Related papers: Self-repelling diffusions via an infinite dimensio…
We introduce coarse-grained hydrodynamic equations of motion for diffusion-annihilation system with a power-law long-range interaction. By taking into account fluctuations of the conserved order parameter - charge density - we derive an…
We give a comprehensive study of the analytic properties and long-time behavior of solutions of a reaction-diffusion system in a bounded domain in the case where the nonlinearity satisfies the standard monotonicity assumption. We pay the…
We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…
We introduce an interacting particle system in which two families of reflected diffusions interact in a singular manner near a deterministic interface $I$. This system can be used to model the transport of positive and negative charges in a…
A conservative Feller evolution on continuous bounded functions is constructed from a weakly continuous, time-inhomogeneous transition function describing a pure jump process on a locally compact Polish space. The transition function is…
This work focuses on a class of stochastic Hamiltonian type jump diffusion systems with state-dependent switching, in which the switching component has countably infinite many states. First,the existence and uniqueness of the underlying…
We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators $L=a^{ij}D_{ij}+b^{i}D_{i}$, acting on functions on $\mathbb{R}^{d}$, with measurable coefficients, bounded and uniformly elliptic $a$ and…
One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…
We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…
We analyze scattering in a system of two (distinguishable) particles moving on the half-line $\overline{\rz}_+$ under the influence of singular two-particle interactions. Most importantly, due to the spatial localization of the interactions…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
Biological, physical, medical, and numerical applications involving membrane problems on different scales are numerous. We propose an extension of the standard Turing theory to the case of two domains separated by a permeable membrane. To…
We present general existence and uniqueness results for marked models with pair interactions, exemplified through Gibbs point processes on path space. More precisely, we study a class of infinite-dimensional diffusions under Gibbsian…
We consider diffusion processes on metric graphs with semipermeable sticky membranes in each vertex. We prove that the process is governed by a Feller semigroup and find its asymptotic behavior as diffusion's speed increases to infinity…
We consider a class of infinite-dimensional diffusions where the interaction between the components is both spatial and temporal. We start the system from a Gibbs measure with finite-range uniformly bounded interaction. Under suitable…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…
We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We study the well-posedness of a semilinear fractional diffusion equation and formulate an associated inverse problem. We determine fractional power type nonlinearities from the exterior partial measurements of the Dirichlet-to-Neumann map.…
We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates and of…