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We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process.

Probability · Mathematics 2007-05-23 Nikolai Dokuchaev

We consider temperate distributions on Euclidean spaces with uniformly discrete support and locally finite spectrum. We find conditions on coefficients of distributions under which they are finite sum of derivatives of generalized lattice…

Functional Analysis · Mathematics 2022-12-01 Sergii Favorov

We are interested in studying the stationary solutions and phase transitions of aggregation equations with degenerate diffusion of porous medium-type, with exponent $1 < m < \infty$. We first prove the existence of possibly infinitely many…

Analysis of PDEs · Mathematics 2020-07-13 José A. Carrillo , Rishabh S. Gvalani

We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…

Probability · Mathematics 2023-08-01 Aurélien Velleret

For the continuous-time $\lambda$-recurrent jump process, the $\lambda$-recurrence assures the existence of quasi-stationary distribution when it has finite exit states (the states that have positive killing rates). And we give an explicit…

Probability · Mathematics 2024-07-30 Qian Du , Yong-Hua Mao

We show that the quasi-stationary distribution of the subcritical contact process on $\mathbb{Z}^d$ is unique. This is in contrast with other processes which also do not come down from infinity, like stable queues and Galton-Watson, and it…

Probability · Mathematics 2019-08-13 Franco Arrejoría , Pablo Groisman , Leonardo T. Rolla

In a recent paper, Michael J. Saxton proposes to interpret as anomalous diffusion the occurrence of apparent transient sub-diffusive regimes in mean-squared displacements (MSD) plots, calculated from experimental trajectories of molecules…

Subcellular Processes · Quantitative Biology 2009-11-13 Nicolas Destainville , Aude Sauliere , Laurence Salome

This paper examines the quasi-stationary behavior of stochastic rumor processes. Using the results by van Doorn and Pollett (2008), we first prove that the continuous-time Maki--Thompson model has a unique quasi-stationary distribution…

Probability · Mathematics 2025-12-01 Iddo Ben-Ari , Elcio Lebensztayn , Lucas Sousa Santos

A one dimensional diffusion process $X=\{X_t, 0\leq t \leq T\}$, with drift $b(x)$ and diffusion coefficient $\sigma(\theta, x)=\sqrt{\theta} \sigma(x)$ known up to $\theta>0$, is supposed to switch volatility regime at some point $t^*\in…

Statistics Theory · Mathematics 2007-09-20 A. De Gregorio , S. M. Iacus

We study metastable behaviour in systems of weakly interacting Brownian particles with localised, attractive potentials which are smooth and globally bounded. In this particular setting, numerical evidence suggests that the particles…

Probability · Mathematics 2025-02-19 Zachary P. Adams , Maximilian Engel , Rishabh S. Gvalani

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2019-09-04 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

Scattering through a straight two-dimensional quantum waveguide Rx(0,d) with Dirichlet boundary conditions on (-\infty,0)x{y=0} \cup (0,\infty)x{y=d} and Neumann boundary condition on (-infty,0)x{y=d} \cup (0,\infty)x{y=0} is considered…

Mathematical Physics · Physics 2015-06-22 Ph. Briet , J. Dittrich , E. Soccorsi

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

Disordered Systems and Neural Networks · Physics 2018-02-14 S. V. Novikov

We establish the zero-diffusion limit for both continuous and discrete aggregation models over convex and bounded domains. Compared with a similar zero-diffusion limit derived in [44], our approach is different and relies on a coupling…

Analysis of PDEs · Mathematics 2018-09-07 Razvan C. Fetecau , Hui Huang , Daniel Messenger , Weiran Sun

For downward skip-free continuous-time Markov chains on non-negative integers stopped at zero, existence of a quasi-stationary distribution is studied. The scale function for these processes is introduced and the boundary is classified by a…

Probability · Mathematics 2023-03-03 Kosuke Yamato

We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and annealed convergences in distribution and under weighted…

Probability · Mathematics 2012-12-14 Yoann Offret

The first explicit realization of the conjecture that phason dynamics leads to self-diffusion in quasicrystals is presented for the icosahedral Ammann tilings. On short time scales, the transport is found to be subdiffusive with the…

Condensed Matter · Physics 2009-10-22 M V Jaric , E S Sorensen

We give partial boundary regularity for co-dimension one absolutely area-minimizing currents at points where the boundary consists of a sum of $C^{1,\alpha}$ submanifolds, possibly with multiplicity, meeting tangentially, given that the…

Differential Geometry · Mathematics 2015-10-08 Leobardo Rosales

We derive analytic closed-form moment and Laplace transform formulae for the quasi-stationary distribution of the classical Shiryaev diffusion restricted to the interval $[0,A]$ with absorption at a given $A>0$.

Methodology · Statistics 2018-05-22 Aleksey S. Polunchenko , Andrey Pepelyshev

We calculate the exact stationary distribution of the one-dimensional zero-range process with open boundaries for arbitrary bulk and boundary hopping rates. When such a distribution exists, the steady state has no correlations between sites…

Statistical Mechanics · Physics 2009-11-10 E. Levine , D. Mukamel , G. M. Schutz