Related papers: Diffusion limit for a stochastic kinetic problem

We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…

We consider a model of a scalar field, with dispersion relation {\omega}(k), coupled to a random medium of two level atoms. We investigate the dynamics of states with at most one quanta of excitation in the system. In a high frequency…

In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass is, due to boundary or reaction terms, not conserved. After…

The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

We consider the diffusion process and its approximation by Markov chain with nonlinear increasing trends. The usual parametrix method is not appliable because these models have unbounded trends. We describe a procedure that allows to…

Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…

We consider a slow-fast stochastic differential system with L\'evy noise. We will employ the perturbed test function method to study the normal deviation of the slow-fast system. Our main result states that the deviation can be approximated…

We consider a macroscopic model for the growth of living tissues incorporating pressure-driven dispersal and pressure-modulated proliferation. Assuming a power-law relation between the mechanical pressure and the cell density, the model can…

This paper is devoted to hydrodynamic limits of linear kinetic equations when the thermodynamical equilibrium is described by a heavy-tail distribution function rather than a Maxwellian distribution. We show that the long time/small mean…

We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…

We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…

This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…

We review some recent results concerning the derivation of the diffusion equation and the validation of Fick's law for the microscopic model given by the random Lorentz Gas. These results are achieved by using a linear kinetic equation as…

We establish the local boundedness of (sub-)solutions to nonlinear kinetic diffusion equations with $p$-growth, where the kinetic p-Laplace equation is a prototypical example. A key ingredient is the derivation of kinetic…

A consolidated mathematical formulation of the spherically symmetric mass-transfer problem is presented, with the quasi-stationary approximating equations derived from a perturbation point of view for the leading-order effect. For the…

We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…