Related papers: Large deviations of reflected weakly interacting p…
We study the large deviation estimates for the short time asymptotic behavior of a strongly degenerate diffusion process. Assuming a nilpotent structure of the Lie algebra generated by the driving vector fields, we obtain a graded large…
We obtain large deviation bounds for the measure of deviation sets associated to asymptotically additive and sub-additive potentials under some weak specification properties. In particular a large deviation principle is obtained in the case…
We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…
Weak measurements offer the possibility of tuning the information acquired on a system, hence the imposed disturbance. This suggests that it could be a useful tool for multi-parameter estimation, when two parameters can not be measured…
Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…
In Monte-Carlo methods the Markov processes used to sample a given target distribution usually satisfy detailed balance, i.e. they are time-reversible. However, relatively recent results have demonstrated that appropriate reversible and…
The mean field limits of systems of interacting diffusions (also called stochastic interacting particle systems (SIPS)) have been intensively studied since McKean \cite{mckean1966class}. The interacting diffusions pave a way to…
A computational method based on a first-principles multiscale simulation has been used for calculating the optical response and the ablation threshold of an optical material irradiated with an ultrashort intense laser pulse. The method…
We investigate the existence of weak solutions to a multi-component system, consisting of compressible chemically reacting components, coupled with the compressible Stokes equation for the velocity. Specifically, we consider the case of…
We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…
Inverse scattering is the process of estimating the spatial distribution of the scattering potential of an object by measuring the scattered wavefields around it. In this paper, we consider reflection tomography of high contrast objects…
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential equations with coefficients depending on some path-functionals of the process. As an extension of the technique developed by Bass \&…
We establish weak-strong uniqueness and stability properties of renormalised solutions to a class of energy-reaction-diffusion systems. The systems considered are motivated by thermodynamically consistent models, and their formal entropy…
Dispersion approach based on the constituent quark picture and its applications to weak decays of heavy mesons are reviewed. Meson interaction amplitudes are represented within this approach as relativistic spectral integrals over the mass…
We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…
We consider heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. A law of large numbers result is established as…
Let (X,T) be a dynamical system, where X is a compact metric space and T a continuous onto map. For weak Gibbs measures we prove large deviations estimates.
In this paper, we analyse the rate of convergence of a system of $N$ interacting particles with mean-field rank based interaction in the drift coefficient and constant diffusion coefficient. We first adapt arguments by Kolli and Shkolnikhov…
The large-time asymptotics of weak solutions to Maxwell--Stefan diffusion systems for chemically reacting fluids with different molar masses and reversible reactions are investigated. The diffusion matrix of the system is generally neither…
We study the thermo-acoustic wave propagation and reflection near the liquid-gas critical point. Specifically, we perform a numerical investigation of the acoustic responses in a near-critical fluid to thermal perturbations based on the…