Related papers: Large systems of diffusions interacting through th…
Although the spatially continuous version of the reaction-diffusion equation has been well studied, in some instances a spatially-discretized representation provides a more realistic approximation of biological processes. Indeed,…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
This paper is devoted to the study of systems of reaction-cross diffusion equations arising in population dynamics. New results of existence of weak solutions are presented, allowing to treat systems of two equations in which one of the…
A collection of $N$-diffusing interacting particles where each particle belongs to one of $K$ different populations is considered. Evolution equation for a particle from population $k$ depends on the $K$ empirical measures of particle…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
We introduce a stochastic dynamics related to the measures that arise in harmonic analysis on the infinite-dimensional unitary group. Our dynamics is obtained as a limit of a sequence of natural Markov chains on Gelfand-Tsetlin graph. We…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
Diffusive dynamics abound in nature and have been especially studied in physical, biological, and financial systems. These dynamics are characterised by a linear growth of the mean squared displacement (MSD) with time. Often, the conditions…
The multilayer network framework has served to describe and uncover a number of novel and unforeseen physical behaviors and regimes in interacting complex systems. However, the majority of existing studies are built on undirected multilayer…
We consider many-particle diffusion in one spatial dimension modeled as Random Walks in a Random Environment (RWRE). A shared short-range space-time random environment determines the jump distributions that drive the motion of the…
We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…
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 consider a two species process which evolves in a finite or infinite domain in contact with particles reservoirs at different densities, according to the superposition of a generalised contact process and a rapid-stirring dynamics in the…
An evolving surface finite element discretisation is analysed for the evolution of a closed two-dimensional surface governed by a system coupling a generalised forced mean curvature flow and a reaction--diffusion process on the surface,…
We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…
Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…
We consider a cross-diffusion system for which the diffusion of each species is governed solely by the aggregate density through a pressure law of logarithmic or fast diffusion type. The model is set over a one dimensional bounded interval,…
We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…