Related papers: Shot-down stable processes
Two-dimensional numerical simulations with Eulerian-Lagrangian method are conducted to study propagation and extinction of stoichiometric hydrogen/air detonations in fine water sprays. Parameterized by water mass loading and initial droplet…
We show that a one-dimensional regular continuous Markov process \(\X\) with scale function \(s\) is a Feller--Dynkin process precisely if the space transformed process \(s (X)\) is a martingale when stopped at the boundaries of its state…
Consider symmetric simple exclusion processes, with or without Glauber dynamics on the boundary set, on a sequence of connected unweighted graphs $G_N=(V_N,E_N)$ which converge geometrically and spectrally to a compact connected metric…
We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.
Dunkl processes are multidimensional Markov processes defined through the use of Dunkl operators. These processes have discontinuities, and they can be separated into their continuous (radial) part, and their discontinuous (jump) part.…
We consider the stationary state of a fluid comprised of inelastic hard spheres or disks under the influence of a random, momentum-conserving external force. Starting from the microscopic description of the dynamics, we derive a nonlinear…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
We give sharp estimates for the transition density of the isotropic stable L\'evy process killed when leaving a right circular cone.
The glass transition of a hard sphere system is investigated within the framework of the density functional theory (DFT). Molecular dynamics (MD) simulations are performed to study dynamical behavior of the system on the one hand and to…
We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…
We present a time-dependent density-matrix renormalization group investigation of the quantum distillation process within the Fermi--Hubbard model on a quasi-1D ladder geometry. The term distillation refers to the dynamical, spatial…
We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…
A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some properties of the latent process are derived, such as an…
The cutoff phenomenon, conceptualized at the origin for finite Markov chains, states that for a parametric family of evolution equations, started from a point, the distance towards a long time equilibrium may become more and more abrupt for…
We are interested in estimating the location of what we call "smooth change-point" from $n$ independent observations of an inhomogeneous Poisson process. The smooth change-point is a transition of the intensity function of the process from…
We review recent developments in structural-dynamical phase transitions in trajectory space. An open question is how the dynamic facilitation theory of the glass transition may be reconciled with thermodynamic theories that posit a…
We call a point process $Z$ on $\mathbb R$ \emph{exp-1-stable} if for every $\alpha,\beta\in\mathbb R$ with $e^\alpha+e^\beta=1$, $Z$ is equal in law to $T_\alpha Z+T_\beta Z'$, where $Z'$ is an independent copy of $Z$ and $T_x$ is the…
Gradient descent dynamics in complex energy landscapes, i.e. featuring multiple minima, finds application in many different problems, from soft matter to machine learning. Here, we analyze one of the simplest examples, namely that of soft…
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…