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相关论文: Observation of Conservations Laws in Diffusion Lim…

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We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from non-integrable observables over certain piecewise…

动力系统 · 数学 2016-08-03 Jon. Aaronson , Roland Zweimüller

We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…

统计理论 · 数学 2007-06-13 Yacine Ait-Sahalia , Per A. Mykland

We develop a numerical algorithm for identifying approximately conserved quantities in models perturbed away from integrability. In the long-time regime, these quantities fully determine correlation functions of local observables. Applying…

强关联电子 · 物理学 2015-08-27 Marcin Mierzejewski , Tomaz Prosen , Peter Prelovsek

In this paper, we investigate the asymptotic behavior of solutions to the Cauchy problem for the scalar non-viscous diffusive dispersive conservation laws where the far field states are prescribed. We proved that the solution of the Cauchy…

偏微分方程分析 · 数学 2021-08-17 Natsumi Yoshida

We consider a random diffusion dynamics for an infinite system of hard spheres of two different sizes evolving in $\mathbb{R}^d$, its reversible probability measure, and its projection on the subset of the large spheres. The main feature is…

概率论 · 数学 2024-03-05 Myriam Fradon , Julian Kern , Sylvie Roelly , Alexander Zass

We present dla-ideal-solver, a high-performance framework for simulating two-dimensional Diffusion-Limited Aggregation (DLA) using Numba-accelerated Python. By leveraging just-in-time (JIT) compilation, we achieve computational throughput…

In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of particles tends to infinity) and show convergence to the…

概率论 · 数学 2020-07-02 Jasper Hoeksema , Thomas Holding , Mario Maurelli , Oliver Tse

We consider the problem of `discrete-time persistence', which deals with the zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n(\Delta T). For a Gaussian Stationary Process the persistence (no…

统计力学 · 物理学 2009-11-07 George C. M. A. Ehrhardt , Alan J. Bray , Satya N. Majumdar

In closed systems, dynamical symmetries lead to conservation laws. However, conservation laws are not applicable to open systems that undergo irreversible transformations. More general selection rules are needed to determine whether, given…

量子物理 · 物理学 2013-03-19 Borzu Toloui , Gilad Gour

Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…

概率论 · 数学 2020-07-28 Florian Bechtold , Fabio Coppini

We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow…

偏微分方程分析 · 数学 2021-08-09 Julien Barré , Cedric Bernardin , Raphaël Chétrite , Yash Chopra , Mauro Mariani

Consider the random sequential packing model with infinite input and in any dimension. When the input consists of non-zero volume convex solids we show that the total number of solids accepted over cubes of volume $\lambda$ is…

概率论 · 数学 2015-06-26 T. Schreiber , Mathew D. Penrose , J. E. Yukich

We consider a disordered asymmetric exclusion process in which randomly chosen sites do not conserve particle number. The model is motivated by features of many interacting molecular motors such as RNA polymerases. We solve the steady state…

统计力学 · 物理学 2009-11-10 M. R. Evans , T. Hanney , Y. Kafri

Starting from the most general formulation of stochastic thermodynamics---i.e. a thermodynamically consistent nonautonomous stochastic dynamics describing systems in contact with several reservoirs---, we define a procedure to identify the…

统计力学 · 物理学 2018-02-07 Riccardo Rao , Massimiliano Esposito

A key property of the linear Boltzmann semiconductor model is that as the collision frequency tends to infinity, the phase space density $f = f(x,v,t)$ converges to an isotropic function $M(v)\rho(x,t)$, called the drift-diffusion limit,…

数值分析 · 数学 2023-04-21 Victor DeCaria , Cory Hauck , Stefan Schnake

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

统计力学 · 物理学 2014-01-08 Florian Angeletti , Eric Bertin , Patrice Abry

We present a rigorous study of quantum diffusion of a relativistic particle subjected to a time-dependent random potential with $\delta$ correlation in time. We find that in the asymptotic time limit the particle wave packet spreads…

无序系统与神经网络 · 物理学 2015-09-28 Reza Sepehrinia

In this paper we study the long time dynamics of the solutions to the initial-boundary value problem for a scalar conservation law with a saturating nonlinear diffusion. After discussing the existence of a unique stationary solution and its…

偏微分方程分析 · 数学 2024-05-21 Raffaele Folino , Maurizio Garrione , Marta Strani

We study the condensation phenomenon for the invariant measures of the mean-field model of reversible coagulation-fragmentation processes conditioned to a supercritical density of particles. It is shown that when the parameters of the…

概率论 · 数学 2024-04-16 Wen Sun

We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…

偏微分方程分析 · 数学 2014-07-31 Herbert Egger , Matthias Schlottbom
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