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We study one-dimensional multi-particle Diffusion Limited Aggregation (MDLA) at its critical density $\lambda=1$. Previous works have verified that the size of the aggregate $X_t$ at time $t$ is $t^{1/2}$ in the subcritical regime and…

Probability · Mathematics 2020-09-11 Dor Elboim , Danny Nam , Allan Sly

We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. Its invariant law is the beta Hermite ensemble of random matrix theory, a non-product log-concave distribution. We explore the convergence to…

Probability · Mathematics 2023-01-16 Jeanne Boursier , Djalil Chafaï , Cyril Labbé

We consider a reaction-diffusion-advection equation of the form: $u_t=u_{xx}-\beta(t)u_x+f(t,u)$ for $x\in (g(t),h(t))$, where $\beta(t)$ is a $T$-periodic function representing the intensity of the advection, $f(t,u)$ is a Fisher-KPP type…

Analysis of PDEs · Mathematics 2016-04-05 Ningkui Sun , Bendong Lou , Maolin Zhou

Let $\sigma(u)$, $u\in \mathbb{R}$ be an ergodic stationary Markov chain, taking a finite number of values $a_1,...,a_m$, and $b(u)=g(\sigma(u))$, where $g$ is a bounded and measurable function. We consider the diffusion type process $$…

Probability · Mathematics 2011-08-24 P. Chigansky , R. Liptser

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

Probability · Mathematics 2008-07-02 Hui He

Diffusion-based generative models have achieved promising results recently, but raise an array of open questions in terms of conceptual understanding, theoretical analysis, algorithm improvement and extensions to discrete, structured,…

Machine Learning · Computer Science 2022-09-01 Xingchao Liu , Lemeng Wu , Mao Ye , Qiang Liu

We develop a notion of dephasing under the action of a quantum Markov semigroup in terms of convergence of operators to a block-diagonal form determined by irreducible invariant subspaces. If the latter are all one-dimensional, we say the…

Quantum Physics · Physics 2019-09-17 Franco Fagnola , John E. Gough , Hendra I. Nurdin , Lorenza Viola

Consider a supercritical superdiffusion (X_t) on a domain D subset R^d with branching mechanism -\beta(x) z+\alpha(x) z^2 + int_{(0,infty)} (e^{-yz}-1+yz) Pi(x,dy). The skeleton decomposition provides a pathwise description of the process…

Probability · Mathematics 2013-09-25 Maren Eckhoff , Andreas E. Kyprianou , Matthias Winkel

The study of discrete-time stochastic processes on the half-line with mean drift at $x$ given by $\mu_1 (x) \to 0$ as $x \to \infty$ is known as Lamperti's problem. We give sharp almost-sure bounds for processes of this type in the case…

Probability · Mathematics 2010-08-11 Mikhail V. Menshikov , Andrew R. Wade

This paper is concerned with supersolutions to parabolic equations of the form \begin{equation} \partial_t U (x,t)-D(x)\Delta U(x,t)=0, \quad (x,t)\in \mathbb{R}^N \times (0,\infty), \end{equation} where $D\in C(\mathbb{R}^N)$ is positive.…

Analysis of PDEs · Mathematics 2021-12-14 Motohiro Sobajima , Yuta Wakasugi

In this paper, we study the asymptotic behavior of a supercritical $(\xi,\psi)$-superprocess $(X_t)_{t\geq 0}$ whose underlying spatial motion $\xi$ is an Ornstein-Uhlenbeck process on $\mathbb R^d$ with generator $L =…

Probability · Mathematics 2019-09-11 Yan-Xia Ren , Renming Song , Zhenyao Sun , Jianjie Zhao

The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…

Probability · Mathematics 2011-08-24 P. Chigansky , R. Liptser

This paper investigates the blow-up of solutions to scale-invariant semilinear wave equations featuring the damping term $\frac{\mu}{1+t} \partial_t u$, the mass term $\frac{\nu^2}{(1+t)^2} u$, and a time-derivative nonlinearity $|…

Analysis of PDEs · Mathematics 2026-05-05 Mohamed Ali Hamza

Following Assiotis (2020), we study general $\beta$-Hua-Pickrell diffusions of $N$ particles on $\mathbb R$ as solutions of the stochastic differential equations (SDEs) $$dX_{j,t}=\sqrt{2(1+X_{j,t}^2)}\,dB_{j,t}+\beta\left[b-a…

Probability · Mathematics 2026-02-17 Martin Auer , Michael Voit

Experiments and simulations have established that dynamics in a class of living and abiotic systems that are far from equilibrium exhibit super diffusive behavior at long times, which in some cases (for example evolving tumor) is preceded…

Statistical Mechanics · Physics 2019-03-06 Himadri S. Samanta , D. Thirumalai

We consider inhomogeneous branching diffusions on an infinite domain of $\mathbb{R}^d$. The first aim of this article is to derive a general criterium under which the size process (number of particles) and the genealogy of the particle…

Probability · Mathematics 2024-02-08 Félix Foutel-Rodier , Emmanuel Schertzer , Julie Tourniaire

We establish an almost sure scaling limit theorem for super-Brownian motion on $\mathbb{R}^d$ associated with the semi-linear equation $u_t = {1/2}\Delta u +\beta u-\alpha u^2$, where $\alpha$ and $\beta$ are positive constants. In this…

Probability · Mathematics 2008-12-04 Li Wang

Supersonic flow is a typical nonlinear, nonequilibrium, multiscale, and complex phenomenon. This paper applies discrete Boltzmann method/model (DBM) to simulate and analyze these characteristics. A Burnett-level DBM for supersonic flow is…

Fluid Dynamics · Physics 2025-02-19 Yanbiao Gan , Zhaowen Zhuang , Bin Yang , Aiguo Xu , Dejia Zhang , Feng Chen , Jiahui Song , Yanhong Wu

Let $D\subset R^d$ be a bounded domain and denote by $\mathcal P(D)$ the space of probability measures on $D$. Let \begin{equation*} L=\frac12\nabla\cdot a\nabla +b\nabla \end{equation*} be a second order elliptic operator. Let…

Probability · Mathematics 2011-05-19 Ross G. Pinsky

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…

Probability · Mathematics 2017-02-28 Le Chen , Jingyu Huang , D. Khoshnevisan , Kunwoo Kim