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Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…

Statistics Theory · Mathematics 2024-08-02 Tobias Boege , Mathias Drton , Benjamin Hollering , Sarah Lumpp , Pratik Misra , Daniela Schkoda

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

Probability · Mathematics 2020-11-17 Carlo Orrieri

A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…

Analysis of PDEs · Mathematics 2021-02-24 Wenjie Zuo , Junping Shi

A general system of particles (of one or several species) on a one dimensional lattice with boundaries is considered. Two general behaviors of such systems are investigated. The stationary behavior of the system, and the dominant way of the…

Statistical Mechanics · Physics 2015-06-24 Mohammad Khorrami , Amir Aghamohammadi

We investigate the large deviation behaviour of a point process sequence based on a stationary symmetric stable non-Gaussian discrete-parameter random field using the framework of Hult and Samorodnitsky (2010). Depending on the ergodic…

Probability · Mathematics 2014-10-21 Vicky Fasen , Parthanil Roy

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Probability · Mathematics 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…

Statistical Mechanics · Physics 2021-11-17 Akriti Jindal , Anatoly B. Kolomeisky , Arvind Kumar Gupta

We analyze the static response to perturbations of nonequilibrium steady states that can be modeled as one-dimensional diffusions on the circle. We demonstrate that an arbitrary perturbation can be broken up into a combination of three…

Statistical Mechanics · Physics 2022-01-11 Qi Gao , Hyun-Myung Chun , Jordan M. Horowitz

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

A multi-phase-field model for the description of the discontinuous precipitation reaction is formulated which takes into account surface diffusion along grain boundaries and interfaces as well as volume diffusion. Simulations reveal that…

Materials Science · Physics 2008-09-04 Lynda Amirouche , Mathis Plapp

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

We consider the stability of position control of traveling waves in reaction-diffusion system as proposed in {[}J. L\"ober, H. Engel, arXiv:1304.2327{]}. Instead of analyzing the controlled reaction-diffusion system, stability is studied on…

Pattern Formation and Solitons · Physics 2014-06-16 Jakob Löber

We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

Hamiltonian systems with long-range interactions give rise to long lived out of equilibrium macroscopic states, so-called quasi-stationary states. We show here that, in a suitably generalized form, this result remains valid for many such…

Statistical Mechanics · Physics 2015-06-17 Michael Joyce , Jules Morand , François Sicard , Pascal Viot

We study stationary solutions in the differential kinetic equation, which was introduced in for description of a local dual cascade wave turbulence. We give a full classification of single-cascade states in which there is a finite flux of…

Fluid Dynamics · Physics 2020-03-11 V. N. Grebenev , S. B. Medvedev , S. V. Nazarenko , B. V. Semisalov

When very small particles are suspended in a fluid in motion, they tend to follow the flow. How such tracer particles are mixed, transported, and dispersed by turbulent flow has been successfully described by statistical models. Heavy…

Fluid Dynamics · Physics 2023-12-21 J. Bec , K. Gustavsson , B. Mehlig

We consider the stationary measure of the asymmetric simple exclusion process (ASEP) on a finite interval in $\mathbb{Z}$ with open boundaries. Fixing all the jump rates and letting the system size approach infinity, the height profile of…

Probability · Mathematics 2024-12-18 Milind Hegde , Zongrui Yang

Motivated by systems in which droplets grow and shrink in a turbulence-driven supersaturation field, we investigate the problem of turbulent condensation in a general manner. Using direct numerical simulations we show that the turbulent…

Fluid Dynamics · Physics 2016-12-06 Christoph Siewert , Jeremie Bec , Giorgio Krstulovic

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly