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We study mixed-moment models (full zeroth moment, half higher moments) for a Fokker-Planck equation in one space dimension. Mixed-moment minimum-entropy models are known to overcome the zero net-flux problem of full-moment minimum entropy…

Mathematical Physics · Physics 2014-05-22 Florian Schneider , Graham Alldredge , Martin Frank , Axel Klar

In the Maxwell interaction model the collision rate is independent of the relative velocity of the colliding pair and, as a consequence, the collisional moments are bilinear combinations of velocity moments of the same or lower order. In…

Statistical Mechanics · Physics 2009-12-05 Andrés Santos

We show that the Cauchy Problem for a randomly forced, periodic multi-dimensional scalar first-order conservation law with additive or multiplicative noise is well-posed: it admits a unique solution, characterized by a kinetic formulation…

Analysis of PDEs · Mathematics 2014-02-25 Arnaud Debussche , Julien Vovelle

This paper concerns a long-range random walk in random environment in dimension $1+1$, where the environmental disorder is independent in space but has long-range correlations in time. We prove that two types of rescaled partition functions…

Probability · Mathematics 2024-10-02 Guanglin Rang , Jian Song , Meng Wang

Repeated sampling is a standard way to spend test-time compute, but its benefit is controlled by the latent distribution of correctness across examples, not by one-call accuracy alone. We study the binary correctness layer of repeated LLM…

Machine Learning · Computer Science 2026-05-08 Yi Liu

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

The crossing of a continuous phase transition gives rise to the formation of topological defects described by the Kibble-Zurek mechanism (KZM) in the limit of slow quenches. The KZM predicts a universal power-law scaling of the defect…

Statistical Mechanics · Physics 2023-05-04 Hua-Bi Zeng , Chuan-Yin Xia , Adolfo del Campo

We study the blow-up dynamics for the energy-critical 1-corotational wave maps problem with 2-sphere target. In arXiv:0911.0692, Rapha\"el and Rodnianski exhibited a stable finite time blow-up dynamics arising from smooth initial data. In…

Analysis of PDEs · Mathematics 2025-11-12 Uihyeon Jeong

We obtain several exact results for universal distributions involving the maximum of the Airy$_2$ process minus a parabola and plus a Brownian motion, with applications to the 1D Kardar-Parisi-Zhang (KPZ) stochastic growth universality…

Disordered Systems and Neural Networks · Physics 2017-12-13 Pierre Le Doussal

The Markov dynamics of interlaced particle arrays, introduced by A. Borodin and P. Ferrari in arXiv:0811.0682, is a classical example of (2+1)-dimensional random growth model belonging to the so-called Anisotropic KPZ universality class. In…

Probability · Mathematics 2022-03-01 Vincent Lerouvillois , Fabio Lucio Toninelli

In this paper, we first establish a new fractional magnetohydrodynamic (MHD) coupled flow and heat transfer model for a generalized second-grade fluid. This coupled model consists of a fractional momentum equation and a heat conduction…

Numerical Analysis · Mathematics 2022-11-29 Xiaoqing Chi , Hui Zhang , Xiaoyun Jiang

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

We establish the Freidlin--Wentzell Large Deviation Principle (LDP) for the Stochastic Heat Equation with multiplicative noise in one spatial dimension. That is, we introduce a small parameter $ \sqrt{\varepsilon} $ to the noise, and…

Probability · Mathematics 2021-03-19 Yier Lin , Li-Cheng Tsai

We consider a class of singular perturbations to the stochastic heat equation or semilinear variations thereof. The interesting feature of these perturbations is that, as the small parameter epsilon tends to zero, their solutions converge…

Probability · Mathematics 2010-09-21 Martin Hairer

We introduce a matrix version of the stochastic heat equation, the MSHE, and obtain its explicit invariant measure in spatial dimension $D=1$. We show that it is classically integrable in the weak-noise regime, in terms of the matrix…

Statistical Mechanics · Physics 2024-10-03 Alexandre Krajenbrink , Pierre Le Doussal

We study the nonlinear stochastic heat equation in the spatial domain $\mathbb {R}$, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on $\mathbb {R}$,…

Probability · Mathematics 2015-12-22 Le Chen , Robert C. Dalang

We study the anisotropic version of the Hastings-Levitov model AHL$(\nu)$. Previous results have shown that on bounded time-scales the harmonic measure on the boundary of the cluster converges, in the small-particle limit, to the solution…

Probability · Mathematics 2022-11-08 George Liddle , Amanda Turner

We consider directed polymers in random environment in the critical dimension $d = 2$, focusing on the intermediate disorder regime when the model undergoes a phase transition. We prove that, at criticality, the diffusively rescaled random…

Probability · Mathematics 2023-03-07 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

The dynamics of an infinite system of point particles in $\mathbb{R}^d$, which hop and interact with each other, is described at both micro- and mesoscopic levels. The states of the system are probability measures on the space of…

Probability · Mathematics 2012-08-21 Christoph Berns , Yuri kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…

Statistical Mechanics · Physics 2007-05-23 P. Garbaczewski
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