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Alessio Figalli

Publications and source records attributed to Alessio Figalli.

At least 91 records · Page 5Linked to original sources
arXiv2016

Free boundary regularity in the parabolic fractional obstacle problem

The parabolic obstacle problem for the fractional Laplacian naturally arises in American option models when the assets prices are driven by pure jump Lévy processes. In this paper we study the regularity of the free boundary. Our main result establishes that, when $s>\frac12$, the free boundary is a $C^{1,α}$ graph in $x$ and $t$ near any regular free boundary point $(x_0,t_0)\in \partial\{u>φ\}$. Furthermore, we also prove that solutions $u$ are $C^{1+s}$ in $x$ and $t$ near such points, with a precise expansion of the form \[u(x,t)-φ(x)=c_0\bigl((x-x_0)\cdot e+a(t-t_0)\bigr)_+^{1+s}+o\bigl(|x-x_0|^{1+s+α}+ |t-t_0|^{1+s+α}\bigr),\] with $c_0>0$, $e\in \mathbb{S}^{n-1}$, and $a>0$.

math.AP↗
arXiv2016

Nonlinear Bounds in Hölder Spaces for the Monge-Ampère Equation

We demonstrate that $C^{2,α}$ estimates for the Monge-Ampère equation depend in a highly nonlinear way both on the $C^α$ norm of the right-hand side and $1/α$. First, we show that if a solution is strictly convex, then the $C^{2,α}$ norm of the solution depends polynomially on the $C^α$ norm of the right-hand side. Second, we show that the $C^{2,α}$ norm of the solution is controlled by $\exp((C/α)\log(1/α))$ as $α\to 0$. Finally, we construct a family of solutions in two dimensions to show the sharpness of our results.

math.AP↗
arXiv2016

Universality in several-matrix models via approximate transport maps

We construct approximate transport maps for perturbative several-matrix models. As a consequence, we deduce that local statistics have the same asymptotic as in the case of independent GUE or GOE matrices, i.e., they are given by the Sine-kernel in the bulk and the Tracy-Widom distribution at the edge. Moreover, we prove universality for the local statistics of eigenvalues of self-adjoint polynomials in several independent GUE or GOE matrices which are close to the identity.

math.PR↗
arXiv2015

Symplectic $G$-capacities and integrable systems

For any Lie group $G$, we construct a $G$-equivariant analogue of symplectic capacities and give examples when $G = \mathbb{T}^k\times\mathbb{R}^{d-k}$, in which case the capacity is an invariant of integrable systems. Then we study the continuity of these capacities, using the natural topologies on the symplectic $G$-categories on which they are defined.

math.SG↗
arXiv2015

Lipschitz Changes of Variables between Perturbations of Log-concave Measures

Extending a result of Caffarelli, we provide global Lipschitz changes of variables between compactly supported perturbations of log-concave measures. The result is based on a combination of ideas from optimal transportation theory and a new Pogorelov-type estimate. In the case of radially symmetric measures, Lipschitz changes of variables are obtained for a much broader class of perturbations.

math.AP↗
arXiv2015

Global well-posedness of the spatially homogeneous Kolmogorov-Vicsek model as a gradient flow

We consider the so-called spatially homogenous Kolmogorov-Vicsek model, a non-linear Fokker-Planck equation of self-driven stochastic particles with orientation interaction under the space-homogeneity. We prove the global existence and uniqueness of weak solutions to the equation. We also show that weak solutions exponentially converge to a steady state, which has the form of the Fisher-von Mises distribution.

math.AP↗
arXiv2015

On the Lagrangian structure of transport equations: the Vlasov-Poisson system

The Vlasov-Poisson system is a classical model in physics used to describe the evolution of particles under their self-consistent electric or gravitational field. The existence of classical solutions is limited to dimensions $d\leq 3$ under strong assumptions on the initial data, while weak solutions are known to exist under milder conditions. However, in the setting of weak solutions it is unclear whether the Eulerian description provided by the equation physically corresponds to a Lagrangian evolution of the particles. In this paper we develop several general tools concerning the Lagrangian structure of transport equations with non-smooth vector fields and we apply these results: (1) to show that weak solutions of Vlasov-Poisson are Lagrangian; (2) to obtain global existence of weak solutions under minimal assumptions on the initial data.

math.AP↗
arXiv2015

Rigidity and sharp stability estimates for hypersurfaces with constant and almost-constant nonlocal mean curvature

