Related papers: Martingale measure associated with the critical $2…
We investigate the thermodynamics of critical phenomena in Born-Infeld AdS black holes using a canonical ensemble. The critical behavior has been studied near the critical point which is characterized by a discontinuity in the heat capacity…
We consider the impact fragmentation of two spherical solid bodies sensitive to strain rate in a three-dimensional (3D) setting. We use both dimensional analysis and numerical simulations by smoothed-particle hydrodynamics (SPH) method to…
We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…
We study numerically the region above the critical temperature of the four dimensional Random Field Ising Model. Using a cluster dynamic we measure the connected and disconnected magnetic susceptibility and the connected and disconnected…
We show that a properly scaled stretched long Brownian chain converges to a two-parametric stochastic process, given by the sum of an explicit deterministic continuous function and the solution of the stochastic heat equation with zero…
In this paper, we have used the QUICK scheme of the finite volume method to investigate the problem of steady 2-D free convective incompressible flow with heat and mass transfer in an inclined rectangular domain at different Rayleigh…
We consider Bernoulli percolation on $\mathbb Z^d$ with $d>6$. We prove an up-to-constant estimate for the critical two-point function restricted to a half-space. This completes previous results of Chatterjee and Hanson (Commun. Pure Appl.…
This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…
The $d$-dimensional fractional Brownian motion (FBM for short) $B_t=((B_t^{(1)},...,B_t^{(d)}),t\in\mathbb{R})$ with Hurst exponent $\alpha$, $\alpha\in(0,1)$, is a $d$-dimensional centered, self-similar Gaussian process with covariance…
We study the stochastic heat equation in two spatial dimensions with a multiplicative white noise, as the limit of the equation driven by a noise that is mollified in space and white in time. As the mollification radius $ \varepsilon\to 0…
We consider a simple model of a stochastic heat engine, which consists of a single Brownian particle moving in a one-dimensional periodically breathing harmonic potential. Overdamped limit is assumed. Expressions of second moments…
The long wavelength diffusion coefficient of a critical fluid confined between two parallel plates separated by a distance L is strongly affected by the finite size. Finite size scaling leads us to expect that the vanishing of the diffusion…
We investigate the impact of the finite volume and the thermal fluctuations on the Critical End Point of the QCD phase diagram. To do so, we implement the super statistics framework with Gamma, $F$, and log-normal distributions and their…
In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…
We establish heat-kernel bounds and regularity estimates for the transition densities of the diffusion associated with the martingale problem corresponding to the generator of a formal multidimensional Brownian SDE with singular drift. As a…
The practicality of the stochastic network calculus (SNC) is often questioned on grounds of potential looseness of its performance bounds. In this paper it is uncovered that for bursty arrival processes (specifically Markov-Modulated On-Off…
The critical properties of an infinitely long Ising strip with finite width L joined periodically or antiperiodically are investigated by analyzing the distribution of partition function zeros. For periodic boundary condition, the the…
In this paper, we consider two-scale limits obtained with increasing homogenization periods, each period being an entire multiple of the previous one. We establish that, up to a measure preserving rearrangement, these two-scale limits form…
Steady statistics of a passive scalar advected by a random two-dimensional flow of an incompressible fluid is described in the range of scales between the correlation length of the flow and the diffusion scale. That corresponds to the…