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Steady incompressible potential flows of an inviscid or viscous fluid are considered in infinite N-dimensional cylinders with tangential boundary conditions. We show that such flows, if away from stagnation, are constant and parallel to the…

Analysis of PDEs · Mathematics 2025-02-25 François Hamel , Aram Karakhanyan

We study the probability distribution $P(X_N=X,N)$ of the total displacement $X_N$ of an $N$-step run and tumble particle on a line, in presence of a constant nonzero drive $E$. While the central limit theorem predicts a standard Gaussian…

Statistical Mechanics · Physics 2020-05-01 Giacomo Gradenigo , Satya N. Majumdar

Motivated by metastability in the zero-range process, we consider i.i.d.\ random variables with values in $\N_0$ and Weibull-like (stretched exponential) law $\mathbb P(X_i =k) = c \exp( - k^\alpha)$, $\alpha \in (0,1)$. We condition on…

Probability · Mathematics 2024-05-28 Sabine Jansen

We prove that multidimensional diffusions in random environment have a limiting velocity which takes at most two different values. Further, in the two-dimensional case we show that for any direction, the probability to escape to infinity in…

Probability · Mathematics 2007-05-23 Laurent Goergen

We generalize Tutte's integer flows and the $d$-dimensional Euclidean flows of Mattiolo, Mazzuoccolo, Rajn\'{i}k, and Tabarelli to \emph{$d$-dimensional $p$-normed nowhere-zero flows} and define the corresponding flow index $\phi_{d,p}(G)$…

Combinatorics · Mathematics 2026-01-21 Chenxing Li , Jiaao Li , Rong Luo , Bo Su

We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…

Statistical Mechanics · Physics 2015-06-18 A. Donev , T. G. Fai , E. Vanden-Eijnden

We study the length of cycles in the model of spatial random permutations in Euclidean space. In this model, for given length $L$, density $\rho$, dimension $d$ and jump density $\varphi$, one samples $\rho L^d$ particles in a…

Probability · Mathematics 2019-02-12 Dor Elboim , Ron Peled

In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…

Analysis of PDEs · Mathematics 2014-03-05 Stefan Adams , Nicolas Dirr , Mark A. Peletier , Johannes Zimmer

We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…

Probability · Mathematics 2007-05-23 Fabrice Gamboa , Li-Vang Lozada-Chang

We provide a formula to compute the volume of the intersection of a generalized cylinder with a hyperplane. Then we prove an integral inequality involving Bessel functions similar to Keith Ball's well-known inequality. Using this inequality…

Metric Geometry · Mathematics 2017-05-15 Hauke Dirksen

Let $\{Z_n\}_{n\geq 0 }$ be a $d$-dimensional supercritical branching random walk started from the origin. Write $Z_n(S)$ for the number of particles located in a set $S\subset\mathbb{R}^d$ at time $n$. Denote by…

Probability · Mathematics 2023-07-19 Shuxiong Zhang

We show that the distribution of times for a diffusing particle to first hit an absorber is \emph{independent} of the direction of an external flow field, when we condition on the event that the particle reaches the target for flow away…

Statistical Mechanics · Physics 2024-03-26 P. L. Krapivsky , S. Redner

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

We consider the first passage percolation model in Z2 with a distribution F for 0 < F (0) < pc. In this paper, we solve the height problem.

Probability · Mathematics 2021-03-03 Yu Zhang

Percolation is a concept widely used in many fields of research and refers to the propagation of substances through porous media (e.g., coffee filtering), or the behaviour of complex networks (e.g., spreading of diseases). Percolation…

Soft Condensed Matter · Physics 2015-12-02 Wolf B. Dapp , Martin H. Müser

We study the escape rate of diffusion process with two approaches. We first give an upper rate function for the diffusion process associated with a symmetric, strongly local regular Dirichlet form. The upper rate function is in terms of the…

Probability · Mathematics 2013-10-16 Shunxiang Ouyang

Consider $\Xi$ a homogeneous Poisson point process on $\mathbb{R}^d$ ($d\geq 2$) with unit intensity with respect to the Lebesgue measure. For $\varepsilon\geq 0$, we define the Boolean model $\Sigma_{p, \varepsilon}$ as the union of the…

Probability · Mathematics 2025-02-11 Anne-Laure Basdevant , Jean-Baptiste Gouéré , Marie Théret

We consider a model of long-range first-passage percolation on the $d$ dimensional square lattice $Z^d$ in which any two distinct vertices $x, y \in Z^d$ are connected by an edge having exponentially distributed passage time with mean…

Probability · Mathematics 2015-03-04 Shirshendu Chatterjee , Partha S. Dey

For axisymmetric flows without swirl and compactly supported initial vorticity, we prove the upper bound of $t^{4/3}$ for the growth of the vorticity maximum, which was conjectured by Childress [Phys. D, 2008] and supported by numerical…

Analysis of PDEs · Mathematics 2025-03-20 Deokwoo Lim , In-Jee Jeong

Current is a characteristic feature of nonequilibrium systems. In stochastic systems, these currents exhibit fluctuations constrained by the rate of dissipation in accordance with the recently discovered thermodynamic uncertainty relation.…

Statistical Mechanics · Physics 2017-10-30 Todd R. Gingrich , Jordan M. Horowitz