Related papers: Lorentz Process with shrinking holes in a wall
Transient chaos is a characteristic behavior in nonlinear dynamics where trajectories in a certain region of phase space behave chaotically for a while, before escaping to an external attractor. In some situations the escapes are highly…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
How long does a diffusing molecule spend in a close vicinity of a confining boundary or a catalytic surface? This quantity is determined by the boundary local time, which plays thus a crucial role in the description of various…
A simple model for an evaporating non-rotating black hole is considered, employing a global time that does not become singular at the putative horizon. The dynamics of a test particle falling radially towards the center of the black hole is…
Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…
We present a method that allows to distinguish between nearly periodic and strictly periodic time series. To this purpose, we employ a conservative criterion for periodicity, namely that the time series can be interpolated by a periodic…
We study the behavior of a moving wall in contact with a particle gas and subjected to an external force. We compare the fluctuations of the system observed in the microcanonical and canonical ensembles, at varying the number of particles.…
In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…
We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and…
We present a quasi-local, functional analytic method to locate and invariantly characterize the stationary limit surfaces of black hole spacetimes with stationary regions. The method is based on ellipticity-hyperbolicity transitions of the…
We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…
We report on a computer simulation study of a Lennard-Jones liquid confined in a narrow slit pore with tunable attractive walls. In order to investigate how freezing in this system occurs, we perform an analysis using different order…
The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…
For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…
In this paper we perform a numerical study on the interesting phenomenon of soliton reflection of solid walls. We consider the 2D nonlinear Schrodinger equation as the underlying mathematical model and we use an implicit-explicit type…
We investigate via Monte Carlo numerical simulations and theoretical considerations the outflux of random walkers moving in an interval bounded by an interface exhibiting channels (pores, doors) which undergo an open/close cycle according…
We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…
Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…
We investigate theoretically and numerically quantum reflection of dark solitons propagating through an external reflectionless potential barrier or in the presence of a position-dependent dispersion. We confirm that quantum reflection…
Consider a stochastic process $\mathfrak{X}$, regenerative at a state $x$ which is instantaneous and regular. Let $L$ be a regenerative local time for $\mathfrak{X}$ at $x$. Suppose furthermore that $\mathfrak{X}$ can be approximated by…