Related papers: Construction and analysis of sticky reflected diff…
In a previous paper, we established strong existence and uniqueness for a reflected diffusion $(X,S)$ with values in $\bar D\times \mathbbm{R}^p$, solving the following pair of stochastic differential equations: $$ dX_t = \sigma(X_t)dB_t +…
We introduce a new residual-bridge proposal for approximately simulating conditioned diffusions. This proposal is formed by applying the modified diffusion bridge approximation of Durham and Gallant (2002) to the difference between the true…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
We develop a general theory of transport-limited aggregation phenomena occurring on curved surfaces, based on stochastic iterated conformal maps and conformal projections to the complex plane. To illustrate the theory, we use stereographic…
In this paper, a strain-gradient plasticity model is derived from a mesoscopic model for straight parallel edge dislocations in an infinite cylindrical crystal. The main difference to existing work is that in this work the well-separateness…
By using the Onsager variational principle as an approximation tool, we develop a new diffusion generated motion method for wetting problems. The method uses a signed distance function to represent the interface between the liquid and vapor…
Mixing at the interface between a convection zone and an adjacent, stably-stratified layer plays a crucial role in shaping the structure and evolution of stars and planets. In this work, we present a suite of 2D and 3D Boussinesq…
In this paper, we study an insulation problem that seeks to determine the optimal distribution of a given amount $m>0$ of insulating material coating an insulated boundary part $\Gamma_I\subseteq \partial\Omega$ of a thermally conducting…
A one-dimensional model on a line of the length L is investigated, which involves particle diffusion as well as single particle annihilation. There are also creation and annihilation at the boundaries. The static and dynamical behaviors of…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
In this paper we consider non-local (in time) heat equations on time-increasing parabolic sets whose boundary is determined by a suitable curve. We provide a notion of solution for these equations and we study well-posedness under Dirichlet…
A continuum dislocation model of formation of grains whose boundaries have a non-vanishing thickness is proposed. For a single crystal deforming in simple shear the lamellar structure of grains with thin layers containing dislocations as…
A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…
We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…
Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding…
We study reaction-diffusion equations of various types in the half-space. For bistable reactions with Dirichlet boundary conditions, we prove conditional uniqueness: there is a unique nonzero bounded steady state which exceeds the bistable…
Granular flows down inclined channels with smooth boundaries are common in nature and in the industry. Nevertheless, the common setup of flat boundaries has comparatively been much less investigated than the bumpy boundaries one, which is…
Although the spatially continuous version of the reaction-diffusion equation has been well studied, in some instances a spatially-discretized representation provides a more realistic approximation of biological processes. Indeed,…
We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain…