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We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of…

Probability · Mathematics 2020-03-18 Mark Freidlin , Leonid Koralov

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

Multiple scattering of polarised electromagnetic waves in diffusive media is investigated by means of radiative transfer theory. The method becomes exact in several situations of interest, such as a thick-slab experiment (slab thickness L…

Condensed Matter · Physics 2009-10-28 E. Amic , J. M. Luck , Th. M. Nieuwenhuizen

We develop a perturbative approach for calculating, within the quasistatic approximation, the shift of surface resonances in response to a deformation of a dielectric volume. Our strategy is based on the conversion of the homogeneous system…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 Daniel Grieser , Hannes Uecker , Svend-Age Biehs , Oliver Huth , Felix Rüting , Martin Holthaus

We study the relation between single-mode nonclassicality and two-mode entanglement in a beam-splitter. We show that not all of the nonclassicality (entanglement potential) is transformed into two-mode entanglement for an incident…

Quantum Physics · Physics 2015-11-30 Wenchao Ge , Mehmet Emre Tasgin , M. Suhail Zubairy

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

Diffusion with multipole-moment conservation gives rise to transport laws that generalize Fick's law and has attracted growing attention following experimental advances in strongly tilted optical lattices. It was recently shown that…

Statistical Mechanics · Physics 2026-04-30 Vaibhav Mohanty , Sunghan Ro

We consider nonparametric Bayesian inference in a reflected diffusion model $dX_t = b (X_t)dt + \sigma(X_t) dW_t,$ with discretely sampled observations $X_0, X_\Delta, \dots, X_{n\Delta}$. We analyse the nonlinear inverse problem…

Statistics Theory · Mathematics 2020-05-26 Richard Nickl , Jakob Söhl

We consider processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, additionally, a large drift directed towards the interior of the domain. We describe the limiting…

Probability · Mathematics 2015-10-20 Mark Freidlin , Leonid Koralov , Alexander Wentzell

Solutions to a class of conservation laws with discontinuous flux are constructed relying on the Crandall-Liggett theory of nonlinear contractive semigroups~\cite{CL}. In particular, the paper studies the existence of backward Euler…

Analysis of PDEs · Mathematics 2019-02-28 Graziano Guerra , Wen Shen

Selected theoretical developments in modeling of deposition of submicrometer size (submicron) particles on solid surfaces, with and without surface diffusion, of interest in colloid, polymer, and certain biological systems, are surveyed. We…

Materials Science · Physics 2008-10-16 Vladimir Privman

The aim of the paper is to construct and justify asymptotic approximations for solutions to quasilinear convection-diffusion problems with a predominance of nonlinear convective flow in a thin cylinder, where an inhomogeneous nonlinear…

Analysis of PDEs · Mathematics 2024-11-06 Taras Mel'nyk , Christian Rohde

A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…

Probability · Mathematics 2026-04-17 Luigi Borasi , Francesco Carlo De Vecchi , Stefania Ugolini

Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…

Mathematical Physics · Physics 2015-09-22 Hong Qian

We consider a diffusion process in $\mathbb{R}^d$ with a generator of the form $ L:=\frac 12 e^{V(x)}div(e^{-V(x)}\nabla ) $ where $V$ is measurable and periodic. We only assume that $e^V$ and $e^{-V}$ are locally integrable. We then show…

Probability · Mathematics 2016-01-13 Moustapha Ba , Pierre Mathieu

We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…

Dynamical Systems · Mathematics 2017-09-05 Luke Mohr , Hong-Kun Zhang

The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…

Statistical Mechanics · Physics 2024-05-31 P. Garbaczewski , M. Żaba

We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…

Probability · Mathematics 2025-07-21 Simon Gabriel

A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and…

Numerical Analysis · Mathematics 2015-05-06 Luca Bonaventura , Roberto Ferretti

Starting from the Maxwell-Lorentz equations, Poynting's theorem is reconsidered. The energy flux vector is introduced as S_e=(E x B)/mu_0 instead of E x H, because only by this choice the energy dissipation can be related to the balance of…

Strongly Correlated Electrons · Physics 2008-03-10 Felix Richter , Matthias Florian , Klaus Henneberger
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