arXiv subjects

Kyeongsik Nam

Publications and source records attributed to Kyeongsik Nam.

22 records · Page 2Linked to original sources

arXiv2020

Hydrodynamic limit of the Kawasaki dynamics on the 1D-lattice with strong, finite-range interaction

We derive the hydrodynamic limit of the Kawasaki dynamics for the one-dimensional conservative system of unbounded real-valued spins with arbitrary strong, quadratic and finite-range interactions. This extends prior results for non-interacting spin systems. The result is obtained by adapting two scale approach of Grunewald, Otto, Villani and Westdickenberg combined with the authors' recent approach on conservative systems with strong interactions.

math.PR↗

arXiv2019

Large deviations and localization of the microcanonical ensembles given by multiple constraints

We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple constraints case. We systematically analyze the detailed structures of such microcanonical ensembles in two orthogonal directions using the theory of large deviations. First of all, we establish the equivalence of ensembles result, which exhibits an interesting phase transition phenomenon. Secondly, we study the localization and delocalization phenomena by obtaining large deviation results for the joint law of empirical distributions and the maximum component. Some concrete examples for which the theory applies will be given as well.

math.PR↗

arXiv2018

Stochastic Differential Equations with Critical Drifts

We establish the well-posedness of SDE with the additive noise when a singular drift belongs to the critical spaces. We prove that if the drift belongs to the Orlicz-critical space $L^{q,1}([0,T],L^p_x)$ for $p,q\in (1,\infty)$ satisfying $\frac{2}{q}+\frac{d}{p} =1$, then the corresponding SDE admits a unique strong solution. We also derive the Sobolev regularity of a solution under the Orlicz-critical condition.

math.PR↗

arXiv2018

Hypoelliptic diffusions with singular drifts

We establish the well-posedness of stochastic differential equations possessing degenerate diffusions and singular drifts. We prove that SDEs defined on the homogeneous Carnot group, whose hypoelliptic diffusion part is given by the horizontal Brownian motion, admit a unique strong solution for a large class of singular drifts. It considerably generalizes the classical well-posedness results of singular SDEs with non-degenerate diffusions. It also provides an intermediate result between the Cauchy-Lipschitz theorem in ordinary differential equations and the result proved by Krylov and Röckner [38], which states the well-posedness of SDEs with the additive noise and singular drifts.

math.PR↗