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We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…

Statistics Theory · Mathematics 2020-06-02 Carsten Chong

This paper deals with systems of spherical particles immersed in a viscous fluid. Two aspects are studied, namely the controllability of such systems, with particular attention to the case of one active particle and either one or two…

Analysis of PDEs · Mathematics 2024-10-23 Marta Zoppello , Henry Shum , Marco Morandotti

We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…

Dynamical Systems · Mathematics 2024-07-24 Klaudiusz Czudek , Dmitry Dolgopyat

We introduce the notion of multi-dimensional chaos that applies to processes described by erratic functions of several dynamical variables. We employ this concept in the interpretation of classical and quantum scattering off a pinball…

High Energy Physics - Theory · Physics 2026-05-27 Massimo Bianchi , Maurizio Firrotta , Jacob Sonnenschein , Dorin Weissman

Spiral waves are striking self-organized coherent structures that organize spatio-temporal dynamics in dissipative, spatially extended systems. In this paper, we provide a conceptual approach to various properties of spiral waves. Rather…

Pattern Formation and Solitons · Physics 2021-02-09 Björn Sandstede , Arnd Scheel

We describe a novel approach for computing wave correlation functions inside finite spatial domains driven by complex and statistical sources. By exploiting semiclassical approximations, we provide explicit algorithms to calculate the local…

Chaotic Dynamics · Physics 2017-03-09 Stephen C Creagh , Gabriele Gradoni , Timo Hartmann , Gregor Tanner

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…

Probability · Mathematics 2016-01-14 Rudolf Gorenflo , Francesco Mainardi

In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterised by a rate of events, \lambda (t), and a magnitude, \Phi, following an…

Statistical Mechanics · Physics 2015-03-19 Welles A. M. Morgado , Silvio M. Duarte Queiros , Diogo O. Soares-Pinto

Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…

Probability · Mathematics 2009-11-04 Piotr Milos

We analyze the propagation properties of the numerical versions of one and two-dimensional wave equations, semi-discretized in space by finite difference schemes. We focus on high-frequency solutions whose propagation can be described, both…

Analysis of PDEs · Mathematics 2018-06-26 Umberto Biccari , Aurora Marica , Enrique Zuazua

Experiments involving single or few elementary particles are completely described by Quantum Mechanics. Notwithstanding the success of that quantitative description, various aspects of observations, as nonlocality and the statistical…

Quantum Physics · Physics 2016-02-26 Martine Chevrollier , Marcos Oriá

Consider the dynamics of a gas bubble in an inviscid, compressible liquid with surface tension. Kinematic and dynamic boundary conditions couple the bubble surface deformation dynamics with the dynamics of waves in the fluid. This system…

Analysis of PDEs · Mathematics 2015-03-14 A. M. Shapiro , M. I. Weinstein

The two-dimensional free-boundary problem of steady periodic waves with vorticity is considered for water of finite depth. We investigate how flows with small-amplitude Stokes waves on the free surface bifurcate from a horizontal parallel…

Mathematical Physics · Physics 2014-06-06 Vladimir Kozlov , Nikolay Kuznetsov

Quantum-classical correspondence for the average shape of eigenfunctions and the local spectral density of states are well-known facts. In this paper, the fluctuations that quantum mechanical wave functions present around the classical…

Chaotic Dynamics · Physics 2008-11-26 L. Benet , J. Flores , H. Hernandez-Saldaña , F. M. Izrailev , F. Leyvraz , T. H. Seligman

In this paper we study the small scale equidistribution property of random waves whose coefficients are determined by an unfair coin. That is the coefficients take value $+1$ with probability $p$ and $-1$ with probability $1-p$. Random…

Analysis of PDEs · Mathematics 2021-09-09 Miriam Leonhardt , Melissa Tacy

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

Dynamical Systems · Mathematics 2020-01-08 Olli Hella , Mikko Stenlund

In the paper, we discuss the studies of mathematical models of diffusion scattering of waves in the phase space, and relation of these models with quantum mechanics. In the previous works it is shown that in these models of classical…

Mathematical Physics · Physics 2016-03-22 E. M. Beniaminov

We study the time-dependent scattering of a quantum mechanical wave packet at a barrier for energies larger than the barrier height, in the semi-classical regime. More precisely, we are interested in the leading order of the exponentially…

Mathematical Physics · Physics 2008-04-24 Volker Betz , Alain Joye , Stefan Teufel

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

Probability · Mathematics 2007-05-23 Anastasia Ruzmaikina , Michael Aizenman

We consider random rectangles in $\mathbb{R}^2$ that are distributed according to a Poisson random measure, i.e., independently and uniformly scattered in the plane. The distributions of the length and the width of the rectangles are…

Probability · Mathematics 2018-06-29 Frank Aurzada , Sebastian Schwinn
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