Related papers: Exit Laws of Isotropic Diffusions in Random Enviro…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
Distribution of a Brownian motion conditioned to start from the boundary of an open set $G$ and to stay in $G$ for a finite period of time is studied. Characterizations of such distributions in terms of certain singular stochastic…
We consider a one-dimensional exclusion dynamics in mild contact with boundary reservoirs. In the diffusive scale, the particles' density evolves as the solution of the heat equation with non-linear Robin boundary conditions. For…
The aim of this note is to present preliminary existence results for a system of cross-diffusion equations defined on a domain with moving boundaries, which model the evolution of the concentrations of different chemical species in a solid…
An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
Scattering of normally incident longitudinal and transverse acoustic waves by a randomly rough surface of an elastically isotropic solid is analyzed within the small perturbation approach. In the limiting case of a large correlation length…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
In this paper we describe the asymptotic behavior, in the exponential time scale, of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time behavior of corresponding diffusion…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…
We study the dynamics of the outliers for a large number of independent Brownian particles in one dimension. We derive the multi-time joint distribution of the position of the rightmost particle, by two different methods. We obtain the two…
We study the Boltzmann equation near a global Maxwellian in the case of bounded domains. We consider the boundary conditions to be either specular reflections or Maxwellian diffusion. Starting from the reference work of Guo in…
In previous papers I have argued that the \emph{fusion rules hypothesis}, which was originally introduced by L'vov and Procaccia in the context of the problem of three-dimensional turbulence, can be used to gain a deeper insight in…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…
We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…
The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…
We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional…
In this work, we investigate positive recurrent L\'evy diffusions driven by appropriately scaled Brownian motion and $\alpha$-stable process (with $1<\alpha<2$) in the small noise regime. Supposing that in the vanishing noise limit, our…
We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three…