Related papers: Differentiability of the arrival time

The paper is concerned with a zero-sum differential game in the case where a payoff is determined by the exit time, that is, the first time when the system leaves the game domain. Additionally, we assume that a part of domain's boundary is…

This paper is devoted to solving a real valued backward stochastic differential equation with jumps where the time horizon may be finite or infinite. Under linear growth generator, we prove existence of a minimal solution. Using a…

It is shown that when the initial particles probability density is discontinuous the emerging currents appear instantaneously, and although the density beyond the discontinuity is initially negligible the currents there have a finite value.…

We consider the one-dimensional Swift-Hohenberg equation coupled to a conservation law. As a parameter increases the system undergoes a Turing bifurcation. We study the dynamics near this bifurcation. First, we show that stationary,…

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

The phase transition of a fluid adsorbed in a heterogeneous system is studied with two simple lattice gas models within the framework of a mean-field theory. Despite the different origin of the heterogeneity (spatial variation of binding…

We extend previous work on the arrival time problem in quantum mechanics, in the framework of decoherent histories, to the case of a particle coupled to an environment. The usual arrival time probabilities are related to the probability…

We examine the effect of a slowly-varying time-dependent parameter on invasion fronts for which an unstable homogeneous equilibrium is invaded by either another homogeneous state or a spatially periodic state. We first explain and motivate…

Particle motion of a Lennard-Jones supercooled liquid near the glass transition is studied by molecular dynamics simulations. We analyze the wave vector dependence of relaxation times in the incoherent self scattering function and show that…

We study the effective front associated with first-order front propagations in two dimensions ($n=2$) in the periodic setting with continuous coefficients. Our main result says that that the boundary of the effective front is differentiable…

Phenomenological theory of the Mott transition is presented. When the critical temperature of the Mott transition is much higher than the quantum degeneracy temperature, the transition is essentially described by the Ising universality…

We consider the two-variable fragment of first-order logic with one distinguished binary predicate constrained to be interpreted as a transitive relation. The finite satisfiability problem for this logic is shown to be decidable, in triply…

In one-dimensional random walks, the waiting time for each direction transitions is the same, even in the presence of bias, as a consequence of the microscopic-reversibility. We study the symmetry breaking of forward/ backward transition…

We consider reflected backward stochastic differential equations with two optional barriers of class (D) satisfying Mokobodzki's separation condition and coefficient which is only continuous and non-increasing. We assume that data are…

We study a stochastic particle system which is motivated from grain boundary coarsening in two-dimensional networks. Each particles lives on the positive real line and is labeled as belonging to either Species 1 or Species 2. Species 1…

The translational motion of a solid sphere near a deformable fluid interface is studied in the low Reynolds number regime. In this problem, the fluid flow driven by the sphere is dynamically coupled the instantaneous conformation of the…

We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…

The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which involve a random time change given by an inverse subordinator. SDEs to be considered are unique…

Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of…

We study the averaging of fronts moving with positive oscillatory normal velocity, which is periodic in space and stationary ergodic in time. The problem can be reformulated as the homogenization of coercive level set Hamilton-Jacobi…