arXiv subjects

Jeffrey Kuan

Publications and source records attributed to Jeffrey Kuan.

At least 37 records · Page 2Linked to original sources

arXiv2022

Probabilistic global well-posedness for a viscous nonlinear wave equation modeling fluid-structure interaction

We prove probabilistic well-posedness for a 2D viscous nonlinear wave equation modeling fluid-structure interaction between a 3D incompressible, viscous Stokes flow and nonlinear elastodynamics of a 2D stretched membrane. The focus is on (rough) data, often arising in real-life problems, for which it is known that the deterministic problem is ill-posed. We show that random perturbations of such data give rise almost surely to the existence of a unique solution. More specifically, we prove almost sure global well-posedness for a viscous nonlinear wave equation with the subcritical initial data in the Sobolev space $\mathcal{H}^s (\mathbb{R}^2)$, $s > - \frac 15$, which are randomly perturbed using Wiener randomization. This result shows "robustness" of nonlinear FSI problems/models, and provides confidence that even for the "rough data" (data in $\mathcal{H}^s$, $s > -\frac 1 5$) random perturbations of such data (due to e.g., randomness in real-life data, numerical discretization, etc.) will almost surely provide a unique solution which depends continuously on the data in the $\mathcal{H}^s$ topology.

math.AP↗

arXiv2022

Joint $q$-moments and shift invariance for the multi-species $q$-TAZRP on the infinite line

This paper presents a novel method for computing certain particle locations in the multi-species $q$-TAZRP (totally asymmetric zero range process). The method is based on a decomposition of the process into its discrete-time embedded Markov chain, which is described more generally as a monotone process on a graded partially ordered set; and an independent family of exponential random variables. A further ingredient is explicit contour integral formulas for the transition probabilities of the $q$-TAZRP. The main result of this method is a shift invariance for the multi-species $q$-TAZRP on the infinite line. By a previously known Markov duality result, these particle locations are the same as joint $q$-moments. One particular special case is that for step initial conditions, ordered multi-point joint $q$-moments of the $n$-species $q$-TAZRP match the $n$-point joint $q$-moments of the single-species $q$-TAZRP. Thus, we conjecture that the Airy$_2$ process describes the joint multi-point fluctuations of multi-species $q$-TAZRP. As a probabilistic application of this result, we find explicit contour integral formulas for the joint $q$-moments of the multi-species $q$-TAZRP in the diffusive scaling regime.

math.PR↗

arXiv2022

Well-posedness of solutions to stochastic fluid-structure interaction

In this paper we introduce a constructive approach to study well-posedness of solutions to stochastic fluid-structure interaction with stochastic noise. We focus on a benchmark problem in stochastic fluid-structure interaction, and prove the existence of a unique weak solution in the probabilistically strong sense. The benchmark problem consists of the 2D time-dependent Stokes equations describing the flow of an incompressible, viscous fluid interacting with a linearly elastic membrane modeled by the 1D linear wave equation. The membrane is stochastically forced by the time-dependent white noise. The fluid and the structure are linearly coupled. The constructive existence proof is based on a time-discretization via an operator splitting approach. This introduces a sequence of approximate solutions, which are random variables. We show the existence of a subsequence of approximate solutions which converges, almost surely, to a weak solution in the probabilistically strong sense. The proof is based on uniform energy estimates in terms of the expectation of the energy norms, which are the backbone for a weak compactness argument giving rise to a weakly convergent subsequence of probability measures associated with the approximate solutions. Probabilistic techniques based on the Skorohod representation theorem and the Gyöngy-Krylov lemma are then employed to obtain almost sure convergence of a subsequence of the random approximate solutions to a weak solution in the probabilistically strong sense. The result shows that the deterministic benchmark FSI model is robust to stochastic noise, even in the presence of rough white noise in time. To the best of our knowledge, this is the first well-posedness result for fully coupled stochastic fluid-structure interaction.

math.AP↗

arXiv2021

Three-dimensional Gaussian fluctuations of spectra of overlapping stochastic Wishart matrices

In arXiv:1410.7268v3, the authors consider eigenvalues of overlapping Wishart matrices and prove that its fluctuations asymptotically convergence to the Gaussian free field. In this brief note, their result is extended to show that when the matrix entries undergo stochastic evolution, the fluctuations asymptotically converge to a three-dimensional Gaussian field, which has an explicit contour integral formula. This is analogous to the result of arXiv:1011.3544 for stochastic Wigner matrices.

