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In this paper, we study an optimal boundary control problem for the Boussinesq equations, which couple the time-dependent Navier-Stokes system with a heat equation, where the control enters through a Robin boundary condition on temperature.…

Numerical Analysis · Mathematics 2026-03-03 Wei Gong , Dongdong Liang , Xianbing Luo , Changlun Ye

We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…

Probability · Mathematics 2016-12-13 Anatolii A. Puhalskii

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

Probability · Mathematics 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

Thermodynamics entails a set of mathematical conditions on quantum Markovian dynamics. In particular, strict energy conservation between the system and environment implies that the dissipative dynamical map commutes with the unitary system…

Quantum Physics · Physics 2021-04-07 Roie Dann , Ronnie Kosloff

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…

Statistical Mechanics · Physics 2023-07-06 Cecile Monthus

We consider a generic Hamiltonian system of nonlinear interacting waves with 3-wave interactions. In the kinetic regime of wave turbulence, which assumes weak nonlinearity and large system size, the relevant observable associated with the…

Statistical Mechanics · Physics 2022-09-07 Jules Guioth , Freddy Bouchet , Gregory L. Eyink

We study the driven Brownian motion of hard rods in a one-dimensional cosine potential with an amplitude large compared to the thermal energy. In a closed system, we find surprising features of the steady-state current in dependence of the…

Statistical Mechanics · Physics 2018-10-24 Dominik Lips , Artem Ryabov , Philipp Maass

We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2023-07-17 Zachary Bezemek , Konstantinos Spiliopoulos

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…

Analysis of PDEs · Mathematics 2016-01-26 Benjamin J. Fehrman

We study the effects of dissipative boundaries in many-body systems at continuous quantum transitions, when the parameters of the Hamiltonian driving the unitary dynamics are close to their critical values. As paradigmatic models, we…

Statistical Mechanics · Physics 2021-09-01 Francesco Tarantelli , Ettore Vicari

The boundary conditions at the deformable interface between two contacting fluids are derived for the general case of the large-amplitude perturbations. The interface is modeled as perturbed free boundary that evolves in time, and the…

Fluid Dynamics · Physics 2018-03-13 Ivan V. Kazachkov

We consider the diffusive Hamilton-Jacobi equation, with homogeneous Dirichlet conditions and regular initial data. It is known from [Barles-DaLio, 2004] that the problem admits a unique, continuous, global viscosity solution, which extends…

Analysis of PDEs · Mathematics 2025-04-30 Alessio Porretta , Philippe Souplet

For finite size Markov chains, the Donsker-Varadhan theory fully describes the large deviations of the time averaged empirical measure. We are interested in the extension of the Donsker-Varadhan theory for a large size non-equilibrium…

Probability · Mathematics 2024-05-06 Thierry Bodineau , Benoit Dagallier

Immersed boundary methods are extensively used for simulations of dynamic solid objects interacting with fluids due to their computational efficiency and modelling flexibility compared to body-fitted grid methods. However, thin geometries,…

Fluid Dynamics · Physics 2022-03-14 Marin Lauber , Gabriel D. Weymouth , Georges Limbert

Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…

Probability · Mathematics 2007-09-05 A. Faggionato , M. Jara , C. Landim

We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production…

Mathematical Physics · Physics 2017-05-26 Horacio González Duhart , Peter Mörters , Johannes Zimmer

Motivated by the phenomenon of transport barriers in fusion plasma devices, we write a mathematical model of heat dispersion in a turbulent fluid with a transport barrier, properly idealized; in a scaling limit of the turbulence model with…

Probability · Mathematics 2025-10-21 Olga Aryasova , Franco Flandoli , Andrey Pilipenko

In this paper, we consider the large-time behavior of solutions of a reaction diffusion system arising from a nuclear reactor model with the Robin boundary conditions, which consists of two real-valued unknown functions. In particular, we…

Analysis of PDEs · Mathematics 2018-11-12 Kosuke Kita , Mitsuharu Ôtani

In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regime that the modulating Markov chain is rapidly switching. We prove the joint sample-path large deviations principle for the Markov-modulated…

Probability · Mathematics 2023-02-27 Gang Huang , Michel Mandjes , Peter Spreij

We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…

Numerical Analysis · Mathematics 2014-02-28 Florentina Tone , Xiaoming Wang , Djoko Wirosoetisno