Related papers: Stability and recurrence of regime-switching diffu…
In this article, we study the ergodic risk-sensitive control problem for controlled regime-switching diffusions. Under a blanket stability hypothesis, we solve the associated nonlinear eigenvalue problem for weakly coupled systems and…
Multidimensional affine diffusions have been studied in detail for the case of a canonical state space. We present results for general state spaces and provide a complete characterization of all possible affine diffusions with polyhedral…
Discrete element method simulations of confined bidisperse granular shear flows elucidate the balance between diffusion and segregation that can lead to either mixed or segregated states, depending on confining pressure. Results indicate…
We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
We study diffusion-controlled processes in nonequilibrium steady states, where standard rate theory assumptions break down. Using transition path theory, we generalize the relations between reactive probability fluxes and measures of the…
This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated…
We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…
The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…
We study the distribution of the Schmidt coefficients of the reduced density matrix of a quantum system in a pure state. By applying general methods of statistical mechanics, we introduce a fictitious temperature and a partition function…
We consider the rate of transition for a particle between two metastable states coupled to a thermal environment for various magnitudes of the coupling strength, using the recently proposed infrequent metadynamics approach (Tiwary and…
We present a general scheme to calculate within the independent interval approximation generalized (level-dependent) persistence properties for processes having a finite density of zero-crossings. Our results are especially relevant for the…
We investigate positive steady states of an indefinite superlinear reaction-diffusion equation arising from population dynamics, coupled with a nonlinear boundary condition. Both the equation and the boundary condition depend upon a…
We investigate the multi-particle states of the (1+1)-dimensional Ising model using a spectroscopy scheme based on the tensor renormalization group method. We start by computing the finite-volume energy spectrum of the model from the…
The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…
The canonical Evans--Majumdar model for diffusion with stochastic resetting to the origin assumes that resetting takes zero time: upon resetting the diffusing particle is teleported back to the origin to start its motion anew. However, in…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…
An asymptotic method for finding instabilities of arbitrary $d$-dimensional large-amplitude patterns in a wide class of reaction-diffusion systems is presented. The complete stability analysis of 2- and 3-dimensional localized patterns is…