Related papers: Self-interacting diffusions IV: Rate of convergenc…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
It is well-known that the law of a one-dimensional diffusion on natural scale is fully characterized by its speed measure. C. Stone proved a continuous dependence of diffusions on their speed measures. In this paper we establish the…
Rolling of a small sphere on a solid support is governed by a non-linear friction that is akin to the Coulombic dry fiction. No motion occurs when the external field is weaker than the frictional resistance. However, with the intervention…
An autocatalytic reacting system with particles interacting at a finite distance is studied. We investigate the effects of the discrete-particle character of the model on properties like reaction rate, quenching phenomenon and front…
We study a one-dimensional reaction-diffusion system which describes an isothermal autocatalytic chemical reaction involving both a quadratic (A + B -> 2B) and a cubic (A + 2B -> 3B) autocatalysis. The parameters of this system are the…
Diffusion-mediated surface phenomena are crucial for human life and industry, with examples ranging from oxygen capture by lung alveolar surface to heterogeneous catalysis, gene regulation, membrane permeation and filtration processes.…
We study a system of interacting particles that randomly react to form new particles. The reaction flux is the rescaled number of reactions that take place in a time interval. We prove a dynamic large-deviation principle for the reaction…
Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…
In this paper, we study a parabolic reaction diffusion system with constraints that model biofilm growth. Within a unified framework encompassing multiple numerical schemes, we derive the first general convergence rates for approximating…
The fast diffusion equation is analyzed on a bounded domain with Dirichlet boundary conditions, for which solutions are known to extinct in finite time. We construct invariant manifolds that provide a finite-dimensional approximation near…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
Problems involving the capture of a moving entity by a trap occur in a variety of physical situations, the moving entity being an electron, an excitation, an atom, a molecule, a biological object such as a receptor cluster, a cell, or even…
This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…
Rate-induced tipping is an instability that occurs in a system when its time-dependent rate parameter becomes larger than a threshold value. We investigate a Pearson diffusion process, a diffusion process having solutions staying in a…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu(dx):=e^{V(x)} d x$ is a probability measure, and let $X_t$ be the diffusion process generated by…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution…
We consider a porous media equation with balanced bistable reactions, equipped with some general nonlinear boundary condition. When the coefficient of the reaction term is much larger than that of the diffusion term, we see that, besides…
We perform a fast-reaction limit for a linear reaction-diffusion system consisting of two diffusion equations coupled by a linear reaction. We understand the linear reaction-diffusion system as a gradient flow of the free energy in the…