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Probabilistic Research of Large Scale Interacting Systems

Research Project

Project/Area Number 14340029
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionThe University of Tokyo

Principal Investigator

FUNAKI Tadahisa  Univ.Tokyo, Grad.Sch.Math.Sci., Professor, 大学院・数理科学研究科, 教授 (60112174)

Co-Investigator(Kenkyū-buntansha) SHIGA Tokuzo  Tokyo Inst Tech, Grad.Sch.Sci.Eng., Professor, 大学院・理工学研究科, 教授 (60025418)
HIGUCHI Yasunari  Kobe Univ., Fac.Sci., Professor, 理学部, 教授 (60112075)
OSADA Hirofumi  Kyushu Univ., Grad.Sch.Math.Sci., Professor, 大学院・数理学研究院, 教授 (20177207)
TANEMURA Hideki  Chiba Univ., Fac.Sci., Associate Professor, 理学部, 助教授 (40217162)
YOSHIDA Nobuo  Kyoto Univ., Grad.Sch.Sci., Associate Professor, 大学院・理学研究科, 助教授 (40240303)
Project Period (FY) 2002 – 2005
Project Status Completed (Fiscal Year 2005)
Budget Amount *help
¥14,000,000 (Direct Cost: ¥14,000,000)
Fiscal Year 2005: ¥3,400,000 (Direct Cost: ¥3,400,000)
Fiscal Year 2004: ¥3,100,000 (Direct Cost: ¥3,100,000)
Fiscal Year 2003: ¥3,100,000 (Direct Cost: ¥3,100,000)
Fiscal Year 2002: ¥4,400,000 (Direct Cost: ¥4,400,000)
KeywordsInterface model / Hydrodynamic limit / Stochastic differential equation / Brownian paricles' system / Free boundary problem / Large scale interacting system / Stochastic analysis / Random media / Anderson模型 / 非交叉ランダムウォーク / ランダム行列
Research Abstract

The large scale interacting systems generically mean mathematical models which are introduced to explain and understand physical phenomena at macroscopic level from microscopic one. Such systems exhibit very complicated feature in general. The purpose of this research is, unifying the viewpoints of stochastic analysis and theory of nonlinear partial differential equations, to study these models from several aspects deeply. To achieve the goal, in the first year 2002 of this research, an international symposium "Stochastic Analysis on Large Scale Interacting Systems" was organized. This played an important role to find the direction of the research.
The objects of the research were expansive and of wide range. Let us state some of them concretely : lattice interface model, derivation-of free boundary, problem, large deviation, quasi-Winterbottom shape, phase structure and phase separation curve in Widom-Rowlinson model, interacting Brownian particles, random matrices, parabolic Anderson model, polymers in random media, non-crossing random walks, epidemic model and phase coexistence, evolutional singular limit with pinning, combustion model and partial differential equation with singular term, two-phase obstacle model, stochastic partial differential equations with singular term like delta-functions, integration by parts formula for restricted Wiener measure, Wiener integrals for Bessel processes.
As research results based on effective cooperation of investigators in the group, we state : derivation of differential equations with singularities, like evolutionary variational inequality and free boundary problem, starting from interface model or two component system, finding similarity in interacting random walks or polymer models with interface model, study of interacting Brownian particles from several different aspects, studying the behavior of phase separation curves and others.

Report

(5 results)
  • 2005 Annual Research Report   Final Research Report Summary
  • 2004 Annual Research Report
  • 2003 Annual Research Report
  • 2002 Annual Research Report
  • Research Products

    (130 results)

All 2006 2005 2004 2003 2002 Other

All Journal Article (97 results) Book (19 results) Publications (14 results)

  • [Journal Article] Wiener integrals for centered powers of Bessel processes, I.2006

    • Author(s)
      T.Funaki
    • Journal Title

      Markov Proc. Relat. Fields

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Hydrodynarnic limit and nonlinear PDEs with singularities.2006

    • Author(s)
      T.Funaki
    • Journal Title

      Advanced Studies in Pure Mathematics

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Directed polymers in random environment are diffusive at weak disorder.2006

    • Author(s)
      F.Comets, N.Yoshida
    • Journal Title

      Ann. Probab.

