相关论文: Hydrodynamic limit of move-to-front rules and sear…
We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…
In this article, we consider the ABC model in contact with slow/fast reservoirs. In this model, there is at most one particle per site, which can be of type $\alpha\in\{A,B,C\}$ and particles exchange positions in the discrete set of points…
We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…
Invasion fronts in ecology are well studied but very few mathematical results concern the case with variable motility (possibly due to mutations). Based on an apparently simple reaction-diffusion equation, we explain the observed phenomena…
We study the hydrodynamic limit of SSEP with slow boundaries on hypercubes in dimension at least two. The hydrodynamic limit equation is shown to be a heat equation with three different types of boundary conditions according to the slowness…
We treat the guiding-center dynamics in a varying external Maxwell field using a relativistically covariant action principle which reproduces the known Vandervoort expression for the drift velocity and extends it to curved spacetime. We…
In hydrodynamical modelling of ultrarelativistic heavy-ion collisions the freeze-out is typically assumed to take place on a surface of constant temperature or energy density. In this work we apply a dynamical freeze-out criterion, which…
Turbulent flows, ubiquitous in nature and engineering, comprise fluctuations over a wide range of spatial and temporal scales. While flows with fluctuations in thermodynamic variables are much more common, much less is known about these…
We present an approach to the dynamic valuation of exposure risks in the multi-period setting, which incorporates a dynamic and multiple diversification of risks in Pareto optimal sense. This approach extends classical indifference premium…
We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…
In this paper, we are concerned with a class of conservative systems including asymmetric exclusion processes and zero-range processes as examples, where some particles are initially placed on $N$ positions. A particle jumps from a position…
This paper considers the asymptotic limit of small aspect ratio between vertical and horizontal spatial scales for viscous isothermal compressible flows. In particular, it is observed that fast vertical acoustic waves arise and induce an…
We consider the pricing of derivatives written on accumulated marks, such as weather derivatives or aggregate loss claims, using a self-exciting marked point process. The jump intensity mean-reverts between events and increases at jump…
In this paper we study the hydrodynamic limit of a B.G.K. like kinetic model on domains with boundaries via $BV_{loc}$ theory. We obtain as a consequence existence results for scalar multidimensional conservation laws with kinetic boundary…
The collective non-equilibrium dynamics of multi-component mixtures of interacting active (self-propelled) and passive (diffusive) particles have garnered great interest in the physics community. However, the mathematical understanding of…
One popular approach to model the limit order books dynamics of the best bid and ask at level-1 is to use the reduced-form diffusion approximations. It is well known that the biggest contributing factor to the price movement is the…
We address the hydrodynamics of operator spreading in interacting integrable lattice models. In these models, operators spread through the ballistic propagation of quasiparticles, with an operator front whose velocity is locally set by the…
This research addresses the challenge of performing search missions in dynamic environments, particularly for drifting targets whose movement is dictated by a flow field. This is accomplished through a dynamical system that integrates two…
We develop a general hydrodynamic theory describing a system of interacting actively propelling particles of arbitrary shape suspended in a viscous fluid. We model the active part of the particle motion using a slip velocity prescribed on…
A fourth-order nonlinear evolution equation is derived from a microscopic model for surface diffusion, namely, the continuum solid-on-solid model. We use the method developed by Varadhan for the computation of hydrodynamic scaling limit of…