Related papers: Existence, uniqueness and ergodicity for the cente…
Constrained Markov processes, such as reflecting diffusions, behave as an unconstrained process in the interior of a domain but upon reaching the boundary are controlled in some way so that they do not leave the closure of the domain. In…
We consider stagnation point flow away from a wall for creeping flow of dilute polymer solutions. For a simplified flow geometry, we explicitly show that a narrow region of strong polymer extension (a birefringent strand) forms downstream…
We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…
We develop a method of an asymptotically exact treatment of threshold singularities in dynamic response functions of gapless integrable models. The method utilizes the integrability to recast the original problem in terms of the low-energy…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
Motivated by the existing complications of finding solutions of Eringen nonlocal model, an alternative model is developed here. The new formulation of the nonlocal elasticity is centered upon expressing the dynamic equilibrium requirements…
We study random dynamical systems of certain continuous functions on the unit interval. We use bounded variation to provide sufficient conditions for unique ergodicity of these systems. Several classes of examples are provided.
In this paper, we consider the classical spin systems on unbounded lattices given by infinite-dimensional stochastic differential equations (SDEs). We assume that the stochastic forcing acts only on one particle. The other particles are not…
We analyze the problem of quantifying entanglement in pure and mixed states of fermionic systems with fixed number parity yet not necessarily fixed particle number. The "mode entanglement" between one single-particle level and its…
Efficiently controlling the trapping process, especially the trapping efficiency, is central in the study of trap problem in complex systems, since it is a fundamental mechanism for diverse other dynamic processes. Thus, it is of…
In this paper, we propose a new notion of Forward--Backward Martingale Problem (FBMP), and study its relationship with the weak solution to the forward--backward stochastic differential equations (FBSDEs). The FBMP extends the idea of the…
We study the Neumann and Dirichlet problems for the total variation flow in metric measure spaces. We prove existence and uniqueness of weak solutions and study their asymptotic behaviour. Furthermore, in the Neumann problem we provide a…
A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichlet processes. It is closed under C^1$-transformations and…
Concentrated forces acting at the tip of a two-dimensional wedge give rise to the classical Flamant solution to linear elasticity, whose displacement and strain are singular at the tip of the wedge. Starting from nonlinear elasticity, we…
We address the problem of finding the zeros of the sum of a maximally monotone operator and a cocoercive operator. Our approach introduces a modification to the forward-backward method by integrating an inertial/momentum term alongside a…
We introduce and study the convergence properties of a projection-type algorithm for solving the variational inequality problem for point-to-set operators. No monotoni\-city assumption is used in our analysis. The operator defining the…
We develop a method for deriving thermodynamic bounds for first-passage problems of currents with two boundaries in Markov chains. Using this method, we derive a thermodynamic bound on the rate of dissipation in terms of the splitting…
We investigate the Ising model in one, two, and three dimensions using a cumulant method that allows us to determine the Lee-Yang zeros from the magnetization fluctuations in small lattices. By doing so with increasing system size, we are…
Using cumulative residual processes, we propose joint goodness-of-fit tests for conditional means and variances functions in the context of nonlinear time series with martingale difference innovations. The main challenge comes from the fact…
We prove that the extremal process of branching Brownian motion, in the limit of large times, converges weakly to a cluster point process. The limiting process is a (randomly shifted) Poisson cluster process, where the positions of the…