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In the first part of this paper, we apply a well known discrete-to-continuum approach to a Frenkel-Kontorova-type model of an infinitely long one-dimensional chain of atoms weakly interacting with a line of fixed atoms. The rescaled model…
We consider a sequence of Markov chains weakly convergent to a diffusion. We suppose that a drift term contains a linearly increasing component. The usual parametrix method fails because of this unbounded drift term. We show how to modify…
The question of recurrence and transience of branching Markov chains is more subtle than for ordinary Markov chains; they can be classified in transience, weak recurrence, and strong recurrence. We review criteria for transience and weak…
Wiener process with instantaneous reflection in narrow tubes of width {\epsilon}<<1 around axis x is considered in this paper. The tube is assumed to be (asymptotically) non-smooth in the following sense. Let $V^{\epsilon}(x)$ be the volume…
In this article we consider a family of real-valued diffusion processes on the time interval $[0,1]$ indexed by their prescribed initial value $x \in \mathbb{R}$ and another point in space, $y \in \mathbb{R}$. We first present an…
Rate of convergence is studied for a diffusion process on the half line with a non-sticky reflection to a heavy-tailed 1D invariant distribution which density on the half line has a polynomial decay at infinity. Starting from a standard…
We develop a theory of weak Poincar\'e inequalities to characterize convergence rates of ergodic Markov chains. Motivated by the application of Markov chains in the context of algorithms, we develop a relevant set of tools which enable the…
Porous materials are widely used for applications in gas storage and separation. The diffusive properties of a variety of gases in porous media can be modeled using molecular dynamics simulations that can be computationally demanding…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
A Markov chain (MC) formalism is used to investigate the mean-square displacement (MSD) of a random walker on Newman-Watts (NW) networks. It leads to a precise analysis of the conditions for the emergence of anomalous sub- or…
This work presents algebraic closure models associated with advective transport and nonlinear reactions in a Reynolds-averaged Navier-Stokes context for a system of species subject to binary reactions and transport by advection and…
We analyse deterministic diffusion in a simple, one-dimensional setting consisting of a family of four parameter dependent, chaotic maps defined over the real line. When iterated under these maps, a probability density function spreads out…
The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…
In this paper we consider the first passage process of a spectrally negative Markov additive process (MAP). The law of this process is uniquely characterized by a certain matrix function, which plays a crucial role in fluctuation theory. We…
In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calder\'{o}n's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes.
The Aldous diffusion is a conjectured Markov process on the space of real trees that is the continuum analogue of discrete Markov chains on binary trees. We construct this conjectured process via a consistent system of stationary evolutions…
The purpose of this article is to provide an alternative proof of the weak-type $\left(1,\ldots,1;\frac{1}{m}\right)$ estimate for $m$-multilinear Calder\'on-Zygmund operators on $\mathbb{R}^n$ first proved by Grafakos and Torres.…
We provide a probabilistic analysis of the upwind scheme for multi-dimensional transport equations. We associate a Markov chain with the numerical scheme and then obtain a backward representation formula of Kolmogorov type for the numerical…
Herein, a methodology is developed to replicate functions, measures and stochastic processes onto a compact metric space. Many results are easily established for the replica objects and then transferred back to the original ones. Two…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…