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We consider the totally asymmetric simple exclusion process on a ring with flat and step initial conditions. We assume that the size of the ring and the number of particles tend to infinity proportionally and evaluate the fluctuations of…

Mathematical Physics · Physics 2017-03-02 Jinho Baik , Zhipeng Liu

In this paper, we consider non-autonomous Ornstein-Uhlenbeck operators in smooth exterior domains $\Omega\subset \R^d$ subject to Dirichlet boundary conditions. Under suitable assumptions on the coefficients, the solution of the…

Analysis of PDEs · Mathematics 2010-04-20 Tobias Hansel , Abdelaziz Rhandi

This paper studies the behavior of singularly perturbed nonlinear differential equations with boundary-layer solutions that do not necessarily converge to an equilibrium. Using the average of the fast variable and assuming the boundary…

Systems and Control · Computer Science 2018-09-24 Mohammad Deghat , Saeed Ahmadizadeh , Dragan Nesic , Chris Manzie

We study the spectral behavior of higher order elliptic operators upon domain perturbation. We prove general spectral stability results for Dirichlet, Neumann and intermediate boundary conditions. Moreover, we consider the case of the…

Analysis of PDEs · Mathematics 2018-05-15 José M. Arrieta , Pier Domenico Lamberti

Generic inhomogeneous steady states in an asymmetric exclusion process on a ring with a pair of point bottlenecks are studied. We show that, due to an underlying universal feature, measurements of coarse-grained steady-state densities in…

Statistical Mechanics · Physics 2014-08-15 Niladri Sarkar , Abhik Basu

We study the large space and time scale behavior of a totally asymmetric, nearest-neighbor exclusion process in one dimension with random jump rates attached to the particles. When slow particles are sufficiently rare the system has a phase…

Probability · Mathematics 2007-05-23 Ilie Grigorescu , Min Kang , Timo Seppalainen

Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…

Fluid Dynamics · Physics 2017-09-26 Laurent Chevillard

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

Fluctuation dynamics of an experimentally measured observable offer a primary signal for nonequilibrium systems, along with dynamics of the mean. While universal speed limits for the mean have actively been studied recently, constraints for…

Statistical Mechanics · Physics 2024-11-08 Ryusuke Hamazaki

We classify simple symmetries for an Ornstein-Uhlenbeck process, describing a particle in an external force field $f(x)$. It turns out that for sufficiently regular (in a sense to be defined) forces there are nontrivial symmetries only if…

Mathematical Physics · Physics 2023-06-22 Giuseppe Gaeta

We study a relaxation behavior of an Ornstein-Uhlenbeck (OU) process with a time-dependent and fluctuating diffusivity. In this process, the dynamics of a position vector is modeled by the Langevin equation with a linear restoring force and…

Statistical Mechanics · Physics 2019-03-27 Takashi Uneyama , Tomoshige Miyaguchi , Takuma Akimoto

This paper is concerned with a Neumann type problem for singularly perturbed fractional nonlinear Schr\"odinger equations with subcritical exponent. For some smooth bounded domain $\Omega\subset \mathbf R^n$, our boundary condition is given…

Analysis of PDEs · Mathematics 2016-11-22 Guoyuan Chen

We establish the incompressible limit of weakly asymmetric simple exclusion processes coupled through particle collisions. The incompressible limit depends on various parameters in the particle system and is linked to fluid dynamics…

Probability · Mathematics 2024-11-13 Patrick van Meurs , Kenkichi Tsunoda , Lu Xu

In this paper, we study the Boltzmann equation in a close to the hydrodynamic limit regime, set in bounded spatial domains with non-isothermal Maxwell boundary conditions. We establish the existence, uniqueness, and asymptotic stability of…

Analysis of PDEs · Mathematics 2026-04-16 R Medina

We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…

Probability · Mathematics 2022-06-07 Sara Mazzonetto , Paolo Pigato

The equilibrium properties of an open harmonic oscillator are considered in three steps: First the creation and destruction operators are generalized for open dynamics and the creation operator is used to construct coherent states. The…

Quantum Physics · Physics 2020-06-24 Janos Polonyi

We study the convergence of the weak solution of the porous medium equation with a type of Robin boundary conditions, by tuning a parameter either to zero or to infinity. The convergence is in the strong sense, with respect to the…

Analysis of PDEs · Mathematics 2021-11-17 Renato De Paula , Patrícia Gonçalves , Adriana Neumann

Consider the parabolic Anderson model $\partial_tu=\frac{1}{2}\partial_x^2u+u\, \eta$ on the interval $[0, L]$ with Neumann, Dirichlet or periodic boundary conditions, driven by space-time white noise $\eta$. Using Malliavin-Stein method,…

Probability · Mathematics 2020-11-03 Fei Pu

In this paper we introduce new characterizations of spectral fractional Laplacian to incorporate nonhomogeneous Dirichlet and Neumann boundary conditions. The classical cases with homogeneous boundary conditions arise as a special case. We…

Numerical Analysis · Mathematics 2017-09-12 Harbir Antil , Johannes Pfefferer , Sergejs Rogovs

In this paper, we are concerned with a class of conservative systems including asymmetric exclusion processes and zero-range processes as examples, where some particles are initially placed on $N$ positions. A particle jumps from a position…

Probability · Mathematics 2024-01-24 Xiaofeng Xue