Related papers: Diffusion processes satisfying a conservation law …
We consider a stochastic logistic growth model involving both birth and death rates in the drift and diffusion coefficients for which extinction eventually occurs almost surely. The associated complete Fokker-Planck equation describing the…
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…
When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…
We obtain solutions to conservation laws under any random initial conditions that are described by Gaussian stochastic processes (in some cases discretized). We analyze the generalization of Burgers' equation for a smooth flux function…
We study a class of variational problems for regularized conservation laws with Lax's entropy-entropy flux pairs. We first introduce a modified optimal transport space based on conservation laws with diffusion. Using this space, we…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…
Populations are made up of an integer number of individuals and are subject to stochastic birth-death processes whose rates may vary in time. Useful quantities, like the chance of ultimate fixation, satisfy an appropriate difference…
In recent years, diffusion models trained on equilibrium molecular distributions have proven effective for sampling biomolecules. Beyond direct sampling, the score of such a model can also be used to derive the forces that act on molecular…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
As a generalization of deterministic, nonlinear conservative dynamical systems, a notion of {\em canonical conservative dynamics} with respect to a positive, differentiable stationary density $\rho(x)$ is introduced: $\dot{x}=j(x)$ in which…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
The experimental search for the QCD critical point by means of relativistic heavy-ion collisions necessitates the development of dynamical models of fluctuations. In this work we study the fluctuations of the net-baryon density near 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…
In the spirit of the macroscopic crowd motion models with hard congestion (i.e. a strong density constraint $\rho\leq 1$) introduced by Maury {\it et al.} some years ago, we analyze a variant of the same models where diffusion of the agents…
We present an explicit unified stochastic model of fluctuations in population size due to random birth, death, density-dependent competition and environmental fluctuations. Stochastic dynamics provide insight into small populations,…