Related papers: Exact solution of stochastic directed sandpile mod…
We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…
We define two general classes of nonabelian sandpile models on directed trees (or arborescences) as models of nonequilibrium statistical phenomena. These models have the property that sand grains can enter only through specified reservoirs,…
We investigate a set of directed sandpile models on the Apollonian network, which are inspired on the work by Dhar and Ramaswamy (PRL \textbf{63}, 1659 (1989)) for Euclidian lattices. They are characterized by a single parameter $q$, that…
We consider stochastic equations of the prototype $du(t,x) =(\Delta u(t,x)+u(t,x)^{1+\beta})dt+\kappa u(t,x) dW_{t}$ on a smooth domain $D\subset \mathord{\rm I\mkern-3.6mu R\:}^d$, with Dirichlet boundary condition, where $\beta$, $\kappa$…
We outline a general strategy developed for the analysis of critical models, which we apply to obtain a heuristic classification of all universality classes with up to three field-theoretical scalar order parameters in $d=6-\epsilon$…
Dimensional correspondences have a long history in critical phenomena. Here, we review the effective dimension approach, which relates the scaling exponents of a critical system in $d$ spatial dimensions with power-law decaying interactions…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
We solve exactly a special case of the anisotropic directed bond percolation problem in three dimensions, in which the occupation probability is 1 along two spatial directions, by mapping it to a five-vertex model. We determine the…
We study a model of ``organized'' criticality, where a single avalanche propagates through an \textit{a priori} static (i.e., organized) sandpile configuration. The latter is chosen according to an i.i.d. distribution from a Borel…
This paper is addressed to studying the exact controllability for stochastic transport equations by two controls: one is a boundary control imposed on the drift term and the other is an internal control imposed on the diffusion term. By…
With a toppling rule which generates metastable sites, we explore the properties of a gradient-driven sandpile that is minimally perturbed at one boundary. In two dimensions we find that the transport of grains takes place along deep…
In this paper, we derive sufficient and necessary maximum principles for a stochastic optimal control problem where the system state is given by a controlled stochastic differential equation with default. We prove existence of a unique…
The abelian sandpile model is a simple combinatorial model for critical behaviour which has the "abelian property" that the order in which we make moves does not change the final outcome of the game. This might seem to restrict the model's…
We study distributions of dissipative and nondissipative avalanches in Manna's stochastic sandpile, in one and two dimensions. Our results lead to the following conclusions: (1) avalanche distributions, in general, do not follow simple…
This paper is a continuation of Part I of this project, where we developed a new local well-posedness theory for nonlinear stochastic PDEs with Gaussian noise. In the current Part II we consider blow-up criteria and regularization…
We construct a $d$-dimensional Eddy Damped Quasi-Normal Markovian (EDQNM) Closure Model to study dynamo action in arbitrary dimensions. In particular, we find lower $d_L$ and upper $d_U$ critical dimensions for sustained dynamo action in…
Finite-size scaling above the upper critical dimension is a long-standing puzzle in the field of Statistical Physics. Even for pure systems various scaling theories have been suggested, partially corroborated by numerical simulations. In…
A new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that these…
This paper examines convergence and stability of the two classes of theta-Milstein schemes for stochastic differential equations (SDEs) with non-global Lipschitz continuous coefficients: the split-step theta-Milstein (SSTM) scheme and the…
Sandpile models with conserved number of particles (also called fixed energy sandpiles) may undergo phase transitions between active and absorbing states. We generalize the Manna sandpile model with fixed number of particles, introducing a…