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The dynamical reaction of the particles accelerated at a shock front by the first order Fermi process can be determined within kinetic models that account for both the hydrodynamics of the shocked fluid and the transport of the accelerated…

Astrophysics · Physics 2009-11-13 Stefano Gabici , Pasquale Blasi , Giulia Vannoni

Efforts to reconstruct phylogenetic trees and understand evolutionary processes depend fundamentally on stochastic models of speciation and mutation. The simplest continuous-time model for speciation in phylogenetic trees is the Yule…

Populations and Evolution · Quantitative Biology 2014-08-18 Willem H. Mulder , Forrest W. Crawford

We consider a random process $Y(t)=\exp\{X(t)\}$, where $X(t)$ is a centered second-order process which correlation function $R(t,s)$ can be represented as $\int_{\mathbb{R}} u(t,y)\overline{u(s,y)} dy.$ A multiplicative wavelet-based…

Probability · Mathematics 2014-08-20 Ievgen Turchyn

In this work, we consider a reaction-diffusion system, modeling the interaction between nutrients, phytoplanktons and zooplanktons. Using a semigroup approach in $L^2$, we prove global existence, uniqueness and positivity of the solutions.…

Analysis of PDEs · Mathematics 2020-09-14 Antoine Perasso , Quentin Richard , Irene Azzali , Ezio Venturino

We introduce and analyze a novel type of coalescent processes called cross-multiplicative coalescent that models a system with two types of particles, $A$ and $B$. The bonds are formed only between the pairs of particles of opposite types…

Probability · Mathematics 2019-09-30 Yevgeniy Kovchegov , Peter T. Otto , Anatoly Yambartsev

The hierarchical and recursive expressive capability of rooted trees is applicable to represent statistical models in various areas, such as data compression, image processing, and machine learning. On the other hand, such hierarchical…

Machine Learning · Computer Science 2022-01-25 Yuta Nakahara , Shota Saito , Akira Kamatsuka , Toshiyasu Matsushima

We study the fractionation of two components between a well-mixed gas and a saturated convecting porous layer. Motivated by geological carbon dioxide (CO$_2$) storage we assume that convection is driven only by the dissolved concentration…

Fluid Dynamics · Physics 2018-01-10 Baole Wen , Marc A. Hesse

We consider a stochastic aggregation model on Z^d. Start with particles located at the vertices of the lattice, initially distributed according to the product Bernoulli measure with parameter \mu. In addition, there is an aggregate, which…

Probability · Mathematics 2019-04-22 Vladas Sidoravicius , Alexandre Stauffer

Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…

Mathematical Physics · Physics 2023-05-31 Chris D Greenman

We consider a refracted jump diffusion process having two-sided jumps with rational Laplace transforms. For such a process, by applying a straightforward but interesting approach, we derive formulas for the Laplace transform of its…

Probability · Mathematics 2016-03-31 Jiang Zhou , Lan Wu

This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…

Probability · Mathematics 2007-05-23 Mark Adler , Pierre van Moerbeke

The paper studies the existence of solutions for the reaction-diffusion equation in $\mathbb R^2$ with point-interaction laplacian $\Delta_\alpha$ with $\alpha\in(-\infty,+\infty]$, assuming the functions to remain on the absolute…

Analysis of PDEs · Mathematics 2025-04-14 Daniele Barbera , Vladimir Georgiev , Mario Rastrelli

The modelling of linear and nonlinear reaction-subdiffusion processes is more subtle than normal diffusion and causes different phenomena. The resulting equations feature a spatial Laplacian with a temporal memory term through a time…

Analysis of PDEs · Mathematics 2021-08-24 Jichen Yang , Jens D. M. Rademacher

The Maxey--Riley equation describes the motion of an inertial (i.e., finite-size) spherical particle in an ambient fluid flow. The equation is a second-order, implicit integro-differential equation with a singular kernel, and with a forcing…

Dynamical Systems · Mathematics 2014-08-22 Mohammad Farazmand , George Haller

We examine numerically different zero-dimensional reaction-diffusion processes as candidate toy models for high-energy QCD evolution. Of the models examined -- Reggeon Field Theory, Directed Percolation and Reversible Processes -- only the…

High Energy Physics - Phenomenology · Physics 2009-11-18 Nestor Armesto , Sergey Bondarenko , Jose Guilherme Milhano , Paloma Quiroga

The Airy process is characterized by its finite-dimensional distribution functions. We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.

Probability · Mathematics 2007-05-23 Craig A. Tracy , Harold Widom

The mean-field reaction-diffusion equations of the diffusive pair-annihilation and triplett-annihilation processes are considered. A direct lower bound on the time-dependent mean particle-density is derived. The results are applied to the…

Mathematical Physics · Physics 2007-05-23 Malte Henkel

Diffusion Models (DMs) iteratively denoise random samples to produce high-quality data. The iterative sampling process is derived from Stochastic Differential Equations (SDEs), allowing a speed-quality trade-off chosen at inference. Another…

Machine Learning · Computer Science 2024-09-27 Mattias Cross , Anton Ragni

For regime-switching diffusions processes with singular drifts, we introduce integrability conditions involving a nice reference probability measure and the $Q$-matrix of the jump part to study the existence of the invariant probability…

Probability · Mathematics 2018-11-29 Shao-Qin Zhang

It is known that the time until a birth and death process reaches a certain level is distributed as a sum of independent exponential random variables. Diaconis, Miclo and Swart gave a probabilistic proof of this fact by coupling the birth…

Probability · Mathematics 2017-01-20 Tobiáš Hudec