Related papers: Criteria for transience and recurrence of regime-s…
In this paper, we introduce a novel approach to study reaction-diffusion systems -- dynamic transition theory approach developed in Ma and Wang 2015. This approach generalizes Turing's classical result (linear stability analysis) on pattern…
We first study crossing statistics in random connection models (RCM) built on marked Poisson point processes on $\mathbb R^d$. Under general assumptions, we show exponential tail bounds for the number of crossings of a box contained in the…
Regime switching processes have proved to be indispensable in the modeling of various phenomena, allowing model parameters that traditionally were considered to be constant to fluctuate in a Markovian manner in line with empirical findings.…
Bulk matter produced in heavy ion collisions has multiple conserved quantum numbers like baryon number, strangeness and electric charge. The diffusion process of these charges can be described by a diffusion matrix describing the…
Validating safety-critical autonomous systems in high-dimensional domains such as robotics presents a significant challenge. Existing black-box approaches based on Markov chain Monte Carlo may require an enormous number of samples, while…
Reaction diffusion systems with Turing instability and mass conservation are studied. In such systems, abrupt decays of stripes follow quasi-stationary states in sequence. At steady state, the distance between stripes is much longer than…
Colloidal particles at fluid interfaces can enhance the stability of drops and bubbles. Yet, their effect on mass transfer in these multiphase systems remains ambiguous, with some experiments reporting strongly hindered diffusion, while…
A one-dimensional reaction-diffusion model consisting of two species of particles and vacancies on a ring is introduced. The number of particles in one species is conserved while in the other species it can fluctuate because of creation and…
We study a double-ended queue where buyers and sellers arrive to conduct trades. When there is a pair of buyer and seller in the system, they immediately transact a trade and leave. Thus there cannot be non-zero number of buyers and sellers…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…
We investigate recurrence and transience of Branching Markov Chains (BMC) in discrete time. Branching Markov Chains are clouds of particles which move (according to an irreducible underlying Markov Chain) and produce offspring…
We consider inference of the parameters of the diffusion term for Cox-Ingersoll-Ross and similar processes with a power type dependence of the diffusion coefficient from the underlying process. We suggest some original pathwise estimates…
We explain how to use diffusion models to learn inverse renormalization group flows of statistical and quantum field theories. Diffusion models are a class of machine learning models which have been used to generate samples from complex…
In this paper the use of nonlinear cross-diffu\-sion systems to model image restoration is investigated, theoretically and numerically. In the first case, well-posedness, scale-space properties and long time behaviour are analyzed. From a…
Demixing of binary fluids subjected to slow temperature ramps shows repeated waves of nucleation which arise as a consequence of the competition between generation of supersaturation by the temperature ramp and relaxation of supersaturation…
Sufficient conditions for a symmetric jump-diffusion process to be conservative and recurrent are given in terms of the volume of the state space and the jump kernel of the process. A number of examples are presented to illustrate the…
Two quantum systems, each described as a random-matrix ensemble. are coupled to each other via a number of transition states. Each system is strongly coupled to a large number of channels. The average transmission probability is the product…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
A numerical implementation scheme is presented for the recently developed many-body diffusion approach for identical particles, in the case of harmonic potentials. The procedure is free of the sign problem, by the introduction of the…