Related papers: A central limit theorem for stochastic heat equati…
We show that standard algorithms for anisotropic diffusion based on centered differencing (including the recent symmetric algorithm) do not preserve monotonicity. In the context of anisotropic thermal conduction, this can lead to the…
In this paper we study the Hamiltonian dynamics of charged particles subject to a non-self-consistent stochastic electric field, when the plasma is in the so-called weak turbulent regime. We show that the asymptotic limit of the Vlasov…
We prove a variant of the central limit theorem (CLT) for a sequence of i.i.d. random variables $\xi_j$, perturbed by a stochastic sequence of linear transformations $A_j$, representing the model uncertainty. The limit, corresponding to a…
The heat theorem (i.e. the second law of thermodynamics or the existence of entropy) is a manifestation of a general property of hamiltonian mechanics and of the ergodic Hypothesis. In nonequilibrium thermodynamics of stationary states the…
We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…
We study generalizations of It\^{o}-Langevin dynamics consistent within nonextensive thermostatistics. The corresponding stochastic differential equations are shown to be connected with a wide class of nonlinear Fokker-Planck equations…
The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations…
To model bio-chemical reaction systems with diffusion one can either use stochastic, microscopic reaction-diffusion master equations or deterministic, macroscopic reaction-diffusion system. The connection between these two models is not…
We show how to use a central limit approximation for additive co-cycles to describe non-equilibrium and far from equilibrium thermodynamic behavior. We consider first two weakly coupled Hamiltonian dynamical systems initially at different…
Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…
We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…
In this paper, we prove a central limit theorem and a moderate deviation principle for a perturbed stochastic Cahn-Hilliard equation defined on [0, T]x [0, \pi]^d, with d \in {1,2,3}. This equation is driven by a space-time white noise. The…
Suppose X is a random vector, that is distributed uniformly in some n-dimensional convex set. It was conjectured that when the dimension n is very large, there exists a non-zero vector u, such that the distribution of the real random…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under…
In this article, we investigate the asymptotic behaviour of the spatial integral of the solution to the parabolic Anderson model with time independent noise in dimension $d\geq 1$, as the domain of the integral becomes large. We consider 3…
The dynamics of flame propagation in systems with infinite Lewis number and spatially discretized sources of heat release is examined, which is applicable to the combustion of suspensions of fuel particles in air. The system is analyzed…
Two similar Minkowskian diffusions have been considered, on one hand by Barbachoux, Debbasch, Malik and Rivet ([BDR1], [BDR2], [BDR3], [DMR], [DR]), and on the other hand by Dunkel and H\"anggi ([DH1], [DH2]). We address here two questions,…
This paper deals with the randomized heat equation defined on a general bounded interval $[L_1,L_2]$ and with non-homogeneous boundary conditions. The solution is a stochastic process that can be related, via changes of variable, with the…