Related papers: Hydrodynamic limit of gradient exclusion processes…

We analyze the diffusion processes associated to equations of Wright-Fisher type in one spatial dimension. These are defined by a degenerate second order operator on the interval [0, 1], where the coefficient of the second order term…

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

We prove existence of weak solutions (in the probabilistic sense) for a general class of stochastic semilinear wave equations on bounded domains of $R^d$ driven by a possibly discontinuous square integrable martingale.

We prove density of smooth functions in subspaces of Sobolev- and higher order $BV$-spaces of kind $W^{m,p}(\Omega)\cap L^q(\Omega-D)$ and $BV^m(\Omega)\cap L^q(\Omega-D)$, respectively, where $\Omega\subset\mathbb{R}^n$ ($n\in\mathbb{N}$)…

Uncertainty propagation and filtering can be interpreted as gradient flows with respect to suitable metrics in the infinite dimensional manifold of probability density functions. Such a viewpoint has been put forth in recent literature, and…

We consider single-file diffusion in an open system with two species $A,B$ of particles. At the boundaries we assume different reservoir densities which drive the system into a non-equilibrium steady state. As a model we use an…

In this paper, we introduce a random environment for the exclusion process in $\mathbb{Z}^d$ obtained by assigning a maximal occupancy to each site. This maximal occupancy is allowed to randomly vary among sites, and partial exclusion…

We consider zero temperature behavior of dynamic response functions of 1D systems near edges of support in momentum-energy plane $(k, \omega).$ The description of the singularities of dynamic response functions near an edge $\epsilon(k)$ is…

We study the hydrodynamic limit for a model of symmetric exclusion processes with heavy-tailed long jumps and in contact with infinitely extended reservoirs. We show how the corresponding hydrodynamic equations are affected by the…

We consider a random walk (RW) driven by a simple symmetric exclusion process (SSE). Rescaling the RW and the SSE in such a way that a joint hydrodynamic limit theorem holds we prove a joint path large deviation principle. The corresponding…

We derive a priori estimates for singular differential equations of the form \[ \mathcal{L} \phi = P(\phi,\nabla\phi) + f(\phi,\nabla\phi)\xi \] where $P$ is a polynomial, $f$ is a sufficiently well-behaved function, and $\xi$ is an…

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…

Explicit expressions for restricted partition function $W(s,{\bf d}^m)$ and its quasiperiodic components $W_j(s,{\bf d}^m)$ (called {\em Sylvester waves}) for a set of positive integers ${\bf d}^m = \{d_1, d_2, ..., d_m\}$ are derived. The…

We prove the curse of dimensionality in the worst case setting for numerical integration for a number of classes of smooth $d$-variate functions. Roughly speaking, we consider different bounds for the derivatives of $f \in C^k(D_d)$ and ask…

This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…

We study "random surfaces," which are random real (or integer) valued functions on Z^d. The laws are determined by convex, nearest neighbor, difference potentials that are invariant under translation by a full-rank sublattice L of Z^d; they…

We show that for the mean zero simple exclusion process in $\mathbb {Z}^d$ and for the asymmetric simple exclusion process in $\mathbb{Z}^d$ for $d\geq3$, the self-diffusion coefficient of a tagged particle is stable when approximated by…

It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted.…

We extend the usual hydrodynamic description of the symmetric exclusion process by keeping track of collision events corresponding to jumps into already occupied sites, thereby quantifying the dissipated part of the microscopic activity…

In this paper, we give the moderate deviation principle from the hydrodynamic limit of the simple exclusion process on $1$-dimensional torus starting from a nonequilibrium state, which extends the result given in Gao and Quastel (2003)…