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Limites réversibles et irréversibles de systèmes de particules.

Claude Bardos (2000/2001)

Séminaire Équations aux dérivées partielles

Il s’agit de comparer les différents résultats et théorèmes concernant dans un cadre essentiellement déterministe des systèmes de particules. Cela conduit à étudier la notion de hiérarchies d’équations et à comparer les modèles non linéaires et linéaires. Dans ce dernier cas on met en évidence le rôle de l’aléatoire. Ce texte réfère à une série de travaux en collaboration avec F. Golse, A. Gottlieb, D. Levermore et N. Mauser.

Limits of determinantal processes near a tacnode

Alexei Borodin, Maurice Duits (2011)

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

We study a Markov process on a system of interlacing particles. At large times the particles fill a domain that depends on a parameter ε > 0. The domain has two cusps, one pointing up and one pointing down. In the limit ε ↓ 0 the cusps touch, thus forming a tacnode. The main result of the paper is a derivation of the local correlation kernel around the tacnode in the transition regime ε ↓ 0. We also prove that the local process interpolates between the Pearcey process and the GUE minor process....

Long-range self-avoiding walk converges to α-stable processes

Markus Heydenreich (2011)

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

We consider a long-range version of self-avoiding walk in dimension d > 2(α ∧ 2), where d denotes dimension and α the power-law decay exponent of the coupling function. Under appropriate scaling we prove convergence to brownian motion for α ≥ 2, and to α-stable Lévy motion for α < 2. This complements results by Slade [J. Phys. A21 (1988) L417–L420], who proves convergence to brownian motion for nearest-neighbor self-avoiding walk in high dimension.

Low-variance direct Monte Carlo simulations using importance weights

Husain A. Al-Mohssen, Nicolas G. Hadjiconstantinou (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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....

Macroscopic models of collective motion and self-organization

Pierre Degond, Amic Frouvelle, Jian-Guo Liu, Sebastien Motsch, Laurent Navoret (2012/2013)

Séminaire Laurent Schwartz — EDP et applications

In this paper, we review recent developments on the derivation and properties of macroscopic models of collective motion and self-organization. The starting point is a model of self-propelled particles interacting with its neighbors through alignment. We successively derive a mean-field model and its hydrodynamic limit. The resulting macroscopic model is the Self-Organized Hydrodynamics (SOH). We review the available existence results and known properties of the SOH model and discuss it in view...

Many-body aspects of approach to equilibrium

Eric Carlen, M. C. Carvalho, Michael Loss (2000)

Journées équations aux dérivées partielles

Kinetic theory and approach to equilibrium is usually studied in the realm of the Boltzmann equation. With a few notable exceptions not much is known about the solutions of this equation and about its derivation from fundamental principles. In 1956 Mark Kac introduced a probabilistic model of N interacting particles. The velocity distribution is governed by a Markov semi group and the evolution of its single particle marginals is governed (in the infinite particle limit) by a caricature of the spatially...

Marking (1, 2) points of the brownian web and applications

C. M. Newman, K. Ravishankar, E. Schertzer (2010)

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

The brownian web (BW), which developed from the work of Arratia and then Tóth and Werner, is a random collection of paths (with specified starting points) in one plus one dimensional space–time that arises as the scaling limit of the discrete web (DW) of coalescing simple random walks. Two recently introduced extensions of the BW, the brownian net (BN) constructed by Sun and Swart, and the dynamical brownian web (DyBW) proposed by Howitt and Warren, are (or should be) scaling limits of corresponding...

Markovian perturbation, response and fluctuation dissipation theorem

Amir Dembo, Jean-Dominique Deuschel (2010)

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

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of “linear response function” in the general framework of Markov processes. We show that for processes out of equilibrium it depends not only on the given Markov process X(s) but also on the chosen perturbation of it. We characterize the set of all possible response functions for a given Markov process and show that at equilibrium they all satisfy the FDT. That is,...

Mathematical modeling and simulation of flow in domains separated by leaky semipermeable membrane including osmotic effect

Jaroslav Hron, Maria Neuss-Radu, Petra Pustějovská (2011)

Applications of Mathematics

In this paper, we propose a mathematical model for flow and transport processes of diluted solutions in domains separated by a leaky semipermeable membrane. We formulate transmission conditions for the flow and the solute concentration across the membrane which take into account the property of the membrane to partly reject the solute, the accumulation of rejected solute at the membrane, and the influence of the solute concentration on the volume flow, known as osmotic effect. The model is solved...

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