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Macroscopic properties of discrete stochastic models and analysis of their scaling limits

Research Project

Project/Area Number 23KK0050
Research Category

Fund for the Promotion of Joint International Research (International Collaborative Research)

Allocation TypeMulti-year Fund
Review Section Medium-sized Section 12:Analysis, applied mathematics, and related fields
Research InstitutionWaseda University

Principal Investigator

熊谷 隆  早稲田大学, 理工学術院, 教授 (90234509)

Co-Investigator(Kenkyū-buntansha) 福泉 麗佳  早稲田大学, 理工学術院, 教授 (00374182)
COLLINS Benoit  京都大学, 理学研究科, 教授 (20721418)
岡田 いず海  千葉大学, 大学院理学研究院, 准教授 (40795605)
中島 秀太  明治大学, 理工学部, 専任講師 (70962893)
Project Period (FY) 2023-09-08 – 2026-03-31
Project Status Granted (Fiscal Year 2023)
Budget Amount *help
¥21,060,000 (Direct Cost: ¥16,200,000、Indirect Cost: ¥4,860,000)
Fiscal Year 2025: ¥8,450,000 (Direct Cost: ¥6,500,000、Indirect Cost: ¥1,950,000)
Fiscal Year 2024: ¥6,890,000 (Direct Cost: ¥5,300,000、Indirect Cost: ¥1,590,000)
Fiscal Year 2023: ¥5,720,000 (Direct Cost: ¥4,400,000、Indirect Cost: ¥1,320,000)
Keywords確率論 / 離散確率モデル / ランダム媒質 / ランダム行列 / 確率偏微分方程式 / 離散確率モデ ル
Outline of Research at the Start

「離散確率モデルのマクロな性質を解析する際に、どのような距離・ノルムを導入すれば良いか」という問いを念頭に、以下の三方向の研究テーマに関して国際共同研究を展開する。
A) 離散ランダム幾何学とそのスケーリング極限
B) ランダム行列とその応用
C) ランダムモデルと(確率)偏微分方程式
それぞれのテーマについて、担当する代表者・分担者と海外共同研究者を決め、チームを作って当該テーマの具体的な問題の解決を目指す。3つのテーマは有機的に結びついており、研究者同士の議論を通じて相互作用しながら国際共同研究を推進する。

Outline of Annual Research Achievements

日仏の共同研究を組織的に開始することができ、24年3月にIHESで日仏確率論研究集会を開催した。代表者、分担者の国際共同研究についても、以下のように大きく進展した。
1。熊谷はChen, Wangとの共同研究で、長距離飛躍を持つランダムコンダクタンスモデル上のランダムウォークについて、スケール極限がブラウン運動になる場合にquenchedの意味での局所中心極限定理を証明した。これは、Biskup達との共同研究で得られたQIPの結果をさらに深めたもので、弱ハルナック不等式の証明が鍵となっている。
2。コリンズはBordenaveとの共同研究で、作用素係数を持つ独立な Haar unitaryについての非可換多項式のノルムに関する評価を行う第三論文を完成させた。これは、行列係数が一定のサイズの場合に知られていた評価を拡張するものであり、これにより長年未解決であったPeterson-Thom予想およびPisierによるその他の予想を解決した。
3。福泉はDeya、Thomannとの共同研究で、Hairerの正則性構造理論の枠外にある非線形シュレディンガー方程式に対して、非整数時空ホワイトノイズを摂動に加え、時間と空間でどの程度の正則性を持つノイズであれば1次元2次の非線形項が扱えるようになるかを、従来の繰り込み法にBourgainによる繰り込み法を組み合わせて調べた(論文投稿中)。
3。岡田は、多次元整数格子の単純ランダムウォーク及びブラウン運動の局所時間、さらには軌跡の容量の長時間挙動に関する極限定理(大数の法則や大偏差原理)について、結果を得た。
4。中島はJunkとの共同研究で、3次元以上での離散化されたKPZ方程式とSHEの関連を探り、特に弱秩序領域での振る舞いに焦点を当てた。両方程式のゆらぎが適切なスケーリングにおいて同値であることを証明した。

Current Status of Research Progress
Current Status of Research Progress

2: Research has progressed on the whole more than it was originally planned.

