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41 papers · 1 filter
Fluid phase coexistence and critical behaviour from simulations in the restricted Gibbs ensemble
Douglas J. Ashton, Nigel B. Wilding, Peter Sollich
The symmetrical restricted Gibbs ensemble (RGE) is a version of the Gibbs ensemble in which particles are exchanged between two boxes of fixed equal volumes. It has recently come t…
Time-Homogeneous Diffusions with a Given Marginal at a Random Time
Alexander M. G. Cox, David G. Hobson, Jan K. Obłój
We solve explicitly the following problem: for a given probability measure mu, we specify a generalised martingale diffusion X which, stopped at an independent exponential time T,…
Branching analysis of a countable family of global similarity solutions of a fourth-order thin film equation
P. Alvarez-Caudevilla, V. A. Galaktionov
We show that various asymptotic properties of global solutions of a fourth-order quasilinear thin film equation can be described by branching from corresponding solutions of the li…
On source-type solutions and the Cauchy problem for a doubly degenerate sixth-order thin film equation I. Local oscillatory properties
M. Chaves, V. A. Galaktionov
Local oscillatory and other properties of source-type solutions of doubly nonlinear sixth-order parabolic thin film equations are studied.
Traveling waves and homogeneous fragmentation
J. Berestycki, S. C. Harris, A. E. Kyprianou
We formulate the notion of the classical Fisher-Kolmogorov-Petrovskii-Piscounov (FKPP) reaction diffusion equation associated with a homogeneous conservative fragmentation process…
Large deviations and ensembles of trajectories in stochastic models
Robert L Jack, Peter Sollich
We consider ensembles of trajectories associated with large deviations of time-integrated quantities in stochastic models. Motivated by proposals that these ensembles are relevant…