Related papers: Interlacing Diffusions
We introduce a new class of models for interacting particles. Our construction is based on Jacobians for the radial coordinates on certain superspaces. The resulting models contain two parameters determining the strengths of the…
This work introduces a new class of cross-diffusion systems for studying overcrowding dispersal of two species. The approach, based on proximal minimization energy through a minimum flow process, offers a potential generalization of…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
Within the framework of Ginzburg-Landau theory we study the rich variety of interfacial phase transitions in twinning-plane superconductors. We show that the phase behaviour strongly depends on the transparency of the twinning plane for…
We analyze the dynamical generation of entanglement in systems of two interacting spins initially prepared in a product of spin coherent states. For arbitrary time-independent Hamiltonians, we derive a semiclassical expression for the…
The bulk nuclear matter produced in heavy ion collisions carries a multitude of conserved quantum numbers: electric charge, baryon number, and strangeness. Therefore, the diffusion processes associated to these conserved charges cannot…
An interacting system of Langevin dynamics driven particles has been proposed for sampling from a given posterior density by Garbuno-Inigo, Hoffmann, Li and Stuart in Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
We consider $\mathbb{R}^d$-valued diffusion processes of type \begin{align*} dX_t\ =\ b(X_t)dt\, +\, dB_t. \end{align*} Assuming a geometric drift condition, we establish contractions of the transitions kernels in Kantorovich ($L^1$…
Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equations of the Gaussian or confluent type. The construction…
Spatial and temporal pattern formation in reaction-diffusion systems is typically studied with two or more equations, as scalar reaction-diffusion equations confined to convex domains do not admit stable inhomogeneous states in time or…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…
Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We first…
We investigate transient clustering dynamics in nonlocal aggregation-diffusion systems from an energetic perspective. Starting from a stochastic interacting particle system, we study the associated macroscopic McKean-Vlasov equation on the…
We analyse diffusion dynamics on weakly-coupled networks (interconnected networks) by means of separation of time scales. Using an adiabatic approximation we reduced the system dynamics to a Markov chain with aggregated variables and…
The goal of the paper is to describe the large time behaviour of a Markov process associated with a symmetric diffusion in a high-contrast random environment and to characterize the limit semigroup and the limit process under the diffusive…
We study a minimal non-Markovian model of superdiffusion which originates from long-range velocity correlations within the generalized Langevin equation (GLE) approach. The model allows for a three-dimensional Markovian embedding. The…
We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale…