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Reflecting diffusions on continuum percolation clusters are considered. Assuming that the occupied region has a unique unbounded cluster and the cluster satisfies geometrical conditions such as volume regularity, isoperimetric conditions,…
We investigate the statistics of single-mode delay times of waves reflected from a disordered waveguide in the presence of wave localization. The distribution of delay times is qualitatively different from the distribution in the diffusive…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…
We prove existence and uniqueness of a reaction-diffusion equation whose diffusivity is a non-linear functional of the boundary temperature. We do this by studying systems of one-dimensional reflecting diffusions whose noise is a function…
There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…
We study a local data inverse problem for the time-dependent Convection-Diffusion Equation (CDE) in a bounded domain where a part of the boundary is treated to be inaccessible. Up on assuming the inaccessible part to be flat, we seek for…
We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…
Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…
In this paper, we analyze a model composed by coupled local and nonlocal diffusion equations acting in different subdomains. We consider the limit case when one of the subdomains is thin in one direction (it is concentrated to a domain of…
We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…
We consider random walks in dynamic random environments which arise naturally as spatial embeddings of ancestral lineages in spatial locally regulated population models. In particular, as the main result, we prove the quenched central limit…
It is by now well-known that one can recover a potential in the wave equation from the knowledge of the initial waves, the boundary data and the flux on a part of the boundary satisfying the Gamma-conditions of J.-L. Lions. We are…
In this paper, we propose numerical methods for computing the boundary local time of reflecting Brownian motion (RBM) in R3 and its use in the probabilistic representation of the solution of the Laplace equation with the Neumann boundary…
The process by which one may take a discrete model of a biophysical process and construct a continuous model based on it is of mathematical interest as well as being of practical use. In this paper, we first study the singular limit of a…
In the Lorentz mirror walk in dimension $d\geq 2$, mirrors are randomly placed on the vertices of $\mathbb{Z}^d$ at density $p\in[0,1]$. A light ray is then shot from the origin and deflected through the various mirrors in space. The object…
We prove decay estimates in the interior for solutions to elliptic equations in divergence form with Lipschitz continuous coefficients. The estimates explicitly depend on the distance from the boundary and on suitable notions of frequency…
We consider a general discrete-time branching random walk on a countable set X. We relate local, strong local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that,…
In this paper we outline an approach for analysing random walks on the chambers of buildings. The types of walks that we consider are those which are well adapted to the structure of the building: Namely walks with transition probabilities…