Related papers: On the behavior of diffusion processes with traps
We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…
We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…
We analyze circumstances under which the microscopic dynamics of particles which are driven by a forced, gradient-type flow can be consistently interpreted as a Markovian diffusion process. Special attention is paid to discriminating…
In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…
In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of…
In a recent Letter Bray and Blythe have shown that the survival probability P(t) of an A particle diffusing with a diffusion coefficient D_A in a 1D system with diffusive traps B is independent of D_A in the asymptotic limit t \to \infty…
In certain biological contexts, such as the plumage patterns of birds and stripes on certain species of fishes, pattern formation takes place behind a so-called "wave of competency". Currently, the effects of a wave of competency on the…
We have numerically studied the trapping problem in a two-dimensional lattice where particles are continuously generated. We have introduced interaction between particles and directionality of their movement. This model presents a critical…
We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution…
We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…
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…
We analyze the mean time t_{app} that a randomly moving particle spends in a bounded domain (sphere) before it escapes through a small window in the domain's boundary. A particle is assumed to diffuse freely in the bulk until it approaches…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
The ability to achieve coordinated behavior --engineered or emergent-- on networked systems has attracted widespread interest over several fields. This has led to remarkable advances on the development of a theoretical understanding of the…
In this paper we investigate the long time behavior of a family of diffusion processes with H\"older continuous diffusion terms on a compact set, these process arise naturally in random approximations of an ODE. We will prove that these…
We consider self-propelled particles undergoing run-and-tumble dynamics (as exhibited by E. coli) in one dimension. Building on previous analyses at drift-diffusion level for the one-particle density, we add both interactions and noise,…
We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…
We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…