Related papers: A Note on the Diffusive Scaling Limit for a Class …
We prove anomalous-diffusion scaling for a one-dimensional stochastic kinetic dynamics, in which the stochastic drift is driven by an exogenous Bessel noise, and also includes endogenous volatility which is permitted to have arbitrary…
We study the diffusive scaling limit for a chain of $N$ coupled oscillators. In order to provide the system with good ergodic properties, we perturb the Hamiltonian dynamics with random flips of velocities, so that the energy is locally…
We provide a functional central limit theorem for a broad class of smooth functions for possibly noncausal multivariate linear processes with time-varying coefficients. Since the limiting processes depend on unknown quantities, we propose a…
In this paper we present an improved lattice Boltzmann model for compressible Navier-Stokes system with high Mach number. The model is composed of three components: (i) the discrete-velocity-model by Watari and Tsutahara [Phys Rev E…
We investigate the emergence of non-linear diffusivity in kinetically constrained, one-dimensional symmetric exclusion processes satisfying the gradient condition. Recent developments introduced new gradient dynamics based on the Bernstein…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
We analyze the geometry of scaling limits of near-critical 2D percolation, i.e., for $p=p_c+\lambda\delta^{1/\nu}$, with $\nu=4/3$, as the lattice spacing $\delta \to 0$. Our proposed framework extends previous analyses for $p=p_c$, based…
We suggest how versions of Schramm's SLE can be used to describe the scaling limit of some off-critical 2D lattice models. Many open questions remain.
We examine the behaviour of density fluctuation in equilibrium under diffusive space-time scaling of a completely integrable dynamics of hard rods with variable length. This is the extended abstract of a talk given by S.Olla at the workshop…
We study the dynamics of condensation in a misanthrope process with nonlinear jump rates and factorized stationary states. For large enough density, it is known that such models have a phase separated state, with a non-zero fraction of the…
We simulate a growth model with restricted surface relaxation process in d=1 and d=2, where d is the dimensionality of a flat substrate. In this model, each particle can relax on the surface to a local minimum, as the Edwards-Wilkinson…
In this paper we consider some concepts of exponential splitting for nonautonomous linear discrete-time systems. These concepts are generalizations of some well-known concepts of (uniform and nonuniform) exponential dichotomies. Connections…
We establish stable functional central limit theorems for scaled elephant random walks in the diffusive, critical, and superdiffusive cases using the martingale approach.
In this paper we prove the existence of solutions for a class of viscoelastic dynamic systems on time--dependent cracked domains, with possibly degenerate viscosity coefficients. Under stronger regularity assumptions we also show a…
We postulate the existence of a natural Poissonian marking of the double (touching) points of SLE(6) and hence of the related continuum nonsimple loop process that describes macroscopic cluster boundaries in 2D critical percolation. We…
We show that any interacting integrable model possesses a class of initial states for which the leading corrections to ballistic transport are subdiffusive rather than diffusive. These initial states are natural to realize experimentally…
We show that, on a $d-$dimensional hypercubic lattice with $d>1$, conserved-mass transport processes, with {\it multidirectional} hopping that respect all symmetries of the lattice, exhibit power-law correlations for generic parameter…
We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations with multiplicative noise under a one-sided Lipschitz condition only. We derive convergence with an implicit rate…
We study the large-scale behaviour of a class of driven diffusive systems modelled by a Stochastic Partial Differential Equation, the Stochastic Burgers Equation (SBE) with general nonlinearity, at the critical dimension and in infinite…
We study the diffusive relaxation limit of the Jin-Xin system toward viscous conservation laws in the multi-dimensional setting. For initial data being small perturbations of a constant state in suitable homogeneous Besov norms, we prove…