The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
DOI10.1007/s40072-022-00257-7zbMath1527.60043arXiv2107.14158OpenAlexW3186308176WikidataQ114219508 ScholiaQ114219508MaRDI QIDQ6078571
Juan Carlos Pardo, Michael A. Högele, Gerardo Barrera
Publication date: 27 September 2023
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.14158
error estimatesLévy processesstochastic partial differential equationsheat semigroupWasserstein distanceexponential ergodicityinfinite dimensional Ornstein-Uhlenbeck processesthe cutoff phenomenon
Processes with independent increments; Lévy processes (60G51) One-parameter semigroups and linear evolution equations (47D06) Ergodic theorems, spectral theory, Markov operators (37A30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Cites Work
- Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems
- The cutoff profile for the simple exclusion process on the circle
- Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
- Kac's walk on \(n\)-sphere mixes in \(n\log n\) steps
- Exponential ergodicity and regularity for equations with Lévy noise
- Time to reach stationarity in the Bernoulli-Laplace diffusion model with many urns
- Entropy-driven cutoff phenomena
- Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
- Glauber dynamics for the mean-field Ising model: cut-off, critical power law, and metastability
- Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
- Cut-off for \(n\)-tuples of exponentially converging processes
- Cut-off and exit from metastability: Two sides of the same coin
- Functional analysis, Sobolev spaces and partial differential equations
- The cutoff phenomenon for ergodic Markov processes
- Strong uniform times and finite random walks
- Trailing the dovetail shuffle to its lair
- Linear stochastic evolution equations in Hilbert space
- Infinite-dimensional dynamical systems in mechanics and physics.
- Perturbations of generalized Mehler semigroups and applications to stochastic heat equations with Levy noise and singular drift
- Cutoff at the ``entropic time for sparse Markov chains
- Cutoff for the Ising model on the lattice
- The dynamics of nonlinear reaction-diffusion equations with small Lévy noise
- Generalized Mehler semigroups: The non-Gaussian case
- Spectral gap of sparse bistochastic matrices with exchangeable rows
- Limit profiles for reversible Markov chains
- Cutoff for the mean-field zero-range process with bounded monotone rates
- Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes
- Cutoff for the square plaquette model on a critical length scale
- The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
- The cut-off phenomenon for Brownian motions on compact symmetric spaces
- Comparing mixing times on sparse random graphs
- Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes
- A concise course on stochastic partial differential equations
- Abrupt convergence and escape behavior for birth and death chains
- Random walk on sparse random digraphs
- Cutoff phenomenon for the asymmetric simple exclusion process and the biased card shuffling
- The strong mixing and the selfdecomposability properties
- Thermalisation for small random perturbations of dynamical systems
- Stochastic partial differential equations driven by Lévy space-time white noise
- Bounds for left and right window cutoffs
- Asymptotic analysis of a random walk on a hypercube with many dimensions
- Shuffling Cards and Stopping Times
- On processes of ornstein-uhlenbeck type in hilbert space
- Stability and Stabilizability of Infinite-Dimensional Systems
- Invariant measures for semilinear stochastic equations
- Cutoff for samples of Markov chains
- How many shuffles to randomize a deck of cards?
- Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces
- Time to Reach Stationarity in the Bernoulli–Laplace Diffusion Model
- Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method
- Lévy Processes and Stochastic Calculus
- Ergodicity for Infinite Dimensional Systems
- The cutoff phenomenon in finite Markov chains.
- On linear evolution equations with cylindrical L\'evy noise
- Stochastic Equations in Infinite Dimensions
- An Invitation to Statistics in Wasserstein Space
- Stochastic Partial Differential Equations with Levy Noise
- Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average
- The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
- Optimal Transport
- On the path regularity of a stochastic process in a hilbert space, defined by the ito integral
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise