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In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…

Soft Condensed Matter · Physics 2017-08-09 Eduardo Velasco Stock , Roberto da Silva , Henrique Almeida Fernandes

We test the universal finite-size scaling of the cluster mass order parameter in two-dimensional (2D) isotropic and directed continuum percolation models below the percolation threshold by computer simulations. We found that the simulation…

Condensed Matter · Physics 2015-06-25 Van Lien Nguyen , Enrique Canessa

We study, on a square lattice, an extension to fully coordinated percolation which we call iterated fully coordinated percolation. In fully coordinated percolation, sites become occupied if all four of its nearest neighbors are also…

Statistical Mechanics · Physics 2007-05-23 E. Cuansing , H. Nakanishi

Colloidal particles of two types, driven in opposite directions, can segregate into lanes [Vissers et al. Soft Matter 7, 2352 (2011)]. This phenomenon can be reproduced by two-dimensional Brownian dynamics simulations of model particles…

Statistical Mechanics · Physics 2016-08-31 Katherine Klymko , Phillip L. Geissler , Stephen Whitelam

We consider time correlation for KPZ growth in 1+1 dimensions in a neighborhood of a characteristics. We prove convergence of the covariance with droplet, flat and stationary initial profile. In particular, this provides a rigorous proof of…

Mathematical Physics · Physics 2019-01-30 Patrik L. Ferrari , Alessandra Occelli

Under typical scaling, the last passage time field of the directed last passage percolation model with exponential site distributions converges to the KPZ fixed point. In this paper, we consider an atypical scenario in which the last…

Probability · Mathematics 2025-08-14 Jinho Baik , Dylan Cordaro , Tejaswi Tripathi

Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…

Probability · Mathematics 2018-01-18 Martin Keller-Ressel , Marvin S. Mueller

A model of a discrete pregeometry on a microscopic scale is introduced. This model is a finite network of finite elementary processes. The mathematical description is a d-graph that is a generalization of a graph. This is the particular…

General Relativity and Quantum Cosmology · Physics 2010-04-29 Alexey L. Krugly

Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional…

Operator Algebras · Mathematics 2011-01-04 J. Martin Lindsay , Adam G. Skalski

We study the problem of coexistence in a two-type competition model governed by first-passage percolation on $\Zd$ or on the infinite cluster in Bernoulli percolation. Actually, we prove for a large class of ergodic stationary passage times…

Probability · Mathematics 2007-05-23 Olivier Garet , Regine Marchand

We address the question of how a localized microscopic defect, especially if it is small with respect to certain dynamic parameters, affects the macroscopic behavior of a system. In particular we consider two classical exactly solvable…

Probability · Mathematics 2016-04-11 Riddhipratim Basu , Vladas Sidoravicius , Allan Sly

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…

Methodology · Statistics 2016-02-22 Raphael Huser , Marc G. Genton

We study loop percolation models in two and in three space dimensions, in which configurations of occupied bonds are forced to form closed loop. We show that the uncorrelated occupation of elementary plaquettes of the square and the simple…

Disordered Systems and Neural Networks · Physics 2009-11-07 Frank O. Pfeiffer , Heiko Rieger

Percolation clusters are probably the simplest example for scale--invariant structures which either are governed by isotropic scaling--laws (``self--similarity'') or --- as in the case of directed percolation --- may display anisotropic…

Condensed Matter · Physics 2009-10-22 E. Frey , U. C. Täuber , F. Schwabl

The study of transversal fluctuations of the optimal path is a crucial aspect of the Kardar-Parisi-Zhang (KPZ) universality class. In this work, we establish the large deviation limit for the midpoint transversal fluctuations in a general…

Probability · Mathematics 2025-02-04 Tom Alberts , Riddhipratim Basu , Sean Groathouse , Xiao Shen

We prove the existence of semi-infinite geodesics for Brownian last-passage percolation (BLPP). Specifically, on a single event of probability one, there exist semi-infinite geodesics started from every space-time point and traveling in…

Probability · Mathematics 2023-01-18 Timo Seppäläinen , Evan Sorensen

A stationary spatial model is an idealization and we expect that the true dependence structures of physical phenomena are spatially varying, but how should we handle this non-stationarity in practice? We study the challenges involved in…

Methodology · Statistics 2015-09-15 Geir-Arne Fuglstad , Daniel Simpson , Finn Lindgren , Håvard Rue

We analyze site percolation on directed and undirected graphs with site-dependent open-site probabilities. We construct upper bounds on cluster susceptibilities, vertex connectivity functions, and the expected number of simple open cycles…

Mathematical Physics · Physics 2016-10-18 Kathleen E. Hamilton , Leonid P. Pryadko

We consider a discrete model of planar elasticity where the particles, in the reference configuration, sit on a regular triangular lattice and interact through nearest neighbor pairwise potentials, with bonds modeled as linearized elastic…

We investigate oriented bond-site percolation on the planar lattice in which entire columns are stretched. Generalising recent results by Hil\'ario et al., we establish non-trivial percolation under a $(1+\varepsilon)$-th moment condition…

Probability · Mathematics 2025-07-02 Benedikt Jahnel , Lukas Lüchtrath , Anh Duc Vu