In this talk, we will first review some recent results on the eigenvectors of random matrices under fixed-rank deformation, and then we will focus on the limit distribution of the leading eigenvectors of the Gaussian Unitary Ensemble (GUE) with fixed-rank (aka spiked) external source, in the critical regime of the Baik-Ben Arous-Peche (BBP) phase transition. The distribution is given in terms of a determinantal point process with extended Airy kernel. Our result can be regarded as an eigenvector counterpart of the BBP eigenvalue phase transition. The derivation of the distribution makes use of the recently rediscovered eigenvector-eigenvalue identity, together with the determinantal point process representation of the GUE minor process with external source. This is a joint work with Dong Wang (UCAS).

Wigner's jellium is a model for a gas of electrons. The model consists of unit negatively charged particles lying in a sea of neutralizing homogeneous positive charges spread out according to Lebesgue measure. The key challenge in analyzing this system stems from the long-range Coulomb interactions. While the motivation for the jellium stems from physics, Coulomb systems appear in a variety of different research fields such as random matrix theory. In the first part of this talk, I will review key limit results for classical Coulomb systems in large domains. In the second part, I will present some recent advances for quantum Coulomb systems.

In this talk, we present a short history of Lp theories for (stochastic) partial differential equations. In particular, we introduce recent developments handling degenerate equations in weighted Sobolev spaces. It is well known that there exist probabilistic representations of solutions to second order (stochastic) partial equations, which enables us to use many interesting probabilistic theories to investigate solutions. Recently, by applying probabilistic tools, we obtain interesting new type weighted estimates to second order degenerate (stochastic) partial differential equations.

It is challenging to perform a multiscale analysis of mesoscopic systems exhibiting singularities at the macroscopic scale. In this paper, we study the hydrodynamic limit of the Boltzmann equations \begin{equation} \mathrm{St} \partial_t F + v \cdot \nabla_x F = \frac{1}{\mathrm{Kn} } Q(F, F) \end{equation} toward the singular solutions of 2D incompressible Euler equations whose vorticity is unbounded \begin{equation} \partial_t u + u \cdot \nabla_x u + \nabla_x p = 0, \quad \mathrm{div} u = 0. \end{equation} We obtain a microscopic description of the singularity through the so-called kinetic vorticity and understand its behavior in the vicinity of the macroscopic singularity. As a consequence of our new analysis, we settle affirmatively an open problem of convergence toward Lagrangian solutions of the 2D incompressible Euler equation whose vorticity is unbounded ($\omega \in L^{\mathfrak{p} }$ for any fixed $1 \le \mathfrak{p} < \infty$). Moreover, we prove the convergence of kinetic vorticities toward the vorticity of the Lagrangian solution of the Euler equation. In particular, we obtain the rate of convergence when the vorticity blows up moderately in $L^{\mathfrak{p} }$ as $\mathfrak{p} \rightarrow \infty$ (localized Yudovich class).