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Wiener integrals for centered powers of Bessel processes, I.2006

    • Author(s)
      T.Funaki, Y.Hariya, M.Yor
    • Journal Title

      Markov Proc.Relat.Fields (to appear)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Hydrodynamic limit and nonlinear PDEs with singularities.2006

    • Author(s)
      T.Funaki
    • Journal Title

      Advanced Studies in Pure Mathematics (to appear)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Wiener integrals for centered powers of Bessel processes, I.2006

    • Author(s)
      T.Funaki
    • Journal Title

      Markov Proc.Relat.Fields (出版予定)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Hydrodynamic limit and nonlinear PDEs with singularities.2006

    • Author(s)
      T.Funaki
    • Journal Title

      Advanced Studies in Pure Mathematics (出版予定)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] A random motion of Winterbottom-like shape.2005

    • Author(s)
      T.Funaki
    • Journal Title

      Oberwolfach Reports 2・2

      Pages: 1283-1284

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model with Levy noise.2005

    • Author(s)
      M.Cranston, (T.Shiga)
    • Journal Title

      Probab. Theory Relat. Fields 132

      Pages: 331-355

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Regularity in free boundary problems.2005

    • Author(s)
      G.S.Weiss
    • Journal Title

      Selected Papers on Differential Equations and Analysis, AMS Translations Series 2 215

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] The two-phase membrane problem - an intersection-comparison approach to the regularity at branch points.2005

    • Author(s)
      G.S.Weiss
    • Journal Title

      Adv. Math. online

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Cross-shaped and degenerate singularities in an unstable elliptic free boundary problem.2005

    • Author(s)
      G.S.Weiss
    • Journal Title

      J. Differential Equations online

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Brownian directed polymers in random environment.2005

    • Author(s)
      F.Comets, N.Yoshida
    • Journal Title

      Commun. Math. Phys. 254

      Pages: 257-287

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Free boundary problem from two component system on Z.2005

    • Author(s)
      K.Komoriya
    • Journal Title

      J. Math. Sci. Univ. Tokyo 12

      Pages: 141-163

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A random motion of Winterbottom-like shape.2005

    • Author(s)
      T.Funaki
    • Journal Title

      Oberwolfach Reports 2 Issue 2

      Pages: 1283-1284

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model with Levy noise.2005

    • Author(s)
      M.Cranston, T.S.Mountford, T.Shiga
    • Journal Title

      Probab.Theory Pelat.Fields 132

      Pages: 331-355

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] The two-phase membrane problem - an intersection-comparison approach to the regularity at branch points.2005

    • Author(s)
      G.S.Weiss
    • Journal Title

      Adv.Math. online

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Cross-shaped and degenerate singularities in an unstable elliptic free boundary problem.2005

    • Author(s)
      G.S.Weiss
    • Journal Title

      J.Differential Equations online

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Brownian directed polymers in random environment.2005

    • Author(s)
      F.Comets, N.Yoshida
    • Journal Title

      Commun.Math.Phys. 254

      Pages: 257-287

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Free boundary problem from two component system on Z.2005

    • Author(s)
      K.Komoriya
    • Journal Title

      J.Math.Sci.Univ.Tokyo 12

      Pages: 141-163

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] Stochastic Interface Models. In: Lectures or Probability Theory and Statistics, Ecole d'Et'e de Probabilit'es de Saint-Flour XXXIII-2003(ed.J.Picard).2005

    • Author(s)
      T.Funaki
    • Journal Title

      Springer, Lect.Notes Math. 1869

      Pages: 103-274

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model with Levy noise.2005

    • Author(s)
      M.Cranston (T.Shiga)
    • Journal Title

      Probab.Theory Relat.Fields 132

      Pages: 331-355

    • Related Report
      2005 Annual Research Report
  • [Journal Article] The two-phase membrane problem - an intersection-comparison approach to the regularity at branch points.2005

    • Author(s)
      G.S.Weiss
    • Journal Title

      Adv.Math. (online)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Zero temperature limit for interacting Brownian particles, I. Motion of a single body.2004

