Related papers: On dynamical systems perturbed by a null-recurrent…
We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by strictly stable Levy-processes with stability index bigger than one. The limit process turns out to be a strictly stable Levy process…
The Continuous Skolem Problem asks whether a real-valued function satisfying a linear differential equation has a zero in a given interval of real numbers. This is a fundamental reachability problem for continuous linear dynamical systems,…
We consider the hyperuniform model of d-dimensional integer lattice perturbed by independent random variables and we investigate the large scale asymptotic fluctuations of smoothed versions of the usual counting statistics, specifically of…
We use the inverse scattering transform and a diffusion approximation limit theorem to study the stability of soliton components of the solution of the nonlinear Schr\"{o}dinger and Korteweg-de Vries equations under random perturbations of…
The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…
We study the asymptotic behavior of the solutions of the time-delayed higher-order dispersive nonlinear differential equation \begin{equation*} u_t(x,t)+Au(x,t) +\lambda_0(x) u(x,t)+\lambda(x) u(x,t-\tau )=0 \end{equation*} where…
Let $X$ be a regular one-dimensional transient diffusion and $L^y$ be its local time at $y$. The stochastic differential equation (SDE) whose solution corresponds to the process $X$ conditioned on $[L^y_{\infty}=a]$ for a given $a\geq 0$ is…
We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…
We propose a general variance reduction strategy for diffusion processes. Our approach does not require the knowledge of the measure that is sampled, which may indeed be unknown as for nonequilibrium dynamics in statistical physics. We show…
We consider the branching random walks in $d$-dimensional integer lattice with time--space i.i.d. offspring distributions. Then the normalization of the total population is a nonnegative martingale and it almost surely converges to a…
We revisit a well-established model for highly re-entrant semi-conductor manufacturing systems, and analyze it in the setting of states, in- and outfluxes being Borel measures. This is motivated by the lack of optimal solutions in the…
We study an aggregation PDE with competing attractive and repulsive forces on a sphere of arbitrary dimension. In particular, we consider the limit of strongly localized repulsion with a constant attraction term. We prove convergence of…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the…
In a growing number of strongly disordered and dense systems, the dynamics of a particle pulled by an external force field exhibits super-diffusion. In the context of glass forming systems, super cooled glasses and contamination spreading…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. We deal with linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic equation…
We present regularity results for nonlinear drift-diffusion equations of porous medium type (together with their incompressible limit). We relax the assumptions imposed on the drift term with respect to previous results and additionally…
The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
We consider deterministic fast-slow dynamical systems of the form \[ x_{k+1}^{(n)} = x_k^{(n)} + n^{-1} A(x_k^{(n)}) + n^{-1/\alpha} B(x_k^{(n)}) v(y_k), \quad y_{k+1} = Ty_k, \] where $\alpha\in(1,2)$ and $x_k^{(n)}\in{\mathbb R}^m$. Here,…