We prove that the boundary of a (not necessarily connected) bounded smooth set with constant nonlocal mean curvature is a sphere. More generally, and in contrast with what happens in the classical case, we show that the Lipschitz constant of the nonlocal mean curvature of such a boundary controls its $C^2$-distance from a single sphere. The corresponding stability inequality is obtained with a sharp decay rate.

math.AP↗
arXiv2015

On the density function on moduli spaces of toric 4-manifolds

The optimal density function assigns to each symplectic toric manifold $M$ a number $0 < d \leq 1$ obtained by considering the ratio between the maximum volume of $M$ which can be filled by symplectically embedded disjoint balls and the total symplectic volume of $M$. In the toric version of this problem, $M$ is toric and the balls need to be embedded respecting the toric action on $M$. The goal of this note is first to give a brief survey of the notion of toric symplectic manifold and the recent constructions of moduli space structure on them, and recall how to define a natural density function on this moduli space. Then we review previous works which explain how the study of the density function can be reduced to a problem in convex geometry, and use this correspondence to to give a simple description of the regions of continuity of the maximal density function when the dimension is $4$.

math.SG↗
arXiv2015

Transport maps for Beta-matrix models and Universality

We construct approximate transport maps for non-critical Beta-matrix models, that is, maps so that the push forward of a non-critical Beta-matrix model with a given potential is a non-critical Beta-matrix model with another potential, up to a small error in the total variation distance. As a consequence, we deduce that local statistics have the same asymptotic behavior for both models.

math.PR↗
arXiv2014

Quantitative stability for sumsets in $R^n$

Given a measurable set $A\subset \R^n$ of positive measure, it is not difficult to show that $|A+A|=|2A|$ if and only if $A$ is equal to its convex hull minus a set of measure zero. We investigate the stability of this statement: If $(|A+A|-|2A|)/|A|$ is small, is $A$ close to its convex hull? Our main result is an explicit control, in arbitrary dimension, on the measure of the difference between $A$ and its convex hull in terms of $(|A+A|-|2A|)/|A|$.

math.NT↗
arXiv2014

How to recognize convexity of a set from its marginals

We investigate the regularity of the marginals onto hyperplanes for sets of finite perimeter. We prove, in particular, that if a set of finite perimeter has log-concave marginals onto a.e. hyperplane then the set is convex.

math.MG↗
arXiv2014

Quantitative stability for the Brunn-Minkowski inequality

We prove a quantitative stability result for the Brunn-Minkowski inequality: if $|A|=|B|=1$, $t \in [τ,1-τ]$ with $τ>0$, and $|tA+(1-t)B|^{1/n}\leq 1+δ$ for some small $δ$, then, up to a translation, both $A$ and $B$ are quantitatively close (in terms of $δ$) to a convex set $K$.

math.MG↗
arXiv2014

Boundary $\varepsilon$-regularity in optimal transportation

We develop an $\e$-regularity theory at the boundary for a general class of Monge-Ampère type equations arising in optimal transportation. As a corollary we deduce that optimal transport maps between Hölder densities supported on $C^2$ uniformly convex domains are $C^{1,α}$ up to the boundary, provided that the cost function is a sufficient small perturbation of the quadratic cost $-x\cdot y$.

math.AP↗
arXiv2014

BMO-type norms related to the perimeter of sets

In this paper we consider an isotropic variant of the $BMO$-type norm recently introduced by Bourgain, Brezis and Mironescu. We prove that, when considering characteristic functions of sets, this norm is related to the perimeter. A byproduct of our analysis is a new characterization of the perimeter of sets in terms of this norm, independent of the theory of distributions.

math.FA↗
arXiv2014

Existence and uniqueness of maximal regular flows for non-smooth vector fields

In this paper we provide a complete analogy between the Cauchy-Lipschitz and the DiPerna-Lions theories for ODE's, by developing a local version of the DiPerna-Lions theory. More precisely, we prove existence and uniqueness of a maximal regular flow for the DiPerna-Lions theory using only local regularity and summability assumptions on the vector field, in analogy with the classical theory, which uses only local regularity assumptions. We also study the behaviour of the ODE trajectories before the maximal existence time. Unlike the Cauchy-Lipschitz theory, this behaviour crucially depends on the nature of the bounds imposed on the spatial divergence of the vector field. In particular, a global assumption on the divergence is needed to obtain a proper blow-up of the trajectories.

math.AP↗