Related papers: Convergence and Stationary Distributions for Walsh…
We study the persistent random walk of photons on a one-dimensional lattice of random transmittances. Transmittances at different sites are assumed independent, distributed according to a given probability density $f(t)$. Depending on the…
Multiple scattering is a process in which a particle is repeatedly deflected by other particles. In an overwhelming majority of cases, the ensuing random walk can successfully be described through Gaussian, or normal, statistics. However,…
In this paper, we derive rigorously a non-local cross-diffusion system from an interacting stochastic many-particle system in the whole space. The convergence is proved in the sense of probability by introducing an intermediate particle…
We calculate the diffusion coefficients of persistent random walks on cubic and hypercubic lattices, where the direction of a walker at a given step depends on the memory of one or two previous steps. These results are then applied to study…
We study a class of high-frequency path functionals for diffusions with singular thresholds or boundaries, where the process exhibits either (i) skweness, oscillating coefficients, and stickiness, or (ii) sticky reflection. The functionals…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
Scattering off the edge of a composite particle or finite-range interaction can precede that off its center. An effective theory treatment with pointlike particles and contact interactions must find that the scattered experimental wave is…
We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…
We consider the propagation of galactic cosmic rays under assumption that the interstellar medium is a fractal one. An anomalous diffusion equation in terms of fractional derivatives is used to describe of cosmic ray propagation. The…
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.
This paper is devoted to a statistical analysis of the fluctuations of velocity and acceleration produced by a random distribution of point vortices in two-dimensional turbulence. We show that the velocity probability density function…
We calculate the dispersion relations of plasmonic waves propagating along a chain of metallic nanoparticles in the presence of both a static magnetic field ${\bf B}$ and a liquid crystalline host. The dispersion relations are obtained…
Angular distributions of extensive air showers with different number of charged particles in the range 2.5x10^5--4x10^7 are derived using the experimental data obtained with the EAS MSU array. Possible approximations of the obtained…
Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…
A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…
We describe how to solve the problem of Taylor dispersion in the presence of absorbing boundaries using an exact stochastic formulation. In addition to providing a clear stochastic picture of Taylor dispersion, our method leads to…
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 classical Lifshitz-Slyozov-Wagner theory of domain coarsening predicts asymptotically self-similar behavior for the size distribution of a dilute system of particles that evolve by diffusional mass transfer with a common mean field.…