Related papers: Construction and analysis of sticky reflected diff…
In this paper, we study the diffusive limit of the steady state radiative heat transfer system for non-homogeneous Dirichlet boundary conditions in a bounded domain with flat boundaries. A composite approximate solution is constructed using…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $\mathbb R^d$ with $C^2$-smooth boundary except for a sufficiently small set. This decomposition holds almost…
We develop a new simulation method for multidimensional diffusions with sticky boundaries. The challenge comes from simulating the sticky boundary behavior, for which standard methods like the Euler scheme fail. We approximate the sticky…
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…
In this paper, we prove a stability result for an elastodynamic system with acoustic boundary conditions and localized internal damping, defined in a bounded domain $\Omega$ of $\mathbb{R}^3$. Here, the internal damping is only assumed to…
A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
Denoising diffusion models are a novel class of generative algorithms that achieve state-of-the-art performance across a range of domains, including image generation and text-to-image tasks. Building on this success, diffusion models have…
We develop an immersed-boundary approach to modeling reaction-diffusion processes in dispersions of reactive spherical particles, from the diffusion-limited to the reaction-limited setting. We represent each reactive particle with a…
When analyzing data from multiple sources, it is often convenient to strike a careful balance between two goals: capturing the heterogeneity of the samples and sharing information across them. We introduce a novel framework to model a…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We develop a continuum model for the dynamics of grain boundaries in three dimensions that incorporates the motion and reaction of the constituent dislocations. The continuum model is based on a simple representation of densities of curved…
In this paper, we study a particular model of distorted Brownian motion (dBM) on state spaces with varying dimension. Roughly speaking, the state space of such a process consists of two components: a $3$-dimensional component and a…
We investigate the behavior of the solution to an elliptic diffraction problem in the union of a smooth set $\Omega$ and a thin layer $\Sigma$ locally described by $\varepsilon h$, where $h$ is a positive function defined on the boundary…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
The mixing properties of vapor content, temperature and particle fields are of paramount importance in cloud turbulence as they pertain to essential processes, such as cloud water droplet evaporation and entrainment. Our study examines the…
Models of fractal growth commonly consider particles diffusing in a medium and that stick irreversibly to the forming aggregate when making contact for the first time. As shown by the well-known diffusion limited aggregation (DLA) model and…
Dirichlet-branes have emerged as important objects in studying nonperturbative string theory. It is important to generalize these objects to more general backgrounds other than the usual flat background. The simplest case is the linear…
We prove strong existence and uniqueness for a reflection process $X$ in a smooth, bounded domain $D$ that behaves like obliquely-reflected-Brownian-motion, except that the direction of reflection depends on a (spin) parameter $S$, which…