arXiv subjects

Nils Berglund

Publications and source records attributed to Nils Berglund.

At least 19 recordsLinked to original sources

arXiv2026

Diffusion stabilises time-periodic solutions in conservation laws coupled to a relaxation oscillator

We study a viscous one-dimensional conservation law, coupled to a fast ordinary differential equation. For a vanishing viscosity, the system has an infinite-dimensional family of time-periodic solutions, corresponding to relaxation oscillations. We show that for symmetric initial conditions, a small positive viscosity selects a unique periodic solution, which we prove to be linearly stable. The proof exploits the slow-fast structure through an averaging strategy, as well as spectral-theoretic methods. The results are illustrated by numerical simulations.

math.AP↗

arXiv2026

Topics in Gaussian Wiener chaos expansion

These notes have been written for a series of lectures to be given at the 44th Finnish Summer School on Probability and Statistics in Lammi, Finland, from 25th to 29th May, 2026. They contain an introduction to Wiener chaos decomposition in finite dimension, a construction of Gaussian fields on the torus, including white noise and the Gaussian free field, and applications to the $\Phi^4$ model. They do not cover other important aspects of the topic, such as stochastic integration, stochastic PDEs and Malliavin calculus.

math.PR↗

arXiv2025

The dynamic saddle-node bifurcation with noise on the slow variable

In this work, we analyse the effect of adding Gaussian white noise to the slow variable of a slow--fast system passing through a saddle--node (or fold) bifurcation. This problem is mainly motivated by applications to non-equilibrium energy sinks. While the effect of adding noise to the fast variable, which is important for noise-induced tipping, has been previously analysed in detail, the case where the slow variable is perturbed by noise has not been considered before. Our main result is that the noise increases the slow variable on average. We compute the effect of the noise, to lowest order, on the expectation and variance of the slow variable after the bifurcation. The contribution of the noise can be explicitly expressed in terms of Airy functions. We also provide numerical simulations, which show that the expansion to lowest order matches the observations for fairly large values of the noise intensity.

math.PR↗

arXiv2025

Metastability in the stochastic nearest-neighbor Kuramoto model of coupled phase oscillators

The Kuramoto model (KM) of $n$ coupled phase-oscillators is analyzed in this work. The KM on a Cayley graph possesses a family of steady state solutions called twisted states. Topologically distinct twisted states are distinguished by the winding number $q\in\mathbb{Z}$. These states are known to be stable for small enough $q$. In the presence of small noise, the KM exhibits metastable transitions between $q$-twisted states: A typical trajectory remains in the basin of attraction of a given $q$-twisted state for an exponentially long time, but eventually transitions to the vicinity of another such state. In the course of this transition, it passes in close proximity of a saddle of Morse index $1$, called a relevant saddle. In this work, we provide an exhaustive analysis of metastable transitions in the stochastic KM with nearest-neighbor coupling. We start by analyzing the equilibria and their stability. First, we identify all equilibria in this model. Using the discrete Fourier transform and eigenvalue estimates for rank-1 perturbations of symmetric matrices, we classify the equilibria by their Morse indices. In particular, we identify all stable equilibria and all relevant saddles involved in the metastable transitions. Further, we use Freidlin-Wentzell theory and the potential-theoretic approach to metastability to establish the metastable hierarchy and sharp estimates of Eyring-Kramers type for the transition times. The former determines the precise order, in which the metastable transitions occur, while the latter characterizes the times between successive transitions. The theoretical estimates are complemented by numerical simulations and a careful numerical verification of the transition times. Finally, we discuss the implications of this work for the KM with other coupling types including nonlocal coupling and the continuum limit as $n$ tends to infinity.

math.PR↗

arXiv2025

Perturbative renormalisation of the $\Phi^4_{4-\varepsilon}$ model via generalized Wick maps

We consider the perturbative renormalisation of the $\Phi^4_d$ model from Euclidean Quantum Field Theory for any, possibly non-integer dimension $d<4$. The so-called BPHZ renormalisation, named after Bogoliubov, Parasiuk, Hepp and Zimmermann, is usually encoded into extraction-contraction operations on Feynman diagrams, which have a complicated combinatorics. We show that the same procedure can be encoded in the much simpler algebra of polynomials in two unknowns $X$ and $Y$, which represent the fourth and second Wick power of the field. In this setting, renormalisation takes the form of a \lq\lq Wick map\rq\rq\ which maps monomials into Bell polynomials. The construction makes use of recent results by Bruned and Hou on multiindices, which are algebraic objects of intermediate complexity between Feynman diagrams and polynomials.

