Related papers: A central limit theorem for stochastic heat equati…
In this paper, we provide a central limit theorem for the finite-dimensional marginal distributions of empirical processes $(Z_n(f))_{f\in\mathcal{F}}$ whose index set $\mathcal{F}$ is a family of cluster functionals valued on blocks of…
This paper is devoted to the diffusive limit of the nonlinear radiative heat transfer system with curved boundary domain (\textit{two dimensional disk}). The solution constructed in \cite{ghattassi2022convergence} by the leading order…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
We study the heat equation on a half-space or on an exterior domain with a linear dynamical boundary condition. Our main aim is to establish the rate of convergence to solutions of the Laplace equation with the same dynamical boundary…
The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…
We revisit the classical problem of diffusion of a scalar (or heat) released in a two-dimensional medium with an embedded periodic array of impermeable obstacles such as perforations. Homogenisation theory provides a coarse-grained…
We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…
We introduce a mass conserving stochastic perturbation of the discrete nonlinear Schr\"odinger equation that models the action of a heat bath at a given temperature. We prove that the corresponding canonical Gibbs distribution is the unique…
Consider the linear Boltzmann equation of radiative transfer in a half-space, with constant scattering coefficient $\sigma$. Assume that, on the boundary of the half-space, the radiation intensity satisfies the Lambert (i.e. diffuse)…
We prove a central limit theorem applicable to one dimensional stochastic approximation algorithms that converge to a point where the error terms of the algorithm do not vanish. We show how this applies to a certain class of these…
We discuss in detail the derivation of stochastic differential equations for the continuum time limit of the Minority Game. We show that all properties of the Minority Game can be understood by a careful theoretical analysis of such…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
The global clustering coefficient serves as a powerful metric for the structural analysis and comparison of complex networks. Random geometric graphs offer a realistic framework for representing the spatial constraints and geometry often…
We consider directed polymers in random environment in the critical dimension $d = 2$, focusing on the intermediate disorder regime when the model undergoes a phase transition. We prove that, at criticality, the diffusively rescaled random…
We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…
Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…
We analyze the heat exchange distribution of quantum open systems undergoing a thermal relaxation that maximizes the entropy production. We show that the process implies a type of generalized law of cooling in terms of a time dependent…
We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central…
We investigate stochastic reaction-diffusion equations on finite metric graphs. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given. The vertex conditions are the standard…