    • Author(s)
      T.Funaki
    • Journal Title

      Ann. Probab. 32

      Pages: 1201-1227

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Zero temperature limit for interacting Brownian particles, II._Coagulation_in_one_dimension.2004

    • Author(s)
      T.Funaki
    • Journal Title

      Ann. Probab. 32

      Pages: 1228-1246

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Large deviations for ▽φ interface model and derivation of free boundary problems.2004

    • Author(s)
      T.Funaki
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 173-211

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Probabilistic analysis of directed polymers in random environment : a review.2004

    • Author(s)
      F.Comets, (T.Shiga, N.Yoshida)
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 115-142

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Some results on the phase structure of the two-dimensional Wiclom-Rowlinson model.2004

    • Author(s)
      Y.Higuchi
    • Journal Title

      Osaka J. Math. 41

      Pages: 237-255

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] The Dobrushin-Hryniv_theory for the two-dimensional latice Widom-Rowlinson model.2004

    • Author(s)
      Y.Higuchi
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 233-281

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Non-collision and collision properties of Dyson's model in infinite dimension and other stochastic dynamics whose equilibrium, states are determiriantal random point fields.2004

    • Author(s)
      H.Osada
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 325-343

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Infinite systems of non-colliding Brownian particles.2004

    • Author(s)
      M._Katori, (H._Tanemura)
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 283-306

    • NAID

      110002215157

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems.2004

    • Author(s)
      M.Katori, H.Tanemura
    • Journal Title

      J. Math. Phys. 45

      Pages: 3058-3085

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Coexistence results for a spatial stochastic epidemic model.2004

    • Author(s)
      N.Konno, (H.Tanemura)
    • Journal Title

      Markov Proc. Relat. Fields 10

      Pages: 367-376

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Dualities for the Domany-Kinzel model.2004

    • Author(s)
      M.Katori, (H.Tanemura)
    • Journal Title

      J. Theoret. Probab. 17

      Pages: 131-144

    • NAID

      120005908076

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Global solutions of an obstacle-problem-like equation with two phases.2004

    • Author(s)
      H.Shahgholian, (G.S.Weiss)
    • Journal Title

      Monatsh.Math. 142

      Pages: 27-34

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A parabolic free boundary value problem with double pinning.2004

    • Author(s)
      G.S.Weiss
    • Journal Title

      Nonlinear Anal. 57

      Pages: 153-172

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Boundary monotonicity formulae and applications to free boundary problems, I. The elliptic, case.2004

    • Author(s)
      G.S.Weiss
    • Journal Title

      Electronic J. Differential Equations 44

      Pages: 12-12

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] ランダム媒質中のディレクティドポリマー.2004

    • Author(s)
      吉田伸生
    • Journal Title

      数学 56

      Pages: 159-181

    • NAID

      10013123696

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Zero temperature limit for interacting Brownian particles, I.Motion of a single body.2004

    • Author(s)
      T.Funaki
    • Journal Title

      Ann.Probab. 32

      Pages: 1201-1227

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Zero temperature limit for interacting Brownian particles, II. Coagulation in one dimension.2004

    • Author(s)
      T.Funaki
    • Journal Title

      Ann.Probab. 32

      Pages: 1228-1246

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Large deviations for ∇φinterface model and derivation of free boundary problems.2004

    • Author(s)
      T.Funaki, H.Sakagawa
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 173-211

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Probabilistic analysis of directed polymers in random environment : a review.2004

    • Author(s)
      F.Comets, T.Shiga, N.Yoshida
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 115-142

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Some results on the phase structure of the two-dimensional Widom-Rowlinson model.2004

    • Author(s)
      Y.Higuchi, M.Takei
    • Journal Title

      Osaka J.Math. 41

      Pages: 237-255

    • NAID

      120004840531

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] The Dobrushin-Hryniv theory for the two-dimensional latice Widom-Rowlinson model.2004

    • Author(s)
      Y.Higuchi, J.Murai, J.Wang
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 233-281

