A class of d-dimensional directed polymers in a Gaussian environment

This paper introduces and analyzes a broad class of continuous directed polymers in Rd\mathbb{R}^d driven by Gaussian environments, establishing their structural properties, proving a sharp measure-theoretic dichotomy regarding their relation to Wiener measure, and demonstrating diffusive behavior in high dimensions and high temperatures, thereby extending the Alberts--Khanin--Quastel framework to higher-dimensional settings.

Le Chen, Cheng Ouyang, Samy Tindel, Panqiu Xia2026-03-09🔢 math

The *-variation of the Banach-Mazur game and forcing axioms

This paper introduces a new poset property defined via a variation of the Banach-Mazur game that strengthens (ω1+1)(\omega_1+1)-strategic closedness, proves that the Proper Forcing Axiom (PFA) is preserved under forcing with such posets, and applies this result to reproduce Magidor's theorem on the consistency of PFA with weak square principles while distinguishing the property from (ω1+1)(\omega_1+1)-operational closedness.

Yasuo Yoshinobu2026-03-06🔢 math

Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations

This paper proposes and analyzes a novel class of modified averaged vector field methods that simultaneously preserve multiple invariants for conservative Stratonovich stochastic differential equations, proving their mean square convergence order of 1 under commutative noises and demonstrating their superiority in long-time simulations through numerical experiments.

Chuchu Chen, Jialin Hong, Diancong Jin2026-03-06🔢 math

The probabilistic superiority of stochastic symplectic methods via large deviations principles

This paper establishes the probabilistic superiority of stochastic symplectic methods over non-symplectic ones by proving that the former asymptotically preserve the large deviations principles governing the exponential decay of hitting probabilities for the mean position and velocity of stochastic Hamiltonian systems, a result demonstrated via the Gärtner–Ellis theorem on the linear stochastic oscillator.

Chuchu Chen, Jialin Hong, Diancong Jin + 1 more2026-03-06🔢 math

Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation

This paper establishes that symplectic discretizations, including spectral Galerkin spatial semi-discretization and temporal full discretization, weakly asymptotically preserve the large deviations principle of the stochastic linear Schrödinger equation, thereby providing an effective numerical approach for approximating the LDP rate function in infinite-dimensional spaces.

Chuchu Chen, Jialin Hong, Diancong Jin + 1 more2026-03-06🔢 math

Convergence analysis for minimum action methods coupled with a finite difference method

This paper presents a convergence analysis for minimum action methods coupled with finite difference schemes, establishing that the convergence orders of the discrete Freidlin-Wentzell action functional are $1/2formultiplicativenoiseand for multiplicative noise and 1foradditivenoise,whilealsodemonstratingtheconvergenceofthestochastic for additive noise, while also demonstrating the convergence of the stochastic \theta$-method for small-noise stochastic differential equations in the context of large deviations.

Jialin Hong, Diancong Jin, Derui Sheng2026-03-06🔢 math

Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation

This paper establishes the L1(R)L^1(\mathbb{R}) convergence of the probability density for a fully discrete finite difference method solving the stochastic Cahn--Hilliard equation with multiplicative space-time white noise by introducing a novel localization argument to overcome the non-Lipschitz drift and partially resolving an open problem regarding the numerical computation of the solution's density.

Jialin Hong, Diancong Jin, Derui Sheng2026-03-06🔢 math

The Generalized Multiplicative Gradient Method for A Class of Convex Optimization Problems Over Symmetric Cones

This paper introduces and analyzes the Generalized Multiplicative Gradient (GMG) method for solving convex optimization problems over symmetric cones with non-Lipschitz gradients, establishing an O(1/k)O(1/k) convergence rate through novel theoretical results and demonstrating its superior computational complexity compared to other first-order methods across several key applications.

Renbo Zhao2026-03-06🔢 math