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We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…

概率论 · 数学 2008-08-26 Rémi Rhodes

Materials used in real clothing exhibit remarkable complexity and spatial variation due to common processes such as stitching, hemming, dyeing, printing, padding, and bonding. Simulating these materials, for instance using finite element…

We model stochastic choice as environment-dependent switching among a small library of deterministic decision rules. A Random Rule Model generates menu-level choice probabilities via named, interpretable rules weighted by observable menu…

综合经济学 · 经济学 2026-04-15 Avner Seror

In this work, we study a particular system of coagulation equations characterized by two values, namely volume $v$ and surface area $a$. Compared to the standard one-dimensional models, this model incorporates additional information about…

偏微分方程分析 · 数学 2024-03-12 Iulia Cristian , Juan J. L. Velázquez

Resistance switching memory cells such as electrochemical metallization cells and valence change mechanism cells have the potential to revolutionize information processing and storage. However, the creation of deterministic resistance…

介观与纳米尺度物理 · 物理学 2023-10-03 V. A. Slipko , Y. V. Pershin

We develop and analyze a random field model for the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities provided by RANS simulations that is accessible to both a rigorous analytical validation…

We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…

统计力学 · 物理学 2025-12-01 Fazil Najeeb , Arnab Pal , V. V. Prasad

This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…

系统与控制 · 计算机科学 2016-11-26 Shaikshavali Chitraganti , Samir Aberkane , Christophe Aubrun

We study the recovery of one-dimensional semipermeable barriers for a stochastic process in a planar domain. The considered process acts like Brownian motion when away from the barriers and is reflected upon contact until a sufficient but…

概率论 · 数学 2024-12-20 Alexander Van Werde , Jaron Sanders

Spontaneous stochasticity is a modern paradigm for turbulent transport at infinite Reynolds numbers. It suggests that tracer particles advected by rough turbulent flows and subject to additional thermal noise, remain non-deterministic in…

流体动力学 · 物理学 2023-06-21 André Luís Peixoto Considera , Simon Thalabard

This work addresses linear transport in turbulent media, with emphasis on neutral particle (atoms, molecules) transport in magnetized fusion plasmas. A stochastic model for turbulent plasmas, based upon a multivariate Gamma distribution, is…

This paper investigates the probabilistic properties that determine the existence of space-time transformations between diffusion processes. We prove that two diffusions are related by a monotone space-time transformation if and only if…

概率论 · 数学 2015-09-16 Enrico Bibbona , Laura Sacerdote , Emiliano Torre

A mechanism of perfect plasticity under low homological temperatures has been suggested. According to this mechanism, the phenomenon under study is of critical nature. It connects with percolation transition in the net of grain boundaries…

材料科学 · 物理学 2012-06-25 Yan Beygelzimer , Natalia Lavrinenko

The mobility of an overdamped particle, in a periodic potential tilted by a constant external field and moving in a medium with periodic friction coefficient is examined. When the potential and the friction coefficient have the same…

统计力学 · 物理学 2009-10-31 Debasis Dan , Mangal C. Mahato , A. M. Jayannavar

Stochastic models for spatio-temporal transport face a critical trade-off between physical realism and interpretability. The advection model with a single constant velocity is interpretable but physically limited by its perfect correlation…

统计计算 · 统计学 2026-02-10 Maria Laura Battagliola , Sofia Charlotta Olhede

In this paper, we consider the travel time tomography problem for conformal metrics on a bounded domain, which seeks to determine the conformal factor of the metric from the lengths of geodesics joining boundary points. We establish forward…

微分几何 · 数学 2024-05-28 Ashwin Tarikere , Hanming Zhou

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…

统计金融 · 定量金融 2010-03-25 Jaume Masoliver , Josep Perello

We study in detail a one-dimensional lattice model of a continuum, conserved field (mass) that is transferred deterministically between neighbouring random sites. The model falls in a wider class of lattice models capturing the joint effect…

统计力学 · 物理学 2023-11-01 Stefano Lepri , Paolo Politi , Arkady Pikovsky

A probabilistic method for solving time-dependent load-transfer models of fracture is developed. It is applicable to any rule of load redistribution, i.e, local, hierarchical, etc. In the new method, the fluctuations are generated during…

统计力学 · 物理学 2019-08-17 J. B. Gomez , Y. Moreno , A. F. Pacheco

Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…

概率论 · 数学 2016-09-08 D. A. Croydon , B. M. Hambly , T. Kumagai