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This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

Several important families of computational and statistical results in machine learning and randomized algorithms rely on uniform bounds on quadratic forms of random vectors or matrices. Such results include the Johnson-Lindenstrauss (J-L)…

Machine Learning · Computer Science 2019-12-06 Arindam Banerjee , Qilong Gu , Vidyashankar Sivakumar , Zhiwei Steven Wu

We present a simple stochastic quadrant model for calculating the transport and de- position of heavy particles in a fully developed turbulent boundary layer based on the statistics of wall-normal fluid velocity fluctuations obtained from a…

Fluid Dynamics · Physics 2016-08-02 C. Jin , I. Potts , M. W. Reeks

Spectral line-shapes provide a window into the local environment coupled to a quantum transition in the condensed phase. In this paper, we build upon a stochastic model to account for non-stationary background processes produced by…

Mesoscale and Nanoscale Physics · Physics 2022-11-03 Hao Li , S. A. Shah , Eric R. Bittner , Andrei Piryatinski , Carlos Silva

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…

Statistical Mechanics · Physics 2023-07-06 Cecile Monthus

In the finite element analysis with fast decoupled time integration scheme for viscoelastic fluid (the Leonov model) flow, we investigate strong nonlinear behavior in 2D creeping contraction flow. The algorithm is applicable in the whole…

Fluid Dynamics · Physics 2011-11-02 Youngdon Kwon

The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…

Probability · Mathematics 2012-04-02 Ingemar Kaj , Anders Martin-Löf

Motivated by discrete kinetic models for non-cooperative molecular motors on periodic tracks, we consider random walks (also not Markov) on quasi one dimensional (1d) lattices, obtained by gluing several copies of a fundamental graph in a…

Statistical Mechanics · Physics 2017-04-26 Alessandra Faggionato , Vittoria Silvestri

We investigate a scalar partial differential equation model for the formation of biological transportation networks. Starting from a discrete graph-based formulation on equilateral triangulations, we rigorously derive the corresponding…

Analysis of PDEs · Mathematics 2025-10-20 Jan Haskovec , Peter Markowich , Stefano Zampini

The theory of quantum jump trajectories provides a new framework for understanding dynamical phase transitions in open systems. A candidate for such transitions is the atom maser, which for certain parameters exhibits strong intermittency…

Quantum Physics · Physics 2024-06-19 Federico Girotti , Merlijn van Horssen , Raffaella Carbone , Madalin Guta

We consider a diffusion equation in $\mathbb{R}^d$ with drift equal to the gradient of a homogeneous potential of degree $1+\gamma$, with $0<\gamma<1$, and local variance equal to $\varepsilon^2$ with $\varepsilon\to 0$. The associated…

Probability · Mathematics 2026-03-04 Paola Bermolen , Valeria Goicoechea , José R. León

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically…

Computational Finance · Quantitative Finance 2015-05-19 Dan Pirjol

This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which…

Probability · Mathematics 2021-05-18 Zibo Wang , Li Lv , Jinqiao Duan

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

In this paper we analyze the theoretical properties of a stochastic representation of the incompressible Navier-Stokes equations defined in the framework of the modeling under location uncertainty (LU). This setup built from a stochastic…

Analysis of PDEs · Mathematics 2023-02-01 Arnaud Debussche , Berenger Hug , Etienne Memin

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…

Statistical Mechanics · Physics 2021-09-17 D. P. Shinde

Advances in data science are leading to new progresses in the analysis and understanding of complex dynamics for systems with experimental and observational data. With numerous physical phenomena exhibiting bursting, flights, hopping, and…

Statistics Theory · Mathematics 2022-02-09 Yang Li , Jinqiao Duan

The main substance of the paper concerns the growth rate and the classification (ergodicity, transience) of a family of random trees. In the basic model, new edges appear according to a Poisson process of parameter $\lambda$ and leaves can…

Probability · Mathematics 2012-07-17 Guy Fayolle , Maxim Krikun , Jean-Marc Lasgouttes

We consider a class of continuous time Markov chains on a compact metric space that admit an invariant measure strictly positive on open sets together with absorbing states. We prove the joint large deviation principle for the empirical…

Probability · Mathematics 2015-12-04 Giada Basile , Lorenzo Bertini