相关论文: Drift-diffusion on a Cayley tree with stochastic r…

In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…

We investigate how the time dependence of the Hamiltonian determines the occurrence of Dynamical Localization (DL) in driven quantum systems with two incommensurate frequencies. If both frequencies are associated to impulsive terms, DL is…

Continuum dislocation dynamics (CDD) has become the state-of-the-art theoretical approach for mesoscale dislocation plasticity of metals. Within this approach, there are multiple CDD theories that can all be derived from the principles of…

One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

In this present paper, it is proposed the renormalization techniques in the investigation of phase transition phenomena in $p$-adic statistical mechanics. We mainly study $p$-adic $\l$-model on the Cayley tree of order two. We consider…

We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…

The effects of a stochastic reset, to its initial configuration, is studied in the exactly solvable one-dimensional coagulation-diffusion process. A finite resetting rate leads to a modified non-equilibrium stationary state. If in addition…

We study stochastic tree fluid networks driven by a multidimensional Levy process. We are interested in (the joint distribution of) the steady-state content in each of the buffers, the busy periods, and the idle periods. To investigate…

In the presence of randomness, a relativistic semimetal undergoes a quantum transition towards a diffusive phase. A standard approach relates this transition to the $U(N)$ Gross-Neveu model in the limit of $N \to 0$. We show that the…

We study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence…

We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…

A field theory of the Anderson transition in two dimensional disordered systems with spin-orbit interactions and time-reversal symmetry is developed, in which the proliferation of vortex-like topological defects is essential for…

The development and time evolution of a transport barrier in a magnetically confined plasma with non-monotonic, nonlinear dependence of the anomalous flux on mean gradients is analyzed. Upon consideration of both the spatial inhomogeneity…

We present a first step toward a microscopic theory for the glass transition in systems with trivial static correlations. As an example we have chosen N infinitely thin hard rods with length L, fixed with their centers on a periodic lattice…

Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…

We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial…

In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These…

Diffusion-based re-ranking methods are effective in modeling the data manifolds through similarity propagation in affinity graphs. However, positive signals tend to diminish over several steps away from the source, reducing discriminative…

In this paper, we first establish well-posedness results for one-dimensional McKean-Vlasov stochastic differential equations (SDEs) and related particle systems with a measure-dependent drift coefficient that is discontinuous in the spatial…

We study stem-terminally differentiated (TD) lineages in small niches where demographic noise from discrete division and death events is non-negligible. Starting from a mechanistic five-channel, density-dependent CTMC (symmetric…