相关论文: Drift of phase fluctuations in the ABC model
We study asymptotic properties of conditional least squares estimators for the drift parameters of two-factor affine diffusions based on continuous time observations. We distinguish three cases: subcritical, critical and supercritical. For…
The fluctuation-dissipation relation (FDR) links thermal fluctuations and dissipation at thermal equilibrium through temperature. Extending it beyond equilibrium conditions in pursuit of broadening thermodynamics is often feasible, albeit…
This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from $N$ independent trajectories. We propose a neural…
We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of its solution. We give conditions for the well-posedness and…
A surprising feature of flow in slowly sheared model foam (bubble raft) is a measured discontinuity in the rate of strain as a function of position such that part of the system is ``flowing'' and the rest is undergoing ``elastic''…
It follows from the review on classical wave models that the asymmetry of crest and trough is the direct cause for wave drift. Based on this, a new model of Lagrangian form is constructed. Relative to the Gerstner model, its improvement is…
A non-equilibrium steady state can be characterized by a nonzero but stationary flux driven by a static external force. Under a weak external force, the drift velocity is difficult to detect because the drift motion is feeble and submerged…
We investigate the total asymmetric exclusion process by analyzing the dynamics of the shock. Within this approach we are able to calculate the fluctuations of the number of particles and density profiles not only in the stationary state…
The \emph{equations of Boussinesq approximation} (EBA) for an incompressible and inhomogeneous in density fluid are analyzed from a viewpoint of the asymptotic theory. A systematic scaling shows that there is an infinite number of related…
In this work we investigate symmetry breaking in the presence of a turbulent environment. The transition from a symmetric state to a symmetry-breaking state is demonstrated using two examples: (i) the transition of a two-dimensional flow to…
We prove local higher-order asymptotics for extreme water waves with vorticity near stagnation points. We obtain that the behaviour of solutions and their regularity depend substantially on the vorticity. In particular, we show that extreme…
We discuss parametric estimation of a degenerate diffusion system from time-discrete observations. The first component of the degenerate diffusion system has a parameter $\theta_1$ in a non-degenerate diffusion coefficient and a parameter…
The exploration of a two-dimensional wind-driven ocean model with no-slip boundaries reveals the existence of a turbulent asymptotic regime where energy dissipation becomes independent of fluid viscosity. This asymptotic flow represents an…
The asymptotic derivation of a new family of one-dimensional, weakly nonlinear and weakly dispersive equations that model the flow of an ideal fluid in an elastic vessel is presented. Dissipative effects due to the viscous nature of the…
In this paper, the initial value problem for the Debye--Hueckel drift-diffusion equation is studied. This equation was introduced as a model describing plasma behavior and is also known as a simulation model of MOSFET, and so its solution…
In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…
In this paper, we prove some a priori estimates for a system of partial differential equations arising in the nonstationary flow of a nonhomogeneous incompressible asymmetric fluid in a bounded domain with smooth boundary. The unknowns of…
We address the gas, liquid, and crystal phase behaviour of active Brownian particles in three dimensions. The nonequilibrium force balance at coexistence leads to equality of state functions for which we use power functional approximations.…
The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…
In this paper, we report new insight into a symmetry-breaking phenomenon that occurs for turbulent flow in periodic porous media composed of cylindrical solid obstacles with circular cross-section. We have used Large Eddy Simulation to…