Related papers: On Absolute Continuity and Singularity of Multidim…
We show that given a general uncoupled a priori unstable Hamiltonian \[ \frac12 p^2 + V(q) + G(I) + \epsilon h(p, q, I, \varphi, t), \] where $h$ is a generic Ma\~n\'e analytic function and $\epsilon$ is small enough, there is an orbit for…
Two-dimensional driven dissipative flows are generally integrable via a conservation law that is singular at equilibria. Nonintegrable dynamical systems are confined to n*3 dimensions. Even driven-dissipative deterministic dynamical systems…
A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…
We study some new universal aspects of diffusion in chaotic systems, especially such having very large Lyapunov coefficients on the chaotic (indecomposable, topologically transitive) component. We do this by discretizing the chaotic…
The presented explanations are provided for the one--dimensional diffusion process with constant drift by using forward Fokker--Planck technique. We are interested in the outflow probability in a finite interval, i.e. first passage time…
The separating time for two probability measures on a filtered space is an extended stopping time which captures the phase transition between equivalence and singularity. More specifically, two probability measures are equivalent before…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
We study dynamics of filling of an initially empty finite medium by diffusing particles $A$ and $B$, which arise on the surface upon dissociation of $AB$ molecules, impinging on it with a fixed flux density $I$, and desorb from it by the…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…
We resolve a long standing question regarding the suitable effective diffusion coefficient of the spherically-symmetric transport equation, which is valid at long times. To that end, we generalize a transport solution in three dimensions…
The present paper is concerned with the integral of the absolute value of a Brownian motion with drift. By establishing an asymptotic expansion of the space Laplace transform, we obtain series representations for the probability density…
Application of integral equation theory to complex fluids is reviewed, with particular emphasis to the effects of polydispersity and anisotropy on their structural and thermodynamic properties. Both analytical and numerical solutions of…
The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…
We have studied front dynamics for the discrete $A+A \leftrightarrow A$ reaction-diffusion system, which in the continuum is described by the (stochastic) Fisher-Kolmogorov-Petrovsky-Piscunov equation. We have revisited this discrete model…
We show that the tail distribution $U$ of the explosion time for a multidimensional diffusion (and more generally, a suitable function $\mathscr{U}$ of the Feynman-Kac type involving the explosion time) is a viscosity solution of an…
Based on the self-consistent $T$-matrix approximation, the quantum interference (QI) effect is studied with the diagrammatic technique in weakly-disordered two-dimensional crystals with nearly half-filled bands. In addition to the usual…
We study the continuity equation on the metric measure space $(\mathcal{P}_p(X),W_p,Q)$, when $X$ is either the Euclidean space or a compact, oriented, and boundaryless Riemannian manifold, for some suitable reference measure $Q \in…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
We investigate the issue of uniqueness of the limit flow for a relevant class of quasi-linear parabolic equations defined on the whole space. More precisely, we shall investigate conditions which guarantee that the global solutions decay at…