math.PR↗

arXiv2021

A stochastically perturbed fluid-structure interaction problem modeled by a stochastic viscous wave equation

We study well-posedness for fluid-structure interaction driven by stochastic forcing. This is of particular interest in real-life applications where forcing and/or data have a strong stochastic component. The prototype model studied here is a stochastic viscous wave equation, which arises in modeling the interaction between Stokes flow and an elastic membrane. To account for stochastic perturbations, the viscous wave equation is perturbed by spacetime white noise scaled by a nonlinear Lipschitz function, which depends on the solution. We prove the existence of a unique function-valued stochastic mild solution to the corresponding Cauchy problem in spatial dimensions one and two. Additionally, we show that up to a modification, the stochastic mild solution is $α$-Hölder continuous for almost every realization of the solution's sample path, where $α\in[0,1)$ for spatial dimension $n=1$, and $α\in [0,1/2)$ for spatial dimension $n=2$. This result contrasts the known results for the heat and wave equations perturbed by spacetime white noise, including the damped wave equation perturbed by spacetime white noise, for which a function-valued mild solution exists only in spatial dimension one and not higher. Our results show that dissipation due to fluid viscosity, which is in the form of the Dirichlet-to-Neumann operator applied to the time derivative of the membrane displacement, sufficiently regularizes the roughness of white noise in the stochastic viscous wave equation to allow the stochastic mild solution to exist even in dimension two, which is the physical dimension of the problem. To the best of our knowledge, this is the first result on well-posedness for a stochastically perturbed fluid-structure interaction problem.

math.AP↗

arXiv2021

Deterministic ill-posedness and probabilistic well-posedness of the viscous nonlinear wave equation describing fluid-structure interaction

We study low regularity behavior of the nonlinear wave equation in $\mathbb{R}^2$ augmented by the viscous dissipative effects described by the Dirichlet-Neumann operator. Problems of this type arise in fluid-structure interaction where the Dirichlet-Neumann operator models the coupling between a viscous, incompressible fluid and an elastic structure. We show that despite the viscous regularization, the Cauchy problem with initial data $(u,u_t)$ in $H^s(\mathbb{R}^2)\times H^{s-1}(\mathbb{R}^2)$, is ill-posed whenever ${0 < s < s_{cr}}$, where the critical exponent $s_{cr}$ depends on the degree of nonlinearity. In particular, for the quintic nonlinearity $u^5$, the critical exponent in $\mathbb{R}^2$ is $s_{cr} = 1/2$, which is the same as the critical exponent for the associated nonlinear wave equation without the viscous term. We then show that if the initial data is perturbed using a Wiener randomization, which perturbs initial data in the frequency space, then the Cauchy problem for the quintic nonlinear viscous wave equation is well-posed almost surely for the supercritical exponents $s$ such that $-1/6 < s \le s_{cr} = 1/2$. To the best of our knowledge, this is the first result showing ill-posedness and probabilistic well-posedness for the nonlinear viscous wave equation arising in fluid-structure interaction.

math.AP↗

arXiv2020

Stochastic Baxterisation of a fused Hecke algebra

Baxterisation is a procedure which constructs solutions of the Yang-Baxter equation from algebra representations. A recent paper arXiv:2004.05035 provides Baxterisation formulas for a fused Hecke algebra. In this paper, we provide a stochastic version of Baxterisation for the fused Hecke algebra, which yields stochastic solutions to the Yang-Baxter equation. The coefficients in the Baxterisation formula previously appeared as the $q$-Hahn weights. This results in new formulas for the weights of the stochastic higher-spin vertex model.

math.RT↗

arXiv2020

Determinantal Expressions in Multi-Species TASEP

Consider an inhomogeneous multi-species TASEP with drift to the left, and define a height function which equals the maximum species number to the left of a lattice site. For each fixed time, the multi-point distributions of these height functions have a determinantal structure. In the homogeneous case and for certain initial conditions, the fluctuations of the height function converge to Gaussian random variables in the large-time limit. The proof utilizes a coupling between the multi-species TASEP and a coalescing random walk, and previously known results for coalescing random walks.

math.PR↗

arXiv2020

Interacting particle systems with type D symmetry and duality

We construct a two-class asymmetric interacting particle system with $U_q(so_6)$ or $U_q(so_8)$ symmetry, in which up to two particles may occupy a site if the two particles have different class. The particles exhibit a drift, but there is no preference given between first-class and second-class particles. The quantum group symmetry leads to reversible measures and a self-duality for the particle system. Additionally, a new method is developed to construct a symmetric interacting particle system from the Casimir element of $so_{2n}$.

math.PR↗

arXiv2020

Two dualities: Markov and Schur-Weyl

We show that quantum Schur-Weyl duality leads to Markov duality for a variety of asymmetric interacting particle systems. In particular, we consider three cases: (1) Using a Schur-Weyl duality between a two-parameter quantum group and a two-parameter Hecke algebra from arXiv:math/0108038, we recover the Markov self-duality of multi-species ASEP previously discovered in arXiv:1605.00691 and arXiv:1606.04587. (2) From a Schur-Weyl duality between a co-ideal subalgebra of a quantum group and a Hecke algebra of type B arXiv:1609.01766, we find a Markov duality for a multi-species open ASEP on the semi-infinite line. The duality functional has not previously appeared in the literature. (3) A "fused" Hecke algebra from arXiv:2001.11372 leads to a new process, which we call braided ASEP. In braided ASEP, up to m particles may occupy a site and up to m particles may jump at a time. The Schur-Weyl duality between this Hecke algebra and a quantum group lead to a Markov duality. The duality function had previously appeared as the duality function of the multi-species ASEP(q,m/2) arXiv:1605.00691 and the stochastic multi-species higher spin vertex model arXiv:1701.04468.

math.PR↗

arXiv2020

Coxeter Group Actions on Interacting Particle Systems

We provide a conceptual proof of the color-position symmetry of colored ASEP by relating it to the actions of Coxeter groups. The group action (and hence the color-position symmetry) also applies to more general interacting particle systems, such as the colored ASEP(q,j) or systems with open boundary conditions. As an application, we find the asymptotics of the expected positions of second-class particles in the ASEP(q,j).

math-ph↗

arXiv2019

Algebraic Symmetry and Self-Duality of an Open ASEP

We consider the asymmetric simple exclusion process (ASEP) with open boundary condition at the left boundary, where particles exit at rate γ and enter at rate α = γτ^2, and where τ is the asymmetry parameter in the bulk. At the right boundary, particles neither enter nor exit. By mapping the generator to the Hamiltonian of an XXZ quantum spin chain with reflection matrices, and using previously known results, we show algebraic symmetry and self-duality for the model.

math-ph↗

arXiv2019

Stochastic Fusion of Interacting Particle Systems and Duality Functions

We introduce a new method, which we call stochastic fusion, which takes an exclusion process and constructs an interacting particle systems in which more than one particle may occupy a lattice site. The construction only requires the existence of stationary measures of the original exclusion process on a finite lattice. If the original exclusion process satisfies Markov duality on a finite lattice, then the construction produces Markov duality functions (for some initial conditions) for the fused exclusion process. The stochastic fusion construction is based off of the Rogers-Pitman intertwining. In particular, we have results for three types of models: 1. For symmetric exclusion processes, the fused process and duality functions are inhomogeneous generalizations of those in \cite{GKRV}. The construction also allows a general class of open boundary conditions: as an application of the duality, we find the hydrodynamic limit and stationary measures of the generalized symmetric simple exclusion process SSEP$(m/2)$ on $\mathbb{Z}_+$ for open boundary conditions. 2. For the asymmetric simple exclusion process, the fused process and duality functions are inhomogeneous generalizations of those found in \cite{CGRS} for the ASEP$(q,j)$. As a by-product of the construction, we show that the multi-species ASEP$(q,j)$ preserves $q$-exchangeable measures, and use this to find new duality functions for the ASEP, ASEP$(q,j)$ and $q$-Boson. Additionally, the construction leads to duality for ASEP with open boundary conditions. As an application of the latter duality, we find the hydrodynamic limit. 3. For dynamic models, we fuse the dynamic ASEP from \cite{BorodinDyn}, and produce a dynamic and inhomogeneous version of ASEP$(q,j)$. We also apply stochastic fusion to IRF models and compare them to previously found models. We include an appendix co-authored with Amol Aggarwal.

