Related papers: Tiny fluctuations of the averaging process around …
This is the second of two articles on the study of a particle system model that exhibits a Turing instability type effect. About the hydrodynamic quations obtained in \cite{CSL17a}, we find conditions under which Turing instability occurs…
We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…
We study the asymptotic distribution of the output of a stable Linear Time-Invariant (LTI) system driven by a non-Gaussian stochastic input. Motivated by longstanding heuristics in the stochastic describing function method, we rigorously…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…
We construct sub-grid scale models of incompressible fluids by considering expectations of semi-martingale Lagrangian particle trajectories. Our construction is based on the Lagrangian decomposition of flow maps into mean and fluctuation…
The periodization of a stationary Gaussian random field on a sufficiently large torus comprising the spatial domain of interest is the basis of various efficient computational methods, such as the classical circulant embedding technique…
A diffused interface model describing the evolution of two conterminous incompressible fluids in a porous medium is discussed. The system consists of the Cahn-Hilliard equation with Flory-Huggins logarithmic potential, coupled via surface…
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…
We present a method for the study of quantum fluctuations of dissipative structures forming in nonlinear optical cavities, which we illustrate in the case of a degenerate, type I optical parametric oscillator. The method consists in (i)…
We study large-scale height fluctuations of random stepped surfaces corresponding to uniformly random lozenge tilings of polygons on the triangular lattice. For a class of polygons (which allows arbitrarily large number of sides), we show…
The size-dependent liquid-vapor surface tension controls phase change, wetting, and transport at nanoscales, yet its first curvature correction, the Tolman length, remains difficult to determine. We develop a thermodynamic and…
Classically chaotic systems relax to coarse grained states of equilibrium. Here we numerically study the quantization of such bounded relaxing systems, in particular the quasi-periodic fluctuations associated with the correlation between…
We consider the hydrodynamic limit in the macroscopic regime of the coupled system of stochastic differential equations, $ d\lambda_t^i=\frac{1}{\sqrt{N}} dW_t^i - V'(\lambda_t^i) dt+ \frac{\beta}{2N} \sum_{j\not=i}…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
We discuss the local equilibration of closed systems using the relative purity, a paradigmatic information-theoretic distinguishability measure that finds applications ranging from quantum metrology to quantum speed limits. First we obtain…
We investigate non-equilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface…
In the averaging process on a graph $G = (V, E)$, a random mass distribution $\eta$ on $V$ is repeatedly updated via transformations of the form $\eta_{v}, \eta_{w} \mapsto (\eta_{v} + \eta_{w})/2$, with updates made according to…
We consider a linear elliptic system in divergence form with random coefficients and study the random fluctuations of large-scale averages of the field and the flux of the solution operator. In the context of the random conductance model,…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…