Consider a one-dimensional stepping stone model with colonies of size $M$ and per-generation migration probability $ u$, or a voter model on $mathbb{Z}$ in which interactions occur over a distance of order $K$. Sample one individual at the origin and one at $L$. We show that if $M u/L$ and $L/K^2$ converge to positive finite limits, then the genealogy of the sample converges to a pair of Brownian motions that coalesce after the local time of their difference exceeds an independent exponentially distributed random variable. The computation of the distribution of the coalescence time leads to a one-dimensional parabolic differential equation with an interesting boundary condition at 0.
We prove the existence of the intersection local time for two independent, d -dimensional fractional Brownian motions with the same Hurst parameter H. Assume d greater or equal to 2, then the intersection local time exists if and only if Hd<2.
We examine in this article the one-dimensional, non-local, singular SPDE begin{equation*} partial_t u ;=; -, (-Delta)^{1/2} u ,-, sinh(gamma u) ,+, xi;, end{equation*} where $gammain mathbb{R}$, $(-Delta)^{1/2}$ is the fractional Laplacian of order $1/2$, $xi$ the space-time white noise in $mathbb{R} times mathbb{T}$, and $mathbb{T}$ the one-dimensional torus. We show that for $0<gamma^2<pi/7$ the Da Prato--Debussche method applies. One of the main difficulties lies in the derivation of a Schauder estimate for the semi-group associated to the fractional Laplacian due to the lack of smoothness resulting from the long range interaction.
We consider parsimonious construction of empirical equations, to promote interest in them as a stepping-stone model to the physical law. To this end, we provide a variety of historical examples and simulate a parsimonious empirical calculation of Planck law, and of van der Waals equation. Thereby we provide a) Empirical forms of Planck law, and b) Collation of verified symmetries and catastrophes-like properties of empirical P-T surface of real gases. An empirical equation of state for a real gas should take account of these properties.
Lately, many phenomena in both applied and abstract mathematics and related disciplines have been expressed in terms of high order and fractional PDEs. Recently, Allouba introduced the Brownian-time Brownian sheet (BTBS) and connected it to a new system of fourth order interacting PDEs. The interaction in this multiparameter BTBS-PDEs connection is novel, leads to an intimately-connected linear system variant of the celebrated Kuramoto-Sivashinsky PDE, and is not shared with its one-time-parameter counterpart. It also means that these PDEs systems are to be solved for a family of functions, a feature exhibited in well known fluids dynamics models. On the other hand, the memory-preserving interaction between the PDE solution and the initial data is common to both the single and the multi parameter Brownian-time PDEs. Here, we introduce a new---even in the one parameter case---proof that judiciously combines stochastic analysis with analysis and fractional calculus to simultaneously link BTBS to a new system of temporally half-derivative interacting PDEs as well as to the fourth order system proved earlier and differently by Allouba. We then introduce a general class of random fields we call inverse-stable-Levy-time Brownian sheets (ISLTBSs), and we link them to $beta$-fractional-time-derivative systems of interacting PDEs for $0<beta<1$. When $beta=1/ u$, $ uinlbr2,3,...rbr$, our proof also connects an ISLTBS to a system of memory-preserving $ u$-Laplacian interacting PDEs. Memory is expressed via a sum of temporally-scaled $k$-Laplacians of the initial data, $k=1,..., u-1$. Using a Fourier-Laplace-transform-fractional-calculus approach, we give a conditional equivalence result that gives a necessary and sufficient condition for the equivalence between the fractional and the high order systems. In the one parameter case this condition automatically holds.
We study variants of one-dimensional q-color voter models in discrete time. In addition to the usual voter model transitions in which a color is chosen from the left or right neighbor of a site there are two types of noisy transitions. One is bulk nucleation where a new random color is chosen. The other is boundary nucleation where a random color is chosen only if the two neighbors have distinct colors. We prove under a variety of conditions on q and the magnitudes of the two noise parameters that the system is ergodic, i.e., there is convergence to a unique invariant distribution. The methods are percolation-based using the graphical structure of the model which consists of coalescing random walks combined with branching (boundary nucleation) and dying (bulk nucleation).