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We use an Ornstein--Uhlenbeck (OU) process to approximate the queue length process in a $GI/GI/n+M$ queue. This one-dimensional diffusion model is able to produce accurate performance estimates in two overloaded regimes: In the first…
Deterministic rate equations are widely used in the study of stochastic, interacting particles systems. This approach assumes that the inherent noise, associated with the discreteness of the elementary constituents, may be neglected when…
We consider the dynamic critical behavior of the propagating mode for the order parameter fluctuation of the O($N$) Ginzburg-Landau theory, involving the canonical momentum as a degree of freedom. We reexamine the renormalization group…
Epidemic spreading and cascading failure are two important dynamical processes over complex networks. They have been investigated separately for a long history. But in the real world, these two dynamics sometimes may interact with each…
Two stochastic models of susceptible/infected/removed (SIR) type are introduced for the spread of infection through a spatially-distributed population. Individuals are initially distributed at random in space, and they move continuously…
We formulate a general SEIR epidemic model in a heterogenous population characterized by some trait in a discrete or continuous subset of a space R d. The incubation and recovery rates governing the evolution of each homogenous…
This article is concerned with a nonlocal dispersal susceptible-infected-susceptible (SIS) epidemic model with Neumann boundary condition, where the rates of disease transmission and recovery are assumed to be spatially heterogeneous and…
We study epidemic processes with immunization on very large 1-dimensional lattices, where at least some of the infections are non-local, with rates decaying as power laws p(x) ~ x^{-sigma-1} for large distances x. When starting with a…
The present work is devoted to the study of the large time behaviour of a critical Brownian diffusion in two dimensions, whose drift is divergence-free, ergodic and given by the curl of the 2-dimensional Gaussian Free Field. We prove the…
We study through numerical simulation the spherical collapse of isothermal gas in Newtonian gravity. We observe a critical behavior which occurs at the threshold of gravitational instability leading to core formation. For a given initial…
Starting from a stochastic individual-based description of an SIS epidemic spreading on a random network, we study the dynamics when the size $n$ of the network tends to infinity. We recover in the limit an infinite-dimensional…
Changing environmental conditions can significantly affect the dynamics of disease spread. These changes may arise naturally or result from human interventions; in the latter case, lockdown measures that lead to abrupt but temporary…
The paper deals with the spread of two competing viruses over a network of population nodes, accounting for pairwise interactions and higher-order interactions (HOI) within and between the population nodes. We study the competitive…
We derive a singular diffusion limit for the position of a tagged particle in zero range interacting particle processes on a one dimensional torus with a Sinai-type random environment via two steps. In the first step, a regularization is…
We show that the loop $O(n)$ model on the hexagonal lattice exhibits exponential decay of loop sizes whenever $n> 1$ and $x<\tfrac{1}{\sqrt{3}}+\varepsilon(n)$, for some suitable choice of $\varepsilon(n)>0$. It is expected that, for $n…
We consider the contact process with infection rate $\lambda$ on a random $(d+1)$-regular graph with $n$ vertices, $G_n$. We study the extinction time $\tau_{G_n}$ (that is, the random amount of time until the infection disappears) as $n$…
The critical behavior of the Ising model on a fractal lattice, which has the Hausdorff dimension $\log_{4} 12 \approx 1.792$, is investigated using a modified higher-order tensor renormalization group algorithm supplemented with automatic…
We study a large class of 1D reaction diffusion models with quenched disorder using a real space renormalization group method (RSRG) which yields exact results at large time. Particles (e.g. of several species) undergo diffusion with random…
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 establish both extinction and non-extinction self-similar profiles for the following fast diffusion equation with a weighted source term $$ \partial_tu=\Delta u^m+|x|^{\sigma}u^p, $$ posed for $(x,t)\in\real^N\times(0,\infty)$, $N\geq3$,…