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We study the convergence of $N-$particle systems described by SDEs driven by Brownian motion and Poisson random measure, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending…

Probability · Mathematics 2021-03-09 Xavier Erny , Eva Löcherbach , Dasha Loukianova

The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…

Probability · Mathematics 2014-07-14 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

The narrow and wide-angle parabolic equations for the quasi-monochromatic sound wave packets propagating in a waveguide with a non-stationary background flow are obtained. The results of numerical simulations are presented.

Atmospheric and Oceanic Physics · Physics 2009-09-02 M. Yu. Trofimov

The propagation of a quasi-harmonic electromagnetic wave in a bulk hyperbolic dielectric metamaterial is considered. If the group velocities dispersion is not taken into account, then wave propagation can be described either by the…

Pattern Formation and Solitons · Physics 2022-11-04 A. I. Maimistov

This paper is concerned with the inverse problem to recover the scalar, complex-valued refractive index of a medium from measurements of scattered time-harmonic electromagnetic waves at a fixed frequency. The main results are two…

Numerical Analysis · Mathematics 2017-02-09 Frederic Weidling , Thorsten Hohage

Propagation of waves through Cantor-set media is investigated by renormalization-group analysis. For specific values of wave numbers, transmission coefficients are shown to be governed by the logistic map, and in the chaotic region, they…

Mesoscale and Nanoscale Physics · Physics 2009-05-30 Kenta Esaki , Masatoshi Sato , Mahito Kohmoto

We consider the exit problem for small white noise perturbation of a smooth dynamical system on the plane in the neighborhood of a hyperbolic critical point. We show that if the distribution of the initial condition has a scaling limit then…

Probability · Mathematics 2015-05-19 Sergio Angel Almada Monter , Yuri Bakhtin

We study the propagation of waves in a medium in which the wave velocity fluctuates randomly in time. We prove that at long times, the statistical distribution of the wave energy is log-normal, with the average energy growing exponentially.…

Disordered Systems and Neural Networks · Physics 2021-09-01 R. Carminati , H. Chen , R. Pierrat , B. Shapiro

The viscously dominated, low Reynolds' number dynamics of multi-phase, compacting media can lead to nonlinear, dissipationless/dispersive behavior when viewed appropriately. In these systems, nonlinear self-steepening competes with wave…

Pattern Formation and Solitons · Physics 2014-01-31 Nicholas K. Lowman , Mark A. Hoefer

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

We discuss the properties of a large number N of one-dimensional (bounded) locally periodic potential barriers in a finite interval. We show that the transmission coefficient, the scattering cross section $\sigma$, and the resonances of…

Quantum Physics · Physics 2009-11-07 D. Bar , L. P. Horwitz

Travelling wave solutions of reaction-diffusion equations are widely used to model the spatial spread of populations and other phenomena in biology and physics. In this article, we reinterpret the classical variational principle approach…

Analysis of PDEs · Mathematics 2026-03-19 Rebecca M. Crossley , Carles Falco , Ruth E. Baker

We consider the wave propagation in media with step-like inhomogeneities. We choose two different protocols: (I) a step-like spatial dependence of the coupling constant that physically corresponds to the junction of two systems and (II) the…

Pattern Formation and Solitons · Physics 2020-10-23 Mariya Lizunova , Oleksandr Gamayun

Firstly, bilinear Fourier Restriction estimates --which are well-known for free waves-- are extended to adapted spaces of functions of bounded quadratic variation, under quantitative assumptions on the phase functions. This has applications…

Analysis of PDEs · Mathematics 2018-04-12 Timothy Candy , Sebastian Herr

We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…

Probability · Mathematics 2015-10-23 Kristina Schubert

We study the stochastic diffusive limit of a kinetic radiative transfer equation, which is non-linear, involving a small parameter and perturbed by a smooth random term. Under an appropriate scaling for the small parameter, using a…

Analysis of PDEs · Mathematics 2014-05-13 Arnaud Debussche , Sylvain De Moor , Julien Vovelle

This work considers the propagation of high-frequency waves in highly-scattering media where physical absorption of a nonlinear nature occurs. Using the classical tools of the Wigner transform and multiscale analysis, we derive semilinear…

Analysis of PDEs · Mathematics 2025-04-23 Joseph Kraisler , Wei Li , Kui Ren , John C. Schotland , Yimin Zhong

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

Probability · Mathematics 2012-07-06 Sandrine Dallaporta

The main objective of this paper is understanding the propagation laws obeyed by high-frequency limits of Wigner distributions associated to solutions to the Schroedinger equation on the standard d-dimensional torus T^{d}. From the point of…

Analysis of PDEs · Mathematics 2009-10-29 Fabricio Macia