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We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $\mathbb{R}^d$, indexed by a non-negative integer. A walker moves within a layer by means of…

Probability · Mathematics 2025-03-04 Alessandra Bianchi , Marco Lenci , Françoise Pène

We consider in this work a model conservative system subject to dissipation and Gaussian-type stochastic perturbations. The original conservative system possesses a continuous set of steady states, and is thus degenerate. We characterize…

Probability · Mathematics 2019-02-26 Wenqing Hu

We consider a simultaneous small noise limit for a singularly perturbed coupled diffusion described by \begin{eqnarray*} dX^{\varepsilon}_t &=& b(X^{\varepsilon}_t, Y^{\varepsilon}_t)dt + \varepsilon^{\alpha}dB_t, dY^{\varepsilon}_t &=& -…

Probability · Mathematics 2018-10-17 Siva R. Athreya , Vivek S. Borkar , K. Suresh Kumar , Rajesh Sundaresan

We consider the one-dimensional partially asymmetric zero range process where the hopping rates as well as the easy direction of hopping are random variables. For this type of disorder there is a condensation phenomena in the thermodynamic…

Statistical Mechanics · Physics 2009-11-11 Róbert Juhász , Ludger Santen , Ferenc Iglói

We provide a rigorous derivation of the brownian motion as the 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 fast…

Analysis of PDEs · Mathematics 2015-03-04 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

Here we analytically examine the response of a limit cycle solution to a simple differential delay equation to a single pulse perturbation of the piecewise linear nonlinearity. We construct the unperturbed limit cycle analytically, and are…

Dynamical Systems · Mathematics 2018-11-20 Michael C. Mackey , Marta Tyran-Kaminska , Hans-Otto Walther

The determination of the time averages of continuous functions, or discrete time sequences is important for various problems in physics and engineering, and the generalized final-value theorems of the Laplace and z-transforms, relevant to…

Mathematical Physics · Physics 2012-07-25 Emanuel Gluskin , Shmuel Miller

We consider the linearized semiclassical Einstein equations for small deviations around de Sitter spacetime including the vacuum polarization effects of conformal fields. Employing the method of order reduction, we find the exact solutions…

General Relativity and Quantum Cosmology · Physics 2013-06-06 Markus B. Fröb , Demetrios B. Papadopoulos , Albert Roura , Enric Verdaguer

To describe the slow dynamics of a system out of equilibrium, but close to a dynamical arrest, we generalize the ideas of previous work to the case where time-translational invariance is broken. We introduce a model of the dynamics that is…

Disordered Systems and Neural Networks · Physics 2016-08-31 P. De Gregorio , F. Sciortino , P. Tartaglia , E. Zaccarelli , K. A. Dawson

We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…

Numerical Analysis · Mathematics 2026-04-24 Anita Gjesteland , Sigrun Ortleb , Salim Elghawi , David C. Del Rey Fernández

In this work we investigate the dynamics of the nonlinear DDE (delay-differential equation) x''(t)+x(t-T)+x(t)^3=0 where T is the delay. For T=0 this system is conservative and exhibits no limit cycles. For T>0, no matter how small, an…

Dynamical Systems · Mathematics 2017-01-03 Matthew Davidow , B. Shayak , Richard H. Rand

When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…

Statistical Mechanics · Physics 2022-11-08 Alain Mazzolo , Cécile Monthus

In this document, we deal with the stabilization problem of slow-fast systems (or singularly perturbed Ordinary Differential Equations) at a non-hyperbolic point. The class of systems studied here have the following properties: 1) they have…

Systems and Control · Computer Science 2017-04-26 H. Jardon-Kojakhmetov , Jacquelien M. A. Scherpen , D. del Puerto-Flores

We investigate the zero-noise limit for SDE's driven by Brownian motion with a divergence-free drift singular at the initial time and prove that a unique probability measure concentrated on the integral curves of the drift is selected. More…

Probability · Mathematics 2025-12-01 Jules Pitcho

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

Probability · Mathematics 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

We study the averaging method for flows perturbed by a dynamical system preserving an infinite measure. Motivated by the case of perturbation by the collision dynamic on the finite horizon $\mathbb Z$-periodic Lorentz gas and in view of…

Dynamical Systems · Mathematics 2024-01-23 Maxence Phalempin

A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…

Statistical Mechanics · Physics 2015-05-29 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

In this paper, we provide a continuum model for the fluctuations of the symmetric simple exclusion process about its hydrodynamic limit. The model is based on an approximating sequence of stochastic PDEs with nonlinear, conservative noise.…

Probability · Mathematics 2024-01-19 Nicolas Dirr , Benjamin Fehrman , Benjamin Gess

We consider a class of porous medium type of equations with Caputo time derivative. The prototype problem reads as $\Dc u=-\A u^m$ and is posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with zero Dirichlet boundary…

Analysis of PDEs · Mathematics 2024-04-03 Matteo Bonforte , Maria Gualdani , Peio Ibarrondo

Many physical and biological systems exhibit intrinsic cyclic dynamics that are altered by random external perturbations. We examine continuous-time autonomous dynamical systems exhibiting a stable limit cycle, perturbed by additive…

Dynamical Systems · Mathematics 2018-03-13 Stilianos Louca