Related papers: On One-Dimensional Riccati Diffusions
We study the nonequilibrium phase transition in a model of aggregation of masses allowing for diffusion, aggregation on contact and fragmentation. The model undergoes a dynamical phase transition in all dimensions. The steady state mass…
We consider three equilibrium concepts proposed in the literature for time-inconsistent stopping problems, including mild equilibria, weak equilibria and strong equilibria. The discount function is assumed to be log sub-additive and the…
We investigate the well-posedness of the fast diffusion equation (FDE) in a wide class of noncompact Riemannian manifolds. Existence and uniqueness of solutions for globally integrable initial data was established in [5]. However, in the…
We study a stationary model of doubly diffusive flows with temperature-dependent viscosity on bounded Lipschitz domains in two and three dimensions. A new well-posedness and regularity analysis of weak solutions under minimal assumptions on…
While originally discovered in the context of the Gaussian Unitary Ensemble, the Tracy-Widom distribution also rules the height fluctuations of growth processes. This suggests that there might be other nonequilibrium processes in which the…
The probabilistic approach to turbulence is applied to investigate density fluctuations in supersonic turbulence. We derive kinetic equations for the probability distribution function (PDF) of the logarithm of the density field, $s$, in…
Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
We study a system of backscattering hard rods in one dimension. Contrary to the usual ballistic hard rods, these hard rods flip the sign of their velocities with a rate $\gamma$. This leads to the decay of the odd moments of velocity while…
There has been an increasing interest in the quantification of nearly deterministic work extraction from a finite number of copies of microscopic particles in finite time. This paradigm, so called single-shot epsilon-deterministic work…
The absence of a simple fluctuation-dissipation theorem is a major obstacle for studying systems that are not in thermodynamic equilibrium. We show that for a fluid in a non-equilibrium steady state characterized by a constant temperature…
We investigate the spatio-temporal quantity of coherence for turbulent velocity fluctuations at spatial distances of the order or larger than the integral length scale $l_{0}$. Using controlled laboratory experiments, an exponential decay…
This paper investigates the robustness of stochastic optimal control for controlled regime switching diffusions. We consider systems driven by both continuous fluctuations and discrete regime changes, allowing for model misspecification in…
This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…
Experimental work has shown that non-equilibrium concentration fluctuations arise during free diffusion in fluids and theoretical analysis has been carried on. The results show that, in usual three-dimensional fluids, the phenomenon is…
We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…
For many non-equilibrium dynamics driven by small noise, in physics, chemistry, biology, or economy, rare events do matter. Large deviation theory then explains that the leading order term of the main statistical quantities have an…
We analyse the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence properties w.r.t. the time parameter of a rather general…
Thermodynamics describes large-scale, slowly evolving systems. Two modern approaches generalize thermodynamics: fluctuation theorems, which concern finite-time nonequilibrium processes, and one-shot statistical mechanics, which concerns…
We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…