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Related papers: An invariance principle to Ferrari-Spohn diffusion…

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Turbulent Taylor-Couette flow displays traces of axisymmetric Taylor vortices even at high Reynolds numbers. With this motivation, Feldmann & Avila (2025) carry out long-time numerical simulations of axisymmetric high-Reynolds-number…

Fluid Dynamics · Physics 2025-06-03 Laurette S. Tuckerman

We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…

Probability · Mathematics 2010-07-06 Ph. Barbe , W. P. McCormick

We introduce a new diffusion process which arises as the $n\to\infty$ limit of a Bessel process of dimension $d \ge 2$ conditioned upon remaining bounded below one until time $n$. In addition to being interesting in its own right, we argue…

Probability · Mathematics 2023-07-14 Matthew Lerner-Brecher

It is well known that the modulus of the far-field pattern (or phaseless far-field pattern) is invariant under translations of the scattering obstacle if only one plane wave is used as the incident field, so the shape but not the location…

Numerical Analysis · Mathematics 2017-06-07 Bo Zhang , Haiwen Zhang

We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…

Soft Condensed Matter · Physics 2009-11-13 Gene F. Mazenko

We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…

Statistical Mechanics · Physics 2015-06-18 A. Donev , T. G. Fai , E. Vanden-Eijnden

We obtain a Liouville property for stationary diffusions in random environment which are small, isotropic perturbations of Brownian motion in spacial dimension greater than two. Precisely, we prove that, on a subset of full probability, the…

Analysis of PDEs · Mathematics 2014-06-09 Benjamin J. Fehrman

Consider a point particle moving through a Poisson distributed array of cubes all oriented along the axes - the random wind-tree model introduced in Ehrenfest-Ehrenfest (1912). We show that, in the joint Boltzmann-Grad and diffusive limit…

Probability · Mathematics 2019-12-06 Christopher Lutsko , Bálint Tóth

This paper is devoted to the inverse problem of determining the spatially dependent source in a time fractional diffusion-wave equation, with the aid of extra measurement data at subboundary. Uniqueness result is obtained by using the…

Analysis of PDEs · Mathematics 2021-12-08 Xing Cheng , Zhiyuan Li

Pattern formation in reaction-diffusion systems where the diffusion terms correspond to a Sturm-Liouville problem are studied. These correspond to a problem where the diffusion coefficient depends on the spatial variable: $\nabla \cdot…

Pattern Formation and Solitons · Physics 2022-11-28 E. A. Calderón-Barreto , J. L. Aragón

We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…

Probability · Mathematics 2024-03-04 Rami Atar , Amarjit Budhiraja

We obtain invariance principles for a wide class of fractionally integrated nonlinear processes. The limiting distributions are shown to be fractional Brownian motions. Under very mild conditions, we extend earlier ones on long memory…

Probability · Mathematics 2007-06-13 Wei Biao Wu , Xiaofeng Shao

A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work,…

Statistical Mechanics · Physics 2021-03-18 Tristan Gautié , Naftali R. Smith

This is the first part in a series in which sofic entropy theory is generalized to class-bijective extensions of sofic groupoids. Here we define topological and measure entropy and prove invariance. We also establish the variational…

Dynamical Systems · Mathematics 2013-03-19 Lewis Bowen

The aim of this paper is to discuss the constructivity of the method originally introduced by U. Bessi to approach the phenomenon of topological instability commonly known as Arnold's Diffusion. By adapting results and proofs from existing…

Dynamical Systems · Mathematics 2023-06-23 Alessandro Fortunati

Consider a symplectic map which possesses a normally hyperbolic invariant manifold of any even dimension with transverse homoclinic channels. We develop a topological shadowing argument to prove the existence of Arnold diffusion along the…

Dynamical Systems · Mathematics 2022-12-21 Andrew Clarke , Jacques Fejoz , Marcel Guardia

We obtain $q$-Wasserstein convergence rates in the invariance principle for nonuniformly hyperbolic flows, where $q\ge1$ depends on the degree of nonuniformity. Utilizing a martingale-coboundary decomposition for nonuniformly expanding…

Dynamical Systems · Mathematics 2025-11-07 Ian Melbourne , Zhe Wang

In this paper, we survey and discuss various surface phenomena such as prewetting, layering and faceting for a family of two- and three-dimensional low-temperature models of statistical mechanics, notably Ising models and (2+1)-dimensional…

Probability · Mathematics 2018-08-16 Dmitry Ioffe , Yvan Velenik

The Ferrari-Spohn diffusion process arises as limit process for the 2D Ising model as well as random walks with area penalty. Motivated by the 3D Ising model, we consider $M$ such diffusions conditioned not to intersect. We show that the…

Probability · Mathematics 2023-02-08 Patrik L. Ferrari , Senya Shlosman

We show that Langevin$-$Smoluchowski measure on path space is invariant under time-reversal, followed by stochastic control of the drift with a novel entropic-type criterion. Repeated application of these forward-backward steps leads to a…

Probability · Mathematics 2020-11-10 Ioannis Karatzas , Bertram Tschiderer