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Non-collision and collision properties of Dyson's model in infinite dimension and other stochastic dynamics whose equilibrium states are determinantal random point fields.2004

    • Author(s)
      H.Osada
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 325-343

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Infinite systems of non-colliding Brownian particles2004

    • Author(s)
      M.Katori, T.Nagao, H.Tanemura
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 283-306

    • NAID

      110002215157

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems.2004

    • Author(s)
      M.Katori, H.Tanemura
    • Journal Title

      J.Math.Phys. 45

      Pages: 3058-3085

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Coexistence results for a spatial, stochastic epidemic model.2004

    • Author(s)
      N.Konno, R.Schinazi, H.Tanemura
    • Journal Title

      Markov Proc.Relat.Fields 10

      Pages: 367-376

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Dualities for the Domany-Kinzel model.2004

    • Author(s)
      M.Katori, N.Konno, A.Sudbury, H.Tanemura
    • Journal Title

      J.Theoret.Probab. 17

      Pages: 131-144

    • NAID

      120005908076

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Global solutions of an obstacle-problem-like equation with two phases.2004

    • Author(s)
      H.Shahgholian, N.Uraltseva, G.S.Weiss
    • Journal Title

      Monatsu.Math. 142

      Pages: 27-34

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Boundary monotonicity formulae and applications to free boundary problems, I.The elliptic case.2004

    • Author(s)
      G.S.Weiss
    • Journal Title

      Electronic J.Differential Equations 44

      Pages: 12-12

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Directed polymers in random media.2004

    • Author(s)
      N.Yoshida
    • Journal Title

      Sugaku 56

      Pages: 159-181

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Some new results on Brownian directed polymers in random environment.2004

    • Author(s)
      F.Comets, N.Yoshida
    • Journal Title

      Surikaiseki Kenkyuusyo Kokyuroku 1386

      Pages: 50-66

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Stochastic Analysis on Large Scale Interacting Systems (2002), the Proceedings a Shonan/Kyoto meetings. Advanced Studies in Pure Mathematics, 39.2004

    • Author(s)
      T.Funaki, H.Osada (editors)
    • Journal Title

      Mathematical Society of Japan

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Zero temperature limit for interacting Brownian particles, I.Motion of a single body2004

    • Author(s)
      T.Funaki
    • Journal Title

      Ann.Probab. 32

      Pages: 1201-1227

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Zero temperature limit for interacting Brownian particles, II.Coagulation in one dimension2004

    • Author(s)
      T.Funaki
    • Journal Title

      Ann.Probab. 32

      Pages: 1228-1246

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Probabilistic analysis of directed polymers in a random environment : a review2004

    • Author(s)
      F.Comets (T.Shiga, N.Yoshida)
    • Journal Title

      Adv.Stud.Pure Math.(Math.Soc.Japan) 39

      Pages: 115-142

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Some results on the phase structure of the two-dimensional Rowlinson model2004

    • Author(s)
      Y.Higuchi
    • Journal Title

      Osaka J.Math. 41

      Pages: 237-255

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Coexistence results for a spatial stochastic epidemic model2004

    • Author(s)
      N.Konno (H.Tanemura)
    • Journal Title

      Markov Process.Related Fields 10

      Pages: 367-376

    • Related Report
      2004 Annual Research Report
  • [Journal Article] A parabolic free boundary problem with double pinning2004

    • Author(s)
      G.S.Weiss
    • Journal Title

      Nonlinear Anal. 57

      Pages: 153-172

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Hydrodynamic limit for ▽φ interface model on a wall.2003

    • Author(s)
      T.Funaki
    • Journal Title

      Probab. Theory Relat. Fields 126

      Pages: 155-183

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Stochastic models for phase separation and evolution equations of interfaces.2003

    • Author(s)
      T.Funaki
    • Journal Title

      Sugaku Expo sitions 16

      Pages: 97-116

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Derivation of variational problems from microscopic interface model.2003

    • Author(s)
      T.Funaki
    • Journal Title

      数理解析研究所講究録 1323

      Pages: 76-83

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A conditional limit theorem for generalized diffusion processes.2003

    • Author(s)
      Z._Li, (T._Shiga)
    • Journal Title

      J. Math. Kyoto Univ. 43

      Pages: 567-583

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Directed polymers in random environment : path localization and strong disorder.2003

    • Author(s)
      F.Comets, (T.Shiga, N.Yoshida)
    • Journal Title

      Bernoulli 9

      Pages: 705-723

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Functional central limit theorems for vicious walkers.2003

    • Author(s)
      M.Katori, (H.Tanemura)
    • Journal Title

      Stoch. Stoch. Rep. 75

      Pages: 369-390

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Noncolliding Brownian motions and Harish-Chandra formula.2003

    • Author(s)
      M.Katori, (H.Tanemura)
    • Journal Title

      Elect. Comm. Probab. 8

      Pages: 112-121

    • NAID

      120007086795

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Localization transition of d-friendly walkers.2003

    • Author(s)
      H.Tanemura, N.Yoshida
    • Journal Title

      Probab. Theory Relat. Fields 125

      Pages: 593-608

    • NAID

      120007086796

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A singular limit arising in combustion theory : fine properties of the_free_boundary.2003

    • Author(s)
      G.S.Weiss
    • Journal Title

      Calc. Var. Partial Differential Equations 17

      Pages: 311-340

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A semilinear parabolic equation with free boundary.2003

    • Author(s)
      H.J.Choe, G.S.Weiss
    • Journal Title

      Indiana Univ. Math. J. 52

      Pages: 19-50

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Phase transition from the viewpoint of relaxation phenomena.2003

    • Author(s)
      N.Yashida
    • Journal Title

      Review Math. Phys. 15

      Pages: 765-788

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Hydrodynamic limit for ∇φinterface model on a wall.2003

    • Author(s)
      T.Funaki
    • Journal Title

      Probab.Theory Relat.Fields 126

      Pages: 155-183

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Stochastic models for phase separation and evolution equations of interfaces.2003

    • Author(s)
      T.Funaki
    • Journal Title

      Sugaku Exprositions 16

      Pages: 97-116

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Derivation of variational problems from microscopic interface model.2003

    • Author(s)
      T.Funaki
    • Journal Title

      Suutikaiseki kenkyuusyo Kokyuroku 1323

      Pages: 76-83

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A conditional limit theorem for generalized diffusion processes.2003

    • Author(s)
      Z.Li, T.Shiga, M.Tomisaki
    • Journal Title

      J.Math.Kyoto Univ. 43

      Pages: 567-583

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Directed polymers in random environment : path localization and strong disorder.2003

    • Author(s)
      F.Comets, T.Shiga, N.Yoshida
    • Journal Title

      Bernoulli 9

      Pages: 705-723

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Functional central limit theorems for vicious walkers.2003

    • Author(s)
      M.Katori, H.Tanemura
    • Journal Title

      Stoch.Stoch.Rep. 75

      Pages: 369-390

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Noncollding Brownian motions and Harish-Chandra formula.2003

    • Author(s)
      M.Katori, H.Tanemura
    • Journal Title

      Elect.Comm.Probab. 8

      Pages: 112-121

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Localization transition of $d$-friendly walkers.2003

    • Author(s)
      H.Tanemura, N.Yoshida
    • Journal Title

      Probab.Theory Relat.Fields 125

      Pages: 593-608

    • NAID

      120007086796

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A singular limit arising in combustion theory : fine properties of the free boundary.2003

    • Author(s)
      G.S.Weiss
    • Journal Title

      Calc.Var.Partia.Differential Equations 17

      Pages: 311-340

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A semilinear parabolic equation with free boundary.2003

    • Author(s)
      H.J.Choe, G.S.Weiss
    • Journal Title

      Indiana Univ.Math.J. 52

      Pages: 19-50

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Phase transition from the viewpoint of relaxation phenomena.2003

    • Author(s)
      N.Yoshida
    • Journal Title

      Review Math.Phys. 15

      Pages: 765-788

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A Fleming-Viot process with unbounded selection. II.2002