math.PR↗

arXiv2024

Concentration estimates for SPDEs driven by fractional Brownian motion

The main goal of this work is to provide sample-path estimates for the solution of slowly time-dependent SPDEs perturbed by a cylindrical fractional Brownian motion. Our strategy is similar to the approach by Berglund and Nader for space-time white noise. However, the setting of fractional Brownian motion does not allow us to use any martingale methods. Using instead optimal estimates for the probability that the supremum of a Gaussian process exceeds a certain level, we derive concentration estimates for the solution of the SPDE, provided that the Hurst index $H$ of the fractional Brownian motion satisfies $H>\frac14$. As a by-product, we also obtain concentration estimates for one-dimensional fractional SDEs valid for any $H\in(0,1)$.

math.PR↗

arXiv2024

Processus aléatoires et applications -- Algorithmes MCMC et vitesse de convergence

Lecture notes (in French) of a master 2 level course in applied mathematics. Contents: Part I. Markov chains on a countable space. 1. Examples 2. Summary of basic properties. 3. Spectral theory and speed of convergence. 4. Lyapunov functions and speed of convergence. 5. MCMC algorithms. Part II. Markov chains on continuous space. 6. Definitions and examples. 7. Invariant probability and speed of convergence.

math.HO↗

arXiv2024

BPHZ renormalisation and vanishing subcriticality asymptotics of the fractional $Φ^3_d$ model

We consider stochastic PDEs on the $d$-dimensional torus with fractional Laplacian of parameter $ρ\in(0,2]$, quadratic nonlinearity and driven by space-time white noise. These equations are known to be locally subcritical, and thus amenable to the theory of regularity structures, if and only if $ρ> d/3$. Using a series of recent results by the second named author, A. Chandra, I. Chevyrev, M. Hairer and L. Zambotti, we obtain precise asymptotics on the renormalisation counterterms as the mollification parameter $\varepsilon$ becomes small and $ρ$ approaches its critical value. In particular, we show that the counterterms behave like a negative power of $\varepsilon$ if $\varepsilon$ is superexponentially small in $(ρ-d/3)$, and are otherwise of order $\log(\varepsilon^{-1})$. This work also serves as an illustration of the general theory of BPHZ renormalisation in a relatively simple situation.

math.PR↗

arXiv2024

Reducing metastable continuous-space Markov chains to Markov chains on a finite set

We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincaré maps, which describe random perturbations of ordinary differential equations admitting several periodic orbits. We show that under a few general assumptions, which hold in many examples of interest, the kernels of these Markov chains admit $N$ eigenvalues exponentially close to $1$, which are separated from the remainder of the spectrum by a spectral gap that can be quantified. Our main result states that these Markov chains can be approximated, uniformly in time, by a finite Markov chain with $N$ states. The transition probabilities of the finite chain are exponentially close to first-passage probabilities at neighbourhoods of metastable states, when starting in suitable quasistationary distributions.

math.PR↗

arXiv2023

Perturbation theory for the $Φ^4_3$ measure, revisited with Hopf algebras

We give a relatively short, almost self-contained proof of the fact that the partition function of the suitably renormalised $Φ^4_3$ measure admits an asymptotic expansion, the coefficients of which converge as the ultraviolet cut-off is removed. We also examine the question of Borel summability of the asymptotic series. The proofs are based on Wiener chaos expansions, Hopf-algebraic methods, and bounds on the value of Feynman diagrams obtained through BPHZ renormalisation.

math-ph↗

arXiv2022

Concentration estimates for slowly time-dependent singular SPDEs on the two-dimensional torus

We consider slowly time-dependent singular stochastic partial differential equations on the two-dimensional torus, driven by weak space-time white noise, and renormalised in the Wick sense. Our main results are concentration results on sample paths near stable equilibrium branches of the equation without noise, measured in appropriate Besov and Hölder norms. We also discuss a case involving a pitchfork bifurcation. These results extend to the two-dimensional torus those obtained in [Berglund and Gentz, Proability Theory and Related Fields, 2002] for finite-dimensional SDEs, and in [Berglund and Nader, Stochastics and PDEs, 2022] for SPDEs on the one-dimensional torus.

math.PR↗

arXiv2021

Long-time dynamics of stochastic differential equations

These lecture notes have been prepared for a series of lectures given at the Summer School "From kinetic equations to statistical mechanics", (see https://www.lebesgue.fr/content/sem2021-equat_cynet ) organised by the Henri Lebesgue Center in Saint Jean de Monts, from June 28th to July 2nd 2021.

math.PR↗

arXiv2021

Stochastic resonance in stochastic PDEs

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of the stable branches approaches the unstable one once per period. We prove that there exists a critical noise intensity, depending on the forcing period and on the minimal distance between equilibrium branches, such that the probability that solutions of the SPDE make transitions between stable equilibria is exponentially small for subcritical noise intensity, while they happen with probability exponentially close to $1$ for supercritical noise intensity. Concentration estimates of solutions are given in the $H^s$ Sobolev norm for any $s<\frac12$. The results generalise to an infinite-dimensional setting those obtained for $1$-dimensional SDEs in [Nils Berglund and Barbara Gentz. A sample-paths approach to noise-induced synchronization: stochastic resonance in a double-well potential. Ann. Appl. Probab., 12(4):1419-1470, 2002].

