Related papers: On $ h $-transforms of one-dimensional diffusions …

We consider a one-dimensional system with particles having either positive or negative velocity, which annihilate on contact. To the ballistic motion of the particle, a diffusion is superimposed. The annihilation may represent a reaction in…

We study a system of particles which jump on the sites of the interval $[1,L]$ of $\mathbb Z$. The density at the boundaries is kept fixed to simulate the action of mass reservoirs. The evolution depends on two parameters $\lambda'\ge 0$…

Dilute dipolar systems in three dimensions are expected to undergo a spin glass transition as the temperature decreases. Contrary to this, we find from Wang-Landau Monte Carlo simulations that at low concentrations $x$, dipoles randomly…

Different approaches are presented to investigate diffusion from a point source in a slab delimited by two absorbing boundaries consisting of parallel infinite planes. These approaches enable to consider the effect of absorption at the…

We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…

This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…

We prove a fluid limit for the coarsening phase of the condensing zero-range process on a finite number of sites. When time and occupation per site are linearly rescaled by the total number of particles, the evolution of the process is…

Repulsion between individuals within a finite radius is encountered in numerous applications, including cell exclusion, i.e. avoidance of overlapping cells, bird flocks, or microscopic pedestrian models. We define such individual based…

We consider a lattice regularization for an ill-posed diffusion equation with trilinear constitutive law and study the dynamics of phase interfaces in the parabolic scaling limit. Our main result guarantees for a certain class of…

The dynamics of steps on crystal surfaces is considered. In general, the meandering of the steps obeys a subdiffusive behaviour. The characteristic asymptotic time laws depend on the microscopic mechanism for detachment and attachment of…

In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…

We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…

Let $h:[0,\infty)\mapsto [0,\infty)$ be continuous and nondecreasing, $h(t)>0$ if $t>0$, and $m,q$ be positive real numbers. We investigate the behavior when $k\to\infty$ of the fundamental solutions $u=u_{k}$ of $\prt_{t} u-\Delta…

Freeze-out of particles across 3-dimensional space-time hypersurface with space-like normal is discussed in a simple kinetic model. The final momentum distribution of emitted particles shows a non-exponential transverse momentum spectrum,…

The most general nonuniform reaction-diffusion models on a one-dimensional lattice with boundaries, for which the time evolution equations of corre- lation functions are closed, are considered. A transfer matrix method is used to find the…

Let G \subset \R^k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G_i, i= 1, ..., N}, where n_i and d_i denote the inward normal and direction of constraint associated with G_i, respectively.…

We examine numerically different zero-dimensional reaction-diffusion processes as candidate toy models for high-energy QCD evolution. Of the models examined -- Reggeon Field Theory, Directed Percolation and Reversible Processes -- only the…

We investigate branching processes in nearly degenerate varying environment, where the offspring distribution converges to the degenerate distribution at 1. Such processes die out almost surely, therefore, we condition on non-extinction or…

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel to $1$ and then…