Related papers: Quasilimiting behavior for one-dimensional diffusi…

Extensive simulations are performed of the diffusion-limited reaction A$+$B$\to 0$ in one dimension, with initially separated reagents. The reaction rate profile, and the probability distributions of the separation and midpoint of the…

Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…

We consider the diffusion-controlled annihilation dynamics $A+B\to 0$ with equal species diffusivities in the system where an island of particles $A$ is surrounded by the uniform sea of particles $B$. We show that once the initial number of…

We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…

We explore the fundamental limits on thermodynamic irreversibility when cooling a quantum system in the presence of a finite-size reservoir. First, we prove that for any non-interacting $n$-particle reservoir, the entropy production…

We consider a one-dimensional system with particles having either positive or negative velocity, which annihilate on contact. To the ballistic motion of the particle, a diffusion is superimposed. The annihilation may represent a reaction in…

We consider diffusion-limited annihilating systems with mobile $A$-particles and stationary $B$-particles placed throughout a graph. Mutual annihilation occurs whenever an $A$-particle meets a $B$-particle. Such systems, when ran in…

The purpose of this paper is to investigate the principal spectral theory and asymptotic behavior of the spectral bound for cooperative nonlocal dispersal systems, specifically focusing on the case where partial diffusion coefficients are…

The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…

The Fleming-Viot particle system consists of $N$ identical particles diffusing in a domain $U \subset \mathbb{R}^d$. Whenever a particle hits the boundary $\partial U$, that particle jumps onto another particle in the interior. It is known…

In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…

We are interested in the long-time behavior of a diploid population with sexual reproduction, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with…

We consider a system of q diffusing particle species A_1,A_2,...,A_q that are all equivalent under a symmetry operation. Pairs of particles may annihilate according to A_i + A_j -> 0 with reaction rates k_{ij} that respect the symmetry, and…

We consider two independent identical diffusion processes that annihilate upon meeting in order to study their conditioning with respect to their first-encounter properties. For the case of finite horizon $T<+\infty$, the maximum…

We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on 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…

Fix an o-minimal structure expanding the ordered field of real numbers. Let $(W_y)_{y\in\mathbb{R}^s}$ be a definable family of closed subsets of $\mathbb{R}^n$ whose total space $W = \cup_y W_y\times y$ is a closed connected $C^2$…

We study the long-time behavior of a particle in $\mathbb{R}^d$, $d \geq 2$, subject to molecular diffusion and advection by a random incompressible flow. The velocity field is the divergence of a stationary random stream matrix $\mathbf{k}…

Relaxation to equilibrium of a drifted Brownian motion is quantified by a probability density function, whose main (multiplicative) entry is an inferred Feynman-Kac kernel of the Schr\"{o}dinger semigroup operator. Although seemingly devoid…

We study diffusion-controlled two-species annihilation with a finite number of particles. In this stochastic process, particles move diffusively, and when two particles of opposite type come into contact, the two annihilate. We focus on the…