Related papers: Exact persistence exponent for the $2d$-diffusion …
It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in…
I use a previously introduced mapping between the continuum percolation model and the Potts fluid to derive a mean field theory of continuum percolation systems. This is done by introducing a new variational principle, the basis of which…
We study nonlinear stability of spatially homogeneous oscillations in reaction-diffusion systems. Assuming absence of unstable linear modes and linear diffusive behavior for the neutral phase, we prove that spatially localized perturbations…
We establish the zero-diffusion limit for both continuous and discrete aggregation models over convex and bounded domains. Compared with a similar zero-diffusion limit derived in [44], our approach is different and relies on a coupling…
We study the zero-dispersion limit for a class of Korteweg--de Vries (KdV)-type initial-boundary value problems on the half-line, with Dirichlet boundary conditions assigned at \(x=0\). We focus on the outflow regime, where the solution of…
We investigate the hydrodynamic behavior of zeroes of trigonometric polynomials under repeated differentiation. We show that if the zeroes of a real-rooted, degree $d$ trigonometric polynomial are distributed according to some probability…
Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the…
We study the long-time tails of the survival probability $P(t)$ of an $A$ particle diffusing in $d$-dimensional media in the presence of a concentration $\rho$ of traps $B$ that move sub-diffusively, such that the mean square displacement…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…
The cascade kinetic fragmentation process of solids is investigated when the condition probability density of splinter formation do not depends on time and has the property $P(\rho, r, t) = P(\rho/r)$. It is obtained the evolution equation…
Suppose that $N_0$ independently diffusing particles, each with diffusivity $D$, are initially released at $x=\ell>0$ on the semi-infinite interval $0\leq x<\infty$ with an absorber at $x=0$. We determine the probability ${\cal P}(N)$ that…
This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…
The crossing probability in the time direction is defined for an off-equilibrium reaction-diffusion system as the probability that the system of size L is still active at time t, in the finite-size scaling limit. Exact results are obtained…
Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase…
In this paper, persistence properties of solutions are investigated for a 4-parameter family ($k-abc$ equation) of evolution equations having $(k+1)$-degree non-linearities and containing as its integrable members the Camassa-Holm, the…
We consider the persistence phenomenon in advectecd passive scalar equation in 1-dimension. The velocity field is random with the $<v(k,\omega)v(-k,-\omega) > \sim |k|^{-(2+\alpha)}$. In presence of the non-linearity the complete Green's…
We consider the quantum evolution of a fermion-hole pair in a d-dimensional gas of non-interacting fermions in the presence of random phase scattering. This system is mapped onto an effective Ising model, which enables us to show rigorously…
We determine by two related methods the invariance algebra $\g$ of the \emph{`pseudo-diffusion equation'} (PSDE) $$ L~Q \equiv \left[\frac {\partial}{\partial t} -\frac 1 4 \left(\frac {\partial^2}{\partial x^2} -\frac 1 {t^2} \frac…
The state space of our model is the Euclidean space in dimension d = 2. Simultaneously, from all points of a homogeneous Poisson point process, we let grow independent and identically distributed random continuum paths. Each path stops…
We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…