Related papers: Trace Estimates for Stable Processes

We consider a system of two Brownian particles (say A and B), coupled to each other via harmonic potential of stiffness constant $k$. Particle-A is connected to two heat baths of constant temperatures $T_1$ and $T_2$, and particle-B is…

This paper studies the long time stability of both stochastic heat equations on a bounded domain driven by a correlated noise and their approximations. It is popular for researchers to prove the intermittency of the solution which means…

In this study, we advance the understanding of non-equilibrium systems by deriving thermodynamic relations for a heat engine operating under an exponentially decreasing temperature profile. Such thermal configurations closely mimic…

This paper investigates the qualitative properties of thermoelastic plates modeled by the second-gradient theory with a Type I heat equation. We establish the exponential stability of the solutions. Our main contribution is to prove that…

We study a $d$-dimensional stochastic process $\mathbf{X}$ which arises from a L\'evy process $\mathbf{Y}$ by partial resetting, that is the position of the process $\mathbf{X}$ at a Poisson moment equals $c$ times its position right before…

We study the asymptotic behaviour of the trace (the sum of the diagonal parts) of a plane partition of the positive integer n, assuming that this parfition is chosen uniformly at random from the set of all such partitions.

We obtain exact asymptotic results for the disorder averaged persistence of a Brownian particle moving in a biased Sinai landscape. We employ a new method that maps the problem of computing the persistence to the problem of finding the…

We consider a process given by a two-dimensional fractional Brownian motion with Hurst parameter 1/3 < H < 1/2, along with an associated L\'evy area, and prove the smoothness of a density for this process with respect to Lebesgue measure.

We perform Brownian dynamics simulations of semiflexible colloidal sheets with hydrodynamic interactions and thermal fluctuations in shear flow. As a function of the ratio of bending rigidity to shear energy (a dimensionless quantity we…

A general formulation is presented to derive the equation of motion and to demonstrate thermodynamic consistency for several classes of phase field models at once. It applies to models with a conserved phase field, describing either uniform…

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

The asymptotic behavior of weak time-periodic solutions to the Navier-Stokes equations with a drift term in the three-dimensional whole space is investigated. The velocity field is decomposed into a time-independent and a remaining part,…

Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The…

We study properties of a piecewise deterministic Markov process modeling the changes in concentration of specific antibodies. The evolution of densities of the process is described by a stochastic semigroup. The long-time behaviour of this…

In this article, we introduce Brownian motion on stable looptrees using resistance techniques. We prove an invariance principle characterising it as the scaling limit of random walks on discrete looptrees, and prove precise local and global…

Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on…

Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…

In this paper, we study elastic Brownian motion on a \(C^2\) domain. Instead of being killed at the boundary, the process restarts from a random position inside the domain. We characterize this process through its stochastic differential…

We show that, simultaneous local scaling of coordinate and time keeping the velocity unaltered is a symmetry of an It\^o-process. Using this symmetry, any It\^o-process can be mapped to a universal additive Gaussian-noise form. We use this…

Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…