Related papers: The stochastic Jacobi flow
The work investigates a model that combines a convection-diffusion-reaction equation for solute concentration with an unsteady Darcy-Brinkman equation for the flow field, including the Kortweg stress. Additionally, the flow field…
We prove a fluctuating limit theorem of a sequence of super-Brownian motions over $\mbb{R}$ with a single point catalyst. The weak convergence of the processes on the space of Schwarz distributions is established. The limiting process is an…
Binary constrained flows of soliton equations admitting $2\times 2$ Lax matrices have 2N degrees of freedom, which is twice as many as degrees of freedom in the case of mono-constrained flows. For their separation of variables only N pairs…
We develop a method of driving a Markov processes through a continuous flow. In particular, at the level of the transition functions we investigate an approach of adding a first order operator to the generator of a Markov process, when the…
In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory…
This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion with H > 1/2 and the fast component is a Markovian stationary process. Our solution mapping is defined based on the…
We analyze the Navier Stokes equation, and show that all non-viscous, irrotational flows are barotropic. As far as we know, this has never been stated in the literature before, and indirectly suggests that vorticity is required to make…
We apply the flow equation method for studying the fermion systems where pairing interactions can either trigger the BCS instability with the symmetry breaking manifested by the off-diagonal order parameter or lead to the gaped single…
We study Brownian loop soup clusters in $\mathbb{R}^3$ for an arbitrary intensity $\alpha>0$. We show the existence of a phase transition for the presence of unbounded clusters and study its basic properties. In particular, we show that,…
We re-derive the equations of motion of dissipative relativistic fluid dynamics from kinetic theory. In contrast to the derivation of Israel and Stewart, which considered the second moment of the Boltzmann equation to obtain equations of…
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
In a recent paper, with Drago and Pinamonti we have introduced a Wetterich-type flow equation for scalar fields on Lorentzian manifolds, using the algebraic approach to perturbative QFT. The equation governs the flow of the effective…
The main topic of these lecture notes is the continuum scaling limit of planar lattice models. One reason why this topic occupies an important place in the theory of probability and mathematical statistical physics is that scaling limits…
The recent extensive work on different approaches to the Schottky problem has produced marked progress on several fronts. At the same time, it has become apparent that there exist very close connections between the various characterizations…
The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes like decoherence, dissipation, particle creation, noise and fluctuation. We treat the case…
A new Jacobian approximation is developed for use in quasi-Newton methods for solving systems of nonlinear equations. The new hypersecant Jacobian approximation is intended for the special case where the evaluation of the functions whose…
We give an elementary proof of a celebrated theorem of Cappell, Lee and Miller which relates the Maslov index of a pair of paths of Lagrangian subspaces to the spectral flow of an associated path of selfadjoint first-order operators. We…
Steady states and traveling waves play a fundamental role in understanding hydrodynamic problems. Even when unstable, these states provide the bifurcation-theoretic explanation for the origin of the observed states. In turbulent…
This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a "junction", that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison…
In this note we investigate the behaviour of Brownian motion conditioned on a growth constraint of its local time which has been previously investigated by Berestycki and Benjamini. For a class of non-decreasing positive functions $f(t);…