Related papers: Renewal structure and local time for diffusions in…
Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on…
The exact formulae for spectra of equilibrium diffusion in a fixed bistable piecewise linear potential and in a randomly flipping monostable potential are derived. Our results are valid for arbitrary intensity of driving white Gaussian…
The supercritical state is currently viewed as uniform on the pressure-temperature phase diagram. Supercritical fluids have the dynamic motions of a gas but are able to dissolve materials like a liquid. They have started to be deployed in…
Diffusion of electrons in a two-dimensional system with time-dependent random potentials is investigated numerically. In the absence of spin-orbit scattering, the conductivity shows universal weak localization correction. In the presence of…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
This work continues and substantially extends our recent work on switching diffusions with the switching processes that depend on the past states and that take values in a countable state space. That is, the discrete components of the…
This paper derives a diffusion approximation for a sequence of discrete-time one-sided limit order book models with non-linear state dependent order arrival and cancellation dynamics. The discrete time sequences are specified in terms of an…
We report a first-principles study of static transport of localized waves in quasi-one-dimensional open media. We found that such transport, dominated by disorder-induced resonant transmissions, displays novel diffusive behavior. Our…
We consider a null-recurrent randomly biased walk $\mathbb{X}$ on a Galton-Watson tree in the (sub)-diffusive regime and we prove that properly renormalized, the local time in a critical generation converges in law towards some function of…
During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…
We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…
We investigate both analytically and by numerical simulation the relaxation of an overdamped Brownian particle in a 1D multiwell potential. We show that the mean relaxation time from an injection point inside the well down to its bottom is…
In this paper, we develop an encounter-based model of partial surface adsorption for fractional diffusion in a bounded domain. We take the probability of adsorption to depend on the amount of particle-surface contact time, as specified by a…
We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a constant probability $r$. We construct a discrete renewal…
Excitable waves arise in many spatially-extended systems of either biological, chemical, or physical nature due to the interplay between local reaction and diffusion processes. Here we demonstrate that similar phenomena are encoded in the…
In this paper, we proceed to study the nonlocal diffusion problem proposed by Li and Wang [8], where the left boundary is fixed, while the right boundary is a nonlocal free boundary. We first give some accurate estimates on the longtime…
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…
We consider the initial value problem of the compressible Navier-Stokes-Korteweg equations in the whole space $\mathbb{R}^d$ ($d \ge 2$). The purposes of this paper are to obtain the global-in-time solution around the constant equilibrium…
In this paper, we consider a bidimensional renewal risk model with constant force of interest, in which the claim size vector with certain local subexponential marginal distribution and its inter-arrival time are subject to a new…