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We consider the spectrum of the Laplace operator on 3D rod structures, with a small cross section depending on a small parameter $\varepsilon$. The boundary conditions are of Dirichlet type on the basis of this structure and Neumann on the…

Analysis of PDEs · Mathematics 2025-05-16 Pablo Benavent-Ocejo , Delfina Gómez , María-Eugenia Pérez-Martínez

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…

Statistical Mechanics · Physics 2021-06-22 Emil Mallmin , Johan du Buisson , Hugo Touchette

This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…

Numerical Analysis · Mathematics 2025-02-06 Dmitrii Chaikovskii , Ye Zhang , Aleksei Liubavin

Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…

Probability · Mathematics 2007-05-23 Denis S. Grebenkov

This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…

Analysis of PDEs · Mathematics 2017-11-10 Ludovic Cesbron

For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…

Statistics Theory · Mathematics 2011-11-09 Stefano Iacus , Masayuki Uchida , Nakahiro Yoshida

We consider a perforated domain $\Omega(\epsilon)$ of $\mathbb{R}^2$ with a small hole of size $\epsilon$ and we study the behavior of the solution of a mixed Neumann-Robin problem in $\Omega(\epsilon)$ as the size $\epsilon$ of the small…

Analysis of PDEs · Mathematics 2023-01-27 Paolo Musolino , Martin Dutko , Gennady Mishuris

We quantify the asymptotic behaviour of multidimensional drifltess diffusions in domains unbounded in a single direction, with asymptotically normal reflections from the boundary. We identify the critical growth/contraction rates of the…

Probability · Mathematics 2025-01-22 Miha Brešar , Aleksandar Mijatović , Andrew Wade

The Boltzmann equation is a fundamental equation in kinetic theory that describes the motion of rarefied gases. In this study, we examine the Boltzmann equation within a $C^1$ bounded domain, subject to a large external potential $\Phi(x)$…

Analysis of PDEs · Mathematics 2025-06-10 Jong-in Kim , Donghyun Lee

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

Probability · Mathematics 2013-10-28 Valentin Féray

The diffusion process near low order synchro-betatron resonances driven by beam-beam interactions at a crossing angle is investigated. Macroscopic observables such as beam emittance, lifetime and beam profiles are calculated. These are…

Accelerator Physics · Physics 2015-06-05 Tanaji Sen

The initial-value problem for the drift-diffusion equation arising from the model of semiconductor device simulations is studied. The dissipation on this equation is given by the fractional Laplacian. When the exponent of the fractional…

Analysis of PDEs · Mathematics 2016-05-25 Masakazu Yamamoto , Yuusuke Sugiyama

Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species (e.g. enzymes). Such reaction-diffusion processes can be mathematically modelled using either deterministic…

Biological Physics · Physics 2015-06-26 Radek Erban , S. Jonathan Chapman

We study a chaotic particle-conserving kinetically constrained model, with a single parameter which allows us to break reflection symmetry. Through extensive numerical simulations we find that the domain wall state shows a variety of…

Quantum Physics · Physics 2026-02-03 Pietro Brighi , Marko Ljubotina

We apply the paracontrolled calculus to study the asymptotic behavior of a certain quasilinear PDE with smeared mild noise, which originally appears as the space-time scaling limit of a particle system in random environment on one…

Probability · Mathematics 2020-05-08 Tadahisa Funaki , Masato Hoshino , Sunder Sethuraman , Bin Xie

We consider the Cauchy problem for one-dimensional p-system with damping of space-dependent coefficient. This system models the compressible flow through porous media in the Lagrangean coordinate. Our concern is an asymptotic behavior of…

Analysis of PDEs · Mathematics 2023-07-13 Akitaka Matsumura , Kenji Nishihara

We are considering the asimptotic behavior as $t\to\infty$ of solutions of the Cauchy problem for parabolic second order equations with time periodic coefficients. The problem is reduced to considering degenerate time-homogeneous diffusion…

Analysis of PDEs · Mathematics 2021-07-13 R. Z. Khasminskii , N. V. Krylov

Resonantly forced spiral waves in excitable media drift in straight-line paths, their rotation centers behaving as point-like objects moving along trajectories with a constant velocity. Interaction with medium boundaries alters this…

Pattern Formation and Solitons · Physics 2014-12-08 Jacob Langham , Irina Biktasheva , Dwight Barkley

We consider parametric estimation and tests for multi-dimensional diffusion processes with a small dispersion parameter $\varepsilon$ from discrete observations. For parametric estimation of diffusion processes, the main target is to…

Statistics Theory · Mathematics 2022-01-20 Tetsuya Kawai , Masayuki Uchida

The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of…

Probability · Mathematics 2014-08-26 Giovanni Conforti , Stefano De Marco , Jean-Dominique Deuschel
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