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The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Probability · Mathematics 2015-10-20 Y. Belopolskaya , Y. Suhov

The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models. The process describes the position of a particle moving on the real line, alternatively with constant…

Statistics Theory · Mathematics 2008-12-02 Alessandro De Gregorio , Stefano M. Iacus

We consider independent long-range percolation models on locally finite vertex-transitive graphs. Using coupling ideas we prove strict monotonicity of the critical points with respect to local perturbations in the connection function,…

Probability · Mathematics 2025-10-31 Stein Andreas Bethuelsen , Christian Mönch

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

Probability · Mathematics 2014-06-24 Viktor Benes , Marketa Zikmundova

We review recent work on continuous quantum phase transitions in impurity models, both with fermionic and bosonic baths - these transitions are interesting realizations of boundary critical phenomena at zero temperature. The models with…

Statistical Mechanics · Physics 2015-06-24 Matthias Vojta

Modelling the first-order intensity function is one of the main aims in point process theory, and it has been approached so far from different perspectives. One appealing model describes the intensity as a function of a spatial covariate.…

Methodology · Statistics 2018-07-03 M. I. Borrajo , W. González-Manteiga , M. D. Martínez-Miranda

We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…

Chaotic Dynamics · Physics 2012-06-13 B. Mehlig , M. Wilkinson , V. Bezuglyy , K. Gustavsson , K. Nakamura

We use the inverse participation ratio based on the Husimi function to perform a phase space analysis of the Anderson model in one, two, and three dimensions. Important features of the quantum states remain observable in phase space in the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Andre Wobst , Gert-Ludwig Ingold , Peter Hänggi , Dietmar Weinmann

We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…

Statistics Theory · Mathematics 2026-03-18 Richard Nickl , Fanny Seizilles

In this paper, a phase-field based model under the framework of discrete unified gas-kinetic scheme (DUGKS) for incompressible multiphase fluid flows is proposed. Two kinetic models are constructed to solve the conservative Allen-Cahn (A-C)…

Computational Physics · Physics 2019-04-10 Zeren Yang , Chengwen Zhong , Congshan Zhuo

We discuss the non-equilibrium time evolution of the phase field in the sine-Gordon model using two very different approaches: the truncated Wigner approximation and the truncated conformal space approach. We demonstrate that the two…

Quantum Gases · Physics 2019-07-17 D. X. Horvath , I. Lovas , M. Kormos , G. Takacs , G. Zarand

This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…

Probability · Mathematics 2024-12-24 Célio Terra

The numerical solutions of nonlocal and local Boltzmann kinetic equations for the simulation of central heavy ion reactions are parameterized in terms of time dependent thermodynamical variables in the Fermi liquid sense. This allows one to…

Nuclear Theory · Physics 2009-11-06 Klaus Morawetz

We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…

Probability · Mathematics 2021-07-21 Watthanan Jatuviriyapornchai , Paul Chleboun , Stefan Grosskinsky

A model for ionic and electronic grain boundary transport through thin films, scales or membranes with columnar grain structure is introduced. The grain structure is idealized as a lattice of identical hexagonal cells - a honeycomb pattern.…

Materials Science · Physics 2017-05-05 M. P. Tautschnig , N. M. Harrison , M. W. Finnis

The formalism based on the equal-time Wigner function of the two-point correlation function for a quantized Klein--Gordon field is presented. The notion of the gauge-invariant Wigner transform is introduced and equations for the…

High Energy Physics - Phenomenology · Physics 2009-10-22 C. Best , P. Gornicki , W. Greiner

We propose a change detection method for the famous Cox--Ingersoll--Ross model. This model is widely used in financial mathematics and therefore detecting a change in its parameters is of crucial importance. We develop one- and two-sided…

Statistics Theory · Mathematics 2015-02-26 Gyula Pap , Tamás T. Szabó

We study the problem of the transformation of a given reactant species into an immiscible product species, as they flow through a chemically active porous medium. We derive the equation governing the evolution of the volume fraction of the…

Fluid Dynamics · Physics 2015-01-06 Alexandre Darmon , Michael Benzaquen , Thomas Salez , Olivier Dauchot

We study a diffuse interface model for the flow of two viscous incompressible Newtonian fluids in a bounded domain. The fluids are assumed to be macroscopically immiscible, but a partial mixing in a small interfacial region is assumed in…

Analysis of PDEs · Mathematics 2011-04-01 Helmut Abels

We study the thermodynamics of the one-dimensional extended Hubbard model at half-filling using a density-matrix renormalization group method applied to transfer matrices. We show that the various phase transitions in this system can be…

Strongly Correlated Electrons · Physics 2007-11-04 S. Glocke , A. Klümper , J. Sirker
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