Related papers: Self-interacting diffusions IV: Rate of convergenc…
We study diffusion in a network which is governed by non-autonomous Kirchhoff conditions at the vertices of the graph. Also the diffusion coefficients may depend on time. We prove at first a result on existence and uniqueness using form…
We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process.
We study the diffusion-limited process $A+A\to A$ in one dimension, with finite reaction rates. We develop an approximation scheme based on the method of Inter-Particle Distribution Functions (IPDF), which was formerly used for the exact…
We consider a degenerate partial differential equation arising in population dynamics, namely the porous medium equation with a bistable reaction term. We study its asymptotic behavior as a small parameter, related to the thickness of a…
We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…
Propulsion of otherwise passive objects is achieved by mechanisms of active driving. We concentrate on cases in which the direction of active drive is subject to spontaneous symmetry breaking. In our case, this direction will be maintained,…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
Self-diffusion, $D$, in a system of particles that interact with a pseudo hard sphere potential is analyzed. Coupling with a solvent is represented by a Langevin thermostat, characterized by the damping time $t_d$. The hypotheses that…
We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…
Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…
Diffusion is an ubiquitous phenomenon. It is a widespread belief that as long as the area under a current autocorrelation function converges in time, the corresponding spatiotemporal density dynamics should be diffusive. This may be viewed…
Reaction-diffusion models have been used over decades to study biological systems. In this context, evolution equations for probability distribution functions and the associated stochastic differential equations have nowadays become…
Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…
We prove an averaging principle which asserts convergence of diffusion processes on domains separated by semi-permeable membranes, when diffusion coefficients tend to infinity while the flux through the membranes remains constant. In the…
We generalize leading-order asymptotics of a form of the heat content of a submanifold (van den Berg & Gilkey 2015) to the setting of time-dependent diffusion processes in the limit of vanishing diffusivity. Such diffusion processes arise…
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…
The linear response description for impurity diffusion in a granular fluid undergoing homogeneous cooling is developed in the preceeding paper. The formally exact Einstein and Green-Kubo expressions for the self-diffusion coefficient are…
This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…