Related papers: Fluctuation scaling limits for positive recurrent …
We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the…
In this note, we consider the necessary and sufficient condition for viability property of diffusion processes with jumps on closed submanifolds of $R^{m}$ with some concrete examples.
The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…
The fluctuations of the passage time in first passage percolation are of great interest. We show that the non-random fluctuations in planar FPP are at least of order $\log(n)^\alpha$ for any $\alpha<1/2$ under some conditions that are known…
In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…
Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…
The fluctuation-dissipation theory is grounded on the Langevin condition expressing the local independence between the thermal force and the particle velocity history. Upon hydrodynamic grounds, it is reasonable to relax this condition in…
As the energy relaxation time of superconducting qubits steadily improves, non-equilibrium quasiparticle excitations above the superconducting gap emerge as an increasingly relevant limit for qubit coherence. We measure fluctuations in the…
We present a microscopic model for light-cone fluctuations ``in vacuo'', which incorporates a treatment of quantum-gravitational recoil effects induced by energetic particles. Treating defects in space-time as solitons in string theory, we…
A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…
We consider evolutionary reaction-diffusion problem with mixed Dirichlet--Robin boundary conditions. For this class of problems, we derive two-sided estimates of the distance between any function in the admissible energy space and exact…
For a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, we study the joint distribution of the two local times $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ and $B(t)= \int_{0}^{t} d\tau \delta(X(\tau)-L) $ at…
We study the stochastic fractional diffusive limit of a kinetic equation involving a small parameter and perturbed by a smooth random term. Generalizing the method of perturbed test functions, under an appropriate scaling for the small…
The boundary integral method is extended to derive closed integro-differential equations applicable to computation of the shape and propagation speed of a steadily moving spot and to the analysis of dynamic instabilities in the sharp…
We present an extension of the semiclassical Einstein equations which couples n-point correlation functions of a stochastic Einstein tensor to the n-point functions of the quantum stress-energy tensor. We apply this extension to calculate…
This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady…