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We quantify the asymptotic behaviour of multidimensional drifltess diffusions in domains unbounded in a single direction, with asymptotically normal reflections from the boundary. We identify the critical growth/contraction rates of the…

Probability · Mathematics 2025-01-22 Miha Brešar , Aleksandar Mijatović , Andrew Wade

We prove the existence of a sticky-reflected solution to the heat equation on the spatial interval $[0,1]$ driven by colored noise. The process can be interpreted as an infinite-dimensional analog of the sticky-reflected Brownian motion on…

Probability · Mathematics 2020-05-26 Vitalii Konarovskyi

Discrete-Time Crystals (DTC) are a non-equilibrium phase of matter characterized by the breaking of time-translation symmetry in periodically driven quantum systems. In this work, we present a detailed thermodynamic analysis of a DTC in a…

We study the tracking or sidewise controllability of the heat equation. More precisely, we seek for controls that, acting on part of the boundary of the domain where the heat process evolves, aim to assure that the normal trace or flux on…

Optimization and Control · Mathematics 2024-12-24 Jon Asier Bárcena Petiso , Enrique Zuazua

This article is focused on two related topics within the study of partial differential equations (PDEs) that illustrate a beautiful connection between dynamics, topology, and analysis: stability and spatial dynamics. The first is a property…

Dynamical Systems · Mathematics 2019-10-18 Margaret Beck

We compute the coefficients in asymptotics of regularized traces and associated trace (spectral) distributions for Schrodinger operators, with short and long range potentials. A kernel expansion for the Schrodinger semigroup is derived, and…

Spectral Theory · Mathematics 2007-05-23 Michael Hitrik , Iosif Polterovich

We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…

Probability · Mathematics 2013-06-06 David J. W. Simpson , Rachel Kuske

We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…

Probability · Mathematics 2011-08-17 René L. Schilling , Jian Wang

Equilibrium finite temperature observables of a CFT can be described by a local effective action for background fields -- a "thermal effective action." This effective action determines the asymptotic density of states of a CFT as a detailed…

High Energy Physics - Theory · Physics 2024-05-16 Nathan Benjamin , Jaeha Lee , Hirosi Ooguri , David Simmons-Duffin

Steady-state quantum thermal machines are typically characterized by a continuous flow of heat between different reservoirs. However, at the level of discrete stochastic realizations, heat flow is unraveled as a series of abrupt quantum…

Quantum Physics · Physics 2025-06-05 Abhaya S. Hegde , Patrick P. Potts , Gabriel T. Landi

Consider the nonlinear stochastic heat equation $$ \frac{\partial u (t,x)}{\partial t}=\frac{\partial^2 u (t,x)}{\partial x^2}+ \sigma(u (t,x))\dot{W}(t,x),\quad t> 0,\, x\in \mathbb{R}, $$ where $\dot W$ is a Gaussian noise which is white…

Probability · Mathematics 2025-08-27 Bin Qian , Min Wang , Ran Wang , Yimin Xiao

As a main example for the superstatistics approach, we study a Brownian particle moving in a d-dimensional inhomogeneous environment with macroscopic temperature fluctuations. We discuss the average occupation time of the particle in…

Statistical Mechanics · Physics 2009-11-11 Christian Beck

We study the asymptotics of the heat trace $\Tr\{fPe^{-tP^2}\}$ where $P$ is an operator of Dirac type, where $f$ is an auxiliary smooth smearing function which is used to localize the problem, and where we impose spectral boundary…

Mathematical Physics · Physics 2009-11-10 P. Gilkey , K. Kirsten , J. H. Park

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

Probability · Mathematics 2023-06-13 Le Chen , Panqiu Xia

The energy partitioning during activation and relaxation events under steady-state conditions for a Brownian particle driven by multiple thermal reservoirs of different local temperatures is investigated. Specifically, we apply the…

Statistical Mechanics · Physics 2019-08-02 Galen T. Craven , Renai Chen , Abraham Nitzan

Thermodynamics of nanoscale devices is an active area of research. Despite their noisy surrounding they often produce mechanical work (e.g. micro-heat engines), display rectified Brownian motion (e.g. molecular motors). This invokes…

Statistical Mechanics · Physics 2018-12-05 Arnab Saha , Rahul Marathe , P. S. Pal , A. M. Jayannavar

We establish a dichotomy in the small-time asymptotic behavior of the spectral heat content (SHC) for symmetric, but not necessarily isotropic, L\'evy processes whose L\'evy density satisfies a weak lower scaling condition near zero. This…

Probability · Mathematics 2025-08-13 Jaehun Lee , Hyunchul Park

We study the two-dimensional fractional Brownian motion with Hurst parameter $H>{1/2}$. In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation some…

Probability · Mathematics 2007-05-23 Fabrice Baudoin , David Nualart

Fractional relaxation equations, as well as relaxation functions time-changed by independent stochastic processes have been widely studied (see, for example, \cite{MAI}, \cite{STAW} and \cite{GAR}). We start here by proving that the…

Probability · Mathematics 2020-11-12 Luisa Beghin , Janusz Gajda

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

Probability · Mathematics 2016-03-21 Mikael Petersson
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