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Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…
Let $f$ be the density function associated to a matrix-exponential distribution of parameters $(\alpha, T,s)$. By exponentially tilting $f$, we find a probabilistic interpretation which generalises the one associated to phase-type…
We consider Fokker-Planck equations in the whole Euclidean space, driven by Levy processes, under the action of confining drifts, as in the classical Ornstein-Ulhenbeck model. We introduce a new PDE method to get exponential or…
A new asymptotic method is presented for the analysis of the traveling waves in the one-dimensional reaction-diffusion system with the diffusion with a finite velocity and Kolmogorov-Petrovskii-Piskunov kinetics. The analysis makes use of…
This paper is devoted to the study of systems of reaction-cross diffusion equations arising in population dynamics. New results of existence of weak solutions are presented, allowing to treat systems of two equations in which one of the…
Switched linear hyperbolic partial differential equations are considered in this paper. They model infinite dimensional systems of conservation laws and balance laws, which are potentially affected by a distributed source or sink term. The…
We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the…
What can one say on convergence to stationarity of a finite state Markov chain that behaves "locally" like a nearest neighbor random walk on ${\mathbb Z}$ ? The model we consider is a version of nearest neighbor lazy random walk on the…
We provide quantitative bounds on the convergence to stationarity of real-valued Langevin diffusions with symmetric target densities.
In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…
We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equation, in which the Lyapunov functional is chosen as a…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
A paper, entitled "Uniform stabilization for the Timoshenko beam by a locally distributed damping" was published in 2003, in the journal Electronic Journal of Differential Equations. Its title concerns exclusively its Section 3, devoted to…
Positive and negative Lyapunov exponents for a dilute, random, two-dimensional Lorentz gas in an applied field, $\vec{E}$, in a steady state at constant energy are computed to order $E^{2}$. The results are:…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
We prove a converse Lyapunov theorem for almost sure stabilizability and almost sure asymptotic stabilizability of controlled diffusions: given a stochastic system a.s. stochastic open loop stabilizable at the origin, we construct a lower…
This article extends a strong averaging principle for L\'evy diffusions which live on the leaves of a foliated manifold subject to small transversal L\'evy type perturbation to the case of non-compact leaves. The main result states that the…
We investigate the role of the form of the spatial diffusion coefficient in shock acceleration of fast particles. Referring to non-classical diffusion and using the results of numerical (hybrid) simulations tailored for the downstream shock…
The sensitivity of trajectories over finite time intervals t to perturbations of the initial conditions can be associated with a finite-time Lyapunov exponent lambda, obtained from the elements M_{ij} of the stability matrix M. For globally…
Reflected diffusions in convex polyhedral domains arise in a variety of applications, including interacting particle systems, queueing networks, biochemical reaction networks and mathematical finance. Under suitable conditions on the data,…