Related papers: Exponential ergodicity of infinite system of inter…
This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…
The large-time asymptotics of weak solutions to Maxwell--Stefan diffusion systems for chemically reacting fluids with different molar masses and reversible reactions are investigated. The diffusion matrix of the system is generally neither…
Diffusion mediated reaction models are particularly ubiquitous in the description of physical, chemical or biological processes. The random walk schema is a useful tool for formulating these models. Recently, evanescent random walk models…
Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group…
In this paper, existence of solutions is established for critical exponential Kirchhoff systems on the Heisenberg group by using the variational method. The novelty of our paper is that not only the nonlinear term has critical exponential…
We investigate a single particle on a 3-dimensional, cubic lattice with a random on-site potential (3D Anderson model). We concretely address the question whether or not the dynamics of the particle is in full accord with the diffusion…
We consider a system of reaction-diffusion equations describing the reversible reaction of two species $\mathcal{U}, \mathcal{V}$ forming a third species $\mathcal{W}$ and vice versa according to mass action law kinetics with arbitrary…
The standard perturbative weak-coupling expansions in lattice models are asymptotic. The reason for this is hidden in the incorrect interchange of the summation and integration. However, substituting the Gaussian initial approximation of…
We study the ergodic property of a continuous-state branching process with immigration and competition. The exponential ergodicity in a weighted total variation distance is proved under natural assumptions. The main theorem applies to…
We present and analyse an implicit-explicit timestepping procedure with finite element spatial approximation for a semilinear reaction-diffusion systems on evolving domains arising from biological models, such as Schnakenberg's (1979). We…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
We consider a new class of interacting particle systems with a countable number of interacting components. The system represents the time evolution of the membrane potentials of an infinite set of interacting neurons. We prove the existence…
A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…
We consider a diffusion process on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ an energetic variational approach with both surface divergence and transport theorems to derive…
We present a survey of ergodic theorems for actions of algebraic and arithmetic groups recently established by the authors, as well as some of their applications. Our approach is based on spectral methods employing the unitary…
We study the diffusion phenomena on the negatively curved surface made up of congruent heptagons. Unlike the usual two-dimensional plane, this structure makes the boundary increase exponentially with the distance from the center, and hence…
Being able to describe accurately the dynamics and steady-states of driven and/or dissipative but quantum correlated lattice models is of fundamental importance in many areas of science: from quantum information to biology. An efficient…
Limits of densities belonging to an exponential family appear in many applications, {e.g.} Gibbs models in Statistical Physics, relaxed combinatorial optimization, coding theory, critical likelihood computations, Bayes priors with singular…
We present new method for studying the equilibrium properties of interacting fluids in an arbitrary external filed. The method is valid in any dimension and it yields an exact results in one dimension. Using this approach, we derive a…
The probability distribution of a function of a subsystem conditioned on the value of the function of the whole, in the limit when the ratio of their values goes to zero, has a limit law: It equals the unconditioned marginal probability…