Related papers: Hybrid asymptotic-numerical approach for estimatin…

We study the lattice random walk dynamics in a heterogeneous space of two media separated by an interface and having different diffusivity and bias. Depending on the position of the interface, there exist two exclusive ways to model the…

We present a systematic analytical approach to the trapping of a random walk by a finite density rho of diffusing traps in arbitrary dimension d. We confirm the phenomenologically predicted e^{-c_d rho t^{d/2}} time decay of the survival…

This study introduces a recursive method for computing asymptotic solutions of the Laplace equation in corner domains with the homogeneous Dirichlet boundary condition on one side and the Robin boundary condition with a power-law…

In this paper, we investigate the limiting absorption principle associated to and the well-posedness of the Helmholtz equations with sign changing coefficients which are used to model negative index materials. Using the reflecting technique…

We present a time-domain iteration scheme for solving the Dynamical Mean-Field Theory (DMFT) self-consistent equations using retarded Green's functions in real time. Unlike conventional DMFT approaches that operate in imaginary time or…

We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…

We consider a random walk in a truncated cone $K_N$, which is obtained by slicing cone $K$ by a hyperplane at a growing level of order $N$. We study the behaviour of the Green function in this truncated cone as $N$ increases. Using these…

We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…

We consider a two-species simple exclusion process on a periodic lattice. We use the method of matched asymptotics to derive evolution equations for the two population densities in the dilute regime, namely a cross-diffusion system of…

We provide a complete thermodynamic solution of a 1D hopping model in the presence of a random potential by obtaining the density of states. Since the partition function is related to the density of states by a Laplace transform, the…

This paper introduces a novel boundary integral approach of shape uncertainty quantification for the Helmholtz scattering problem in the framework of the so-called parametric method. The key idea is to construct an integration grid whose…

We propose a boundary integral formulation for the dynamic problem of electromagnetic scattering and transmission by homogeneous dielectric obstacles. In the spirit of Costabel and Stephan, we use the transmission conditions to reduce the…

We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…

A multiscale asymptotic homogenization method for periodic microstructured materials in presence of thermoelasticity with periodic spatially dependent one relaxation time is introduced. The asymptotic expansions of the micro-displacement…

The goal of this article is two-fold: in a first part, we prove Azuma-Hoeffding type concentration inequalities around the drift for the displacement of non-elementary random walks on hyperbolic spaces. For a proper hyperbolic space $M$, we…

We study the gap processes in a degenerate system of three particles interacting through their ranks. We obtain the Laplace transform of the invariant measure of these gaps, and an explicit expression for the corresponding invariant…

We show how methods from Hamiltonian Floer theory can be used to establish lower bounds for the number of different time-periodic measures of time-periodic Hamiltonian systems with diffusion. After proving the existence of closed random…

Asymptotic homogenisation is considered for problems with integral constraints imposed on a slowly-varying microstructure; an insulator with an array of perfectly dielectric inclusions of slowly varying size serves as a paradigm. Although…

We study the asymptotic behavior of the critical density of the activated random walk model as the sleep rate $\lambda$ tends to $0$ and $\infty$. For large $\lambda$, we prove new lower bounds in dimensions 1 and 2, showing that in one…

We consider the kinetics of the imperfect narrow escape problem, i.e. the time it takes for a particle diffusing in a confined medium of generic shape to reach and to be adsorbed by a small, imperfectly reactive patch embedded in the…