We consider the standard first passage percolation model in ℤd for d≥2. We are interested in two quantities, the maximal flow τ between the lower half and the upper half of the box, and the maximal flow ϕ between the top and the bottom of the box. A standard subadditive argument yields the law of large numbers for τ in rational directions. Kesten and Zhang have proved the law of large numbers for τ and ϕ when the sides of the box are parallel to the coordinate hyperplanes: the two variables grow...

Equip the edges of the lattice ℤ2 with i.i.d. random capacities. A law of large numbers is known for the maximal flow crossing a rectangle in ℝ2 when the side lengths of the rectangle go to infinity. We prove that the lower large deviations are of surface order, and we prove the corresponding large deviation principle from below. This extends and improves previous large deviations results of Grimmett and Kesten [9] obtained for boxes of particular orientation.

Let $F=f^{\left(i\right)}:1\le i\le N$ be a family of Hölder continuous functions and let ${\phi }_i:1\le i\le N$ be a conformal iterated function system. Lindsay and Mauldin’s paper [Nonlinearity 15 (2002)] left an open question whether the lower quantization coefficient for the F-conformal measure on a conformal iterated funcion system satisfying the open set condition is positive. This question was positively answered by Zhu. The goal of this paper is to present a different proof of this result.

We present an efficient approach for reducing the statistical uncertainty associated with direct Monte Carlo simulations of the Boltzmann equation. As with previous variance-reduction approaches, the resulting relative statistical uncertainty in hydrodynamic quantities (statistical uncertainty normalized by the characteristic value of quantity of interest) is small and independent of the magnitude of the deviation from equilibrium, making the simulation of arbitrarily small deviations from equilibrium possible....

In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x))\mathrm{d}t+{\sum }_{k=1}^{\infty }{g}^k(t,x)\delta {\beta }_t^k,t\in [0,T]$, with random coefficientsf and gk, driven by a sequence (βk)k of i.i.d. fractional Brownian motions of index H>1/2. Using the Malliavin calculus techniques and a p-th moment maximal inequality for the infinite sum of Skorohod integrals with respect to (βk)k, we prove that the equation has a unique solution (in a Banach space of summability exponent p ≥ 2), and this solution is Hölder continuous in both time and space.

In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x))\mathrm{d}t+{\sum }_{k=1}^{\infty }{g}^k(t,x)\delta {\beta }_t^k,t\in [0,T]$, with random coefficients f and gk, driven by a sequence (βk)k of i.i.d. fractional Brownian motions of index H>1/2. Using the Malliavin calculus techniques and a p-th moment maximal inequality for the infinite sum of Skorohod integrals with respect to (βk)k, we prove that the equation has a unique solution (in a Banach space of summability exponent p ≥ 2), and this solution is Hölder continuous in both time and space.

With an intrinsic approach on semi-simple Lie groups we find a Furstenberg–Khasminskii type formula for the limit of the diagonal component in the Iwasawa decomposition. It is an integral formula with respect to the invariant measure in the maximal flag manifold of the group (i.e. the Furstenberg boundary $B=G/MAN$). Its integrand involves the Borel type Riemannian metric in the flag manifolds. When applied to linear stochastic systems which generate a semi-simple group the formula provides a diagonal matrix...