Related papers: On $ h $-transforms of one-dimensional diffusions …
Because of the negative inclination of the solid-liquid phase separation line in water, ice Ih melts on compression. On further increase in pressure the liquid water transforms into a high density metastable glassy state, characterized by a…
We prove an upper bound for the convergence rate of the homogenization limit $\epsilon\to 0$ for a linear transmission problem for a advection-diffusion(-reaction) system posed in areas with low and high diffusivity, where $\epsilon$ is a…
The Zero-Range Process, in which particles hop between sites on a lattice under conserving dynamics, is a prototypical model for studying real-space condensation. Within this model the system is critical only at the transition point. Here…
Diffraction limits the behaviour of light in optical systems and sets the smallest achievable line width at half the wavelength. With a novel subwavelength plasmonic lens to reduce the diffraction via an asymmetry and to generate and…
We analyze the role of the interplay between on-site interaction and inhomogeneous diffusion on the phenomenon of condensation in the zero-range process. We predict a universal phase diagram in the plane of two exponents, respectively…
The scaling behaviour of the diffraction intensity near the origin is investigated for (partially) ordered systems, with an emphasis on illustrative, rigorous results. This is an established method to detect and quantify the fluctuation…
In this work we adopt a combination of probabilistic approach and analytic methods to study the fundamental solutions to variations of the Wright-Fisher equation in one dimension. To be specific, we consider a diffusion equation on…
We identify the integrable stopping time $\tau_*$ with minimal $L^1$-distance to the last-passage time $\gamma_z$ to a given level $z>0$, for an arbitrary non-negative time-homogeneous transient diffusion $X$. We demonstrate that $\tau_*$…
We study the small-time asymptotics for hypoelliptic diffusion processes conditioned by their initial and final positions, in a model class of diffusions satisfying a weak H\"ormander condition where the diffusivity is constant and the…
We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…
We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…
We consider the Hele-Shaw problem in a randomly perforated domain with zero Neumann boundary conditions. A homogenization limit is obtained as the characteristic scale of the domain goes to zero. Specifically, we prove that the solutions as…
A fluid in the NVT ensemble at T less than the critical temperature T_c and rho = N/V somewhat in excess of rho_coex (density of the saturated gas in the gas-liquid transition) is considered. For V->infinity, a macroscopic liquid droplet…
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…
We study an inverse first-hitting problem for a one-dimensional, time-homogeneous diffusion $X(t)$ reflected between two boundaries $a$ and $b,$ which starts from a random position $\eta.$ Let $a \le S \le b$ be a given threshold, such that…
We consider the initial-boundary value problem for an incompressible Oldroyd-B model with stress diffusion in two-dimensional upper half plane which describes the motion of viscoelastic polymeric fluids. From the physical point of view, the…
The behavior of the single-species reaction process $A+A\to O$ is examined near an impenetrable boundary, representing the flask containing the reactants. Two types of dynamics are considered for the reactants: diffusive and ballistic…
A solution to the optimal problem for determining vector fields which maximize (resp. minimize) the transition probabilities from one location to another for a class of reflecting diffusion processes is obtained in the present paper. The…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…
We study the low temperature $(2+1)$D Solid-On-Solid model on $[[1, L ]]^2$ with zero boundary conditions and nonnegative heights (a floor at height $0$). Caputo et al. (2016) established that this random surface typically admits either…