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Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
This paper presents a simple model for repeated measurement of a quantum system: the evolution of a free particle, simulated by discretising the particle's position. This model is easily simulated by computer and provides a useful arena to…
We discuss general positivity conditions necessary for a definition of a relativistic diffusion on the phase space. We show that Lorentz covariant random vector fields on the forward cone $p^{2}\geq 0$ lead to a definition of a generator of…
We investigate a one-dimensional system of $N$ particles, initially distributed with random positions and velocities, interacting through binary collisions. The collision rule is such that there is a time after which the $N$ particles do…
Denoising diffusions are state-of-the-art generative models exhibiting remarkable empirical performance. They work by diffusing the data distribution into a Gaussian distribution and then learning to reverse this noising process to obtain…
We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
We introduce a novel class of generative models based on piecewise deterministic Markov processes (PDMPs), a family of non-diffusive stochastic processes consisting of deterministic motion and random jumps at random times. Similarly to…
This paper is devoted to diffusion limits of linear Boltzmann equations. When the equilibrium distribution function is Maxwellian distribution, it is well known that for an appropriate time scale, the small mean free path limit gives rise…
Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
Particle transport in random media obeying a given mixing statistics is key in several applications in nuclear reactor physics and more generally in diffusion phenomena emerging in optics and life sciences. Exact solutions for the…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…
The paper discusses a family of Markov processes that represent many particle systems, and their limiting behaviour when the number of particles go to infinity. The first part concerns model of biological systems: a model for sympatric…
The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…
This paper considers particle propagation in a cylindrical molecular communication channel, e.g. a simplified model of a blood vessel. Emitted particles are influenced by diffusion, flow, and a vertical force induced e.g. by gravity or…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
A manifestly covariant relativistic statistical mechanics of the system of $N$ indistinguishable events with motion in space-time parametrized by an invariant ``historical time'' $\tau $ is considered. The relativistic mass distribution for…