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Central Limit Theorem for Diffusion Processes in an Anisotropic Random Environment

Ernest Nieznaj (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

We prove the central limit theorem for symmetric diffusion processes with non-zero drift in a random environment. The case of zero drift has been investigated in e.g. [18], [7]. In addition we show that the covariance matrix of the limiting Gaussian random vector corresponding to the diffusion with drift converges, as the drift vanishes, to the covariance of the homogenized diffusion with zero drift.

Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems

Markos A. Katsoulakis, Petr Plecháč, Luc Rey-Bellet, Dimitrios K. Tsagkarogiannis (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

The primary objective of this work is to develop coarse-graining schemes for stochastic many-body microscopic models and quantify their effectiveness in terms of a priori and a posteriori error analysis. In this paper we focus on stochastic lattice systems of interacting particles at equilibrium. The proposed algorithms are derived from an initial coarse-grained approximation that is directly computable by Monte Carlo simulations, and the corresponding numerical error is calculated using the...

Comparison of Vlasov solvers for spacecraft charging simulation

Nicolas Vauchelet, Jean-Paul Dudon, Christophe Besse, Thierry Goudon (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

The modelling and the numerical resolution of the electrical charging of a spacecraft in interaction with the Earth magnetosphere is considered. It involves the Vlasov-Poisson system, endowed with non standard boundary conditions. We discuss the pros and cons of several numerical methods for solving this system, using as benchmark a simple 1D model which exhibits the main difficulties of the original models.

Controllability of three-dimensional Navier–Stokes equations and applications

Armen Shirikyan (2005/2006)

Séminaire Équations aux dérivées partielles

We formulate two results on controllability properties of the 3D Navier–Stokes (NS) system. They concern the approximate controllability and exact controllability in finite-dimensional projections of the problem in question. As a consequence, we obtain the existence of a strong solution of the Cauchy problem for the 3D NS system with an arbitrary initial function and a large class of right-hand sides. We also discuss some qualitative properties of admissible weak solutions for randomly forced NS...

Copolymer at selective interfaces and pinning potentials : weak coupling limits

Nicolas Petrelis (2009)

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

We consider a simple random walk of length N, denoted by (Si)i∈{1, …, N}, and we define (wi)i≥1 a sequence of centered i.i.d. random variables. For K∈ℕ we define ((γi−K, …, γiK))i≥1 an i.i.d sequence of random vectors. We set β∈ℝ, λ≥0 and h≥0, and transform the measure on the set of random walk trajectories with the hamiltonian λ∑i=1N(wi+h)sign(Si)+β∑j=−KK∑i=1Nγij1{Si=j}. This transformed path measure describes an hydrophobic(philic) copolymer interacting with a layer of width 2K around an interface...

Coulomb Interaction Effects on the Spin Polarization and Currents in Quantum Wires with Spin Orbit Interaction

Anton Heidar Thorolfsson, Andrei Manolescu, D.C. Marinescu, Vidar Gudmundsson (2012)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

We analyze the charge and spin distributions induced in an interacting electron system confined inside a semiconductor quantum wire with spin orbit interaction in the presence of an external magnetic field. The wire, assumed to be infinitely long, is obtained through lateral confinement in three different materials: GaAs, InAs, and InSb. The spin-orbit coupling, linear in the electron momentum is of both Rashba and Dresselhaus type. Within the Hartree-Fock approximation the many-body Hamiltonian...

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