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The leapfrogging motion of smoke rings is a three dimensional version of the motion that in two dimensions leads to exotic exchange statistics. The statistical phase factor can be computed using the hydrodynamical Euler equation, which is a…

Statistical Mechanics · Physics 2009-11-10 Antti J. Niemi

We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…

Statistical Finance · Quantitative Finance 2008-12-22 Jaume Masoliver , Josep Perello

Contrary to all the 2D models, where the reconnection x-line extent is infinitely long, we study magnetic reconnection in the opposite limit. The scaling of the average reconnection rate and outflow speed are modeled as a function of the…

Space Physics · Physics 2020-10-28 Kai Huang , Yi-Hsin Liu , Quanming Lu , Michael Hesse

We obtain expansions of ergodic integrals for $\Z^d$-covers of compact self-similar translation flows, and as a consequence we obtain a form of weak rational ergodicity with optimal rates. As examples, we consider the so-called self-similar…

Dynamical Systems · Mathematics 2025-04-15 Henk Bruin , Charles Fougeron , Davide Ravotti , Dalia Terhesiu

In this paper, the large deviations on trajectory level for ergodic Markov processes are studied. These processes take values in the non-negative quadrant of the two dimension lattice and are concentrated on step-wise functions. The rates…

Probability · Mathematics 2013-10-22 A. Mogulskii , E. Pechersky , A. Yambartsev

The foundations of the chaotic scattering theory for transport and reaction-rate coefficients for classical many-body systems are considered here in some detail. The thermodynamic formalism of Sinai, Bowen, and Ruelle is employed to obtain…

chao-dyn · Physics 2009-10-28 P. Gaspard , J. R. Dorfman , .

Negative differential mobility is the phenomenon in which the velocity of a particle decreases when the force driving it increases. We study this phenomenon in Markov jump models where a particle moves in the presence of walls that act as…

Statistical Mechanics · Physics 2020-10-07 Gianluca Teza , Stefano Iubini , Marco Baiesi , Attilio L. Stella , Carlo Vanderzande

For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…

Probability · Mathematics 2020-03-10 Kasun Fernando , Pratima Hebbar

In a theoretical analysis, we generalise well known asymptotic results to obtain expressions for the rate of transfer of material from the surface of an arbitrary, rigid particle suspended in an open pathline flow at large P\'eclet number,…

Fluid Dynamics · Physics 2021-07-01 John M. Lawson

The article demonstrates that the internal circulation velocity and patterns in sessile droplets on superhydrophobic surfaces is governed by the surface curvature. Particle Image Velocimetry reveals that increasing convexity deteriorates…

Fluid Dynamics · Physics 2018-06-15 Gargi Khurana , A R Harikrishnan , Vivek Jaiswal , Purbarun Dhar

We demonstrate the possibility to systematically steer the most probable escape paths (MPEPs) by adjusting relative noise intensities in dynamical systems that exhibit noise-induced escape from a metastable point via a saddle point. Using a…

Statistical Mechanics · Physics 2015-06-19 Paul H. Dannenberg , John C. Neu , Stephen W. Teitsworth

Numerical studies performed with a primitive equation model on two-dimensional sinusoidal hills show that the local velocity profiles behave logarithmically to a very good approximation, from a distance from the surface of the order of the…

Chaotic Dynamics · Physics 2009-10-31 S. Besio , A. Mazzino , C. F. Ratto

In this paper we establish the error rate of first order asymptotic approximation for the tail probability of sums of log-elliptical risks. Our approach is motivated by extreme value theory which allows us to impose only some weak…

Probability · Mathematics 2014-12-12 D. Kortschak , E. Hashorva

We derive general conditions of slip of a fluid on the boundary. Under these conditions the velocity of the fluid on the immovable boundary is a function of the normal and tangential components of the force acting on the surface of the…

Mathematical Physics · Physics 2007-05-23 R. H. W. Hoppe , W. G. Litvinov

The out-of-equilibrium character of active particles, responsible for accumulation at boundaries in confining domains, determines not-trivial effects when considering escape processes. Non-monotonous behavior of exit times with respect to…

Soft Condensed Matter · Physics 2024-05-29 Luca Angelani

A quantity of interest to characterise continuous-valued stochastic processes is the differential entropy rate. The rate of convergence of many properties of LRD processes is slower than might be expected, based on the intuition for…

Information Theory · Computer Science 2021-11-02 Andrew Feutrill , Matthew Roughan

Using the standard symmetry technique for applying boundary conditions for free slip and flat walls with corners will lead to flow leak through the wall near corners (violation of no penetration condition) and a corresponding error in…

Computational Physics · Physics 2019-06-11 Vinnakota Mythreya , M. Ramakrishna

We discuss how the different estimates of elliptic flow are influenced by flow fluctuations and nonflow effects. It is explained why the event-plane method yields estimates between the two-particle correlation methods and the multiparticle…

Nuclear Experiment · Physics 2009-11-18 Jean-Yves Ollitrault , Arthur M. Poskanzer , Sergei A. Voloshin

We study the asymptotic behavior of the number of paths of length $N$ on several classes of infinite graphs with a single special vertex. This vertex can work as an entropic trap for the path, i.e. under certain conditions the dominant part…

Statistical Mechanics · Physics 2017-05-24 S. K. Nechaev , M. V. Tamm , O. V. Valba

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski
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