Related papers: Homogenization of periodic diffusion with small ju…

The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but coloured due, e.g., to the presence of hydrodynamic memory.…

An integro-differential equation for the probability density of the generalized stochastic Ornstein-Uhlenbeck process with jump diffusion is considered. It is shown that for a certain ratio between the intensity of jumps and the speed of…

We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…

The paper deals with periodic homogenization problem for a para\-bo\-lic equation whose elliptic part is a convolution type operator with rapidly oscillating coefficients. It is assumed that the coefficients are rapidly oscillating periodic…

This paper deals with homogenization problem for convolution type non-local operators in random statistically homogeneous ergodic media. Assuming that the convolution kernel has a finite second moment and satisfies the uniform ellipticity…

Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…

In this paper we extend the homogenization results obtained in (G. Allaire, A. Mikeli\'c, A. Piatnitski, J. Math. Phys. 51 (2010), 123103) for a system of partial differential equations describing the transport of a N-component electrolyte…

We perform experiments with a granular system that consists of a collection of identical hollow spheres (ping-pong balls). Particles rest on a horizontal metallic grid and are confined within a circular region. Fluidization is achieved by…

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…

We numerically study the Rayleigh-B\'enard (RB) convection in two-dimensional model emulsions confined between two parallel walls at fixed temperatures. The systems under study are heterogeneous, with finite-size droplets dispersed in a…

A variational coarse-graining framework for heterogeneous media is developed that allows for a seamless transition from the traditional static scenario to a arbitrary loading conditions, including inertia effects and body forces. The…

In this paper, we are interested in conditional McKean-Vlasov jump diffusions, which are also termed as McKean-Vlasov stochastic differential equations with jump idiosyncratic noise and jump common noise. As far as conditional McKean-Vlasov…

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

We consider parametric estimation of the continuous part of a class of ergodic diffusions with jumps based on high-frequency samples. Various papers previously proposed threshold based methods, which enable us to distinguish whether…

This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…

In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…

We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…

We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…

This paper presents a homogenisation-based constitutive model to describe the effective tran- sient diffusion behaviour in heterogeneous media in which there is a large contrast between the phase diffusivities. In this case mobile species…

We revisit the classical problem of diffusion of a scalar (or heat) released in a two-dimensional medium with an embedded periodic array of impermeable obstacles such as perforations. Homogenisation theory provides a coarse-grained…