We study the existence and the uniqueness of a solution $\varphi$ to the linear Fokker-Planck equation $-\Delta \varphi +div\left(\varphi \mathbf{F}\right)=f$ in a bounded domain of ${ℝ}^d$ when $\mathbf{F}$ is a “confinement” vector field. This field acting for instance like the inverse of the distance to the boundary. An illustration of the obtained results is given within the framework of fluid mechanics and polymer flows.

We study a class of holomorphic complex measures, which are close in an appropriate sense to a complex Gaussian. We show that these measures can be reduced to a product measure of real Gaussians with the aid of a maximum principle in the complex domain. The formulation of this problem has its origin in the study of a certain class of random Schrödinger operators, for which we show that the expectation value of the Green’s function decays exponentially.

We present in this paper the formal passage from a kinetic model to the incompressible Navier−Stokes equations for a mixture of monoatomic gases with different masses. The starting point of this derivation is the collection of coupled Boltzmann equations for the mixture of gases. The diffusion coefficients for the concentrations of the species, as well as the ones appearing in the equations for velocity and temperature, are explicitly computed under the Maxwell molecule assumption in terms of the...

MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf GorenfloThere is a well-known relationship between the Itô stochastic differential equations (SDEs) and the associated partial differential equations called Fokker-Planck equations, also called Kolmogorov equations. The Brownian motion plays the role of the basic driving process for SDEs. This paper provides fractional generalizations of the triple relationship between the driving process, corresponding...

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process $\left(K\right(t),i(t),Y(t\left)\right)$ on $({𝕋}^2\times \{1,2\}\times {ℝ}^2)$, where ${𝕋}^2$ is the two-dimensional torus. Here $\left(K\right(t),i(t\left)\right)$ is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance. $Y\left(t\right)$ is an additive functional of $K$, defined as ${\int }_0^{t}v\left(K\left(s\right)\right)\mathrm{d}s$, where $\left|v\right|\sim 1$ for small $k$. We prove that the rescaled process ${(NlnN)}^{-1/2}Y\left(Nt\right)$ converges in distribution to a two-dimensional Brownian motion. As a consequence, the appropriately...

We describe a new model of massless thermal bosons which predicts an hyperbolic fluctuation spectrum at low frequencies. It is found that the partition function per mode is the Euler generating function for unrestricted partitions $p(n$). Thermodynamical quantities carry a strong arithmetical structure : they are given by series with Fourier coefficients equal to summatory functions ${\sigma }_k\left(n\right)$ of the power of divisors, with $k=-1$ for the free energy, $k=0$ for the number of particles and $k=1$ for the internal energy. Low...

In a statistical mechanics model with unbounded spins, we prove uniqueness of the Gibbs measure under various assumptions on finite volume functional inequalities. We follow Royer's approach (Royer, 1999) and obtain uniqueness by showing convergence properties of a Glauber-Langevin dynamics. The result was known when the measures on the box [-n,n]d (with free boundary conditions) satisfied the same logarithmic Sobolev inequality. We generalize this in two directions: either the constants may be...

We consider generalized Wigner ensembles and general $\beta$-ensembles with analytic potentials for any $\beta \ge 1$. The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian $\beta$-ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal. In fact,...

We consider the Gaudin model associated to a point z ∈ ℂⁿ with pairwise distinct coordinates and to the subspace of singular vectors of a given weight in the tensor product of irreducible finite-dimensional sl₂-representations, [G]. The Bethe equations of this model provide the critical point system of a remarkable rational symmetric function. Any critical orbit determines a common eigenvector of the Gaudin hamiltonians called a Bethe vector. In [ReV], it was shown that for generic...