Related papers: On dynamical systems perturbed by a null-recurrent…
We consider a bound system of charged particles moving in an external electromagnetic field, including leading relativistic corrections. The difference from the point particle with a magnetic moment comes from the presence of…
Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead…
In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with unknown diffusion coefficient and study the convergence of…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…
We consider a standard one-dimensional Brownian motion on the time interval $[0,1]$ conditioned to have vanishing iterated time integrals up to order $N$. We show that the resulting processes can be expressed explicitly in terms of shifted…
We obtain a fast diffusion equation (FDE) as scaling limit of a sequence of zero-range process with symmetric unit rate. Fast diffusion effect comes from the fact that the diffusion coefficient goes to infinity as the density goes to zero.…
We analyze the strong noise limit of one-dimensional stochastic differential equations (SDEs). Our initial motivation comes from continuous measurements of open quantum systems. In this context, Bauer, Bernard and Tilloy pointed out an…
We prove uniqueness of a martingale problem with boundary conditions on a simplex associated to a differential operator with an unbounded drift. We show that the solution of the martingale problem remains absorbed at the boundary once it…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…
We study the asymptotic behavior of a diffusion process with small diffusion in a domain $D$. This process is reflected at $\partial D$ with respect to a co-normal direction pointing inside $D$. Our asymptotic result is used to study the…
We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…
In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…
We provide a rigorous derivation of the brownian motion as the hydrodynamic limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0,$ in the…
The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…
In this paper we revisit Noether's theorem on the constants of motion for Lagrangian mechanical systems in the ODE case, with some new perspectives on both the theoretical and the applied side. We make full use of invariance up to a…
The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…
Longstanding problems regarding the causality of the diffusion equation are resolved through a class of exact solutions. A universal differential solution for diffusive processes is derived that is causal and exact at any analytic point in…
We consider self-similar approximations of nonlinear hyperbolic systems in one space dimension with Riemann initial data and general diffusion matrix. We assume that the matrix of the system is strictly hyperbolic and the diffusion matrix…