Related papers: Rates for maps and flows in a deterministic multid…
We propose a new application of random tensor theory to studies of non-linear random flows in many variables. Our focus is on non-linear resonant systems which often emerge as weakly non-linear approximations to problems whose linearized…
In this short note, we derive a system of two nonlocal equations for the water-wave problem following the work of [AFM06]. Specifically, we consider a fluid with a one-dimensional free surface for an irrotational fluid both with, and…
We provide a new methodology to simulate the first exit times of a vector of Brownian motions from an orthant. This new approach can be used to simulate the first exit times of dimension higher than two. When at least one Brownian motion…
This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval $[0, l]$, where both the fast and slow components are directly perturbed by additive noises. Under some regular…
In this paper, we study diagonal hyperbolic systems in one space dimension. Based on a new gradient entropy estimate, we prove the global existence of a continuous solution, for large and non-decreasing initial data. We remark that these…
We study variable-speed random walks on $\mathbb Z$ driven by a family of nearest-neighbor time-dependent random conductances $\{a_t(x,x+1)\colon x\in\mathbb Z, t\ge0\}$ whose law is assumed invariant and ergodic under space-time shifts. We…
The theory of traveling waves and spreading speeds is developed for time-space periodic monotone semiflows with monostable structure. By using traveling waves of the associated Poincar\'e maps in a strong sense, we establish the existence…
We formulate abstract conditions under which a suspension flow satisfies the local central limit theorem. We check the validity of these conditions for several systems including reward renewal processes, Axiom A flows, as well as the…
A variational representation for functionals of G-Brownian motion is established by a finite-dimensional approximate technique. As an application of the variational representation, we obtain a large deviation principle for stochastic flows…
We introduce exact methods for the simulation of sample paths of one-dimensional diffusions with a discontinuity in the drift function. Our procedures require the simulation of finite-dimensional candidate draws from probability laws…
A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…
Current is a characteristic feature of nonequilibrium systems. In stochastic systems, these currents exhibit fluctuations constrained by the rate of dissipation in accordance with the recently discovered thermodynamic uncertainty relation.…
In this paper we study the large time asymptotics of the flow of a dynamical system $X'=b(X)$ posed in the $d$-dimensional torus. Rather than using the classical unique ergodicity condition which is not fulfilled if $b$ vanishes at…
By employing the full counting statistics formalism, we characterize the first moment of energy that is exchanged during a generally non-Markovian evolution in non-driven continuous variables systems. In particular, we focus on the…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…
We study dynamical systems forced by a combination of random and deterministic noise and provide criteria, in terms of Lyapunov exponents, for the existence of random attractors with continuous structure in the fibres. For this purpose, we…
We present a common framework to study decay and exchanges rates in a wide class of dynamical systems. Several applications, ranging form the metric theory of continuons fractions and the Shannon capacity of contrained systems to the decay…
We consider certain one dimensional ordinary stochastic differential equations driven by additive Brownian motion of variance $\varepsilon ^2$. When $\varepsilon =0$ such equations have an unstable non-hyperbolic fixed point and the drift…
We consider space-time correlations in driven diffusive systems which undergo a fluctuation into a regime with an atypically large current or dynamical activity. For a single conserved mass we show that the spatio-temporal density…