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We discuss the compact support property of the rough super-Brownian motion constructed as a scaling limit of a branching random walk in static random environment. The semi-linear equation corresponding to this measure-valued process is the…

Probability · Mathematics 2023-09-18 Ruhong Jin , Nicolas Perkowski

We investigate yet another approach to understand the limit behaviour of Brownian motion conditioned to stay within a tubular neighbourhood around a closed and connected submanifold of a Riemannian manifold. In this context, we identify a…

Probability · Mathematics 2019-08-06 Vera Nobis , Olaf Wittich

We study a $d$-dimensional branching Brownian motion (BBM) among Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. In the soft obstacle model, the trap field consists of a positive…

Probability · Mathematics 2023-07-18 Mehmet Öz

We consider the continuum parabolic Anderson model (PAM) and the dynamical $\Phi^4$ equation on the $3$-dimensional cube with boundary conditions. While the Dirichlet solution theories are relatively standard, the case of Neumann/Robin…

Probability · Mathematics 2024-09-25 Máté Gerencsér , Martin Hairer

We prove a convergence theorem for a sequence of super-Brownian motions moving among hard Poissonian obstacles, when the intensity of the obstacles grows to infinity but their diameters shrink to zero in an appropriate manner. The…

Probability · Mathematics 2009-06-10 Amandine Veber

In this paper, we establish limit theorems for the supremum of the support, denoted by $M_t$, of a supercritical super-Brownian motion $\{X_t, t\ge0\}$ on $\mathbb{R}$. We prove that there exists an $m(t)$ such that $(X_t-m(t), M_t-m(t))$…

Probability · Mathematics 2020-11-04 Yan-Xia Ren , Renming Song , Rui Zhang

We show well-posedness for the parabolic Anderson model on $2$-dimensional closed Riemannian manifolds. To this end we extend the notion of regularity structures to curved space, and explicitly construct the minimal structure required for…

Probability · Mathematics 2017-02-13 Antoine Dahlqvist , Joscha Diehl , Bruce Driver

We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…

Probability · Mathematics 2025-06-24 Yujin H. Kim , Ofer Zeitouni

In this paper we prove complex bounds, also referred to as a priori bounds, for real analytic (and even C3) interval maps. This means that we associate to such a map a complex box mapping (which provides a kind of Markov structure),…

Dynamical Systems · Mathematics 2017-01-06 Trevor Clark , Sebastian van Strien , Sofia Trejo

We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar domain and that the barriers are one-dimensional closed curves.…

Probability · Mathematics 2025-12-03 Alexander Van Werde , Jaron Sanders

In this work we propose a simple but effective high order polynomial correction allowing to enhance the consistency of all kind of boundary conditions for the Euler equations (Dirichlet, characteristic far-field and slip-wall), both in 2D…

Numerical Analysis · Mathematics 2022-09-30 Mirco Ciallella , Elena Gaburro , Marco Lorini , Mario Ricchiuto

We first study a $d$-dimensional branching Brownian motion (BBM) among mild Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. The trap field consists of balls of fixed radius centered…

Probability · Mathematics 2023-07-18 Mehmet Öz

Let $X$ be a super-Brownian motion (SBM) defined on a domain $E\subset R^n$ and $(X_D)$ be its exit measures indexed by sub-domains of $E$. The relationship between the equation $1/2 \Delta u=2 u^2$ and Super-Brownian motion (SBM) is…

Probability · Mathematics 2019-10-22 A. Deniz Sezer

In this work we connect the theory of Dirichlet forms and direct stochastic calculus to obtain strong existence and pathwise uniqueness for Brownian motion that is perturbed by a series of constant multiples of local times at a sequence of…

Probability · Mathematics 2015-12-15 Youssef Ouknine , Francesco Russo , Gerald Trutnau

Brownian motion with darning (BMD in abbreviation) is introduced and studied in [4] and [5, Chapter 7]. Roughly speaking, BMD travels across the "darning area" at infinite speed, while it behaves like a regular BM outside of this area. In…

Probability · Mathematics 2022-03-25 Shuwen Lou

As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…

Probability · Mathematics 2012-09-25 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

We analyse the behaviour of supercritical super-Brownian motion with a barrier through the pathwise backbone embedding of Berestycki et al. (2011). In particular, by considering existing results for branching Brownian motion due to Harris…

Probability · Mathematics 2012-02-08 A. Kyprianou , A. Murillo-Salas , J. L. Perez

We condition super-Brownian motion on "boundary statistics" of the exit measure $X_D$ from a bounded domain $D$. These are random variables defined on an auxiliary probability space generated by sampling from the exit measure $X_D$. Two…

Probability · Mathematics 2013-10-22 Thomas S. Salisbury , A. Deniz Sezer

The shifted boundary method (SBM) is an approximate domain method for boundary value problems, in the broader class of unfitted/embedded/immersed methods. It has proven to be quite efficient in handling problems with complex geometries,…

Numerical Analysis · Mathematics 2020-06-02 Nabil M. Atallah , Claudio Canuto , Guglielmo Scovazzi

We introduce a new multimesh finite element method for direct numerical simulation of incompressible particulate flows. The proposed approach falls into the category of overlapping domain decomposition / Chimera / overset grid meshes. In…

Numerical Analysis · Mathematics 2025-07-01 Raphael Münster , Otto Mierka , Dmitri Kuzmin , Stefan Turek
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