Related papers: On $ h $-transforms of one-dimensional diffusions …
We discuss a class of diffusion-type partial differential equations on a bounded interval and discuss the possibility of replacing the boundary conditions by certain linear conditions on the moments of order 0 (the total mass) and of…
We develop a description of diffusion limited growth in solid-solid transformations, which are strongly influenced by elastic effects. Density differences and structural transformations provoke stresses at interfaces, which affect the phase…
This paper aims at obtaining, by means of integral transforms, analytical approximations in short times of solutions to boundary value problems for the one-dimensional reaction-diffusion equation with constant coefficients. The general form…
We study the possible scaling limits of percolation interfaces in two dimensions on the triangular lattice. When one lets the percolation parameter p(N) vary with the size N of the box that one is considering, three possibilities arise in…
We investigate the phase transition in a non-planar correlated percolation model with long-range dependence, obtained by considering level sets of a Gaussian free field with mass above a given height $h$. The dependence present in the model…
For typical perturbations of convex integrable Hamiltonian system with three degrees of freedom, a path of diffusion is established to cross strong double resonant point. Together with the uniform hyperbolicity of invariant cylinders got in…
We consider three equilibrium concepts proposed in the literature for time-inconsistent stopping problems, including mild equilibria, weak equilibria and strong equilibria. The discount function is assumed to be log sub-additive and the…
We consider a diffusion model with limit cycle reaction functions, in the presence of convection. We select a set of functions derived from a realistic reaction model: the Schnakenberg equations. This resultant form is unsymmetrical. We…
We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of…
One-dimensional reaction-diffusion models A+A -> 0, A+A -> A, and $A+B -> 0, where in the latter case like particles coagulate on encounters and move as clusters, are solved exactly with anisotropic hopping rates and assuming synchronous…
This paper deals with an inverse source problem for the $1$D time-fractional diffusion equation by using boundary measurement. The conditional stability in identification of the unknown source term is proved on the basis of the Fourier…
We study fixed point biased involutions that avoid a pattern. For every pattern of length three we obtain limit theorems for the asymptotic distribution of the (appropriately centered and scaled) number of fixed points of a random fixed…
We study the global approximate controllability properties of a one dimensional semilinear reaction-diffusion equation governed via the coefficient of the reaction term. It is assumed that both the initial and target states admit no more…
An integro differential equation which is able to describe the evolution of a large class of dissipative models, is considered. By means of an equivalence, the focus shifts to the perturbed sine- Gordon equation that in superconductivity…
For a type of employee stock option (ESO) and an American put option with a barrier, we obtain closed-form formulae for the value functions and provide a complete characterization for optimal stopping/continuation regions. Some comparison…
We study reaction-diffusion processes with concentration-dependent diffusivity. First, we determine the decay of the concentration in the single-species and two-species diffusion-controlled annihilation processes. We then consider two…
The effects of a boundary on reaction systems are examined in the framework of the general single-species reaction/coalescence process. The boundary naturally represents the reactants' container, but is applicable to exciton dynamics in a…
The problem of plane-wave diffraction on semi-infinite orthorhombic electromagnetic (photonic) crystals of general kind is considered. Boundary conditions are obtained in the form of infinite system of equations relating amplitudes of…
We revisit the homogenization problem for the Poisson equation in periodically perforated domains with zero Neumann data at the boundary of the holes and prescribed Dirichlet data at the outer boundary. It is known that, if the periodicity…
We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…