Related papers: One-Dimensional Diffusions That Eventually Stop Do…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
Subdiffusion with reaction $A+B\rightarrow B$ is considered in a system which consists of two homogeneous media joined together; the $A$ particles are mobile whereas $B$ are static. Subdiffusion and reaction parameters, which are assumed to…
We investigated the unbounded diffusion observed in a time-dependent oval-shaped billiard and its suppression owing to inelastic collisions with the boundary. The main focus is on the behavior of the diffusion coefficient, which plays a key…
Let U be a given function defined on R^d and \pi(x) be a density function proportional to \exp -U(x). The following diffusion X(t) is often used to sample from \pi(x), dX(t)=-\nabla U(X(t)) dt+\sqrt2 dW(t),\qquad X(0)=x_0. To accelerate the…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
Diffusion of point-like non interacting particles in a two-dimensional (2D) channel of varying cross section is considered. The particles are biased by a constant force in the transverse direction. We apply our recurrence mapping procedure,…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
We study the orientational dynamics of infinitely thin hard rods of length L, with the centers-of-mass fixed on a simple cubic lattice with lattice constant a.We approximate the influence of the surrounding rods onto dynamics of a pair of…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
In this paper, we study the asymptotic behavior of the number of crossings by a one-dimensional diffusion of a threshold where the process exhibits stickiness. We distinguish three types of crossings and show that to each type corresponds a…
In this work we study the one-dimensional contact process with diffusion using two different approaches to research the critical properties of this model: the supercritical series expansions and finite-size exact solutions. With special…
A liquid droplet is fragmented by a sudden pressurized-gas blow, and the resulting droplets, adhered to the window of a flatbed scanner, are counted and sized by computerized means. The use of a scanner plus image recognition software…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
The basic notion of percolation in physics assumes the emergence of a giant connected (percolation) cluster in a large disordered system when the density of connections exceeds some critical value. Until recently, the percolation phase…
We study the long-time behavior of the solutions of a two-component reaction-diffusion system on the real line, which describes the basic chemical reaction $A <=> 2 B$. Assuming that the initial densities of the species $A, B$ are bounded…
It is known that diffusion provokes substantial changes in continuous absorbing phase transitions. Conversely, its effect on discontinuous transitions is much less understood. In order to shed light in this direction, we study the inclusion…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
We consider the coagulation dynamics A+A -> A and the annihilation dynamics A+A -> 0 for particles moving subdiffusively in one dimension, both on a lattice and in a continuum. The analysis combines the "anomalous kinetics" and "anomalous…
Let $Y=(y_1,y_2,...)$, $y_1\ge y_2\ge...$, be the list of sizes of the cycles in the composition of $c n$ transpositions on the set $\{1,2,...,n\}$. We prove that if $c>1/2$ is constant and $n\to\infty$, the distribution of $f(c)Y/n$…