相关论文: Hydrodynamic limit of move-to-front rules and sear…

In this work we address the open problem of high Reynolds number limit in hydrodynamic turbulence, which we modify by considering a vanishing random (instead of deterministic) viscosity. In this formulation, a small-scale noise propagates…

High frequency limit for most of wave phenomena is known as quasiclassical limit or ray optics limit. Propagation of waves in this limit is described in terms of wave fronts and rays. Wave front is a surface of constant phase whose points…

Using the Poisson bracket method, we construct the hydrodynamics of nuclear matter in the chiral limit, which describes the dynamics of all low-energy degrees of freedom, including the fluid-dynamical and pionic ones. The hydrodynamic…

There is an increasing need to develop a two-dimensional (2D) water entry model including the slamming and transition stages for the 2.5-dimensional (2.5D) method being used on the take-off and water landing of seaplanes, and for the strip…

The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…

We consider the spreading dynamics of the Fisher-KPP equation in a shifting environment, by analyzing the limit of the rate function of the solutions. For environments with a weak monotone condition, it was demonstrated in a previous paper…

The famous domino shuffling algorithm was invented to generate the domino tilings of the Aztec Diamond. Using the domino height function, we view the domino shuffling procedure as a discrete-time random height process on the plane. The…

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which…

We study a Markov process constructed from the P\'olya sum process, which yields a kind of spatial version of the Chinese restaurant process, where each 'table' is assigned a 'location'. This construction firstly allows a definition of…

Expressions for scaling limits of random walks, such as those obtained in several areas of the Probability theory literature, are of great significance in characterizing long term, stationary behavior of random processes. Presumably, in the…

We derive a quantitative version of the hydrodynamic limit for an interacting particle system inspired by integrate-and-fire neuron models. More precisely, we show that the $L^2$-speed of convergence of the empirical density of states in a…

In this paper, we prove the hydrodynamic limit for the ergodic dynamics of the Facilitated Exclusion Process with closed boundaries in the symmetric, asymmetric and weakly asymmetric regimes. For this, we couple it with a Simple Exclusion…

We establish the convergence of threshold dynamics-type approximation schemes to propagating fronts evolving according to an anisotropic mean curvature motion in the presence of a forcing term depending on both time and position, thus…

We propose a model for the dynamics of a limit order book in a liquid market where buy and sell orders are submitted at high frequency. We derive a functional central limit theorem for the joint dynamics of the bid and ask queues and show…

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

In this paper we consider a jump-diffusion dynamic whose parameters are driven by a continuous time and stationary Markov Chain on a finite state space as a model for the underlying of European contingent claims. For this class of processes…

We consider the diffusive limit of a typical pure-jump Markovian control problem as the intensity of the driving Poisson process tends to infinity. We show that the convergence speed is provided by the H\"older constant of the Hessian of…

We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…

We derive the Hydrodynamics for a system of N active, spherical, underdamped particles, interacting through conservative forces. At the microscopic level, we represent the evolution of the particles in terms of the Kramers equation for the…

In this article we extend earlier work on the jump-diffusion risk-sensitive asset management problem [SIAM J. Fin. Math. (2011) 22-54] by allowing jumps in both the factor process and the asset prices, as well as stochastic volatility and…