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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…
We consider steady-state diffusion in a bounded planar domain with multiple small targets on a smooth boundary. Using the method of matched asymptotic expansions, we investigate the competition of these targets for a diffusing particle and…
This paper studies the effects of the dispersal spread, which characterizes the dispersal range, on nonlocal diffusion equations with the nonlocal dispersal operator $\frac{1}{\sigma^{m}}\int_{\Omega}J_{\sigma}(x-y)(u(y,t)-u(x,t))dy$ and…
We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…
We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…
In this paper we describe the long time behavior of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time behavior of corresponding diffusion processes.
We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…
In this paper, we aim to study solutions of reflected generalized BSDEs, involving the integral with respect to a continuous process, which is the local time of the diffusion on the boundary. We consider both a finite random terminal and a…
We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…
The work is devoted to the construction of the asymptotic behavior of the solution of a singularly perturbed system of equations of parabolic type, in the case when the limit equation has a regular singularity as the small parameter tends…
We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…
We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant…
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…
We introduce a novel technique to find the asymptotic time behaviour of deterministic systems exhibiting anomalous diffusion. The procedure is tested for various classes of simple but physically relevant 1-D maps and possible relevance of…
We consider a class of nonautonomous parabolic competition-diffusion systems on bounded radial domains under Neumann boundary conditions. We show that, if the initial profiles satisfy a reflection inequality with respect to a hyperplane,…
We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…
Consider a scalar reflected diffusion $(X_t:t\geq 0)$, where the unknown drift function $b$ is modelled nonparametrically. We show that in the low frequency sampling case, when the sample consists of $(X_0,X_\Delta,...,X_{n\Delta})$ for…
We consider a reaction-diffusion system for two densities lying in adjacent domains of $\mathbb{R}^N$. We treat two configurations: either a cylinder and its complement, or two half-spaces. Diffusion and reaction heterogeneities for the two…
The problem of diffraction of a waveguide mode by a thin Neumann screen is considered. The incident mode is assumed to have frequency close to the cut-off. The problem is reduced to a propagation problem on a branched surface and then is…
We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of…