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This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion with H > 1/2 and the fast component is a Markovian stationary process. Our solution mapping is defined based on the…

Probability · Mathematics 2026-04-29 Xiaoyu Yang , Yong Xu

Consider a system of particles performing branching Brownian motion with negative drift $\mu = \sqrt{2 - \epsilon}$ and killed upon hitting zero. Initially there is one particle at $x>0$. Kesten showed that the process survives with…

Probability · Mathematics 2015-05-19 Julien Berestycki , Nathanaël Berestycki , Jason Schweinsberg

We investigate the asymptotic behavior, as t goes to infinity, for a semilinear hyperbolic equation with asymptotically smal dissipation and convex potential. We prove that if the damping term behaves like K/t^\alpha for t large enough, k>0…

Analysis of PDEs · Mathematics 2014-12-23 Ramzi May

We construct an extension of the Lambda-coalescent to a spatial continuum and analyse its behaviour. Like the Lambda-coalescent, the individuals in our model can be separated into (i) a dust component and (ii) large blocks of coalesced…

Probability · Mathematics 2013-11-05 Nic Freeman

Consider the mutually catalytic branching process with finite branching rate $\gamma$. We show that as $\gamma\to\infty$, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give…

Probability · Mathematics 2010-10-20 Achim Klenke , Leonid Mytnik

Asymptotic velocity domination (AVD) posits that when back-propagated to the Big Bang generic cosmological spacetimes solve a drastically simplified version of the Einstein field equations, where all dynamical spatial gradients are absent…

General Relativity and Quantum Cosmology · Physics 2026-04-17 Max Niedermaier , Mahdi Sedighi Jafari

Applying a technique developed in a recent work[1] to calculate wavefunction evolution in a dissipative system with Ohmic friction, we show that the wavelength of the wavefunction decays exponentially, while the Brownian motion width…

Quantum Physics · Physics 2015-06-26 Li Hua Yu

We consider a pure death process $(Z(t), t\ge0)$ with death rates $\lambda_n$ satisfying the condition $\sum_{n=2}^\infty \lambda_n^{-1}<\infty$ of coming from infinity, $Z(0)=\infty$, down to an absorbing state $n=1$. We establish limit…

Probability · Mathematics 2016-08-01 Serik Sagitov , Thibaut France

We consider branching Brownian motion on the real line with absorption at zero, in which particles move according to independent Brownian motions with the critical drift of $-\sqrt{2}$. Kesten (1978) showed that almost surely this process…

Probability · Mathematics 2012-12-19 Julien Berestycki , Nathanael Berestycki , Jason Schweinsberg

This paper considers an infinite system of instantaneously coalescing rate one simple random walks on $\mathbb{Z}^2$, started from the initial condition with all sites in $\mathbb{Z}^2$ occupied. We show that the correlation functions of…

Probability · Mathematics 2019-05-16 Jamie Lukins , Roger Tribe , Oleg Zaboronski

We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…

Statistical Mechanics · Physics 2026-02-02 Pascal Grange , Linglong Yuan

We construct approximate solutions that will describe the last stage of cylindrically symmetric gravitational collapse of dust fluid. Just before the spacetime singularity formation, the speed of the dust fluid might be almost equal to the…

General Relativity and Quantum Cosmology · Physics 2016-08-31 Ken-ichi Nakao , Yoshiyuki Morisawa

The area swept out under a one-dimensional Brownian motion till its first-passage time is analysed using a backward Fokker-Planck technique. We obtain an exact expression of the area distribution for the zero drift case, and provide various…

Statistical Mechanics · Physics 2009-11-11 Michael J. Kearney , Satya N. Majumdar

A phenomenon of energy dissipation in Bose-Einstein condensates is studied based on a microscopic model for the motion of impurity. Critical velocities for onset of energy dissipation are obtained for periodic motions, such as a dipole-like…

Statistical Mechanics · Physics 2009-11-11 Jun Suzuki

Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…

Probability · Mathematics 2017-07-25 Robert Buckingham , Karl Liechty

We investigate the saturation regime of the condensing symmetric inclusion process on the discrete one-dimensional torus in the thermodynamical limit. In this regime, the total mass concentrates on a finite number of sites, forming…

Probability · Mathematics 2026-05-04 Seonwoo Kim , Claudio Landim

We present a new gradient-like dynamical system related to unconstrained convex smooth multiobjective optimization which involves inertial effects and asymptotic vanishing damping. To the best of our knowledge, this system is the first…

Optimization and Control · Mathematics 2024-03-28 Konstantin Sonntag , Sebastian Peitz

The inverse first passage time problem asks whether, for a Brownian motion $B$ and a nonnegative random variable $\zeta$, there exists a time-varying barrier $b$ such that $\mathbb{P}\{B_s>b(s),0\leq s\leq t\}=\mathbb{P}\{\zeta>t\}$. We…

Risk Management · Quantitative Finance 2014-01-16 Boris Ettinger , Steven N. Evans , Alexandru Hening

This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…

Condensed Matter · Physics 2016-10-26 Enrique Abad , Andreas Mielke

The nested Kingman coalescent describes the ancestral tree of a population undergoing neutral evolution at the level of individuals and at the level of species, simultaneously. We study the speed at which the number of lineages descends…

Probability · Mathematics 2018-03-28 Airam Blancas Benítez , Tim Rogers , Jason Schweinsberg , Arno Siri-Jégousse