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A probabilistic representation for initial value semilinear parabolic problems based on generalized random trees has been derived. Two different strategies have been proposed, both requiring generating suitable random trees combined with a…

Numerical Analysis · Mathematics 2024-02-13 Juan A. Acebron , Angel Rodriguez-Rozas

Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…

Probability · Mathematics 2015-08-18 Andrea Collevecchio , Kais Hamza , Meng Shi

Conditions are provided under which an endomorphism on quasisymmetric functions gives rise to a left random walk on the descent algebra which is also a lumping of a left random walk on permutations. Spectral results are also obtained.…

Combinatorics · Mathematics 2007-09-12 Patricia Hersh , Samuel K. Hsiao

In quantum computation theory, quantum random walks have been utilized by many quantum search algorithms which provide improved performance over their classical counterparts. However, due to the importance of the quantum decoherence…

Quantum Physics · Physics 2021-04-20 Chia-Han Chou , Wei-Shih Yang

We study three different random walk models on several two-dimensional lattices by Monte Carlo simulations. One is the usual nearest neighbor random walk. Another is the nearest neighbor random walk which is not allowed to backtrack. The…

Probability · Mathematics 2016-06-22 Tom Kennedy

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

Probability · Mathematics 2010-01-13 Remco van der Hofstad , Mark Holmes

In this paper, we present an abstract framework to obtain convergence rates for the approximation of random evolution equations corresponding to a random family of forms determined by finite-dimensional noise. The full discretization error…

Functional Analysis · Mathematics 2024-12-19 Katharina Klioba , Christian Seifert

First, we prove a \emph{local almost sure central limit theorem} for lattice random walks in the plane. The corresponding version for random walks in the line was considered by the author in \cite{5}. This gives us a quantitative version of…

Probability · Mathematics 2014-05-13 Nuno Luzia

A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$. In this paper, we will show the weak convergence of the…

Probability · Mathematics 2015-11-20 Martin Wendler

We exhibit a surprising relationship between elliptic gradient systems of PDEs, multi-marginal Monge-Kantorovich optimal transport problem, and multivariable Hardy-Littlewood inequalities. We show that the notion of an orientable elliptic…

Analysis of PDEs · Mathematics 2013-08-22 Nassif Ghoussoub , Brendan Pass

We consider a three dimensional system consisting of a large number of small spherical particles, distributed in a range of sizes and heights (with uniform distribution in the horizontal direction). Particles move vertically at a…

Statistical Mechanics · Physics 2007-12-05 P. Horvai , S. V. Nazarenko , T. H. M. Stein

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

Statistical Mechanics · Physics 2015-05-20 Netanel Hazut , Shlomi Medalion , David A. Kessler , Eli Barkai

We consider a one-dimensional aggregation-diffusion equation, which is the gradient flow in the Wasserstein space of a functional with competing attractive-repulsive interactions. We prove that the fully deterministic particle…

Analysis of PDEs · Mathematics 2021-01-01 Sara Daneri , Emanuela Radici , Eris Runa

A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the…

Probability · Mathematics 2007-11-02 Magda Peligrad , Sunder Sethuraman

This work presents a numerical analysis of computing transition states of semilinear elliptic partial differential equations (PDEs) via the index-1 saddle dynamics, or equivalently, the gentlest ascent dynamics. To establish clear…

Numerical Analysis · Mathematics 2025-11-25 Lei Zhang , Xiangcheng Zheng , Shangqin Zhu

Random walks on bounded degree expander graphs have numerous applications, both in theoretical and practical computational problems. A key property of these walks is that they converge rapidly to their stationary distribution. In this work…

Computational Complexity · Computer Science 2016-09-15 Tali Kaufman , David Mass

We study a random walk in a N dimensional hypercube and exhibit results about stopping times when N diverges. The first theorem discusses the time in which two coupling processes spend to meet. A corollary provides a majorant for the…

Probability · Mathematics 2018-05-30 Cláudia Peixoto

In this note, we consider the so-called field-road diffusion model in a bounded domain, consisting of two parabolic PDEs posed on sets of different dimensions and coupled through (symmetric) nonlinear exchange terms. We propose a new and…

Analysis of PDEs · Mathematics 2026-01-21 Matthieu Alfaro , Claire Chainais-Hillairet , Flore Nabet

We find a sharp combinatorial bound for the metric entropy of sets in R^n and general classes of functions. This solves two basic combinatorial conjectures on the empirical processes. 1. A class of functions satisfies the uniform Central…

Functional Analysis · Mathematics 2016-12-23 Mark Rudelson , Roman Vershynin

Parameter identification problems in partial differential equations (PDEs) consist in determining one or more functional coefficient in a PDE. In this article, the Bayesian nonparametric approach to such problems is considered. Focusing on…

Statistics Theory · Mathematics 2025-04-24 Matteo Giordano