Related papers: Variational principles for the exit time of non-sy…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…
In this paper, we study McKean-Vlasov SDE living in $\mathbb{R}^d$ in the reversible case without assuming any type of convexity assumptions for confinement or interaction potentials. Kramers' type law for the exit-time from a domain of…
We study the exit-time of a self-interacting diffusion from an open domain $G \subset \mathbb{R}^d$. In particular, we consider the equation $d{X_t} = - \left( \nabla V(X_t) + \frac{1}{t}\int_0^t\nabla F (X_t - X_s)d{s} \right) d{t} +…
During the last decade, possibilities to realize new phenomena and create new applications by varying system properties in time have gained increasing attention in many research fields, spanning a wide range from acoustics to optics. While…
Fermion systems in discrete space-time are introduced as a model for physics on the Planck scale. We set up a variational principle which describes a non-local interaction of all fermions. This variational principle is symmetric under…
We present two variational formulae for the capacity in the context of non-selfadjoint elliptic operators. The minimizers of these variational problems are expressed as solutions of boundary-value elliptic equations. We use these principles…
The variational principle for a thin dust shell in General Relativity is constructed. The principle is compatible with the boundary-value problem of the corresponding Euler-Lagrange equations, and leads to ``natural boundary conditions'' on…
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…
We study exit times from a set for a family of multivariate autoregressive processes with normally distributed noise. By using the large deviation principle, and other methods, we show that the asymptotic behavior of the exit time depends…
A comparison between the two possible variational principles for the study of a free falling spinless particle in a space-time with torsion is noted. It is well known that the autoparallel trajectories can be obtained from a variational…
This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…
We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law…
In the variational principle leading to the Euler equation for a perfect fluid, we can use the method of undetermined multiplier for holonomic constraints representing mass conservation and adiabatic condition. For a dissipative fluid, the…
We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for…
We obtain invariance principles for a wide class of fractionally integrated nonlinear processes. The limiting distributions are shown to be fractional Brownian motions. Under very mild conditions, we extend earlier ones on long memory…
Recent investigations call attention to the dynamics of anomalous diffusion and its connection with basic principles of statistical mechanics. We present here a short review of those ideas and their implications.