Related papers: Interlacing Diffusions
Diffusion processes are widespread in biological and chemical systems, where they play a fundamental role in the exchange of substances at the cellular level and in determining the rate of chemical reactions. Recently, the classical picture…
The theory of patterns formation for a reaction-diffusion system defined on a multiplex is developed by means of a perturbative approach. The intra-layer diffusion constants act as small parameter in the expansion and the unperturbed state…
We study various temporal correlation functions of a tagged particle in one-dimensional systems of interacting point particles evolving with Hamiltonian dynamics. Initial conditions of the particles are chosen from the canonical thermal…
Double-diffusive convection, often referred to as semi-convection in astrophysics, occurs in thermally and compositionally stratified systems which are stable according to the Ledoux-criterion but unstable according to the Schwarzchild…
Second order recurrence of a $d$-dimensional diffusion with an additive Wiener process, with switching, and with one recurrent and one transient regime and constant switching intensities is established under suitable conditions. The…
The sigma-convergence concept has been up to now used to derive macroscopic models in full space dimensions. In this work, we generalize it to thin heterogeneous domains given rise to phenomena in lower space dimensions. More precisely, we…
Theoretical considerations are made of superfluid turbulence in the Kelvin wave cascade regime at low temperatures (T < 1K) and length scales of the order or smaller than the intervortical distance. The energy spectrum is shown to be in…
In a preceding paper, Mukhopadhyay and I studied the diffusive motion of a tagged molecule in a heterogeneous glass-forming liquid at temperatures just above a glass transition. Among other features of this system, we postulated a relation…
In this work, the entanglement generation between two hexagonal-lattice layers embedded in a microcavity is studied, accounting for both electromagnetic coupling and intrinsic spin-orbit interaction (SOI). Utilizing a short-time dynamical…
Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…
We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual…
Using an interface displacement model derived from a microscopic density functional theory we investigate thin liquidlike wetting layers adsorbed on flat substrates with an embedded chemical heterogeneity forming a stripe. For a wide range…
This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…
We use Langevin dynamics simulations to study the mass diffusion problem across two adjacent porous layers of different transport property. At the interface between the layers, we impose the Kedem-Katchalsky (KK) interfacial boundary…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…
We present a method for modelling star-forming clouds that combines two different models of the thermal evolution of the interstellar medium (ISM). In the combined model, where the densities are low enough that at least some part of the…
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…
We study low-dimensional quantum systems with analytical and computational methods. Firstly, the one-dimensional extended $t$-$V$ model of fermions with interactions of a finite range is investigated. The model exhibits a phase transition…