Burgers equation with a force term on the upper half complex plane. These solutions converge to a steady state given by Wigner’s semicircle law. A unique global weak solution with nonnegative initial data to the Dyson equation is obtained, and some explicit solutions are given by Wigner’s semicircle laws. We also construct a bi-Hamiltonian structure for the system of real and imaginary components of the complex Burgers equation (coupled Burgers system). We establish a kinetic formulation for the coupled Burgers system and prove the existence and uniqueness of entropy solutions. The coupled Burgers system in Lagrangian variable naturally leads to two interacting particle systems, the Fermi–Pasta–Ulam–Tsingou model with nearest-neighbor interactions, and the Calogero–Moser model. These two particle systems yield the same Lagrangian dynamics in the continuum limit.
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Analytic regularity of strong solutions for the complexified stochastic nonlinear Poisson-Boltzmann equation
The nonlinear Poisson-Boltzmann equation (nPBE) is a fundamental partial differential equation (PDE) in electrostatics, widely used in computational biology and chemistry to model potential fields in solvents or plasmas. In this paper, we consider the problem of quantifying the statistical uncertainty of the stochastic nPBE solution under random variations in its coefficients. We establish the existence and uniqueness of solutions of the complexified nPBE using a contraction mapping argument, as conventional convex optimization techniques for the real-valued nPBE do not naturally extend to the complex setting. Using the existence and uniqueness result, we demonstrate that the solutions admit analytic extensions over a well-defined region in the complex hyperplane The analyticity makes the computation for statistics of real-valued quantities of interest amenable to numerical techniques such as sparse grids. Sparse grids are applied to uniformly approximate analytic functions with algebraic to sub-exponential error with respect to the number of knots, thus allowing for efficient approximations of high-dimensional integrals. Our numerical experiments confirm the predicted error behavior.
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- Award ID(s):
- 1736392
- PAR ID:
- 10667247
- Publisher / Repository:
- Elsevier
- Date Published:
- Journal Name:
- Computers & Mathematics with Applications
- Volume:
- 204
- Issue:
- C
- ISSN:
- 0898-1221
- Page Range / eLocation ID:
- 97 to 122
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript
- Journal Article:
- https://doi.org/10.1016/j.camwa.2025.12.003
