6 papers
-cut-off phenomenon for Galerkin projections of Fokker-Planck equations with monomial potentials
Benny Avelin, Gerardo Barrera
In this manuscript, we establish the existence/non-existence of the cut-off phenomenon for the Langevin--Kolmogorov random dynamics with monomial convex potentials, possible singul…
Coarse-grained ellipticity and De Giorgi-Nash-Moser theory
Scott Armstrong, Benny Avelin, Cristiana De Filippis +2
We prove local boundedness and a Harnack inequality for nonnegative weak solutions of the equation under a coarse-grained ellipticity assump…
1D stochastic pressure equation with log-correlated Gaussian coefficients
Benny Avelin, Tuomo Kuusi, Patrik Nummi +3
We study unique solvability for one dimensional stochastic pressure equation with diffusion coefficient given by the Wick exponential of log-correlated Gaussian fields. We prove we…
Weak and Perron Solutions for Stationary Kramers-Fokker-Planck Equations in Bounded Domains
Benny Avelin, Mingyi Hou
In this paper, we investigate weak solutions and Perron-Wiener-Brelot solutions to the linear stationary Kramers-Fokker-Planck equation in bounded domains. We establish the existen…
Renormalized stochastic pressure equation with log-correlated Gaussian coefficients
Benny Avelin, Tuomo Kuusi, Patrik Nummi +3
We study periodic solutions to the following divergence-form stochastic partial differential equation with Wick-renormalized gradient on the -dimensional flat torus $\mathbb{T}^…
On the Impact of Approximation Errors on Extreme Quantile Estimation with Applications to Functional Data Analysis
Jaakko Pere, Benny Avelin, Valentin Garino +2
We study the effect of approximation errors in assessing the extreme behavior of heavy-tailed random objects. We give conditions for the approximation error such that the standard…