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Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

Statistics Theory · Mathematics 2018-09-07 Christophe Andrieu , James Ridgway , Nick Whiteley

We study billiard dynamics inside an ellipse for which the axes lengths are changed periodically in time and an $O(\delta)$-small quartic polynomial deformation is added to the boundary. In this situation the energy of the particle in the…

Dynamical Systems · Mathematics 2018-09-27 Carl P. Dettmann , Vitaly Fain , Dmitry Turaev

A finite horizon optimal stopping problem for an infinite dimensional diffusion $X$ is analyzed by means of variational techniques. The diffusion is driven by a SDE on a Hilbert space $\mathcal{H}$ with a non-linear diffusion coefficient…

Optimization and Control · Mathematics 2015-02-03 M. B. Chiarolla , T. De Angelis

We report a dynamical phase transition from integrability to non-integrability in a simple oval-like billiard with boundary $R(\theta)=1+\epsilon\cos(p\theta)$. For $\epsilon=0$, the phase space is {\it foliated} by invariant curves…

We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…

Probability · Mathematics 2016-03-22 Pierre Del Moral , Denis Villemonais

In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…

Probability · Mathematics 2025-07-01 Chetan D. Pahlajani

We consider a drift-diffusion model, with an unknown function depending on the spatial variable and an additional structural variable, the amount of ingested lipid. The diffusion coefficient depends on this additional variable. The drift…

Analysis of PDEs · Mathematics 2023-05-10 Cosmin Burtea , Nicolas Meunier , Clément Mouhot

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

Probability · Mathematics 2011-05-25 Angelika Rohde , Claudia Strauch

Spiral waves are a ubiquitous feature of the nonequilibrium dynamics of a great variety of excitable systems. In the limit of a large separation in timescale between fast excitation and slow recovery, one can reduce the spiral problem to…

patt-sol · Physics 2009-10-30 David A. Kessler , Herbert Levine

We analyse the impact of temperature on the diffusion coefficient of an inertial Brownian particle moving in a symmetric periodic potential and driven by a symmetric time-periodic force. Recent studies have revealed the low friction regime…

Statistical Mechanics · Physics 2023-06-28 I. G. Marchenko , V. Aksenova , I. I. Marchenko , J. Łuczka , J. Spiechowicz

We study stochastic billiards in infinite planar domains with curvilinear boundaries: that is, piecewise deterministic motion with randomness introduced via random reflections at the domain boundary. Physical motivation for the process…

Probability · Mathematics 2008-08-30 Mikhail V. Menshikov , Marina Vachkovskaia , Andrew R. Wade

This paper is concerned with the study of one-body dissipation effects in idealized models resembling a nucleus. In particular, we study the quantum mechanics of a free particle that collides elastically with the slowly moving walls of a…

chao-dyn · Physics 2016-08-15 M. J. Sánchez , E. Vergini , D. A. Wisniacki

We present a dynamical analysis of a classical billiard chain -- a channel with parallel semi-circular walls, which can serve as a model for a bended optical fiber. An interesting feature of this model is the fact that the phase space…

Chaotic Dynamics · Physics 2009-11-11 Martin Horvat , Tomaz Prosen

We design a computational experiment in which a quantum particle tunnels into a billiard of variable shape and scatters out of it through a double-slit opening on the billiard's base. The interference patterns produced by the scattered…

Chaotic Dynamics · Physics 2015-05-19 Zoran Levnajić , Tomaž Prosen

We introduce a class of convex, higher-dimensional billiard models which generalise stadium billiards. These models correspond to the free motion of a point-particle in a region bounded by cylinders cut by planes. They are motivated by…

Chaotic Dynamics · Physics 2013-02-07 Thomas Gilbert , David P. Sanders

We explore the effect of discounting and experimentation in a simple model of interacting adaptive agents. Agents belong to either of two types and each has to decide whether to participate a game or not, the game being profitable when…

Physics and Society · Physics 2009-11-13 Damien Challet , Andrea De Martino , Matteo Marsili

It is well known that the Liverani-Saussol-Vaienti map satisfies a central limit theorem for H\"older observables in the parameter regime where the correlations are summable. We show that when $C^2$ observables are considered, the variance…

Dynamical Systems · Mathematics 2022-09-22 Fanni M. Sélley

Billiards tables - a minimal model for particles moving in a confined region - are known to present classical (and quantum) different features according to their shape, ranging from strongly chaotic to integrable dynamics. Here we consider…

Chaotic Dynamics · Physics 2026-05-13 Roberto Artuso , Matteo Burlo

Deposits of dipolar particles are investigated by means of extensive Monte Carlo simulations. We found that the effect of the interactions is described by an initial, non-universal, scaling regime characterized by orientationally ordered…

Statistical Mechanics · Physics 2009-11-10 F. de los Santos , J. M. Tavares , M. Tasinkevych , M. M. Telo da Gama

We study the dynamics of billiard models with a modified collision rule: the outgoing angle from a collision is a uniform contraction, by a factor lambda, of the incident angle. These pinball billiards interpolate between a one-dimensional…

Dynamical Systems · Mathematics 2009-06-11 Aubin Arroyo , Roberto Markarian , David P. Sanders