Related papers: Long-run growth rate in a random multiplicative mo…
The stochastic approach to the determination of the largest Lyapunov exponent of a many-particle system is tested in the so-called mean-field XY-Hamiltonians. In weakly chaotic regimes, the stochastic approach relates the Lyapunov exponent…
The present paper provides an overview of results obtained in four recent papers by the authors. These papers address the problem of intermittency for the Parabolic Anderson Model in a \emph{time-dependent random medium}, describing the…
We examine diffusion-limited aggregation generated by a random walk on Z with long jumps. We derive upper and lower bounds on the growth rate of the aggregate as a function of the number moments a single step of the walk has. Under various…
We combine the Macroscopic Fluctuation Theory and the Inverse Scattering Method to determine the full long-time statistics of the energy density $u(x,t)$ averaged over a given spatial interval, $$U =\frac{1}{2L}\int_{-L}^{L}dx\, u(x,t),$$…
Effective Polyakov line actions are a powerful tool to study the finite temperature behaviour of lattice gauge theories. They are much simpler to simulate than the original (3+1) dimensional LGTs and are affected by a milder sign problem.…
The mean growth rate of the state vector is evaluated for a generalized linear stochastic second-order system with a symmetric matrix. Diagonal entries of the matrix are assumed to be independent and exponentially distributed with different…
In this note, we consider general growth-fragmentation equations from a probabilistic point of view. Using Foster-Lyapunov techniques, we study the recurrence of the associated Markov process depending on the growth and fragmentation rates.…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
Nowadays the Lyapunov exponents and Lyapunov dimension have become so widespread and common that they are often used without references to the rigorous definitions or pioneering works. It may lead to a confusion since there are at least two…
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ having increments $(1,0)$, $(-1,1)$, $(0,-1)$ with jump probabilities $\lambda(M_k)$, $\mu_1(M_k)$, and $\mu_2(M_k)$ where $M$ is an irreducible aperiodic finite state Markov…
In this paper, we study intermittency for the parabolic Anderson equation $\partial u/\partial t=\kappa\Delta u+\xi u$, where $u:\mathbb{Z}^d\times [0,\infty)\to\mathbb{R}$, $\kappa$ is the diffusion constant, $\Delta$ is the discrete…
We consider a general piecewise deterministic Markov process (PDMP) $X=\{X_t\}_{t\geqslant 0}$ with measure-valued generator $\mathcal{A}$, for which the conditional distribution function of the inter-occurrence time is not necessarily…
Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…
We investigate the predictability problem in dynamical systems with many degrees of freedom and a wide spectrum of temporal scales. In particular, we study the case of $3D$ turbulence at high Reynolds numbers by introducing a finite-size…
We study which and how a periodic orbit in phase space links to both the largest Lyapunov exponent and the expectation values of macroscopic variables in a Hamiltonian system with many degrees of freedom. The model which we use in this…
We develop a controlled high-temperature expansion for nonequilibrium steady states of the driven lattice gas. We represent the steady state as $P(\eta)\propto e^{-H(\eta)-\Psi(\eta)}$, and evaluate the lowest order contribution to the…
We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…
We investigate the dependence of the largest Lyapunov exponent of a $N$-particle self-gravitating ring model at equilibrium with respect to the number of particles and its dependence on energy. This model has a continuous phase-transition…
This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact action space depending on the state variable. The control…
For a better understanding of the chaotic behavior of systems of many moving particles it is useful to look at other systems with many degrees of freedom. An interesting example is the high-dimensional Lorentz gas, which, just like a system…