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The number of excursions (finite paths starting and ending at the origin) having a given number of steps and obeying various geometric constraints is a classical topic of combinatorics and probability theory. We prove that the sequence…

Combinatorics · Mathematics 2013-12-10 Alin Bostan , Kilian Raschel , Bruno Salvy

The nonlinear equations describing phase ordering dynamics can be closed by assuming the existence of an underlying Gaussian stochastic field which is nonlinearly related to the observable order parameter field. We discuss the relation…

Condensed Matter · Physics 2009-10-22 C. Yeung , Y. Oono , A. Shinozaki

A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…

Classical Analysis and ODEs · Mathematics 2007-05-23 J. B. Sanders , N. M. Temme

Motion of a cylinder dynamically interacting with n point vortices in a perfect fluid is considered. A nonliniear Poisson structure and two integrals of motion are found. The equations of motion a priori are not Hamiltonian. For n=1, the…

Chaotic Dynamics · Physics 2007-05-23 A. V. Borisov , I. S. Mamaev

Modeling of a wide class of physical phenomena, such as crystal growth and flame propagation, leads to tracking fronts moving with curvature-dependent speed. When the speed is the curvature this leads to one of the classical degenerate…

Differential Geometry · Mathematics 2016-08-08 Tobias Holck Colding , William P. Minicozzi

We construct an example of a real plane analytic singular metric, degenerating only at the origin, such that any gradient trajectory (respectively to this singular metric) of some well chosen function spirals around the origin. The…

Classical Analysis and ODEs · Mathematics 2012-05-31 Vincent Grandjean

In this article we study the existence of solutions to a fourth-order nonlinear PDE related to crystal surface growth. The key difficulty in the equations comes from the mobility matrix, which depends on the gradient of the solution. When…

Analysis of PDEs · Mathematics 2025-01-31 Brock C. Price , Xiangsheng Xu

In this paper, we establish sample path large and moderate deviation principles for log-price processes in Gaussian stochastic volatility models, and study the asymptotic behavior of exit probabilities, call pricing functions, and the…

Mathematical Finance · Quantitative Finance 2019-06-17 Archil Gulisashvili

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

The inhomogeneous Muskat problem models the dynamics of an interface between two fluids of differing characteristics inside a non-uniform porous medium. We consider the case of a porous media with a permeability jump across a horizontal…

Analysis of PDEs · Mathematics 2021-10-05 Neel Patel , Nikhil Shankar

Mathieu equation is widely used to study several natural phenomenon. In this paper, we show that replacing the sinusoid in the Mathieu equation with a phasor can lead to solutions that behave in a totally different way. Solutions of Mathieu…

Plasma Physics · Physics 2010-06-11 Kushal Shah , Harishankar Ramachandran

Wallace (2022) has recently argued that a number of popular approaches to the measurement problem can't be fully extended to relativistic quantum mechanics and quantum field theory; Wallace thus contends that as things currently stand, only…

Quantum Physics · Physics 2023-04-26 Emily Adlam

We study the nature of the generating series of some models of walks with small steps in the three quarter plane. More precisely, we restrict ourselves to the situation where the group is infinite, the kernel has genus one, and the step set…

Combinatorics · Mathematics 2021-09-29 Thomas Dreyfus , Amélie Trotignon

We consider a Brownian motion on the plane with semipermeable membranes on n rays that have a common endpoint in the origin. We obtain the necessary and sufficient conditions for the process to reach the origin and we show that the…

Probability · Mathematics 2009-09-18 Olga V. Aryasova , Andrey Yu. Pilipenko

The theory of massive gravity possesses ambiguities when the spacetime metric evolves far from the non-dynamical fiducial metric used to define it. We explicitly construct a spherically symmetric example case where the metric evolves to a…

High Energy Physics - Theory · Physics 2013-11-28 Pierre Gratia , Wayne Hu , Mark Wyman

Any acceptable quantum gravity theory must allow us to recover the classical spacetime in the appropriate limit. Moreover, the spacetime geometrical notions should be intrinsically tied to the behavior of the matter that probes them. We…

General Relativity and Quantum Cosmology · Physics 2018-07-03 Yuri Bonder , Chryssomalis Chryssomalakos , Daniel Sudarsky

We give a general Gaussian bound for the first chaos (or innovation) of point processes with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply the general result to nonlinear Hawkes processes, providing…

Probability · Mathematics 2016-09-29 Giovanni Luca Torrisi

We give a straightforward and divergence free derivation of the equation of motion for a small but finite object in an arbitrary background using strong field point particle limit. The resulting equation becomes a generalized geodesic for a…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Takashi Fukumoto , Toshifumi Futamase , Yousuke Itoh

We discuss eternal inflation in context of classical probability spaces defined by a triplet: sample space, $\sigma$-algebra and probability measure. We show that the measure problem is caused by the countable additivity axiom applied to…

High Energy Physics - Theory · Physics 2016-03-29 Vitaly Vanchurin

Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…

Probability · Mathematics 2016-02-02 Krishna M. , Manjunath Krishnapur