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Related papers: An Ergodic Theorem for Fleming-Viot Models in Rand…

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We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most…

Probability · Mathematics 2008-04-10 Jeffrey M. Rosenbluth

We consider the evolution of the genealogy of the population currently alive in a Feller branching diffusion model. In contrast to the approach via labeled trees in the continuum random tree world, the genealogies are modeled as equivalence…

Probability · Mathematics 2023-12-12 Andrej Depperschmidt , Andreas Greven

This paper introduces the Trimmed Functional Empirical Process (TFEP) as a robust framework for statistical inference when dealing with heavy-tailed or skewed distributions, where classical moments such as the mean or variance may be…

Methodology · Statistics 2025-12-09 Abdoulaye Camara , Saliou Diouf , Moumouni Diallo , Gane Samb Lo

Developing a unified theory describing both ductile and brittle yielding constitutes a fundamental challenge of non-equilibrium statistical physics. Recently, it has been proposed that the nature of the yielding transition is controlled by…

Soft Condensed Matter · Physics 2024-11-22 Jack T. Parley , Peter Sollich

We establish the existence, uniqueness and attraction properties of an ergodic invariant measure for the Boussinesq Equations in the presence of a degenerate stochastic forcing acting only in the temperature equation and only at the largest…

Analysis of PDEs · Mathematics 2013-11-15 Juraj Földes , Nathan Glatt-Holtz , Geordie Richards , Enrique Thomann

We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Anton Glushchenko , Konstantin Lastochkin

We establish stable finite element (FE) approximations of convection-diffusion initial boundary value problems using the automatic variationally stable finite element (AVS-FE) method. The transient convection-diffusion problem leads to…

Numerical Analysis · Mathematics 2024-01-08 Eirik Valseth , Pouria Behnoudfar , Clint Dawson , Albert Romkes

A general theory of efficient estimation for ergodic diffusion processes sampled at high frequency with an infinite time horizon is presented. High frequency sampling is common in many applications, with finance as a prominent example. The…

Statistics Theory · Mathematics 2024-01-10 Michael Sørensen

In this paper, a finite volume element (FVE) method is considered for spatial approximations of time-fractional diffusion equations involving a Riemann-Liouville fractional derivative of order $\alpha \in (0,1)$ in time. Improving upon…

Numerical Analysis · Mathematics 2017-02-14 Samir Karaa , Amiya K. Pani

Flapping Wing Micro Air Vehicles (FWMAV) are highly manoeuvrable, bio-inspired drones that can assist in surveys and rescue missions. Flapping wings generate various unsteady lift enhancement mechanisms challenging the derivation of reduced…

Fluid Dynamics · Physics 2023-05-03 Andre Calado , Romain Poletti , Lilla K. Koloszar , Miguel A. Mendez

The Generalized Elastic Model (GEM) provides the evolution equation which governs the stochastic motion of several many-body systems in nature, such as polymers, membranes, growing interfaces. On the other hand a probe (\emph{tracer})…

Statistical Mechanics · Physics 2012-03-16 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

Evolutionary graph theory models the effects of natural selection and random drift on structured populations of competing mutant and non-mutant individuals. Recent studies have found that fixation times in such systems often have…

Populations and Evolution · Quantitative Biology 2019-07-31 David Hathcock , Steven H. Strogatz

We consider the evolution of large but finite populations on arbitrary fitness landscapes. We describe the evolutionary process by a Markov, Moran process. We show that to $\mathcal O(1/N)$, the time-averaged fitness is lower for the finite…

Populations and Evolution · Quantitative Biology 2015-06-04 Dirk M. Lorenz , Jeong-Man Park , Michael W. Deem

This paper considers the damped periodic Korteweg-de Vries (KdV) equation in the presence of a white-in-time and spatially smooth stochastic source term and studies the long-time behavior of solutions. We show that the integrals of motion…

Probability · Mathematics 2024-10-10 Nathan Glatt-Holtz , Vincent R. Martinez , Geordie H. Richards

In this article we present a novel staggered semi-implicit hybrid finite-volume/finite-element (FV/FE) method for the resolution of weakly compressible flows in two and three space dimensions. The pressure-based methodology introduced in…

Numerical Analysis · Mathematics 2020-06-16 A. Bermúdez , S. Busto , M. Dumbser , J. L. Ferrín , L. Saavedra , M. E. Vázquez-Cendón

We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…

Statistical Mechanics · Physics 2009-03-24 A. V. Chechkin , R. Klages

We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…

Probability · Mathematics 2025-08-13 Pierre Monmarché , Edouard Strickler

Extreme Value Theory (EVT) is exploited to determine the global stability threshold $R_g$ of plane Couette flow --the flow of a viscous fluid in the space between two parallel plates-- whose laminar or turbulent behavior depends on the…

Dynamical Systems · Mathematics 2014-03-24 Davide Faranda , Valerio Lucarini , Paul Manneville , Jeroen Wouters

This manuscript develops edge-averaged virtual element (EAVE) methodologies to address convection-diffusion problems effectively in the convection-dominated regime. It introduces a variant of EAVE that ensures monotonicity (producing an…

Numerical Analysis · Mathematics 2025-07-14 Shuhao Cao , Long Chen , Seulip Lee

We consider sequences of tree-valued Markov chains that describe evolving genealogies in Cannings models, and we show their convergence in distribution to tree-valued Fleming-Viot processes. Under the conditions of M\"ohle and Sagitov, this…

Probability · Mathematics 2017-02-27 Stephan Gufler