    • Author(s)
      S.N.Ethier, (T.Shiga)
    • Journal Title

      Markov processes and controlled lVlarkov chains

      Pages: 305-322

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model.2002

    • Author(s)
      M.Cranston, (T.Shiga)
    • Journal Title

      Acta Math. Univ. Comenian. 71

      Pages: 163-188

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Harnack inequalities for exotic Brownian motions.2002

    • Author(s)
      H.Osada
    • Journal Title

      Kyushu J. Math. 56

      Pages: 363-380

    • NAID

      130000062986

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Critical intensities of Boolean models with different underlying convex shapes.2002

    • Author(s)
      R.Roy, (H.Tanemura)
    • Journal Title

      Adv. Appl. Prob. 34

      Pages: 48-57

    • NAID

      120007086778

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Limit theorems for non-atteractive Domany-Kinzel model.2002

    • Author(s)
      M._Katori, (H._Tanemura)
    • Journal Title

      Ann. Probab. 30

      Pages: 933-947

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 自由境界問題における正則性.2002

    • Author(s)
      G.S.Weiss
    • Journal Title

      数学 54

      Pages: 225-234

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A Fleming-Viot process with unbounded selection. II.2002

    • Author(s)
      S.N.Ethier, T.Shiga
    • Journal Title

      Markov process and controlled Markov chains(Kluwer Acad.Publ.)

      Pages: 305-322

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model.2002

    • Author(s)
      M.Cranston, T.S.Mountford, T.Shiga
    • Journal Title

      Acta Math.Univ.Comenian. 71

      Pages: 163-188

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Harnack inequalities for exotic Brownian motions.2002

    • Author(s)
      H.Osada
    • Journal Title

      Kyusyu J.Math. 56

      Pages: 363-380

    • NAID

      130000062986

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Critical intensities of Boolean models with different underlying convex shapes.2002

    • Author(s)
      R.Roy, H.Tanemura
    • Journal Title

      Adv.Appl.Prob. 34

      Pages: 48-57

    • NAID

      120007086778

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Limit theorems for non-atteractive Domany-Kinzel model.2002

    • Author(s)
      M.Katori, N.Konno, H.Tanemura
    • Journal Title

      Ann.Probab. 30

      Pages: 933-947

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Regularity in free boundary problems.2002

    • Author(s)
      G.S.Weiss
    • Journal Title

      Sugaku 54

      Pages: 225-234

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] From micro to macro, 1. Mathematical theory of interface model.2002

    • Author(s)
      T.Funaki
    • Journal Title

      Springer Verlag Tokyo

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] From micro to macro, 2.Hydrodynamic limit of lattice gases.2002

    • Author(s)
      K.Uchiyama (T.Funaki)
    • Journal Title

      Springer Verlag Tokyo

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Directed polymers in randon environment are diffusive at weak disorder.

    • Author(s)
      F.Comets, N.Yoshida
    • Journal Title

      Ann.Probab. (to appear)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] 統計力学-相転移の数理.(確率論教程シリーズ)2006

    • Author(s)
      黒田耕嗣, (樋口保成)
    • Publisher
      培風館(出版予定)
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] 確率過程入門(確率論教程シリーズ)2006

    • Author(s)
      西田真喜子, 樋口保成
    • Publisher
      培風館(出版予定)
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Statistical mechanics, Mathematical theory of phase transition.2006

    • Author(s)
      K.Kuroda, Y.Higuchi
    • Publisher
      Baifukan
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Introduction to stochastic processes.2006

    • Author(s)
      M.Nisio, Y.Higuchi
    • Publisher
      Baifukan
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Introduction to Lebesgue integrals.2006

    • Author(s)
      N.Yoshida
    • Publisher
      Yuseisha
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] 確率微分方程式2005

    • Author(s)
      舟木直久
    • Publisher
      岩波書店
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Stochastic Interface Models. Lectures on Probability Theory and Statistics, Ecole d'Ete de Probabilites de Saint-Flour XXXIII - 20032005

    • Author(s)
      T.Funaki
    • Total Pages
      172
    • Publisher
      Springer Lect. Notes Math., 1869
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Stochastic differential equation.2005

