相关论文: Law of large numbers for superdiffusions: the non-…
The NS equation is considered (in 2 & 3 dimensions) with a fixed forcing on large scale; the stationary states form a family of probability distributions on the fluid velocity fields depending on a parameter R (Reynolds number). It is…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
Lagrangian statistics and particle transport in edge plasma turbulence are investigated using the Hasegawa-Wakatani model and its modified version. The latter shows the emergence of pronounced zonal flows. Different values of the…
In this work we address the open problem of high Reynolds number limit in hydrodynamic turbulence, which we modify by considering a vanishing random (instead of deterministic) viscosity. In this formulation, a small-scale noise propagates…
The statistical properties of turbulence are considered to be universal at sufficiently small length scales, i. e., independent of boundary conditions and large-scale forces acting on the fluid. Analyzing data from numerical simulations of…
With subrecoil-laser-cooled atoms one may reach nano-Kelvin temperatures while the ergodic properties of these systems do not follow usual statistical laws. Instead, due to an ingenious trapping mechanism in momentum space,…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a…
The stability and ergodicity properties of two adaptive random walk Metropolis algorithms are considered. The both algorithms adjust the scaling of the proposal distribution continuously based on the observed acceptance probability. Unlike…
We analyze the stochastic scaling laws arising in the invicid limit of the decaying solutions of the Burgers equation. The linear scaling of the velocity structure functions is shown to reflect the domination by shocks of the long-time…
Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…
In open Hamiltonian systems, the escape from a bounded region of phase space according to an exponential decay law is frequently associated with the existence of hyperbolic dynamics in such a region. Furthermore, exponential decay laws…
We obtain a exponential large deviation upper bound for continuous observables on suspension semiflows over a non-uniformly expanding base transformation with non-flat singularities or criticalities, where the roof function defining the…
We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in normal superdiffusion and fast superdiffusion. For fast superdiffusion, we prove that…
Based on the modelling of quantum systems with the aid of (classical) non-equilibrium thermodynamics, both the emergence and the collapse of the superposition principle are understood within one and the same framework. Both are shown to…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
Ballistic transportation introduces new challenges in the thermodynamic properties of a gas of particles. For example, violation of mixing, ergodicity and of the fluctuation-dissipation theorem may occur, since all these processes are…
We show that volume-preserving diffomorphisms and the chemical shift symmetry defining relativistic lagrangian ideal fluid dynamics can be derived as an emerging symmetry when ergodicity is assumed to apply locally in a way that is…
A random-walk Metropolis sampler is geometrically ergodic if its equilibrium density is super-exponentially light and satisfies a curvature condition [Stochastic Process. Appl. 85 (2000) 341-361]. Many applications, including Bayesian…
We quantify nonergodic and aging behaviors of nanocrystals (or quantum dots) based on stochastic model. Ergodicity breaking is characterized based on time average intensity and time average correlation function, which remain random even in…