Related papers: Current reservoirs in the simple exclusion process
We consider a branching random walk in a random space-time environment of disasters where each particle is killed when meeting a disaster. This extends the model of the "random walk in a disastrous random environment" introduced by [15]. We…
A solution is developed for a convection-diffusion equation describing chemical transport with sorption, decay, and production. The problem is formulated in a finite domain where the appropriate conservation law yields Robin conditions at…
We consider a family of initial boundary value problems governed by a fractional diffusion equation with Caputo derivative in time, where the parameter is the Newton heat transfer coefficient linked to the Robin condition on the boundary.…
We study the one-dimensional asymmetric simple exclusion process on the lattice $\{1, \dots,N\}$ with creation/annihilation at the boundaries. The boundary rates are time dependent and change on a slow time scale $N^{-a}$ with $a>0$. We…
The totally asymmetric simple exclusion process (TASEP) on Z with the Bernoulli-rho measure as initial conditions, 0<rho<1, is stationary. It is known that along the characteristic line, the current fluctuates as of order t^{1/3}. The…
We explore how the interplay of finite availability, carrying capacity of particles at different parts of a spatially extended system and particle diffusion between them control the steady state currents and density profiles in a…
Density dependent Markov population processes in large populations of size $N$ were shown by Kurtz (1970, 1971) to be well approximated over finite time intervals by the solution of the differential equations that describe their average…
We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…
We consider fluid flows, governed by the Navier-Stokes equations, subject to a steady symmetry-breaking bifurcation and forced by a weak noise acting on a slow time scale. By generalizing the multiple-scale weakly nonlinear expansion…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…
When particle flux is regulated by multiple factors such as particle supply and varying transport rate, it is important to identify the respective dominant regimes. We extend the well-studied totally asymmetric simple exclusion model to…
We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…
We compute exact values respectively bounds of "distances" - in the sense of (transforms of) power divergences and relative entropy - between two discrete-time Galton-Watson branching processes with immigration GWI for which the offspring…
In this article, we consider a one-dimensional symmetric exclusion process in weak contact with reservoirs at the boundary. In the diffusive time-scaling the empirical measure evolves according to the heat equation with Robin boundary…
We study the stirring process with $N-1$ species on a generic graph $G=(V,\mathcal{E})$ with reservoirs. The multispecies stirring process generalizes the symmetric exclusion process, which is recovered in the case $N=2$. We prove the…
A quantitative central limit theorem for the simple symmetric exclusion process (SSEP) on a $d$-dimensional discrete torus is proven. The argument is based on a comparison of the generators of the density fluctuation field of the SSEP and…
Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…
In this paper, we study pattern formations in an aggregation and diffusion cell migration model with Dirichlet boundary condition. The formal continuum limit of the model is a nonlinear parabolic equation with a diffusivity which can become…