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In the present paper, we consider long time behaviors of the volume of the Wiener sausage on Dirichlet spaces. We focus on the volume of the Wiener sausage for diffusion processes on metric measure spaces other than the Euclid space…

Probability · Mathematics 2020-02-25 Kazuki Okamura

In the context of a heat kernel diffusion which admits a Gaussian type estimate with parameter beta on a local Dirichlet space, we consider the log asymptotic behavior of the negative exponential moments of the Wiener sausage. We show that…

Probability · Mathematics 2010-07-29 Lee R. Gibson , Melanie Pivarski

We revisit the homogenization problem for the Poisson equation in periodically perforated domains with zero Neumann data at the boundary of the holes and prescribed Dirichlet data at the outer boundary. It is known that, if the periodicity…

Analysis of PDEs · Mathematics 2022-02-01 Wenjia Jing

We consider a reaction-diffusion-advection problem in a perforated medium, with nonlinear reactions in the bulk and at the microscopic boundary, and low diffusion scaling. The microstructure changes in time; the microstructural evolution is…

Analysis of PDEs · Mathematics 2021-12-02 Markus Gahn , Maria Neuss-Radu , Iulio Sorin Pop

We provide asymptotic bounds on the survival probability of a moving polymer in an environment of Poisson traps. Our model for the polymer is the vector-valued solution of a stochastic heat equation driven by additive spacetime white noise;…

Probability · Mathematics 2022-12-07 Siva Athreya , Mathew Joseph , Carl Mueller

We consider a Hamiltonian involving the range of the simple random walk and the Wiener sausage so that the walk tends to stretch itself. This Hamiltonian can be easily extended to the multidimensional cases, since the Wiener sausage is…

Probability · Mathematics 2015-11-25 Chien-Hao Huang

Diffusion models are generative models that have recently demonstrated impressive performances in terms of sampling quality and density estimation in high dimensions. They rely on a forward continuous diffusion process and a backward…

Machine Learning · Computer Science 2024-02-07 Christian Horvat , Jean-Pascal Pfister

We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…

Computational Physics · Physics 2019-12-18 Elliot J. Carr

We study the persistent homology of the offset filtration generated by the range of a planar Brownian motion with constant nonzero drift. The members of this filtration are the Wiener sausages of increasing radius, and the degree-one…

Probability · Mathematics 2026-04-06 Tristan Guillaume

We consider an evolution equation generalising the viscous Burgers equation supplemented by an initial condition which is a homogeneous random field. We develop a non-linear framework enabling us to show the existence and regularity of…

Analysis of PDEs · Mathematics 2018-10-29 Miłosz Krupski

We revisit the classical problem of diffusion of a scalar (or heat) released in a two-dimensional medium with an embedded periodic array of impermeable obstacles such as perforations. Homogenisation theory provides a coarse-grained…

Computational Engineering, Finance, and Science · Computer Science 2020-11-18 Yahya Farah , Daniel Loghin , Alexandra Tzella , Jacques Vanneste

We consider the Wiener sausage for a Brownian motion up to time $t$ associated with a closed ball in even dimensional cases. We obtain the asymptotic expansion of the expected volume of the Wiener sausage for large $t$. The result says that…

Probability · Mathematics 2014-02-05 Yuji Hamana

The asymptotic behavior of the solution of an infinite set of Smoluchowski's discrete coagulation-fragmentation-diffusion equations with non-homogeneous Neumann boundary conditions, defined in a periodically perforated domain, is analyzed.…

Mathematical Physics · Physics 2017-11-17 Laurent Desvillettes , Silvia Lorenzani

We consider the mixing properties of solutions to the advection-diffusion equation of a white-in-time velocity field on the 2-dimensional torus with four forced modes. As the diffusivity parameter goes to zero, we show that the almost-sure…

Probability · Mathematics 2025-12-05 Robin Chemnitz , Dennis Chemnitz

A parallel neighborhood of a path of a Brownian motion is sometimes called the Wiener sausage. We consider almost sure approximations of this random set by a sequence of random polyconvex sets and show that the convergence of the…

Probability · Mathematics 2009-10-21 Jan Rataj , Evgeny Spodarev , Daniel Meschenmoser

The Wiener Sausage, the volume traced out by a sphere attached to a Brownian particle, is a classical problem in statistics and mathematical physics. Initially motivated by a range of field-theoretic, technical questions, we present a…

Statistical Mechanics · Physics 2017-09-01 Stefan Nekovar , Gunnar Pruessner

We study the motion of an ideal incompressible fluid in a perforated domain. The porous medium is composed of inclusions of size $a$ separated by distances $\tilde d$ and the fluid fills the exterior. We analyse the asymptotic behavior of…

Analysis of PDEs · Mathematics 2022-10-12 Matthieu Hillairet , Christophe Lacave , Di Wu

In this paper we consider a model for the diffusion of a population in a strip-shaped field, where the growth of the species is governed by a Fisher-KPP equation and which is bounded on one side by a road where the species can have a…

Analysis of PDEs · Mathematics 2015-06-30 Andrea Tellini

We consider the homogenisation of a coupled Stokes flow and advection-reaction-diffusion problem in a perforated domain with an evolving microstructure of size $\varepsilon$. Reactions at the boundaries of the microscopic interfaces lead to…

Analysis of PDEs · Mathematics 2024-04-05 Markus Gahn , Malte A. Peter , Iuliu Sorin Pop , David Wiedemann

We consider a continuum percolation model on $\R^d$, where $d\geq 4$.The occupied set is given by the union of independent Wiener sausages with radius $r$ running up to time $t$ and whoseinitial points are distributed according to a…

Probability · Mathematics 2019-07-26 Dirk Erhard , Julien Poisat
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