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We consider renewal shot noise processes with response functions which are eventually nondecreasing and regularly varying at infinity. We prove weak convergence of renewal shot noise processes, properly normalized and centered, in the space…

Probability · Mathematics 2013-01-30 Alexander Iksanov

We study diffusion-controlled single-species annihilation with sparse initial conditions. In this random process, particles undergo Brownian motion, and when two particles meet, both disappear. We focus on sparse initial conditions where…

Statistical Mechanics · Physics 2016-11-23 E. Ben-Naim , P. L. Krapivsky

A random recursive cell splitting scheme of the $2$-dimensional unit sphere is considered, which is the spherical analogue of the STIT tessellation process from Euclidean stochastic geometry. First-order moments are computed for a large…

Probability · Mathematics 2017-11-06 Christian Deuß , Julia Hörrmann , Christoph Thaele

We propose a novel and simple spectral method based on the semi-discrete Fourier transforms to discretize the fractional Laplacian $(-\Delta)^\frac{\alpha}{2}$. Numerical analysis and experiments are provided to study its performance. Our…

Numerical Analysis · Mathematics 2024-06-18 Shiping Zhou , Yanzhi Zhang

A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value problem involving the square of the generator of the original…

Probability · Mathematics 2009-06-25 Boris Baeumer , Mark M. Meerschaert , Erkan Nane

The goal of this paper is to quantitatively describe some statistical properties of higher-dimensional determinantal point processes with a primary focus on the nearest-neighbor distribution functions. Toward this end, we express these…

Statistical Mechanics · Physics 2009-11-13 A. Scardicchio , C. E. Zachary , S. Torquato

We perform molecular dynamics simulation of a small number of particles in a box with periodic boundary conditions from a view point of chaotic dynamical systems. There is a transition at a critical energy E_c that each particle is confined…

Statistical Mechanics · Physics 2009-11-13 Hidetsugu Sakaguchi

We consider a family of branching-selection particle systems in which particles branch at time dependent rate $r$ and are killed with a probability which is dependent on their rank via some function $\psi$. We show that, under fairly…

Probability · Mathematics 2026-05-07 Jacob Mercer

Starting from an ideal crystalline state, we numerically study a nonequilibrium dynamical order- disorder transition promoted by the application of a periodic shearing protocol at low temperatures in model systems in two and three…

Soft Condensed Matter · Physics 2021-08-10 Eric Brillaux , Francesco Turci

This paper studies a slow-fast system whose principal characteristic is that the slow manifold is given by the critical set of the cusp catastrophe. Our analysis consists of two main parts: first, we recall a formal normal form suitable for…

Dynamical Systems · Mathematics 2017-11-30 H. Jardón-Kojakhmetov , Henk W. Broer , R. Roussarie

A model glass with fast and slow processes is studied. The statics is simple and the facilitated slow dynamics is exactly solvable. The main features of a fragile glass take place: Kauzmann transition, Vogel-Fulcher law, Adam-Gibbs relation…

Statistical Mechanics · Physics 2009-11-07 L. Leuzzi , Th. M Nieuwenhuizen

We combine the hyper-netted chain approximation of liquid state theory with the mode-coupling theory of the glass transition to analyze the structure and dynamics of soft spheres interacting via harmonic repulsion. We determine the locus of…

Statistical Mechanics · Physics 2010-03-29 Ludovic Berthier , Elijah Flenner , Hugo Jacquin , Grzegorz Szamel

In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…

Probability · Mathematics 2022-09-19 Manfred Marvin Marchione , Enzo Orsingher

A model glass is considered with one type of fast ($\beta$-type) of processes, and one type of slow processes ($\alpha$-type). On time-scales where the fast ones are in equilibrium, the slow ones have a dynamics that resembles the one of…

Statistical Mechanics · Physics 2009-11-07 Luca Leuzzi , Theo M. Nieuwenhuizen

We consider the fractional elliptic problem with Dirichlet boundary conditions on a bounded and convex domain $D$ of $\mathbb{R}^d$, with $d \geq 2$. In this paper, we perform a stochastic gradient descent algorithm that approximates the…

Analysis of PDEs · Mathematics 2023-09-01 Nicolás Valenzuela

We analyze a linear parabolic equation with homogeneous Dirichlet boundary conditions posed in domains whose evolution may involve topological transitions. The domains are described as sublevel sets of a smooth space-time level set…

Analysis of PDEs · Mathematics 2026-03-06 Maxim Olshanskii , Arnold Reusken

We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

Disordered Systems and Neural Networks · Physics 2015-06-25 Petr Chvosta , Noelle Pottier

Finite-dimensional signatures of spinodal criticality are notoriously difficult to come by. The dynamical transition of glass-forming liquids, first described by mode-coupling theory, is a spinodal instability preempted by thermally…

Statistical Mechanics · Physics 2020-09-09 Ludovic Berthier , Patrick Charbonneau , Joyjit Kundu

A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of…

Statistical Mechanics · Physics 2007-05-23 Mohammad Khorrami , Amir Aghamohammadi

Localized patterns in singularly perturbed reaction-diffusion equations typically consist of slow parts -- in which the associated solution follows an orbit on a slow manifold in a reduced spatial dynamical system -- alternated by fast…

Analysis of PDEs · Mathematics 2022-07-13 Arjen Doelman