Related papers: Central limit theorem for the Allen-Cahn equation …
We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…
In this talk I first review at an elementary level a selection of central limit theorems, including some lesser known cases, for sums and maxima of uncorrelated and correlated random variables. I recall why several of them appear in…
I examine some analytical properties of a nonlinear reaction-diffusion system that has been used to model the propagation of a wildfire. I establish global-in-time existence and uniqueness of bounded mild solutions to the Cauchy problem for…
A system of $N$ weakly interacting particles whose dynamics is given in terms of jump-diffusions with a common factor is considered. The common factor is described through another jump-diffusion and the coefficients of the evolution…
We consider a system of $d$ non-linear stochastic heat equations driven by an $m$-dimensional space-time white noise on $\mathbb{R}_+\times \mathbb{R}$. In this paper we study the asymptotic behavior of spatial averages over large intervals…
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…
This short note is devoted to establishing the almost sure central limit theorem for the parabolic/hyperbolic Anderson models driven by colored-in-time Gaussian noises, completing recent results on quantitative central limit theorems for…
We study a McKean--Vlasov equation arising from a mean-field model of a particle system with positive feedback. As particles hit a barrier they cause the other particles to jump in the direction of the barrier and this feedback mechanism…
Problems for partial differential equations coupled with dynamic boundary conditions can be viewed as a type of transmission problem between the bulk and its boundary. For the heat equation and the Allen-Cahn equation, various forms of such…
We consider the Cauchy problem of the nonlinear heat equation $u_t -\Delta u= u^{b},\ u(0,x)=u_0$, with $b\geq 2$ and $b\in \mathbb{N}$. We prove that initial data $u_0\in \mathcal{S}(\mathbb{R}^{n})$ (the Schwartz class)arbitrarily small…
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…
We consider the two- (2D) and three-dimensional (3D) Ising model on a square lattice at the critical temperature $T_c$, under Monte-Carlo spin flip dynamics. The bulk magnetisation and the magnetisation of a tagged line in the 2D Ising…
We consider the initial value problem for the thermal-diffusive combustion systems of the form: $u_{1,t}= Delta_{x}u_1 - u_1 u_2^m$, $u_{2,t}= d Delta_{x} u_2 + u_1 u_2^m$, $x in R^{n}$, $n geq 1$, $m geq 1$, $d > 1$, with bounded uniformly…
In this paper we consider a superprocess being a measure-valued diffusion corresponding to the equation $u_{t}=Lu+\alpha u-\beta u^{2}$, where $L$ is the infinitesimal operator of the \emph{Ornstein-Uhlenbeck process} and…
Models issued from ecology, chemical reactions and several other application fields lead to semi-linear parabolic equations with super-linear growth. Even if, in general, blow-up can occur, these models share the property that mass control…
This paper is mainly concerned with the large deviation principle of the fractional McKean-Vlasov stochastic reaction-diffusion equation defined on R^n with polynomial drift of any degree. We first prove the well-posedness of the underlying…
In this paper, we present an approach to characterising self-similar fast-reaction limits of systems with nonlinear diffusion. For appropriate initial data, in the fast-reaction limit as k tends to infinithy,spatial segregation results in…
In this paper, we study the spatial averages of the solution to the parabolic Anderson model driven by a space-time Gaussian homogeneous noise that is colored in time and space. We establish quantitative central limit theorems (CLT) of this…
Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…