Related papers: Arnold Diffusion, Quantitative Estimates and Stoch…
Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
A basis of Bloch waves, distorted locally by the random potential, is introduced for electrons in the Anderson model. Matrix elements of the Hamiltonian between these distorted waves are averages over infinite numbers of independent…
This paper is the third part of our study started with Cattiaux, Le\'{o}n and Prieur [Stochastic Process. Appl. 124 (2014) 1236-1260; ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359-384]. For some ergodic Hamiltonian systems, we obtained…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…
We prove a form of Arnold diffusion in the a priori stable case. Let H0(p) + $\epsilon$H1($\theta$, p, t), $\theta$ $\in$ T n , p $\in$ B n , t $\in$ T = R/T be a nearly integrable system of arbitrary degrees of freedom n 2 with a strictly…
Positive definiteness of a Hamiltonian expanded about an equilibrium point provides only a necessary condition for stability, a criterion known as Dirichlet's theorem. The reason that this criterion is not necessary for stability is because…
The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…
We discuss the long time behaviour of a finite energy wave packet in nonlinear Hamiltonians on infinite lattices at arbitrary dimension, exhibiting linear Anderson localization. Strong arguments both mathematical and numerical, suggest for…
In this work, which is based on an essential linear analysis carried out by Christodoulou, we study the evolution of tidal energy for the motion of two gravitating incompressible fluid balls with free boundaries obeying the Euler-Poisson…
Relying on an exact time evolution scheme, we identify a novel transient energy transfer phe- nomenon in an exactly-solvable quantum microscopic model consisting of a three-level system coupled to two non-Markovian zero-temperature bosonic…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…
We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…
The problem of a travelling wave over an arbitrary quasi-flat bathymetry in a semi infinite channel is studied in the shallow-water formulation. It is shown how the streamfunction can be cast, in the vicinity of an elliptic equilibrium for…
The spreading of a cloud of independent Brownian particles typically proceeds more effectively at higher temperatures, as it derives from the commonly known Sutherland-Einstein relation for systems in thermal equilibrium. Here, we report on…
We consider time-dependent perturbations which are relatively bounded with respect to the square root of an unperturbed Hamiltonian operator, and whose commutator with the latter is controlled by the full perturbed Hamiltonian. The…
In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…
We introduce new methods for the numerical solution of general Hamiltonian boundary value problems. The main feature of the new formulae is to produce numerical solutions along which the energy is precisely conserved, as is the case with…
We study the dynamics of a quantum particle hopping on a simple cubic lattice and driven by a constant external force. It is coupled to an array of identical, independent thermal reservoirs consisting of free, massless Bose fields, one at…