Related papers: Differentiability of the arrival time
Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density \rho. Place a second class particle…
Universality aids consistent understanding of physical properties. This includes understanding the states of matter where a theory predicts how a property of a phase (solid, liquid, gas) changes with temperature or pressure. Here, we show…
Phase transitions impose topological constraints on thermodynamic state variables, masking energetic fluctuations at the phase boundary. This constraint is most apparent in melting systems, where temperature remains pinned despite continued…
We study a two-player, zero-sum, dynamic game with incomplete information where one of the players is more informed than his opponent. We analyze the limit value as the players play more and more frequently. The more informed player…
From a thermodynamic point of view, all clocks are driven by irreversible processes. Additionally, one can use oscillatory systems to temporally modulate the thermodynamic flux towards equilibrium. Focusing on the most elementary…
Invasion fronts in ecology are well studied but very few mathematical results concern the case with variable motility (possibly due to mutations). Based on an apparently simple reaction-diffusion equation, we explain the observed phenomena…
All of the basic microsopic physical laws are time reversible. In contrast, the second law of thermodynamics, which is a macroscopic physical representation of the world, is able to describe irreversible processes in an isolated system…
This work is aimed at the study and analysis of the heat transport on a metal bar of length $L$ with a solid-solid interface. The process is assumed to be developed along one direction, across two homogeneous and isotropic materials.…
Near a birth-death critical point in a one-parameter family of gradient flows, there are precisely two Morse critical points of index difference one on the birth side. This paper gives a self-contained proof of the folklore theorem that…
We consider the problem of steering a linear stochastic system between two end-point degenerate Gaussian distributions in finite time. This accounts for those situations in which some but not all of the state entries are uncertain at the…
It is known that if $q$ is an even integer then the $L^q(\mathbb{R}^d)$ norm of the Fourier transform of a superposition of translates of a fixed gaussian is monotone increasing as their centres "simultaneously slide" to the origin. We…
We consider particles emanating from a source point inside an interval in one-dimensional space and passing through detectors situated at the endpoints of the interval that register their arrival time. Unambiguous measurements of arrival or…
We establish dual attainment for the multimarginal, multi-asset martingale optimal transport (MOT) problem, a fundamental question in the mathematical theory of model-independent pricing and hedging in quantitative finance. Our main result…
Transition from steady to oscillatory buoyancy convection of air in a laterally heated cubic box is studied numerically by straight-forward time integration of Boussinesq equations using a series of gradually refined finite volume grids.…
A density oscillator exhibits limit-cycle oscillations driven by the density difference of the two fluids. We performed two-dimensional hydrodynamic simulations with a simple model, and reproduced the oscillatory flow observed in…
An asymmetric exclusion process with $N$ particles on $L$ sites is considered where particles can move one or two sites per infinitesimal time-step. An exact analysis for N=2 and a mean-field theory in comparison with simulations show…
An exact invariant is derived for $n$-degree-of-freedom Hamiltonian systems with general time-dependent potentials. The invariant is worked out in two equivalent ways. In the first approach, we define a special {\it Ansatz\/} for the…
We extend the weak-strong uniqueness principle for mean-field game (MFG) systems to a broad class of second-order stationary and time-dependent problems. Under standard monotonicity, growth, and coercivity assumptions on the Hamiltonian,…
The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but coloured due, e.g., to the presence of hydrodynamic memory.…
It is shown that as far as the linear diffusion equation meets both time- and space- translational invariance, the time dependence of a moment of degree $\alpha$ is a polynomial of degree at most equal to $\alpha$, while all connected…