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Almost sure functional central limit theorem for ballistic random walk in random environment

Firas Rassoul-Agha, Timo Seppäläinen (2009)

Annales de l'I.H.P. Probabilités et statistiques

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central limit theorem, under almost every environment for the diffusively scaled centered walk. The main point behind the invariance principle is that the quenched mean of the walk behaves subdiffusively.

Almost sure global well-posedness for the radial nonlinear Schrödinger equation on the unit ball II: the 3d case

Jean Bourgain, Aynur Bulut (2014)

Journal of the European Mathematical Society

We extend the convergence method introduced in our works [8–10] for almost sure global well-posedness of Gibbs measure evolutions of the nonlinear Schrödinger (NLS) and nonlinear wave (NLW) equations on the unit ball in d to the case of the three dimensional NLS. This is the first probabilistic global well-posedness result for NLS with supercritical data on the unit ball in 3 . The initial data is taken as a Gaussian random process lying in the support of the Gibbs measure associated to the equation,...

An analysis of noise propagation in the multiscale simulation of coarse Fokker-Planck equations

Yves Frederix, Giovanni Samaey, Dirk Roose (2011)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We consider multiscale systems for which only a fine-scale model describing the evolution of individuals (atoms, molecules, bacteria, agents) is given, while we are interested in the evolution of the population density on coarse space and time scales. Typically, this evolution is described by a coarse Fokker-Planck equation. In this paper, we consider a numerical procedure to compute the solution of this Fokker-Planck equation directly on the coarse level, based on the estimation of the unknown...

An analysis of noise propagation in the multiscale simulation of coarse Fokker-Planck equations

Yves Frederix, Giovanni Samaey, Dirk Roose (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

We consider multiscale systems for which only a fine-scale model describing the evolution of individuals (atoms, molecules, bacteria, agents) is given, while we are interested in the evolution of the population density on coarse space and time scales. Typically, this evolution is described by a coarse Fokker-Planck equation. In this paper, we consider a numerical procedure to compute the solution of this Fokker-Planck equation directly on the coarse level, based on the estimation of the unknown...

An analysis of quantum Fokker-Planck models: a Wigner function approach.

Anton Arnold, José L. López, Peter A. Markowich, Juan Soler (2004)

Revista Matemática Iberoamericana

The analysis of dissipative transport equations within the framework of open quantum systems with Fokker-Planck-type scattering is carried out from the perspective of a Wigner function approach. In particular, the well-posedness of the self-consistent whole-space problem in 3D is analyzed: existence of solutions, uniqueness and asymptotic behavior in time, where we adopt the viewpoint of mild solutions in this paper. Also, the admissibility of a density matrix formulation in Lindblad form with Fokker-Planck...

An analysis of the effect of ghost force oscillation on quasicontinuum error

Matthew Dobson, Mitchell Luskin (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

The atomistic to continuum interface for quasicontinuum energies exhibits nonzero forces under uniform strain that have been called ghost forces. In this paper, we prove for a linearization of a one-dimensional quasicontinuum energy around a uniform strain that the effect of the ghost forces on the displacement nearly cancels and has a small effect on the error away from the interface. We give optimal order error estimates that show that the quasicontinuum displacement converges to the atomistic...

An asymptotic result for brownian polymers

Thomas Mountford, Pierre Tarrès (2008)

Annales de l'I.H.P. Probabilités et statistiques

We consider a model of the shape of a growing polymer introduced by Durrett and Rogers (Probab. Theory Related Fields92 (1992) 337–349). We prove their conjecture about the asymptotic behavior of the underlying continuous process Xt (corresponding to the location of the end of the polymer at time t) for a particular type of repelling interaction function without compact support.

An axisymmetric PIC code based on isogeometric analysis⋆

A. Back, A. Crestetto, A. Ratnani, E. Sonnendrücker (2011)

ESAIM: Proceedings

Isogeometric analysis has been developed recently to use basis functions resulting from the CAO description of the computational domain for the finite element spaces. The goal of this study is to develop an axisymmetric Finite Element PIC code in which specific spline Finite Elements are used to solve the Maxwell equations and the same spline functions serve as shape function for the particles. The computational domain itself is defined using splines...

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