Related papers: High Order Heat-type Equations and Random Walks on…
The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…
The deterministic random walk is a deterministic process analogous to a random walk. While there are some results on the cover time of the rotor-router model, which is a deterministic random walk corresponding to a simple random walk,…
Quantum stochastic master equations of jump type are formulated in a general way and connections with quantum/classical hybrid systems and quantum filtering theory are discussed. By introducing the notion of ``typical trajectory", we show…
Cohomology of the variational bicomplex in the calculus of variations in classical field theory are computed in the class of exteriror forms of finite jet order. This provides a solution of the global inverse problem of the finite order…
In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…
We study coupled random walks in the plane such that, at each step, the walks change direction by a uniform random angle plus an extra deterministic angle \theta. We compute the Hausdorff dimension of the \theta for which the walk has an…
The existence of global solutions is established for compressible Navier-Stokes equations by taking into account the radiative and reactive processes, when the heat conductivity $\kappa$ ($\kappa_1(1+\theta^q)\leq\kappa\leq…
When integrating the radiative transfer equation for polarized light, the necessity of high-order numerical methods is well known. In fact, well-performing high-order formal solvers enable higher accuracy and the use of coarser spatial…
We investigate numerical solutions of high order curl problems with various formulations and finite elements. We show that several classical conforming finite elements lead to spurious solutions, while mixed formulations with finite…
The large-scale dynamics of heat spots in a thin layer of incompressible rotating fluid under the action of Coriolis and gravity is considered to obtain a simple model of synoptic turbulence. The derivation of equations describing the…
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…
We present a family of integral equation-based solvers for the linear or semilinear heat equation in complicated moving (or stationary) geometries. This approach has significant advantages over more standard finite element or finite…
We determine the most probable length of paths at finite temperatures, with a preassigned end-to-end distance and a unit of energy assigned to every step on a $D$-dimensional hypercubic lattice. The asymptotic form of the most probable…
Within the algebraic framework of Hopf algebras, random walks and associated diffusion equations (master equations) are constructed and studied for two basic operator algebras of Quantum Mechanics i.e the Heisenberg-Weyl algebra (hw) and…
In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances over high thresholds in $\mathbb {R}^d$. We present a…
We study the biased random walk process in random uncorrelated networks with arbitrary degree distributions. In our model, the bias is defined by the preferential transition probability, which, in recent years, has been commonly used to…
Motivated by the random Lorentz gas, we study deterministic walks in random environment and show that (in simple, yet relevant, cases) they can be reduced to a class of random walks in random environment where the jump probability depends…
In this note, we consider random walks in the quarter plane with arbitrary big jumps. We announce the extension to that class of models of the analytic approach of [G. Fayolle, R. Iasnogorodski, and V. Malyshev, Random walks in the quarter…
In generic Hamiltonian systems tori of regular motion are dynamically separated from regions of chaotic motion in phase space. Quantum mechanically these phase-space regions are coupled by dynamical tunneling. We introduce a semiclassical…
A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…