Reason

上述したように、代表者、分担者それぞれが国際共同研究を力強く推進することができた。グローバルなネットワークの観点からも、日仏の確率論関係者の共同研究を組織的に開始することができ、24年3月にIHESで日仏確率論研究集会を開催し、次回を25年度に早稲田大学で行うことが合意されるなど、開始一年で大きな足跡を残すことができたから。

Strategy for Future Research Activity

全体的に非常に良い形で国際共同研究を推進できているので、代表者、分担者それぞれが引き続き各々の担当する共同研究を進める。特に今年度は、若手を中心に長めの海外渡航を行い、より密接な交流を行うことが目標となる。日仏確率論研究については、25年度の早稲田大学での開催に向けてフランス側と適時やり取りを行い、双方が若手研究者の派遣を行うなどして関係を強化していく。

Report

(1 results)
  • 2023 Research-status Report
  • Research Products

    (29 results)

All 2024 2023 2022 Other

All Int'l Joint Research (5 results) Journal Article (8 results) (of which Int'l Joint Research: 7 results,  Peer Reviewed: 8 results,  Open Access: 6 results) Presentation (12 results) (of which Int'l Joint Research: 12 results,  Invited: 12 results) Book (1 results) Remarks (1 results) Funded Workshop (2 results)

  • [Int'l Joint Research] University of British Columbia(カナダ)

    • Related Report
      2023 Research-status Report
  • [Int'l Joint Research] Fujian Normal University/Shianghai Jiao Tong University(中国)

    • Related Report
      2023 Research-status Report
  • [Int'l Joint Research] Universite Paris Dauphine/Aix-Marseille Universite(フランス)

    • Related Report
      2023 Research-status Report
  • [Int'l Joint Research] MIT/Cornell University/Stanford University(米国)

    • Related Report
      2023 Research-status Report
  • [Int'l Joint Research] TU-Berlin/TU-Braunschweig(ドイツ)

    • Related Report
      2023 Research-status Report
  • [Journal Article] Heat Kernel Fluctuations for Stochastic Processes on Fractals and Random Media2023

    • Author(s)
      Andres Sebastian、Croydon David、Kumagai Takashi
    • Journal Title

      Appl. Numer. Harmon. Anal.

      Volume: - Pages: 265-281

    • DOI

      10.1007/978-3-031-37800-3_12

    • ISBN
      9783031377990, 9783031378003
    • Related Report
      2023 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Projections of orbital measures and quantum marginal problems2023

    • Author(s)
      Benoit Collins, Colin McSwiggen
    • Journal Title

      Transactions of the American Mathematical Society

      Volume: 376 Issue: 8 Pages: 5601-5640

    • DOI

      10.1090/tran/8931

    • Related Report
      2023 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] The tensor Harish-Chandra-Itzykson-Zuber integral II: detecting entanglement in large quantum systems2023

    • Author(s)
      Benoit Collins, Razvan Gurau, Luca Lionni
    • Journal Title

      Communications in Mathematical Physics

      Volume: 401 Issue: 1 Pages: 669-716

    • DOI

      10.1007/s00220-023-04653-5

    • Related Report
      2023 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Pattern Formation in 2D Stochastic Anisotropic Swift–Hohenberg Equation2023

    • Author(s)
      FUKUIZUMI Reika、GAO Yueyuan、SCHNEIDER Guido、TAKAHASHI Motomitsu
    • Journal Title

      Interdisciplinary Information Sciences

      Volume: 29 Issue: 1 Pages: 81-98

    • DOI

      10.4036/iis.2023.A.03

    • ISSN
      1340-9050, 1347-6157
    • Related Report
      2023 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] A variational formula for large deviations in first-passage percolation under tail estimates2023

    • Author(s)
      Cosco Cl?ment、Nakajima Shuta
    • Journal Title

      The Annals of Applied Probability

      Volume: 33 Issue: 3 Pages: 2103-2135

    • DOI

      10.1214/22-aap1861

    • Related Report
      2023 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Sharp threshold sequence and universality for Ising perceptron models2023

