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We prove large deviations principles (LDPs) for the perimeter and the area of the convex hull of a planar random walk with finite Laplace transform of its increments. We give explicit upper and lower bounds for the rate function of the…

Probability · Mathematics 2021-04-05 Arseniy Akopyan , Vladislav Vysotsky

We aim to efficiently compute spreading speeds of reaction-diffusion-advection (RDA) fronts in divergence free random flows under the Kolmogorov-Petrovsky-Piskunov (KPP) nonlinearity. We study a stochastic interacting particle method (IPM)…

Numerical Analysis · Mathematics 2025-01-08 Tan Zhang , Zhongjian Wang , Jack Xin , Zhiwen Zhang

We consider a reaction-diffusion system of densities of two types of particles, introduced by Edouard Hannezo et al. in the context of branching morphogenesis. It is a simple model for a growth process: active, branching particles form the…

Analysis of PDEs · Mathematics 2022-04-29 Florian Kreten

Reaction-diffusion waves in multiple spatial dimensions advance at a rate that strongly depends on the curvature of the wave fronts. These waves have important applications in many physical, ecological, and biological systems. In this work,…

Pattern Formation and Solitons · Physics 2022-12-28 Pascal R. Buenzli , Matthew J. Simpson

We consider the classical problem of determining the stationary distribution of the semimartingale reflected Brownian motion (SRBM) in a two-dimensional wedge. Under standard assumptions on the parameters of the model (opening of the wedge,…

Probability · Mathematics 2025-01-31 M. Bousquet-Mélou , A. Elvey Price , S. Franceschi , C. Hardouin , K. Raschel

The Fisher-KPP model, and generalisations thereof, is a simple reaction-diffusion models of biological invasion that assumes individuals in the population undergo linear diffusion with diffusivity $D$, and logistic proliferation with rate…

Pattern Formation and Solitons · Physics 2022-01-25 Maud El-Hachem , Scott W McCue , Matthew J Simpson

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

We investigate front propagation in a reacting particle system in which particles perform scale-free random walks known as Levy flights. The system is described by a fractional generalization of a reaction-diffusion equation. We focus on…

Statistical Mechanics · Physics 2007-05-23 D. Brockmann , L. Hufnagel

We construct the traveling wave solutions of an FKPP growth process of two densities of particles, and prove that the critical traveling waves are locally stable in a space where the perturbations can grow exponentially at the back of the…

Analysis of PDEs · Mathematics 2023-08-16 Florian Kreten

This short note is motivated by a recently discovered connection between a drift-diffusion process in $n$-dimensional Euclidean space with a divergence-free drift sampled from a stationary and isotropic Gaussian ensemble of critical scaling…

Probability · Mathematics 2026-03-20 Sefika Kuzgun , Felix Otto , Christian Wagner

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

We formulate the notion of the classical Fisher-Kolmogorov-Petrovskii-Piscounov (FKPP) reaction diffusion equation associated with a homogeneous conservative fragmentation process and study its traveling waves. Specifically, we establish…

Probability · Mathematics 2011-12-30 J. Berestycki , S. C. Harris , A. E. Kyprianou

We consider asymptotic problems concerning the motion of interface separating the regions of large and small values of the solution of a reaction-diffusion equation in the media consisting of domains with different characteristics…

Probability · Mathematics 2018-08-29 Mark Freidlin , Leonid Koralov

We consider the limiting extremal process ${\mathcal X}$ of the particles of the binary branching Brownian motion. We show that after a shift by the logarithm of the derivative martingale $Z$, the rescaled "density" of particles, which are…

Probability · Mathematics 2021-11-03 Leonid Mytnik , Jean-Michel Roquejoffre , Lenya Ryzhik

We derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case…

Probability · Mathematics 2013-08-22 Wolfgang König , Tilman Wolff

We investigate the propagation of chemical fronts arising in Fisher--Kolmogorov--Petrovskii--Piskunov (FKPP) type models in the presence of a steady cellular flow. In the long-time limit, a steadily propagating pulsating front is…

Fluid Dynamics · Physics 2015-07-01 Alexandra Tzella , Jacques Vanneste

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

Statistical Mechanics · Physics 2018-11-21 Matan Sivan , Oded Farago

We show a finite-time large deviation principle (LDP) for "Dyson type" diffusion processes, including Dyson Brownian motion on the circle, for a fixed number of particles as the coupling parameter $\beta=8/\kappa$ tends to $\infty$. We also…

Probability · Mathematics 2025-08-28 Osama Abuzaid , Vivian Olsiewski Healey , Eveliina Peltola

We study the stationary reflected Brownian motion in a non-convex wedge, which, compared to its convex analogue model, has been much rarely analyzed in the probabilistic literature. We prove that its stationary distribution can be found by…

Probability · Mathematics 2022-11-15 Guy Fayolle , Sandro Franceschi , Kilian Raschel

Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the…

Probability · Mathematics 2011-06-28 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler