arXiv subjects
Publications and source records attributed to Krzysztof Burdzy.
We construct a bounded Lipschitz domain in $\mathbb{R}^3$ that is starlike about the origin and whose first positive Neumann eigenvalue is simple. A corresponding eigenfunction, after a choice of sign, has its unique global maximum at the origin. The construction uses domains with increasingly fine angular structure and convergence to a weighted eigenvalue problem whose first positive eigenfunction is radial.
We give a reduction from a smooth-domain theorem excluding interior critical points of first positive Neumann eigenfunctions to a non-strict hot-spots conclusion on arbitrary bounded simply connected planar domains with compact Neumann resolvent and simple first positive eigenvalue. The main analytic step is spectral convergence under exhaustion by conformal images of concentric disks. A reflection extension, conformal invariance of Dirichlet energy, and compactness of the Sobolev embedding give a direct proof. A truncation argument justifies square integrability of the transferred extensions without any boundary regularity. The smooth-domain theorem proved by OpenAI is an external input; the approximation argument is proved here in full. The paper was generated by ChatGPT with prompts from the listed author.
Consider $J(Ω):= \|\nabla u_Ω\|_\infty/\sqrt{|Ω|} $ and $J_P(Ω):= \|\nabla u_Ω\|_\infty/P(Ω) $, where $Ω$ is a planar convex domain, $u_Ω$ is the torsion function, $P(Ω)$ is the perimeter of $Ω$ and $|Ω|$ its area. We prove that there exist planar convex domains that maximize the functionals $J$ and $J_P$, and any maximizer has a $C^1$ boundary that contains a line segment on which $|\nabla u_Ω|$ attains its maximum.
We discuss the propagation of kinetic energy through billiard balls fixed in place along a one-dimensional segment. The number of billiard balls is assumed to be large but finite and we assume kinetic energy propagates following the usual collision laws of physics. Assuming an underlying stochastic mean-field for the expectation and the variance of the kinetic energy, we derive a coupled system of nonlinear partial difference equations. Our results are illustrated by numerical simulations.
Consider the convex hull of a collection of disjoint open discs with radii $1/2$. The boundary of the convex hull consists of a finite number of line segments and arcs. Randomly choose a point in one of the arcs in the boundary so that the density of its distribution is proportional to the arc measure. Attach a new disc at the chosen point so that it is outside of the convex hull and tangential to its boundary. Replace the original convex hull with the convex hull of all preexisting discs and the new disc. Continue in the same manner. Simulations show that disc clusters form long, straight, or slightly curved filaments with small side branches and occasional macroscopic side branches. The shape of the convex hull is either an equilateral triangle or a quadrangle. Side branches play the role analogous to avalanches in sandpile models, one of the best-known examples of self-organized criticality (SOC). Our results indicate that the size of a branch obeys a power law, as expected of avalanches in sandpile models and similar ``catastrophies'' in other SOC models.
Consider two balls with radius $r>0$ whose centers are at a distance $2$, positioned symmetrically with respect to the origin in ${\mathbb{R}}^d$. Suppose that the initial velocities are independent standard normal vectors. When $r\to0$, the collision probability goes to 0 as $r^{d-1}$, and the asymptotic collision location distribution is a (defective) $t$-distribution. This distribution is rotationally symmetric about the origin for no apparent reason.
Consider the Skorokhod problem in the closed non-negative orthant: find a solution $(g(t),m(t))$ to \[ g(t)= f(t)+ Rm(t),\] where $f$ is a given continuous vector-valued function with $f(0)$ in the orthant, $R$ is a given $d\times d$ matrix with 1's along the diagonal, $g$ takes values in the orthant, and $m$ is a vector-valued function that starts at 0, each component of $m$ is non-decreasing and continuous, and for each $i$ the $i^{th}$ coordinate of $m$ increases only when the $i^{th}$ coordinate of $g$ is 0. The stochastic version of the Skorokhod problem replaces $f$ by the paths of Brownian motion. It is known that there exists a unique solution to the Skorokhod problem if the spectral radius of $|Q|$ is less than 1, where $Q=I-R$ and $|Q|$ is the matrix whose entries are the absolute values of the corresponding entries of $Q$. The first result of this paper shows pathwise uniqueness for the stochastic version of the Skorokhod problem holds if the spectral radius of $|Q|$ is equal to 1. The second result of this paper settles the remaining open cases for uniqueness for the deterministic version when the dimension $d$ is two.
We study a system of two coupled transport equations with freezing. The solutions freeze in time when they are equal. We prove existence and uniqueness of continuous solutions if the initial conditions are continuous. We discuss several qualitative and quantitative properties of the solutions. The equations arise in a model for collisions of a large number of tightly spaced balls.
