Related papers: Scaling Limit for the Diffusion Exit Problem
We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…
We study an initial boundary value problem for a cross-diffusion system in population dynamics. The mathematical challenge is due to the fact that the determinant of the coefficient matrix of the system changes signs. As a result, the…
We derive the hydrodynamic limit of a kinetic equation with a stochastic, short range perturbation of the velocity operator. Under some mixing hypotheses on the stochastic perturbation, we establish a diffusion-approximation result: the…
In this article we consider viscous flow in the exterior of an obstacle satisfying the standard no-slip boundary condition at the surface of the obstacle. We seek conditions under which solutions of the Navier-Stokes system in the exterior…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
In this paper, we present a novel framework for quantifying a lower bound on resilience in continuous-time (non)linear systems subject to external disturbances while ensuring satisfaction of signal temporal logic specifications. Unlike…
When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…
In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…
This paper is devoted to confront two different approaches to the problem of dynam-ical perfect plasticity. Interpreting this model as a constrained boundary value Friedrichs' system enables one to derive admissible hyperbolic boundary…
In the course of Darwinian evolution of a population, punctualism is an important phenomenon whereby long periods of genetic stasis alternate with short periods of rapid evolutionary change. This paper provides a mathematical interpretation…
We consider a zero-range process $\eta^N_t(x)$ with superlinear local jump rate, which in a hydrodynamic-small particle rescaling converges to the porous medium equation $\partial_t u=\frac12\Delta u^\alpha, \alpha>1$. As a main result we…
We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…
We prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly moving nonlinear boundary for a class of Gaussian stationary processes. The limit is a double exponential (Gumbel) distribution.
The distribution of interface (domain-wall) velocities ${\bf v}$ in a phase-ordering system is considered. Heuristic scaling arguments based on the disappearance of small domains lead to a power-law tail, $P_v(v) \sim v^{-p}$ for large v,…
We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…
The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…
We develop a domain-decomposition model reduction method for linear steady-state convection-diffusion equations with random coefficients. Of particular interest to this effort are the diffusion equations with random diffusivities, and the…
This paper investigates a diffusion process in a narrow tubular domain with reflecting boundary conditions, where the geometry serves as a singular perturbation of an underlying graph in $\mathbb{R}^2$ or $\mathbb{R}^3$. The construction…
We study the limit of a kinetic evolution equation involving a small parameter and perturbed by a smooth random term which also involves the small parameter. Generalizing the classical method of perturbed test functions, we show the…
In this paper we study the limit of the value function for a two-scale, infinite-dimensional, stochastic controlled system with cylindrical noise and possibly degenerate diffusion. The limit is represented as the value function of a new…