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

In a recent paper by Grunewald et.al., a new method to study hydrodynamic limits was developed for reversible dynamics. In this work, we generalize this method to a family of non-reversible dynamics. As an application, we obtain…

We prove quenched hydrodynamic limit under hyperbolic time scaling for bounded attractive particle systems on $\Z$ in random ergodic environment. Our result is a strong law of large numbers, that we illustrate with various examples.

We analytically and numerically investigate the determining factors of the slip front propagation (SFP) velocity. The slip front has two forms characterized by intruding or extruding front. We assume a 1D viscoelastic medium on a rigid and…

We prove the hydrodynamic limit of a totally asymmetric zero range process on a torus with two lanes and randomly oriented edges. The asymmetry implies that the model is non-reversible. The random orientation of the edges is constructed in…

We study the problem of option replication under constant proportional transaction costs in models where stochastic volatility and jumps are combined to capture the market's important features. Assuming some mild condition on the jump size…

We establish multi-scale convergence theory for a class of Hamilton-Jacobi PDEs in space of probability measures. They arise from context of hydrodynamic limit of N-particle deterministic action minimizing (global) Lagrangian dynamics. From…

Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…

We study the hydrodynamic limit for some conservative particle systems with degenerate rates, namely with nearest neighbor exchange rates which vanish for certain configurations. These models belong to the class of {\sl kinetically…

We study the asymptotic behaviour of the symmetric zero-range process in the finite lattice $\{1,\ldots, N-1\}$ with slow boundary, in which particles are created at site $1$ or annihilated at site $N\!-\!1$ with a rate proportional to…

Hydrodynamic behavior is a general feature of interacting systems with many degrees of freedom constrained by conservation laws. To date hydrodynamic scaling in relativistic quantum systems has been observed in many high energy settings,…

Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…

We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time…

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

We derive the exact relation for the energy transfer in three-dimensional compressible two-fluid plasma turbulence. In the long-time limit, we obtain an exact law which expresses the scale-to-scale average energy flux rate in terms of two…

Hydrodynamic equations for a one-component plasma are derived as a generalization of the Euler equations to include the effects of the long-range Coulomb interaction. By using a variational principle, these equations self-consistently unify…

This paper addresses uphill transport (defined as a regime in which particle flow is opposite to the prescriptions of Fick's diffusion) in drift-diffusion particle transport constrained by volume exclusion. Firstly, we show that the…

We present a proof of the hydrodynamic limit of independent quantum random walks evolving on Z.

This paper presents our study of the asymptotic behavior of a two-component system of Brownian motions undergoing certain singular interactions. In particular, the system is a combination of two different types of particles and the…

We scrutinize the hydrodynamic approach for calculating dynamical correlations in one-dimensional superfluids near integrability and calculate the characteristic time scale {\tau} beyond which this approach is valid. For time scales shorter…

In hydrodynamical modeling of the ultrarelativistic heavy-ion collisions the freeze-out is typically performed at a constant temperature or density. In this work we apply a dynamical freeze-out criterion, which compares the hydrodynamical…