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A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases,…
We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…
Convergence rate to the stationary distribution for continuous-time Markov processes can be studied using Lyapunov functions. Recent work by the author provided explicit rates of convergence in special case of a reflected jump-diffusion on…
For a class of interacting particle systems in continuous space, we show that finite-volume approximations of the bulk diffusion matrix converge at an algebraic rate. The models we consider are reversible with respect to the Poisson…
We study the atomistic-to-continuum limit of a class of energy functionals for crystalline materials via Gamma-convergence. We consider energy densities that may depend on interactions between all points of the lattice and we give…
Charges associated with gauge symmetries are defined on boundaries of spacetimes. But these constructions typically involve divergent quantities when considering asymptotic boundaries. Different prescriptions exist to address this problem,…
We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…
We investigate the regularity issue for the diffuse reflection boundary problem to the stationary linearized Boltzmann equation for hard sphere potential, cutoff hard potential, or cutoff Maxwellian molecular gases in a strictly convex…
We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…
We revisit the homogenization problem for the Poisson equation in periodically perforated domains with zero Neumann data at the boundary of the holes and prescribed Dirichlet data at the outer boundary. It is known that, if the periodicity…
We study the situation in which the distribution of temperature a body is due to its interaction with radiation. We consider the boundary value problem for the stationary radiative transfer equation under the assumption of the local…
This paper is devoted to the diffusive limit of the nonlinear radiative heat transfer system with curved boundary domain (\textit{two dimensional disk}). The solution constructed in \cite{ghattassi2022convergence} by the leading order…
We introduce an algorithm based on semidefinite programming that yields increasing (resp. decreasing) sequences of lower (resp. upper) bounds on polynomial stationary averages of diffusions with polynomial drift vector and diffusion…
We consider a boundary value problem of a stationary advection equation with the homogeneous inflow boundary condition in a bounded domain with Lipschitz boundary, and consider its perturbation by $\epsilon \Delta$, where $\epsilon$ is a…
We obtain optimal moment bounds for Birkhoff sums, and optimal concentration inequalities, for a large class of slowly mixing dynamical systems, including those that admit anomalous diffusion in the form of a stable law or a central limit…
This paper deals with the diffusive limit of the Jin and Xin model and its approximation by an asymptotic preserving finite volume scheme. At the continuous level, we determine a convergence rate to the diffusive limit by means of a…
We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow…
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…