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Dionysis Milesis

Publications and source records attributed to Dionysis Milesis.

3 recordsLinked to original sources

Gamma approximation and Poisson--Gaussian invariance principle on Poisson chaos

We study centered Gamma approximation and a same-kernel Poisson--Gaussian invariance principle on fixed Poisson chaoses. For Gamma approximation, a martingale-core argument extends the carré-du-champ and $d_2$ estimates of Döbler and Peccati (Ann. Probab., 2018) from regular kernels to every fourth-integrable chaos element. In the diffuse regime, characterized by vanishing fourth add-one energy, this yields an exact four-moment criterion under uniform integrability of fourth powers. In the rare-jump regime, ordinary moments do not determine the approximation mechanism: convergence of the full moment sequence may coexist with a nonvanishing fourth add-one energy, and we construct such centered Gamma limits in every fixed chaos order. The invariance principle is independent of the Gamma target. For Poisson and Gaussian multiple integrals with the same kernel, we bound both smooth-test discrepancies and the Wasserstein distance in terms of the variance and the fourth add-one energy. Thus, vanishing fourth add-one energy is an intrinsic Lindeberg condition under which the two chaoses are asymptotically indistinguishable in distribution. Combined with a moment-transfer estimate and the Gaussian fourth-moment theorem, this gives an alternative proof of the qualitative normal fourth-moment theorem on a fixed Poisson chaos. A rainbow example shows that the Lindeberg condition is essential: the Gaussian analogue may be asymptotically normal while the Poisson integral converges to a centered compound-Poisson law. The same comparison also explains the different behavior of even and odd chaos orders for diffuse centered Gamma limits.

math.PR

Global in time solutions to stochastic reaction-diffusion systems with superlinear reactions satisfying a triangular control of mass

We study systems of reaction-diffusion equations perturbed by multiplicative noise, where the reaction terms satisfy quasipositivity, a triangular mass-control structure, and polynomial growth. Our results apply to a broad class of reaction-diffusion systems arising, most notably, in chemistry and biology. In the deterministic setting these assumptions are known to guarantee the global existence of solutions. In the stochastic setting, however, reaction-diffusion systems have typically been analyzed under different assumptions on the reactions that preclude many natural models, such as reversible chemical reaction networks modeled by the mass-action law, and the question of global existence and uniqueness under a mass-control structure has remained open. In this work, we show that stochastically perturbing reaction-diffusion systems with triangular control of mass by suitable multiplicative noise leads to solutions that exist for all time.

math.PR

Efficient optimization-based invariant-domain-preserving limiters in solving gas dynamics equations

We introduce effective splitting methods for implementing optimization-based limiters to enforce the invariant domain in gas dynamics in high order accurate numerical schemes. The key ingredients include an easy and efficient explicit formulation of the projection onto the invariant domain set, and also proper applications of the classical Douglas-Rachford splitting and its more recent extension Davis-Yin splitting. Such an optimization-based approach can be applied to many numerical schemes to construct high order accurate, globally conservative, and invariant-domain-preserving schemes for compressible flow equations. As a demonstration, we apply it to high order discontinuous Galerkin schemes and test it on demanding benchmarks to validate the robustness and performance of both $\ell^1$-norm minimization limiter and $\ell^2$-norm minimization limiter.

math.NA