math.PR↗

arXiv2021

A General View on Double Limits in Differential Equations

In this paper, we review several results from singularly perturbed differential equations with multiple small parameters. In addition, we develop a general conceptual framework to compare and contrast the different results by proposing a three-step process. First, one specifies the setting and restrictions of the differential equation problem to be studied and identifies the relevant small parameters. Second, one defines a notion of equivalence via a property/observable for partitioning the parameter space into suitable regions near the singular limit. Third, one studies the possible asymptotic singular limit problems as well as perturbation results to complete the diagrammatic subdivision process. We illustrate this approach for two simple problems from algebra and analysis. Then we proceed to the review of several modern double-limit problems including multiple time scales, stochastic dynamics, spatial patterns, and network coupling. For each example, we illustrate the previously mentioned three-step process and show that already double-limit parametric diagrams provide an excellent unifying theme. After this review, we compare and contrast the common features among the different examples. We conclude with a brief outlook, how our methodology can help to systematize the field better, and how it can be transferred to a wide variety of other classes of differential equations.

math.DS↗

arXiv2021

An Eyring-Kramers law for slowly oscillating bistable diffusions

We consider two-dimensional stochastic differential equations, describing the motion of a slowly and periodically forced overdamped particle in a double-well potential, subjected to weak additive noise. We give sharp asymptotics of Eyring-Kramers type for the expected transition time from one potential well to the other one. Our results cover a range of forcing frequencies that are large with respect to the maximal transition rate between potential wells of the unforced system. The main difficulty of the analysis is that the forced system is non-reversible, so that standard methods from potential theory used to obtain Eyring-Kramers laws for reversible diffusions do not apply. Instead, we use results by Landim, Mariani and Seo that extend the potential-theoretic approach to non-reversible systems.

math.PR↗

arXiv2020

Métastabilité d'EDP stochastiques et déterminants de Fredholm

Metastability appears when a thermodynamic system, such as supercooled water (which is liquid below freezing temperature), lands on the "wrong" side of a phase transition, and remains for a very long time in a state different from its equilibrium state. There exist numerous mathematical models describing this phenomenon, including lattice models with stochastic dynamics. In this text, we will be interested in metastability in parabolic stochastic partial differential equations (SPDEs). Some of these equations are ill-posed, and only thanks to very recent progress in the theory of so-called singular SPDEs does one how to construct solutions, via a renormalisation procedure. The study of metastability in these systems reveals unexpected links with the theory of spectral determinants, including Fredholm and Carleman--Fredholm determinants.

math.HO↗

arXiv2019

An introduction to singular stochastic PDEs: Allen-Cahn equations, metastability and regularity structures

These notes have been prepared for a series of lectures given at the Sarajevo Stochastic Analysis Winter School, from January 28 to February 1, 2019. There already exist several excellent lecture notes and reviews on the subject, such as (Hairer 2009) on (non-singular) stochastic PDEs, and (Hairer 2015, Chandra and Weber 2017) on singular stochastic PDEs and regularity structures. The present notes have two main specificities. The first one is that they focus on a particular example, the Allen-Cahn equation, which allows to introduce several of the difficulties of the theory in a gradual way, by increasing the space dimension step by step. The hope is that while this limits the generality of the theory presented, this limitation is more that made up by a gain in clarity. The second specific aspect of these notes is that they go beyond existence and uniqueness of solutions, by covering a few recent results on convergence to equilibrium and metastability in these system.

math.PR↗

arXiv2019

Corrigendum to "Regularity structures and renormalisation of FitzHugh-Nagumo SPDEs in three space dimensions"

Lemma 4.8 in the article [Regularity structures and renormalisation of FitzHugh-Nagumo SPDEs in three space dimensions, Electronic J. Probability 21 (18):1-48 (2016), arXiv:1504.02953] contains a mistake, which implies a weaker regularity estimate than the one stated in Proposition 4.11. This does not affect the proof of Theorem 2.1, but Theorems 2.2 and 2.3 only follow from the given proof if either the space dimension $d$ is equal to $2$, or the nonlinearity $F(U,V)$ is linear in $V$. To fix this problem and provide a proof of Theorems 2.2 and 2.3 valid in full generality, we consider an alternative formulation of the fixed-point problem, involving a modified integration operator with nonlocal singularity and a slightly different regularity structure. We provide the multilevel Schauder estimates and renormalisation-group analysis required for the fixed-point argument in this new setting.

math.PR↗