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The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

概率论 · 数学 2021-10-05 Gunther Leobacher , Michaela Szölgyenyi , Stefan Thonhauser

We build an example of a non-transitive, dynamically coherent partially hyperbolic diffeomorphism $f$ on a closed $3$-manifold with exponential growth in its fundamental group such that $f^n$ is not isotopic to the identity for all $n\neq…

动力系统 · 数学 2015-11-25 Christian Bonatti , Kamlesh Parwani , Rafael Potrie

Consider an infinite system \[\partial_tu_t(x)=(\mathscr{L}u_t)(x)+ \sigma\bigl(u_t(x)\bigr)\partial_tB_t(x)\] of interacting It\^{o} diffusions, started at a nonnegative deterministic bounded initial profile. We study local and global…

概率论 · 数学 2015-09-10 Nicos Georgiou , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

We establish the well-posedness of stochastic differential equations possessing degenerate diffusions and singular drifts. We prove that SDEs defined on the homogeneous Carnot group, whose hypoelliptic diffusion part is given by the…

概率论 · 数学 2018-10-08 Kyeongsik Nam

We study a "helical" superfluid, a nonzero-momentum condensate in a frustrated bosonic model. At mean-field Bogoliubov level, such a novel state exhibits "smectic" fluctuation that are qualitatively stronger than that of a conventional…

量子气体 · 物理学 2022-08-30 Tzu-Chi Hsieh , Han Ma , Leo Radzihovsky

We present new conditions on the drift of the Morrey type with mixed norms allowing us to obtain Aleksandrov type estimates of potentials of time inhomogeneous diffusion processes in spaces with mixed norms and, for instance, in…

概率论 · 数学 2023-04-13 N. V. Krylov

In this paper we study nonlocal nonlinear equations of fractional $(s,p)$-Laplacian type on $\mathbf{R}^n$. We show that the irregular boundary points for the Dirichlet problem can be divided into two disjoint classes: semiregular and…

偏微分方程分析 · 数学 2025-07-01 Anders Björn , Jana Björn , Minhyun Kim

We consider the semiclassical (zero-dispersion) limit of the one-dimensional focusing Nonlinear Schroedinger equation (NLS) with decaying potentials. If a potential is a simple rapidly oscillating wave (the period has the order of the…

可精确求解与可积系统 · 物理学 2009-09-18 M. Bertola , A. Tovbis

In this paper, we establish a new quasi-shadowing property for any nonuiformly partially hyperbolic set of a $C^{1+\alpha}$ diffeomorphism, which is adaptive to the movement of the pseudo-orbit. Moreover, the quasi-specification property…

动力系统 · 数学 2025-01-07 Gang Liao , Xuetong Zu

The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. Unbounded perturbations of elliptic operators (in particular, integro-differential operators) are considered in plane bounded…

偏微分方程分析 · 数学 2014-05-05 Pavel Gurevich

We propose a class of nonlocal diffusion systems on time-varying domains, and fully characterize their asymptotic dynamics in the asymptotically fixed, time-periodic and unbounded cases. The kernel is not necessarily symmetric or compactly…

偏微分方程分析 · 数学 2025-02-11 Xiandong Lin , Hailong Ye , Xiao-Qiang Zhao

The diffusion process near low order synchro-betatron resonances driven by beam-beam interactions at a crossing angle is investigated. Macroscopic observables such as beam emittance, lifetime and beam profiles are calculated. These are…

加速器物理 · 物理学 2015-06-05 Tanaji Sen

It is shown that the characteristics of the mesoscopic fluctuations in the conventional quantum-diffusion model and the model of the non-coherent (`classical') diffusion in media with long-range correlated disorder are quite similar in the…

凝聚态物理 · 物理学 2007-05-23 Igor V. Lerner

Two similar Minkowskian diffusions have been considered, on one hand by Barbachoux, Debbasch, Malik and Rivet ([BDR1], [BDR2], [BDR3], [DMR], [DR]), and on the other hand by Dunkel and H\"anggi ([DH1], [DH2]). We address here two questions,…

概率论 · 数学 2009-11-13 Jürgen Angst , Jacques Franchi

In this article, we discuss subgeometric ergodicity of a class of regime-switching diffusion processes. We derive conditions on the drift and diffusion coefficients, and the switching mechanism which result in subgeometric ergodicity of the…

概率论 · 数学 2022-04-12 Petra Lazić , Nikola Sandrić

We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…

凝聚态物理 · 物理学 2009-10-28 D. S. Dean , I. T. Drummond , R. R. Horgan

In this work we study the class of mostly expanding partially hyperbolic diffeomorphisms. We prove that such class is $C^r$-open, $r>1$, among the partially hyperbolic diffeomorphisms (in the narrow sense) and we prove that the mostly…

动力系统 · 数学 2016-11-23 Martin Andersson , Carlos H. Vásquez

We consider reflecting random walks on the nonnegative integers with drift of order 1/x at height x. We establish explicit asymptotics for various probabilities associated to such walks, including the distribution of the hitting time of 0…

概率论 · 数学 2015-03-13 Kenneth S. Alexander

We consider a class of symmetry hypothesis testing problems including testing isotropy on $\mathbb{R}^d$ and testing rotational symmetry on the hypersphere $\mathcal{S}^{d-1}$. For this class, we study the null and non-null behaviors of…

统计理论 · 数学 2024-03-26 Eduardo García-Portugués , Davy Paindaveine , Thomas Verdebout

We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…

概率论 · 数学 2025-09-23 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas , Bruno Toaldo