This is the second part of a three part series of papers. In this paper, we consider a general class of $N\times N$ random band matrices $H=(H_{ij})$ whose entries are centered random variables, independent up to a symmetry constraint. We assume that the variances $\mathbb E |H_{ij}|^2$ form a band matrix with typical band width $1\ll W\ll N$. We consider the generalized resolvent of $H$ defined as $G(Z):=(H - Z)^{-1}$, where $Z$ is a deterministic diagonal matrix such that $Z_{ij}=\left(z\mathds{1}_{1\le i \le W}+\wt z\mathds{1}_{ i > W} \right) \delta_{ij}$, with two distinct spectral parameters $z\in \mathbb C_+:=\{z\in \mathbb C:\im z>0\}$ and $\wt z\in \mathbb C_+\cup \mathbb R$. In this paper, we prove a sharp bound for the local law of the generalized resolvent $G$ for $W\gg N^{3/4}$. This bound is a key input for the proof of delocalization and bulk universality of random band matrices in [2]. Our proof depends on a fluctuations averaging bound on certain averages of polynomials in the resolvent entries, which will be proved in [10].

The goal of this paper is to prove rigorous results for the behavior of genealogies in a one-dimensional long range biased voter model introduced by Hallatschek and Nelson [Theor. Pop. Biol. 73 (2008) 158–170]. The first step, which is easily accomplished using results of Mueller and Tribe [Probab. Theory Related Fields 102 (1995) 519–545], is to show that when space and time are rescaled correctly, our biased voter model converges to a Wright–Fisher SPDE. A simple extension of a result of Durrett and Restrepo [Ann. Appl. Probab. 18 (2008) 334–358] then shows that the dual branching coalescing random walk converges to a branching Brownian motion in which particles coalesce after an exponentially distributed amount of intersection local time. Brunet et al. [Phys. Rev. E (3) 76 (2007) 041104, 20] have conjectured that genealogies in models of this type are described by the Bolthausen–Sznitman coalescent, see [Proc. Natl. Acad. Sci. USA 110 (2013) 437–442]. However, in the model we study there are no simultaneous coalescences. Our third and most significant result concerns “tracer dynamics” in which some of the initial particles in the biased voter model are labeled. We show that the joint distribution of the labeled and unlabeled particles converges to the solution of a system of stochastic partial differential equations. A new duality equation that generalizes the one Shiga [In Stochastic Processes in Physics and Engineering (Bielefeld, 1986) (1988) 345–355 Reidel] developed for the Wright–Fisher SPDE is the key to the proof of that result.

No abstract uploaded!

We analyze the random fluctuations of several multiscale algorithms, such as the multiscale finite element method (MsFEM) and the finite element heterogeneous multiscale method (HMM), that have been developed to solve partial differential equations with highly heterogeneous coefficients. Such multiscale algorithms are often shown to correctly capture the homogenization limit when the highly oscillatory random medium is stationary and ergodic. This paper is concerned with the random fluctuations of the solution about the deterministic homogenization limit. We consider the simplified setting of the one-dimensional elliptic equation, where the theory of random fluctuations is well understood. We develop a fluctuation theory for the multiscale algorithms in the presence of random environments with short-range and long-range correlations. For a given mesh size h, we show that the fluctuations converge in distribution in the space of continuous paths to Gaussian processes as the correlation length ε→0. We next derive the limit of such Gaussian processes as h→0 and compare this limit with the distribution of the random fluctuations of the continuous model. When such limits agree, we conclude that the multiscale algorithm captures the random fluctuations accurately and passes the corrector test. This property serves as an interesting benchmark to assess the behavior of the multiscale algorithm in practical situations where the assumptions necessary for the theory of homogenization are not met. What we find is that the computationally more expensive methods MsFEM, and HMM with a choice of parameter δ=h, correctly capture the random fluctuations both for short-range and long-range oscillations in the medium. The less expensive method HMM with δ<h correctly captures the fluctuations for long-range oscillations and strongly amplifies their size in media with short-range oscillations. We present a modified scheme with an intermediate computational cost that captures the random fluctuations in all cases.

This article focuses on the characterization of global multiple Schramm– Loewner evolutions (SLE). The chordal SLE describes the scaling limit of a single interface in various critical lattice models with Dobrushin boundary conditions, and similarly, global multiple SLEs describe scaling limits of collections of interfaces in critical lattice models with alternating boundary conditions. In this article, we give a minimal amount of characterizing properties for the global multiple SLEs: we prove that there exists a unique probability measure on collections of pairwise disjoint continuous simple curves with a certain conditional law property. As a consequence, we obtain the convergence of multiple interfaces in the critical Ising, FK-Ising and percolation models.