相关论文: Diffusive fluctuations for one-dimensional totally…
Diffusive approximations of Markov jump processes often fail to accurately capture large fluctuations. This is confounding, as the rare events triggered by these large fluctuations, such as the failure of electronic memories, are often the…
We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…
In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
The problem of the interplay between normal and anomalous scaling in turbulent systems stirred by a random forcing with a power law spectrum is addressed. We consider both linear and nonlinear systems. As for the linear case, we study…
In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with…
Some general relations for hopping models are established. We proceed to discuss the universality of the ac conductivity which arises in the extreme disorder limit of the random barrier model. It is shown that the relevant dimension…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
We investigated numerically the distribution of participation numbers in the 3d Anderson tight-binding model at the localization-delocalization threshold. These numbers in {\em one} disordered system experience strong level-to-level…
Materials are often heterogeneous at various length scales, with variations in grain structure, defects, and composition which has a strong influence on the emergent macroscopic plastic behavior. In particular, heterogeneities lead to…
In this article, we study the behavior of the Abels-Garcke-Gr\"un Navier-Stokes-Cahn-Hilliard diffuse-interface model for binary-fluid flows, as the diffuse-interface thickness passes to zero. We consider this so-called sharp-interface…
We consider the Hammersley interacting particle system starting from a shock initial profile with densities $\lambda,\rho\in\mathbb{R}$ ($\lambda > \rho$). The microscopic shock is taken as the position of a second-class particle initially…
We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…
We study fluctuations in the drag force experienced by an object moving through a granular medium. The successive formation and collapse of jammed states give a stick-slip nature to the fluctuations which are periodic at small depths but…
We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise…
We investigate the simple one-dimensional driven model, the totally asymmetric exclusion process, coupled to mutually interactive Langmuir kinetics. This model is motivated by recent studies on clustering of motor proteins on microtubules.…
We have studied front dynamics for the discrete $A+A \leftrightarrow A$ reaction-diffusion system, which in the continuum is described by the (stochastic) Fisher-Kolmogorov-Petrovsky-Piscunov equation. We have revisited this discrete model…
In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…
An exact analysis is performed for the two-point correlation function C(r,t) in dissipative Burgers turbulence with bounded initial data, in arbitrary spatial dimension d. Contrary to the usual scaling hypothesis of a single dynamic length…