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We study the semiclassical quantization of Poincar\'e maps arising in scattering problems with fractal hyperbolic trapped sets. The main application is the proof of a fractal Weyl upper bound for the number of resonances/scattering poles in…
Percolation refers to the emergence of a giant connected cluster in a disordered system when the number of connections between nodes exceeds a critical value. The percolation phase transitions were believed to be continuous until recently…
We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly growing coefficients, which covers a large class of cases…
In this paper we propose a new lifetime model, called the odd generalized exponential linear failure rate distribution. Some statistical properties of the proposed distribution such as the moments, the quantiles, the median, and the mode…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
A major impediment towards the industrial adoption of decentralized distributed systems comes from the difficulty to theoretically prove that these systems exhibit the required behavior. In this paper, we use probability theory to analyze a…
This is the second paper in a cycle investigating the exact solution of loop equations in decaying turbulence. We perform numerical simulations of the Euler ensemble, suggested in the previous work, as a solution to the loop equations. We…
In the current paper Fokker Planck model of random walks has been extended to non conservative cases characterized by explicit dependence of diffusion and energy on time. A given generalization allows describing of such non equilibrium…
We present high-resolution direct numerical simulation studies of turbulent Rayleigh-Benard convection in a closed cylindrical cell with an aspect ratio of one. The focus of our analysis is on the finest scales of convective turbulence, in…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
Diffusion of electrons in two-dimensional disordered systems with spin-orbit interactions is investigated numerically. Asymptotic behaviors of the second moment of the wave packet and of the temporal auto-correlation function are examined.…
Stretched exponential probability density functions (pdf), having the form of the exponential of minus a fractional power of the argument, are commonly found in turbulence and other areas. They can arise because of an underlying random…
We review some recent results concerning the derivation of the diffusion equation and the validation of Fick's law for the microscopic model given by the random Lorentz Gas. These results are achieved by using a linear kinetic equation as…
Approximate weak solutions of the Fokker-Planck equation can represent a useful tool to analyze the equilibrium fluctuations of birth-death systems, as they provide a quantitative knowledge lying in between numerical simulations and exact…
In this article, the exponentiated discrete Lindley distribution is presented and studied. Some important distributional properties are discussed. Using the maximum likelihood method, estimation of the model parameters is investigated.…
We study the approximation of $\mathbb{E}f(X_T)$ by a Monte Carlo algorithm, where $X$ is the solution of a stochastic differential equation and $f$ is a given function. We introduce a new variance reduction method, which can be viewed as a…
A systematic theory for the diffusion--limited reaction processes $A + A \to 0$ and $A \to (m+1) A$ is developed. Fluctuations are taken into account via the field--theoretic dynamical renormalization group. For $m$ even the mean field rate…
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…
We study the exponential relaxation of observables, propagated with a non-Hermitian transfer matrix, an example being out-of-time-ordered correlations (OTOC) in brickwall (BW) random quantum circuits. Until a time that scales as the system…
We consider in this work small random perturbations (of multiplicative noise type) of the gradient flow. We prove that under mild conditions, when the potential function is a Morse function with additional strong saddle condition, the…