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For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

Probability · Mathematics 2016-04-27 Ioannis Kontoyiannis , Sean P. Meyn

Diffusion of particles through an heterogenous obstacle line is modeled as a two-dimensional diffusion problem with a one--directional nonlinear convective drift and is examined using two-scale asymptotic analysis. At the scale where the…

Analysis of PDEs · Mathematics 2018-04-24 Emilio N. M. Cirillo , Ida de Bonis , Adrian Muntean , Omar Richardson

We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…

Probability · Mathematics 2017-09-12 Mihai Gradinaru , Tristan Haugomat

We give a substitute to Feller property for semigroups of time-changed processes; under some conditions this leads to establish sufficient (new) conditions for the semigroups to be Feller. Moreover, given a standard process and a sequence…

Probability · Mathematics 2025-10-16 Ali BenAmor , Kazuhiro Kuwae

We consider the subdiffusion--absorption process in a system which consists of two different media separated by a thin membrane. The process is described by subdiffusion--absorption equations with fractional Riemann--Liouville time…

Statistical Mechanics · Physics 2018-08-01 Tadeusz Kosztołowicz

The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…

Probability · Mathematics 2009-05-25 Denis Villemonais

We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…

Probability · Mathematics 2025-09-23 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas , Bruno Toaldo

We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators $L=a^{ij}D_{ij}+b^{i}D_{i}$, acting on functions on $\mathbb{R}^{d}$, with measurable coefficients, bounded and uniformly elliptic $a$ and…

Probability · Mathematics 2020-04-01 N. V. Krylov

In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…

Analysis of PDEs · Mathematics 2013-05-21 Pierre-A. Vuillermot , Jean-C. Zambrini

The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. Unbounded perturbations of elliptic operators (in particular, integro-differential operators) are considered in plane bounded…

Analysis of PDEs · Mathematics 2014-05-05 Pavel Gurevich

We investigate the one-dimensional Keller-Segel model where the diffusion is replaced by a non-local operator, namely the fractional diffusion with exponent $0<\alpha\leq 2$. We prove some features related to the classical two-dimensional…

Analysis of PDEs · Mathematics 2015-05-13 Nikolaos Bournaveas , Vincent Calvez

Diffusion within porous media, such as biological tissues, exhibits departures from conventional Fick's laws, which could result in space-fractional diffusion. The paper considers a reaction-diffusion system with two spatial compartments --…

General Mathematics · Mathematics 2025-11-12 Dimiter Prodanov

The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…

Probability · Mathematics 2018-02-20 Vincent Lemaire

We consider individuals of two species distributed over m patches, each with a hosting capacity $d_i N$ , where $d_i \in (0, 1]$. We assume that all the patches are linked by the dispersal of individuals. This work examines how the…

Probability · Mathematics 2026-01-28 Benoît Henry , Céline Wang

In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We also prove H\"older continuity of harmonic functions…

Probability · Mathematics 2020-01-28 Timur Yastrzhembskiy

We study the Schloegl model in a vesicle with semi-permeable membrane. The diffusion constant takes a smaller value in the membrane region, which prevents the outflow of self-catalytic product. A nonequilibrium state is stably maintained…

Statistical Mechanics · Physics 2009-11-11 Hidetsugu Sakaguchi

We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…

Probability · Mathematics 2011-04-20 Martin Hairer , Charles Manson

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…

Statistical Mechanics · Physics 2015-06-15 Sergei Fedotov

Reaction-diffusion-advection media on semi-infinite domains are important in chemical, biological and ecological applications, yet remain a challenge for pattern formation theory. To demonstrate the rich emergence of nonlinear traveling…

Pattern Formation and Solitons · Physics 2018-08-16 Arik Yochelis

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos