Related papers: Affine diffusions with non-canonical state space
Let E be an unbounded open (or closed) domain in Euclidean space of dimension greater or equal to two. We present conservativeness criteria for (possibly reflected) diffusions with state space E that are associated to fairly general…
We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…
The problem of plane-wave diffraction on semi-infinite orthorhombic electromagnetic (photonic) crystals of general kind is considered. Boundary conditions are obtained in the form of infinite system of equations relating amplitudes of…
Theories possessing non-canonical kinetic terms are often studied for Q-ball states in an ad-hoc manner. This paper seeks to generalise their study for both thin- and thick-wall Q-balls. Specifically, we show that theories whose potential…
We study the diffusion of classical hard-core particles in disordered lattices within the formalism of a quantum spin representation. This analogy enables an exact treatment of non-instantaneous correlation functions at finite particle…
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…
A theory of double affine and special double affine bundles, i.e. differential manifolds with two compatible (special) affine bundle structures, is developed as an affine counterpart of the theory of double vector bundles. The motivation…
We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…
Normally hyperbolic invariant manifolds theory provides an efficient tool for proving diffusion in dynamical systems. In this paper we develop a methodology for computer assisted proofs of diffusion in a-priori chaotic systems based on this…
Canonical abstraction is a static analysis technique that represents states as 3-valued logical structures, and produces finite abstract systems. Despite providing a finite bound, these abstractions may still suffer from the state explosion…
One-dimensional scattering by a target with two internal degrees of freedom is investigated. The damping of resonance peaks and the associated appearance of the fluctuating background in the quantum inelastic scattering amplitudes are…
In this paper we generalize the well-known notions of affine arclength and affine hypersurface measure to submanifolds of any dimension $d$ in $\mathbb R^n$ , $1 \leq d \leq n-1$. We show that a canonical affine invariant measure exists and…
We show that stochastically continuous, time-homogeneous affine processes on the canonical state space $\Rplus^m \times \RR^n$ are always regular. In the paper of \citet{Duffie2003} regularity was used as a crucial basic assumption. It was…
This paper is concerned with finite dimensional models for the entire term structure for energy futures. As soon as a finite dimensional set of possible yield curves is chosen, one likes to estimate the dynamic behaviour of the yield curve…
We study the spreading of a quantum-mechanical wavepacket in a one-dimensional tight-binding model with a noisy potential, and analyze the emergence of classical diffusion from the quantum dynamics due to decoherence. We consider a finite…
We study the spread of a quantum-mechanical wavepacket in a noisy environment, modeled using a tight-binding Hamiltonian. Despite the coherent dynamics, the fluctuating environment may give rise to diffusive behavior. When correlations…
In this Chapter, we give a brief review of the state of the art of theoretical and experimental studies of quantum fluids of light. Such systems consist of ensembles of photons that acquire a finite mass from spatial confinement or…
The so-called Scattering Equations which govern the kinematics of the scattering of massless particles in arbitrary dimensions have recently been cast into a system of homogeneous polynomials. We study these as affine and projective…
Microcanonical Monte Carlo simulations of a polydisperse soft-spheres model for liquids and colloids have been performed for very large polydispersity, in the region where a phase-separation is known to occur when the system (or part of it)…
We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a…