math.PR↗

arXiv2019

A Short Note on Markov Duality in Multi-species Higher Spin Stochastic Vertex Models

We show that the multi-species higher spin stochastic vertex model, also called the U_q(A_n^{(1)}) vertex model, satisfies a duality where the indicator function has the form {η^x_{[1,n]} \geq ξ^x_{[1,n]} }. In other words, for every particle in the ξconfiguration of species i at vertex x, there must be a particle of species j > i at vertex x in the ηconfiguration. The proof follows by applying charge reversal to previously discovered duality functions, which also results in open boundary conditions. As a corollary, we recover the duality for the stochastic six vertex model recently found by Y. Lin.

math.PR↗

arXiv2018

Probability distributions of multi-species q-TAZRP and ASEP as double cosets of parabolic subgroups

We write explicit contour integral formulas for probability distributions of the multi-species q-TAZRP and the multi-species ASEP starting with q-exchangeable initial conditions. The formulas are equal to the corresponding explicit contour integral formulas for the single-species q-TAZRP ([Korhonen-Lee 2014, Wang-Waugh 2016]) and ASEP [Tracy-Widom 2007], with a factor in front of the integral. For the multi-species q-TAZRP, we use a decomposition theorem for elements of double cosets of parabolic subgroups in a Coxeter group. The set of distinguished double coset representatives with minimal length is viewed as a particle configuration. For the multi-species ASEP we use a more direct proof.

math.PR↗

arXiv2017

Two constructions of Markov chains on the dual of U(n)

We provide two new constructions of Markov chains which had previously arisen from the representation theory of the infinite-dimensional unitary group. The first construction uses the combinatorial rule for the Littlewood-Richardson coefficients, which arise from tensor products of irreducible representations of the unitary group. The second arises from a quantum random walk on the group von Neumann algebra of U(n), which is then restricted to the center. Additionally, the restriction to a maximal torus can be expressed in terms of weight multiplicities, explaining the presence of tensor products.

math.RT↗

arXiv2017

An algebraic construction of duality functions for the stochastic U_q(A_n^{(1)}) vertex model and its degenerations

A recent paper \cite{KMMO} introduced the stochastic U_q(A_n^{(1)}) vertex model. The stochastic S-matrix is related to the R-matrix of the quantum group U_q(A_n^{(1)}) by a gauge transformation. We will show that a certain function D^+_μ intertwines with the transfer matrix and its space reversal. When interpreting the transfer matrix as the transition matrix of a discrete-time totally asymmetric particle system on the one-dimensional lattice Z, the function D^+_μ becomes a Markov duality function D_μ which only depends on q and the vertical spin parameters μ_x. By considering degenerations in the spectral parameter, the duality results also hold on a finite lattice with closed boundary conditions, and for a continuous-time degeneration. This duality function had previously appeared in a multi-species ASEP(q,j) process. The proof here uses that the R-matrix intertwines with the co-product, but does not explicitly use the Yang-Baxter equation. It will also be shown that the stochastic U_q(A_n^{(1)}) is a multi-species version of a stochastic vertex model studied in \cite{BP,CP}. This will be done by generalizing the fusion process of \cite{CP} and showing that it matches the fusion of \cite{KRL} up to the gauge transformation. We also show, by direct computation, that the multi-species q-Hahn Boson process (which arises at a special value of the spectral parameter) also satisfies duality with respect to D_0, generalizing the single-species result of \cite{C}.

math.PR↗

arXiv2016

Hard-edge asymptotics of the Jacobi growth process

We introduce a two parameter ($α, β>-1$) family of interacting particle systems with determinantal correlation kernels expressible in terms of Jacobi polynomials $\{ P^{(α, β)}_k \}_{k \geq 0}$. The family includes previously discovered Plancherel measures for the infinite-dimensional orthogonal and symplectic groups. The construction uses certain BC-type orthogonal polynomials which generalize the characters of these groups. The local asymptotics near the hard edge where one expects distinguishing behavior yields the multi-time $(α, β)$-dependent discrete Jacobi kernel and the multi-time $β$-dependent hard-edge Pearcey kernel. For nonnegative integer values of $β$, the hard-edge Pearcey kernel had previously appeared in the asymptotics of non-intersecting squared Bessel paths at the hard edge.

math.PR↗