Related papers: Volume growth, Comparison theorem and Escape Rate …
We give a very simple method for finding the exact analytical solution for the problem of a particle undergoing diffusive motion on a flat potential in the presence of a gaussian sink function. The diffusion process is modelled by using one…
We prove an upper bound on the bottom of the essential spectrum of a diffusion in term of the growth of the volume of $X$, generalizing a result by R. Brooks.
We consider a real-valued diffusion process with a linear jump term driven by a Poisson point process and we assume that the jump amplitudes have a centered density with finite moments. We show upper and lower estimates for the density of…
We describe singular diffusion in bounded subsets $\Omega$ of $\mathbb{R}^n$ by form methods and characterize the associated operator. We also prove positivity and contractivity of the corresponding semigroup. This results in a description…
Results for the kinetics of vapor-liquid transitions, following temperature quenches with different densities, are presented from the molecular dynamics simulations of a Lennard-Jones system. For critical density, bicontinuous liquid and…
In this paper we consider a smooth flow $(\Lambda,\Phi^t)$ builded from suspending over a (non-invertible topologically mixing) subshift of finite type, and we equip it with an equilibrium measure $\nu$ on $\Lambda.$ The two main theorems…
We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…
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…
In this paper the solutions $u_{\nu}=u_{\nu}(x,t)$ to fractional diffusion equations of order $0<\nu \leq 2$ are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations…
We consider diffraction at random point scatterers on general discrete point sets in $\R^\nu$, restricted to a finite volume. We allow for random amplitudes and random dislocations of the scatterers. We investigate the speed of convergence…
We present a differential equation for the flow rate of granular materials during the discharge of a silo. This is based in the energy balance of the variable mass system in contrast with the traditional derivations based on heuristic…
The aim of this paper is to investigate the large deviations for a class of slow-fast mean-field diffusions, which extends some existing results to the case where the laws of fast process are also involved in the slow component. Due to the…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
The fast diffusion equation is analyzed on a bounded domain with Dirichlet boundary conditions, for which solutions are known to extinct in finite time. We construct invariant manifolds that provide a finite-dimensional approximation near…
We report some additional examples of explicit solutions to an inverse first-passage place problem for one-dimensional diffusions with jumps, introduced in a previous paper. If $X(t)$ is a one-dimensional diffusion with jumps, starting from…
We find the exponential growth rate of the population outside a ball with time dependent radius for a branching Brownian motion in Euclidean space. We then see that the upper bound of the particle range is determined by the principal…
For the first time, the energy diffusion approximation is confronted at the percent level with the exact numerical modeling of thermal decay of a metastable state. The latter is performed using the quasistationary decay rates resulting from…