    • Author(s)
      Nakajima, Shuta and Sun, Nike
    • Journal Title

      Proceedings of the 2023 Annual ACM-SIAM Symposium on Discrete Algorithms (SODA)

      Volume: 1 Pages: 638-674

    • DOI

      10.1137/1.9781611977554.ch28

    • ISBN
      9781611977554
    • Related Report
      2023 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Fluctuations of two-dimensional stochastic heat equation and KPZ equation in subcritical regime for general initial conditions2023

    • Author(s)
      Shuta Nakajima
    • Journal Title

      ELECTRONIC JOURNAL OF PROBABILITY

      Volume: 28 Issue: none Pages: 1-33

    • DOI

      10.1214/22-ejp885

    • Related Report
      2023 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Convergence for noncommutative rational functions evaluated in random matrices2022

    • Author(s)
      Collins Benoit、Mai Tobias、Miyagawa Akihiro、Parraud Felix、Yin Sheng
    • Journal Title

      Mathematische Annalen

      Volume: - Issue: 1 Pages: 543-574

    • DOI

      10.1007/s00208-022-02530-5

    • Related Report
      2023 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Presentation] Lectures on Free Probability for Quantum Information Theory.2024

    • Author(s)
      Bonoit Collins
    • Organizer
      Quantum Information Theory and Free Probability (New York University Abu Dhabi, UAE)
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Deviation of Capacity of the Range of Random Walk2024

    • Author(s)
      Izumi Okada
    • Organizer
      French Japanese Conference on Probability & Interactions
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Equivalence of fluctuations between SHE and KPZ in weak disorder2024

    • Author(s)
      Shuta Nakajima
    • Organizer
      French Japanese Conference on Probability & Interactions
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] On gradient estimates of the heat kernel for random walks in time-dependent random environments2023

    • Author(s)
      Takashi Kumagai
    • Organizer
      2023 Spring Probability Workshop, National Taiwan University
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Anomalous random walks and scaling limits: from fractals to random media2023

    • Author(s)
      Takashi Kumagai
    • Organizer
      AustMS 2023 at the University of Queensland
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Heat kernel fluctuations and quantitative homogenizations for the one dimensional Bouchaud trap model2023

    • Author(s)
      Takashi Kumagai
    • Organizer
      Random Interacting Systems, Scaling Limits, and Universality at IMS Singapore
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Random Matrices and Free Probability2023

    • Author(s)
      Bonoit Collins
    • Organizer
      MSJ Autumn Meeting 2023 (Tohoku University, Japan)
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Around the joint behaviour of independent random tensor matrices2023

    • Author(s)
      Bonoit Collins
    • Organizer
      Non-commutative Geometry meets Topological Recursion (University of Vienna, Austria)
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Stochastically perturbed log diffusion equations2023

    • Author(s)
      Reika Fukuizumi
    • Organizer
      ICIAM 2023 Tokyo, Nonlinear PDEs and related diffusion phenomena
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Temperature effects in the BEC model2023

    • Author(s)
      Reika Fukuizumi
    • Organizer
      Euro Japanese conference on Nonlinear Diffusion, ICMAT, Madrid
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Capacity of the range of random walk2023

    • Author(s)
      Izumi Okada
    • Organizer
      Stochastic Processes and Related Fields
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Leading order of maximal edge-traversal time in First-passage percolation2023

    • Author(s)
      Shuta Nakajima
    • Organizer
      Stochastic Processes and Related Fields 2023
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research / Invited
  • [Book] Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups2023

    • Author(s)
      Chen Zhen-Qing、Kumagai Takashi、Saloff-Coste Laurent、Wang Jian、Zheng Tianyi
    • Total Pages
      139
    • Publisher
      Springer
    • ISBN
      9783031433313
    • Related Report
      2023 Research-status Report
  • [Remarks] Takashi Kumagai's home page

    • URL

      https://t-kumagai.w.waseda.jp

    • Related Report
      2023 Research-status Report
  • [Funded Workshop] French Japanese Conference on Probability & Interactions2024

    • Related Report
      2023 Research-status Report
  • [Funded Workshop] Stochastic Processes and Related Fields, RIMS Research Project 20232023

    • Related Report
      2023 Research-status Report

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Published: 2023-09-12   Modified: 2024-12-25  

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