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We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…

Probability · Mathematics 2023-10-04 Gioia Carinci , Chiara Franceschini , Rouven Frassek , Cristian Giardinà , Frank Redig

The axisymmetric deformation and motion of interacting droplets in an imposed temperature gradient is considered using boundary-integral techniques for slow viscous motion. Results showing temporal drop motion, deformations and separation…

Fluid Dynamics · Physics 2007-05-23 V. Berejnov , O. M. Lavrenteva , A. Nir

Fix a strictly increasing right continuous with left limits function $W: \bb R \to \bb R$ and a smooth function $\Phi : [l,r] \to \bb R$, defined on some interval $[l,r]$ of $\bb R$, such that $0<b \le \Phi'\le b^{-1}$. We prove that the…

Probability · Mathematics 2009-11-13 Tertuliano Franco , Claudio Landim

We consider a system of random walks in a random environment interacting via exclusion. The model is reversible with respect to a family of disordered Bernoulli measures. Assuming some weak mixing conditions, it is shown that, under…

Probability · Mathematics 2007-05-23 Jeremy Quastel

We construct a dynamical model for high-energy heavy-ion collision based on the relativistic resistive magneto-hydrodynamic framework. Using our newly developed (3+1)-dimensional relativistic resistive magneto-hydrodynamics code, we…

Nuclear Theory · Physics 2023-01-18 Kouki Nakamura , Takahiro Miyoshi , Chiho Nonaka , Hiroyuki R. Takahashi

Using a path integral approach, we derive and study the hydrodynamic equations and large deviation functions for three active lattice gases. After a review of the path integral for master equations, we first look at a one dimensional model…

Statistical Mechanics · Physics 2024-12-17 Luke Neville

We present a method of deriving two boundary conditions at a thin membrane for diffusion from experimental data. This method can be really useful in complex membrane systems in which we do not know mechanisms of processes occurring within…

Statistical Mechanics · Physics 2018-08-01 Katarzyna D. Lewandowska , Tadeusz Kosztołowicz

We provide Large Deviation estimates for the bridge of a $d$-dimensional general diffusion process as the conditioning time tends to $0$ and apply these results to the evaluation of the asymptotics of its exit time probabilities. We are…

Probability · Mathematics 2014-06-19 Paolo Baldi , Lucia Caramellino , Maurizia Rossi

We address several concerns related to the derivation of drift-ordered fluid equations. Starting from a fully Galilean invariant fluid system, we show how consistent sets of perturbative drift-fluid equations in the case of a isothermal…

Plasma Physics · Physics 2019-03-27 Jakob Gath , Matthias Wiesenberger

We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…

Statistical Mechanics · Physics 2018-10-02 Paul Chleboun , Stefan Grosskinsky , Andrea Pizzoferrato

In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…

Dynamical Systems · Mathematics 2008-08-07 Wei Wang , Jinqiao Duan

We study the scaling limits of stochastic gradient descent (SGD) with constant step-size in the high-dimensional regime. We prove limit theorems for the trajectories of summary statistics (i.e., finite-dimensional functions) of SGD as the…

Machine Learning · Statistics 2023-08-21 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

We utilize the fluid-gravity duality to investigate the large order behavior of hydrodynamic gradient expansion of the dynamics of a gauge theory plasma system. This corresponds to the inclusion of dissipative terms and transport…

High Energy Physics - Theory · Physics 2013-05-27 Michal P. Heller , Romuald A. Janik , Przemyslaw Witaszczyk

We provide sharp Large Deviation estimates for the probability of exit from a domain for the bridge of a $d$-dimensional general diffusion process $X$, as the conditioning time tends to $0$. This kind of results is motivated by applications…

Probability · Mathematics 2015-09-23 Paolo Baldi , Lucia Caramellino , Maurizia Rossi

Asymmetric exclusion processes with locally reversible kinetic constraints are introduced to investigate the effect of non-conservative driving forces in athermal systems. At high density they generally exhibit rheological-like behavior,…

Statistical Mechanics · Physics 2008-07-25 Mauro Sellitto

The concept of integrable boundary conditions is applied to hydrodynamic type systems. Examples of such boundary conditions for dispersionless Toda systems are obtained. The close relation of integrable boundary conditions with integrable…

Exactly Solvable and Integrable Systems · Physics 2015-05-13 Metin Gurses , Ismagil Habibullin , Kostyantyn Zheltukhin

We consider hydrodynamic scaling limits for a class of reversible interacting particle systems, which includes the symmetric simple exclusion process and certain zero-range processes. We study a (non-quadratic) microscopic action functional…

Mathematical Physics · Physics 2018-12-19 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

We study the large space and time scale behavior of a totally asymmetric, nearest-neighbor exclusion process in one dimension with random jump rates attached to the particles. When slow particles are sufficiently rare the system has a phase…

Probability · Mathematics 2007-05-23 Ilie Grigorescu , Min Kang , Timo Seppalainen

The objective of this dissertation is to prove a scaling limit for the exit of a domain problem of a small noise system with underlying hyperbolic dynamics. In this case, Large Deviation kind of estimates fail to provide a complete picture…

Probability · Mathematics 2011-10-12 Sergio Angel Almada Monter

We extend the usual hydrodynamic description of the symmetric exclusion process by keeping track of collision events corresponding to jumps into already occupied sites, thereby quantifying the dissipated part of the microscopic activity…

Probability · Mathematics 2025-12-24 Mario Ayala , D. R. Michiel Renger
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