Related papers: On the behavior of diffusion processes with traps
Suppose that a $d$-dimensional domain is filled with a gas of (in general, interacting) diffusive particles with density $n_0$. A particle is absorbed whenever it reaches the domain boundary. Employing macroscopic fluctuation theory, we…
Biological, physical, medical, and numerical applications involving membrane problems on different scales are numerous. We propose an extension of the standard Turing theory to the case of two domains separated by a permeable membrane. To…
A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…
In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
Behind the nice unification provided by the notion of the level 2.5 in the field of large deviations for time-averages over a long Markov trajectory, there are nevertheless very important qualitative differences between the meaning of the…
We present two results concerning the spin (or pseudo spin) dynamics of trapped quantum gases in the hydrodynamic regime described by the Leggett equations. First, we apply perturbation theory to extend the ``bounded diffusion'' description…
A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…
Dynamical processes exhibiting absorbing states are essential in the modeling of a large variety of situations from material science to epidemiology and social sciences. Such processes exhibit the possibility of avalanching behavior upon…
Scattering between edge states that bound one-dimensional domains of opposite potential or flux is studied, in the presence of strong potential or flux disorder. A mobility edge is found as a function of disorder and energy, and we have…
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…
In this paper, we consider the problem of minimizing the exit rate with which a diffusion process pertaining to a chain of distributed control systems, with random perturbations, exits from a given bounded open domain. In particular, we…
The effects of a boundary on reaction systems are examined in the framework of the general single-species reaction/coalescence process. The boundary naturally represents the reactants' container, but is applicable to exciton dynamics in a…
We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…
Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…
The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…
We investigate diffusion in supersonic, turbulent, compressible flows. Supersonic turbulence can be characterized as network of interacting shocks. We consider flows with different rms Mach numbers and where energy necessary to maintain…
Collective phenomena emerge from the interaction of natural or artificial units with a complex organization. The interplay between structural patterns and dynamics might induce functional clusters that, in general, are different from…
The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…
A perturbation framework is developed to analyze metastable behavior in stochastic processes with random internal and external states. The process is assumed to be under weak noise conditions, and the case where the deterministic limit is…