Related papers: Causal diffusions, causal Zeno effect and collisio…
Propagation in quantum walks is revisited by showing that very general 1D discrete-time quantum walks with time- and space-dependent coefficients can be described, at the continuous limit, by Dirac fermions coupled to electromagnetic…
We consider a reaction-diffusion system for two densities lying in adjacent domains of $\mathbb{R}^N$. We treat two configurations: either a cylinder and its complement, or two half-spaces. Diffusion and reaction heterogeneities for the two…
Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
Diffusion may obliterate fluctuation signals of the QCD phase transition in nuclear collisions at SPS and RHIC energies. We propose a hyperbolic diffusion equation to study the dissipation of net charge fluctuations. This equation is needed…
Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…
We propose a brand-new formalism for the propagation of relativistic cosmic ray (CR) particles. The propagation of CRs has often been described using the diffusion approximation, which has the drawback that the propagation speed of CRs near…
In this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
We prove the existence of weak solutions of a class of multi-species cross-diffusion systems as well as the propagation of chaos result by means of nonlocal approximation of the nonlinear diffusion terms, coupling methods and compactness…
The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…
We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…
A systematic expansion of the Boltzmann equation for the diffusion of dilute tracers, in powers of the Knudsen number, carried out to next-to-leading order (NLO), gives the relativistic causal diffusion equation (Kelly's equation). Using…
This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…
Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
We propose two nonlinear random walk models which are suitable for the analysis of both chemotaxis and anomalous transport. We derive the balance equations for the population density for the case when the transition rate for a random walk…
Repeated measurements of a quantum particle to check its presence in a region of space was proposed long ago [G. R. Allcock, Ann. Phys. {\bf 53}, 286 (1969)] as a natural way to determine the distribution of times of arrival at the…
Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…
The moments of random variables are fundamental statistical measures for characterizing the shape of a probability distribution, encompassing metrics such as mean, variance, skewness, and kurtosis. Additionally, the product moments,…