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We study a continuous time random walk $X$ in an environment of i.i.d. random conductances $\mu_e\in[1,\infty)$. We obtain heat kernel bounds and prove a quenched invariance principle for $X$. This holds even when…

Probability · Mathematics 2010-01-27 M. T. Barlow , J. -D. Deuschel

In this paper, we study the diffusive limit of the steady state radiative heat transfer system for non-homogeneous Dirichlet boundary conditions in a bounded domain with flat boundaries. A composite approximate solution is constructed using…

Analysis of PDEs · Mathematics 2022-11-01 Mohamed Ghattassi , Xiaokai Huo , Nader Masmoudi

What transpires from recent research is that temperatures and radiative forcing seem to be characterized by a linear trend with two changes in the rate of growth. The first occurs in the early 60s and indicates a very large increase in the…

Econometrics · Economics 2018-05-28 Dukpa Kim , Tatsushi Oka , Francisco Estrada , Pierre Perron

We study the equilibrium properties of an Ising model on a disordered random network where the disorder can be quenched or annealed. The network consists of four-fold coordinated sites connected via variable length one-dimensional chains.…

Statistical Mechanics · Physics 2015-06-22 Abdul N. Malmi-Kakkada , Oriol T. Valls , Chandan Dasgupta

When the variations of surface temperature are measured both spatially and temporally, analytical expressions that correctly account for multi-dimensional transient conduction can be applied. To enhance the accessibility of these accurate…

Instrumentation and Detectors · Physics 2024-12-03 David Buttsworth , Timothy Buttsworth

In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…

Probability · Mathematics 2016-09-30 Noufel Frikha , Arturo Kohatsu-Higa , Libo Li

We study various combinations of active diffusion with branching, as an extension of standard reaction-diffusion processes. We concentrate on the selection of the asymptotic wavefront speed for thermal run-and-tumble and for thermal active…

Statistical Mechanics · Physics 2020-05-22 Thibaut Demaerel , Christian Maes

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

Statistical Mechanics · Physics 2009-11-11 V. Bezuglyy , B. Mehlig , M. Wilkinson , K. Nakamura , E. Arvedson

Let M be a complete Riemannian manifold with a free cocompact Z^k-action. Let k(t,x,y) be the heat kernel on M. We compute the asymptotics of k(t,x,y) in the limit in which t goes to infinity and d(x,y) is comparable to sqrt{t}. We show…

dg-ga · Mathematics 2008-02-03 John Lott

Consider a random walk $S_n=\sum_{i=1}^n X_i$ with independent and identically distributed real-valued increments with zero mean, finite variance and moment of order $2 + \delta$ for some $\delta>0$. For any starting point $x\in \mathbb R$,…

Probability · Mathematics 2024-12-13 Ion Grama , Hui Xiao

An anisotropic random barrier model is presented, in which the transition probabilities in different directions have different probability density functions. At low temperatures, the anisotropic long--time diffusion coefficients, obtained…

Disordered Systems and Neural Networks · Physics 2009-11-10 Sebastian Bustingorry

The attenuation and quenching of H$_2$/O$_2$ detonations transmitted across a column of cylinders were studied experimentally and analytically at sub-atmospheric pressures. Two distinct transmission regimes were observed: successful…

Fluid Dynamics · Physics 2024-01-18 Hongxia Yang , Wentian Wang , Farzane Zangane , Kevin Cheevers , Logan Maley , Matei Radulescu

Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Brownian motion. This approach can be extended to general…

Probability · Mathematics 2020-05-29 Eustache Besançon , E Besanç On , Laurent Decreusefond , Pascal Moyal

We study theoretically diffusion of one-dimensional Frenkel excitons in J-aggregates at temperatures that are smaller or of the order of the J-band width. We consider an aggregate as an open linear chain with uncorrelated on-site (diagonal)…

Disordered Systems and Neural Networks · Physics 2007-05-23 A. V. Malyshev , V. A. Malyshev , F. Dominguez-Adame

In his Comment [see preceding Comment, Phys. Rev. A 82, 037601 (2010)] on the paper by Roux [Phys. Rev. A 79, 021608(R) (2009)], Rigol argued that the energy distribution after a quench is not related to standard statistical ensembles and…

Quantum Gases · Physics 2010-11-02 Guillaume Roux

We present a novel kernel regression framework for smoothing scalar surface data using the Laplace-Beltrami eigenfunctions. Starting with the heat kernel constructed from the eigenfunctions, we formulate a new bivariate kernel regression…

Computer Vision and Pattern Recognition · Computer Science 2016-06-30 Moo K. Chung , Anqi Qiu , Seongho Seo , Houri K. Vorperian

We consider a metric measure space with a local regular Dirichlet form. We establish necessary and sufficient conditions for upper heat kernel bounds with sub-diffusive space-time exponent to hold. This characterization is stable under…

Probability · Mathematics 2015-03-17 Sebastian Andres , Martin T. Barlow

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

We study the dynamics of a generalization of quantum coin walk on the line which is a natural model for a diffusion modified by quantum or interference effects. In particular, our results provide surprisingly simple explanations to…

Quantum Physics · Physics 2007-05-23 A. Wojcik , T. Luczak , P. Kurzynski , A. Grudka , M. Bednarska

Nash or Sobolev inequalities are known to be equivalent to ultracontractive properties of Markov semigroups, hence to uniform bounds on their kernel densities. In this work we present a simple and extremely general method, based on weighted…

Probability · Mathematics 2013-09-19 Dominique Bakry , François Bolley , Ivan Gentil , Patrick Maheux