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Invariance Principle for symmetric Diffusions in a degenerate and unbounded stationary and ergodic Random Medium  [PDF]
Alberto Chiarini,Jean-Dominique Deuschel
Mathematics , 2014,
Abstract: We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients $a^\omega$. The diffusion is formally associated with $L^\omega u = \nabla\cdot(a^\omega\nabla u)$, and we make sense of it through Dirichlet forms theory. We prove for $X$ a quenched invariance principle, under some moment conditions on the environment; the key tool is the sublinearity of the corrector obtained by Moser's iteration scheme.
Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift  [PDF]
Denis Villemonais
Mathematics , 2010,
Abstract: We study the existence and the exponential ergodicity of a general interacting particle system, whose components are driven by independent diffusion processes with values in an open subset of $\mathds{R}^d$, $d\geq 1$. The interaction occurs when a particle hits the boundary: it jumps to a position chosen with respect to a probability measure depending on the position of the whole system. Then we study the behavior of such a system when the number of particles goes to infinity. This leads us to an approximation method for the Yaglom limit of multi-dimensional diffusion processes with unbounded drift defined on an unbounded open set. While most of known results on such limits are obtained by spectral theory arguments and are concerned with existence and uniqueness problems, our approximation method allows us to get numerical values of quasi-stationary distributions, which find applications to many disciplines. We end the paper with numerical illustrations of our approximation method for stochastic processes related to biological population models.
Local Central Limit Theorem for diffusions in a degenerate and unbounded Random Medium  [PDF]
Alberto Chiarini,Jean-Dominique Deuschel
Mathematics , 2015,
Abstract: We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a quenched local central limit theorem for $X$, under some moment conditions on the environment; the key tool is a local parabolic Harnack inequality obtained with Moser iteration technique.
Complex spherical waves and inverse problems in unbounded domains  [PDF]
Mikko Salo,Jenn-Nan Wang
Mathematics , 2006, DOI: 10.1088/0266-5611/22/6/023
Abstract: We consider the inverse conductivity problem of identifying embedded objects in unbounded domains. The main tool is a set of special solutions to the Schroedinger equation, the complex spherical waves, which are constructed by a Carleman estimate. Using these solutions we can treat the inverse problem in the unbounded domain like in the bounded case, and it is possible to localize the boundary measurements to a finite part of the boundary.
Error bounds of MCMC for functions with unbounded stationary variance  [PDF]
Daniel Rudolf,Nikolaus Schweizer
Statistics , 2013, DOI: 10.1016/j.spl.2014.07.035
Abstract: We prove explicit error bounds for Markov chain Monte Carlo (MCMC) methods to compute expectations of functions with unbounded stationary variance. We assume that there is a $p\in(1,2)$ so that the functions have finite $L_p$-norm. For uniformly ergodic Markov chains we obtain error bounds with the optimal order of convergence $n^{1/p-1}$ and if there exists a spectral gap we almost get the optimal order. Further, a burn-in period is taken into account and a recipe for choosing the burn-in is provided.
Thermoelastic waves without energy dissipation in an unbounded body with a spherical cavity
D. S. Chandrasekharaiah,K. S. Srinath
International Journal of Mathematics and Mathematical Sciences , 2000, DOI: 10.1155/s0161171200001514
Abstract: The linear theory of thermoelasticity without energy dissipation is employed to study waves emanating from the boundary of a spherical cavity in a homogeneous and isotropic unbounded thermoelastic body. The waves are supposed to be spherically symmetric and caused by a constant step in temperature applied to the stress-free boundary of the cavity. Small-time solutions for the displacement, temperature, and stress fields are obtained by using the Laplace transform technique. It is found that there exist two coupled waves, of which one is predominantly elastic and the other is predominantly thermal, both propagating with finite speeds but with no exponential attenuation. Exact expressions for discontinuities in the field functions that occur at the wavefronts are computed and analysed. The results are compared with those obtained earlier in the contexts of some other models of thermoelasticity.
Uniqueness for unbounded solutions to stationary viscous Hamilton--Jacobi equations  [PDF]
Guy Barles,Alessio Porretta
Mathematics , 2006,
Abstract: We consider a class of stationary viscous Hamilton--Jacobi equations as $$ \left\{\begin{array}{l} \la u-{\rm div}(A(x) \nabla u)=H(x,\nabla u)\mbox{in }\Omega, u=0{on}\partial\Omega\end{array} \right. $$ where $\la\geq 0$, $A(x)$ is a bounded and uniformly elliptic matrix and $H(x,\xi)$ is convex in $\xi$ and grows at most like $|\xi|^q+f(x)$, with $1 < q < 2$ and $f \in \elle {\frac N{q'}}$. Under such growth conditions solutions are in general unbounded, and there is not uniqueness of usual weak solutions. We prove that uniqueness holds in the restricted class of solutions satisfying a suitable energy--type estimate, i.e. $(1+|u|)^{\bar q-1} u\in \acca$, for a certain (optimal) exponent $\bar q$. This completes the recent results in \cite{GMP}, where the existence of at least one solution in this class has been proved.
Stationary pulses of light in an atomic medium  [PDF]
M. Bajcsy,A. S. Zibrov,M. D. Lukin
Physics , 2003, DOI: 10.1038/nature02176
Abstract: Physical processes that could facilitate coherent control of light propagation are now actively explored. In addition to fundamental interest, these efforts are stimulated by possibilities to develop, for example, a quantum memory for photonic states. At the same time, controlled localization and storage of photonic pulses may allow novel approaches to manipulate light via enhanced nonlinear optical processes. Recently, Electromagnetically Induced Transparency (EIT) was used to reduce the group velocity of propagating light pulses and to reversibly map propagating light pulses into stationary spin excitations in atomic media. Here we describe and experimentally demonstrate a novel technique in which light propagating in a medium of Rb atoms is converted into an excitation with localized, stationary electromagnetic energy, which can be held and released after a controllable interval. Our method creates pulses of light with stationary envelopes bound to an atomic spin coherence, raising new possibilities for photon state manipulation and non-linear optical processes at low light levels.
Irreversible spherical model and its stationary entropy production rate  [PDF]
M. O. Hase,M. J. de Oliveira
Physics , 2011, DOI: 10.1088/1751-8113/45/16/165003
Abstract: The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of being irreversible, we have succeeded in finding an explicit form for the stationary probability distribution, which turns out to be of the Boltzmann-Gibbs type. This enables one to evaluate the exact form of the entropy production rate at the stationary state, which is non-zero if the dynamical rules of the transition rates are asymmetric.
Steady 1D Stationary Currents of Spherical Gas Layer  [PDF]
Mikhail I. Ivanov
Physics , 2012,
Abstract: Spherical layer of ideal gas is considered. The layer is in the sphere's gravity field. Existence possibility of steady 1D stationary currents of this layer is studied. This problem simulates zonal winds taking place in the atmospheres of some planets such as Venus, Titan, Jupiter and Saturn.
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