Consider the Skorokhod equation in the closed first quadrant: \[ X_t=x_0+ B_t+\int_0^t{\bf v}(X_s)\, dL_s,\] where $B_t$ is standard 2-dimensional Brownian motion, $X_t$ takes values in the quadrant for all $t$, and $L_t$ is a process that starts at 0, is non-decreasing and continuous, and increases only at those times when $X_t$ is on the boundary of the quadrant. Suppose ${\bf v}$ equals $(-a_1,1)$ on the positive $x$ axis, equals $(1,-a_2)$ on the positive $y$ axis, and ${\bf v}(0)$ points into the closed first quadrant. Let $θ_i=\arctan a_i$, $i=1,2$. It is known that there exists a solution to the Skorokhod equation for all $t\geq 0$ if and only if $θ_1+θ_2<π/2$ and moreover the solution is unique if $|a_1a_2|<1$. Suppose now that $θ_1+θ_2<π/2$, $θ_2<0$, $θ_1>-θ_2>0$ and $|a_1a_2|>1$. We prove that for a large class of $(a_1,a_2)$, namely those for which \[\frac{\log|a_1|+\log|a_2|}{a_1+a_2}>π/2,\] pathwise uniqueness for the Skorokhod equation fails to hold.
Systems of pinned billiard balls serve as simplified models of collisions, where all particles remain fixed in their positions while their (pseudo-)velocities evolve in accordance with the laws of conservation of energy and momentum. For some families of ball configurations, Athreya, Burdzy, and Duarte have established the maximum upper bound for the number of pseudo-collisions, thereby demonstrating that the number of collisions is finite. The result has been extended to all ball configurations. In this project, we do extensive simulations to study two specific configurations. First, we consider balls arranged in a half-space and assign a single ball an inward (pseudo-) velocity. Simulations suggest that in the long run, most of the energy is concentrated near the boundary. Second, when the balls are arranged on a flat torus, we find that in the stationary regime, the distributions of the velocity components are i.i.d. normal. Additionally, we find that the components of the velocities in the direction of impact between two touching balls are uncorrelated.
We investigate the number of holes created by an ``earthworm'' moving on the two-dimensional integer lattice. The earthworm is modeled by a simple random walk. At the initial time, all vertices are filled with grains of soil except for the position of the earthworm. At each step, the earthworm pushes the soil in the direction of its motion. It leaves a hole (an empty vertex with no grain of soil) behind it. If there are holes in front of the earthworm (in the direction of its step), the closest hole is filled with a grain of soil. Thus the number of holes increases by 1 or remains unchanged at every step. We show that the number of holes is at least $\mathcal{O}(n^{3/4})$ after $n$ steps.
We show that the spine of the Fleming-Viot process driven by Brownian motion and starting with two particles in a bounded interval has a different law from that of Brownian motion conditioned to stay in the interval forever. Furthermore, we estimate the ``extra drift.''
For $f: [0,1]\to \mathbb R$, we consider $L^f_t$, the local time of space-time Brownian motion on the curve $f$. Let ${\cal S}_α$ be the class of all functions whose Hölder norm of order $α$ is less than or equal to 1. We show that the supremum of $L^f_1$ over $f$ in ${\cal S}_α$ is finite if $α>\frac12$.
The spine of two-particles Fleming-Viot process driven by Brownian motion is not a Bessel-3 process.
We show that the spine of the Fleming-Viot process driven by Brownian motion in a bounded Lipschitz domain with Lipschitz constant less than 1 converges to Brownian motion conditioned to stay in the domain forever.
Simulations support the conjecture that the dimension of the trace of Brownian earthworm is strictly greater than 3/2.
We analyze the functional equation $$F(x+F(x))=-F(x)$$ and reveal its relationship with a system of partial differential equations arising as the hydrodynamic limit of a system of pinned billiard balls on the line. The system of balls must freeze at some time, i.e., no velocity may change after the freezing time. The terminal velocity and the freezing time profiles play the role of boundary conditions for the PDEs (qua terminal conditions, despite being initial conditions from the wave equation perspective pursued here). Solutions to the functional equation provide the link between the freezing time and terminal velocity profiles on the one hand, and the solution to the PDE in the entirety of the space-time domain on the other.
We consider systems of "pinned balls," i.e., balls that have fixed positions and pseudo-velocities. Pseudo-velocities change according to the same rules as those for velocities of totally elastic collisions between moving balls. The times of possible pseudo-collisions for different pairs of pinned balls are chosen in an exogenous way. We give an explicit upper bound for the maximum number of pseudo-collisions for a system of $n$ pinned balls in a $d$-dimensional space. The proof is based on analysis of foldings, i.e., mappings that formalize the idea of folding a piece of paper along a crease. We prove an upper bound for the size of an orbit of a point subjected to foldings.