    • Author(s)
      T.Funaki
    • Publisher
      Iwanami
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] 確率微分方程式2005

    • Author(s)
      舟木 直久
    • Publisher
      岩波書店
    • Related Report
      2005 Annual Research Report
  • [Book] Stochastic Analysis on Large Scale Interacting Systems2004

    • Author(s)
      T.Funaki, H.Osada
    • Publisher
      Mathematical Society of Japan
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Probability theory.2004

    • Author(s)
      T.Funaki
    • Publisher
      Asakura
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] 確率論2004

    • Author(s)
      舟木直久
    • Publisher
      朝倉書店
    • Related Report
      2004 Annual Research Report
  • [Book] 数理物理への誘い4(荒木不二洋編)2003

    • Author(s)
      吉田伸生
    • Publisher
      遊星社
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Introduction to Mathematical physics, 4.(editor F.Araki)2003

    • Author(s)
      N.Yoshida
    • Publisher
      Yueisha
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] ミクロからマクロヘ, 1.界面モデルの数理.2002

    • Author(s)
      舟木直久
    • Publisher
      シュプリンガー・フェアラーク東京
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] ミクロからマクロヘ, 2.格子気体の流体力学極限2002

    • Author(s)
      内山耕平, 舟木直久
    • Publisher
      シュプリンガー・フェアラーク東京
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Stochastic processes, Selected papers of Hiroshi Tanaka.2002

    • Author(s)
      M.Maejima, T.Shiga
    • Publisher
      World Scientific Publishing Co.
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Stochastic processes, Selected papers of Hiroshi Tanaka.2002

    • Author(s)
      M.Maejima, T.Shiga(editors)
    • Publisher
      World Scientific Publishing Co., Inc., River Edge, NJ
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] ルベーグ積分入門

    • Author(s)
      吉田伸生
    • Publisher
      遊星社(出版予定)
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Publications] T.Funaki: "Zero temperature limit for interacting Brownian particles, I. Motion of a single body"Ann.Probab.. 32(to appear). (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] T.Funaki: "Hydrodynamic limit for ∇φ interface model on a wall"Probab.Theory Relat.Fields. 126. 155-183 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] F.Comets, (T.Shiga, N.Yoshida): "Directed polymers in a random environment : path localization and strong disorder"Bernoulli. 9. 705-723 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] H.Tanemura, (N.Yoshida): "Localization transition of d-friendly walkers"Probab.Theory Related Fields. 125. 593-608 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] N.Yoshida: "Phase transition from the viewpoint of relaxation phenomena"Rev.Math.Phys.. 15. 765-788 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] G.S.Weiss: "A singular limit arising in combustion theory : fine properties of the free boundary"Calc.Var.Partial Differential Equations. 17. 311-340 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 舟木直久, 長田博文: "Stochastic Analysis on Large Scale Interacting Systems, the Proceedings of Shonan/Kyoto meetings (2002)"日本数学会. 395 (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] T.Funaki: "Hydrodynamic limit for ∇φ interface model on a wall"Probab. Theory Relat. Field. (to appear). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] M.Cranston, (T.Shiga): "Lyapunov exponents for the parabolic Anderson model"Acta Math. Univ. Comenianae. 71. 161-186 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] R.Roy, (H.Tanemura): "Critical intensities of Boolean models with different underlying convex shanes"Adv. in Appl. Probab.. 34. 48-57 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] M.Katori, (H.Tanemura): "Limit theorems for the nonattractive Domany-Kinzel model"Ann. Probab.. 30. 933-947 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] H.Osada: "Harnack inequalities for exotic Brownian motions"Kyushu J. Math.. 56. 363-380 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] T.Funaki: "Large deviations for ∇φ interface model and derivation of free boundary problems"Proceedings of Shonan/Kyoto meetings "Stochastic Analysis on Large Scale Interacting Systems". (to appear). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] 舟木直久: "ミクロからマクロへ 1,界面モデルの数理"シュプリンガー・フェアラーク東京. 283+xi (2002)

    • Related Report
      2002 Annual Research Report

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Published: 2002-04-01   Modified: 2016-04-21  

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