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In this work we study the averaging principle for non-autonomous slow-fast systems of stochastic differential equations. In particular in the first part we prove the averaging principle assuming the sublinearity, the Lipschitzianity and the…

Probability · Mathematics 2021-01-12 Filippo de Feo

We study the McKean--Vlasov equation on the finite tori of length scale $L$ in $d$--dimensions. We derive the necessary and sufficient conditions for the existence of a phase transition, which are based on the criteria first uncovered in…

Mathematical Physics · Physics 2015-05-14 Lincoln Chayes , Vladislav Panferov

Two dimensional stochastic time model of scrape-off layer (SOL) turbulent transport is studied. Instability arisen in the system with respect to the stochastic perturbations of both either density or vorticity reveals itself in the strong…

Plasma Physics · Physics 2009-11-10 D. Volchenkov , R. Lima

We investigate the well-posedness and asymptotic self-similarity of solutions to a generalized Smoluchowski coagulation equation recently introduced by Bertoin and Le Gall in the context of continuous-state branching theory. In particular,…

Probability · Mathematics 2015-03-18 Gautam Iyer , Nicholas Leger , Robert L. Pego

A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence,…

Probability · Mathematics 2007-05-23 B. Goldys , B. Maslowski

This paper is concerned with the large time behavior of solutions to the Lifschitz-Slyozov-Wagner (LSW) system of equations. Point-wise in time upper and lower bounds on the rate of coarsening are obtained for solutions with fairly general…

Analysis of PDEs · Mathematics 2009-11-26 Joseph G. Conlon

We prove the existence of a weak solution to the compressible Navier--Stokes system with singular pressure that explodes when density achieves its congestion level. This is a quantity whose initial value evolves according to the transport…

Analysis of PDEs · Mathematics 2022-02-09 Milan Pokornyý , Aneta Wróblewska-Kamińska , Ewelina Zatorska

We consider the influence of disorder on the non-equilibrium steady state of a minimal model for intracellular transport. In this model particles move unidirectionally according to the \emph{totally asymmetric exclusion process} (TASEP) and…

Statistical Mechanics · Physics 2007-05-23 P. Pierobon , M. Mobilia , R. Kouyos , E. Frey

We consider the quantisation of linearised fluctuations of the metric and matter fields about a Lifshitz background, exploring the possibility of alternative boundary conditions, allowing the slow fall-off modes to fluctuate. We find that…

High Energy Physics - Theory · Physics 2015-06-15 Tomas Andrade , Simon F. Ross

A semiclassical linear response theory based on the Vlasov equation is reviewed. The approach discussed here differs from the classical one of Vlasov and Landau for the fact that the finite size of the system is explicitly taken into…

Nuclear Theory · Physics 2007-05-23 V. I. Abrosimov , A. Dellafiore , F. Matera

We study nonequilibrium steady states of the one-dimensional discrete nonlinear Schroedinger equation. This system can be regarded as a minimal model for stationary transport of bosonic particles like photons in layered media or cold atoms…

Statistical Mechanics · Physics 2012-08-30 S. Iubini , S. Lepri , A. Politi

We examine the stationary--state equations for lattices with generalized Markovian dephasing and relaxation. When the Hamiltonian is quadratic, the single--particle correlation matrix has a closed system of equations even in the presence of…

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…

Statistical Finance · Quantitative Finance 2017-05-04 Joana Estevens , Paulo Rocha , Joao Boto , Pedro Lind

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

We study the discrete nonlinear Schr\"oinger equation with weak disorder, focusing on the regime when the nonlinearity is, on the one hand, weak enough for the normal modes of the linear problem to remain well resolved, but on the other,…

Disordered Systems and Neural Networks · Physics 2014-02-25 D. M. Basko

We consider issues associated with the Lagrangian characterisation of flow structures arising in aperiodically time-dependent vector fields that are only known on a finite time interval. A major motivation for the consideration of this…

Chaotic Dynamics · Physics 2020-01-29 Michal Branicki , Stephen Wiggins

We study the symmetric stochastic $p$-Stokes system, $p \in (1,\infty)$, in a bounded domain. The results are two-folded. First, we show that in the context of analytically weak solutions the stochastic pressure -- related to non-divergence…

Analysis of PDEs · Mathematics 2023-05-19 Jörn Wichmann

We consider a stochastic perturbation of the phase field alpha-Navier-Stokes model with vesicle-fluid interaction. It consists in a system of nonlinear evolution partial differential equations modeling the fluid-structure interaction…

Probability · Mathematics 2019-01-08 Ludovic Goudenège , Luigi Manca

The Landau--Lifshitz--Baryakhtar (LLBar) equation perturbed by both additive and multiplicative noises is a system of fourth order stochastic PDEs which models the evolution of magnetic spin fields in ferromagnetic materials at elevated…

Probability · Mathematics 2025-12-16 Beniamin Goldys , Agus L. Soenjaya , Thanh Tran
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