Related papers: Superdiffusive limits for Bessel-driven stochastic…
The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of…
We establish the anomalous mean dissipation rate of energy in the inviscid limit for a stochastic shell model of turbulent fluid flow. The proof relies on viscosity independent bounds for stationary solutions and on establishing ergodic and…
A one-dimensional Hamiltonian system with exponential interactions perturbed by a conservative noise is considered. It is proved that energy superdiffuses and upper and lower bounds describing this anomalous diffusion are obtained
The stochastic dynamics of tracers arising from hydrodynamic fluctuations in a driven electrolyte is studied using a self-consistent field-theory framework in all dimensions. A plethora of scaling behaviour that includes two distinct…
Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…
The emergence of distinctly sub-diffusive scaling in the vicinity of an anomalous non-thermal fixed point is discussed in a quasi-two-dimensional dipolar Bose gas in the superfluid phase, carrying ensembles of vortices and antivortices with…
We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…
Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…
In this work we explore the limiting dynamics of deep neural networks trained with stochastic gradient descent (SGD). As observed previously, long after performance has converged, networks continue to move through parameter space by a…
Anomalous scaling in the statistics of an active scalar in homogeneous turbulent convection is studied using a dynamical shell model. We extend refined similarity ideas for homogeneous and isotropic turbulence to homogeneous turbulent…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
We track the motion of a horizontally vibrated amorphous assembly of bidisperse hard disks, for densities ranging across the jamming transition. We derive on very general grounds a bound on the dynamical susceptibility in terms of the…
We report on the anomalous behavior of control pulses for spins under spin-spin relaxation and subject to classical noise with a singular autocorrelation function. This behavior is not detected for noise with analytic autocorrelation…
We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…
We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…
By analyzing two Kinetically Constrained Models of supercooled liquids we show that the anomalous transport of a driven tracer observed in supercooled liquids is another facet of the phenomenon of dynamical heterogeneity. We focus on the…
Non-interferometric experiments have been successfully employed to constrain models of spontaneous wave function collapse, which predict a violation of the quantum superposition principle for large systems. These experiments are grounded on…