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In several examples, dualities for interacting diffusion and particle systems permit the study of the longtime behavior of solutions. A particularly difficult model in which many techniques collapse is a two-type model with mutually…

Probability · Mathematics 2011-12-23 Leif Doering , Leonid Mytnik

In i.i.d. exponential last-passage percolation, we describe the joint distribution of Busemann functions, over all edges and over all directions, in terms of a joint last-passage problem in a finite inhomogeneous environment. More…

Probability · Mathematics 2025-06-17 Erik Bates , Elnur Emrah , James Martin , Timo Seppäläinen , Evan Sorensen

The method of 'coupling from the past' permits exact sampling from the invariant distribution of a Markov chain on a finite state space. The coupling is successful whenever the stochastic dynamics are such that there is coalescence of all…

Probability · Mathematics 2025-10-17 Geoffrey R. Grimmett , Mark Holmes

We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval $[0,T]$ via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class…

Probability · Mathematics 2008-08-28 Nabil Kahale

Decoherence effects associated to the damping of a tunneling two-level system are shown to dominate the tunneling probability at short times in strong coupling regimes in the context of a soluble model. A general decomposition of tunneling…

Quantum Physics · Physics 2009-11-07 A. N. Salgueiro , A. F. de R. de Toledo Piza , J. G. Peixoto de Faria

Directed percolation(DP) has recently emerged as a possible solution to the century old puzzle surrounding the transition to turbulence. Multiple model studies reported DP exponents, however experimental evidence is limited since the…

Fluid Dynamics · Physics 2022-01-19 Lukasz Klotz , Gregoire Lemoult , Kerstin Avila , Bjorn Hof

We analyse the motion of a system of particles subjected a random force fluctuating in both space and time, and experiencing viscous damping. When the damping exceeds a certain threshold, the system undergoes a phase transition: the…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Wilkinson , B. Mehlig

Employing the time-dependent approach, we investigate a quantum tunneling decay of many-particle systems. We apply it to a one-dimensional three-body problem with a heavy core nucleus and two valence protons. We calculate the decay width…

Nuclear Theory · Physics 2015-06-05 Takahito Maruyama , Tomohiro Oishi , Kouichi Hagino , Hiroyuki Sagawa

In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing the motion of the outermost particle of the Dyson Brownian…

Probability · Mathematics 2007-05-23 Mark Adler , Pierre van Moerbeke

Droplet coalescence is essential in a host of biological and industrial processes, involving complex systems as diverse as cellular aggregates, colloidal suspensions, and polymeric liquids. Classical solutions for the time evolution of…

Soft Condensed Matter · Physics 2024-07-04 Haicen Yue , Justin C. Burton , Daniel M. Sussman

This note establishes a universal directed landscape limit for last passage percolation models in an intermediate scaling regime. We find as a quick consequence the transversal fluctuations for geodesics taken near the axis. We extend the…

Probability · Mathematics 2025-09-30 Sam McKeown , Xinyi Zhang

We analyze a semi-explicit time discretization scheme of first order for poro\-elasticity with nonlinear permeability provided that the elasticity model and the flow equation are only weakly coupled. The approach leads to a decoupling of…

Numerical Analysis · Mathematics 2021-09-30 Robert Altmann , Roland Maier

We prove duality estimates for time-fractional and more general subdiffusion problems. An important example is given by subdiffusive porous medium type equations. Our estimates can be used to prove uniqueness of weak solutions to such…

Analysis of PDEs · Mathematics 2025-09-10 Arlúcio Viana , Patryk Wolejko , Rico Zacher

We introduce a new first passage percolation model in a Poissonian environment on $\mathbb{R}^{2}$. In this model, the action of a path depends on the geometry of the path and the travel time. We prove that the transversal fluctuation…

Probability · Mathematics 2016-05-20 Yuri Bakhtin , Wei Wu

Known results on the moments of the distribution generated by the two-locus Wright-Fisher diffusion model and a duality between the diffusion process and the ancestral process with recombination are briefly summarized. A numerical methods…

Populations and Evolution · Quantitative Biology 2013-04-08 Shuhei Mano

We investigate the interactions between two drops in a heated environment and analyze the effect of evaporation on bouncing, coalescence and reflexive separation phenomena. A reliable mass transfer model is incorporated in a coupled…

Fluid Dynamics · Physics 2023-12-11 Ashwani Kumar Pal , Kirti Chandra Sahu , Gautam Biswas

We present experimental evidence and theoretical arguments showing that the time-evolution of freely decaying 2-d turbulence is governed by a {\it discrete} time scale invariance rather than a continuous time scale invariance. Physically,…

Condensed Matter · Physics 2009-10-31 Anders Johansen , Didier Sornette , Adam Espe Hansen

As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…

Probability · Mathematics 2012-09-25 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

We consider first-passage percolation with positive, stationary-ergodic weights on the square lattice $\mathbb{Z}^d$. Let $T(x)$ be the first-passage time from the origin to a point $x$ in $\mathbb{Z}^d$. The convergence of the scaled…

Probability · Mathematics 2016-10-25 Arjun Krishnan

We investigate spatial random graphs defined on the points of a Poisson process in $d$-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the…

Probability · Mathematics 2024-04-23 Peter Gracar , Lukas Lüchtrath , Peter Mörters