Related papers: Asymptotic behaviour for a time-inhomogeneous Kolm…
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…
We study the asymptotic spreading of Kolmogorov-Petrovsky-Piskunov (KPP) fronts in heterogeneous shifting habitats, with any number of shifting speeds, by further developing the method based on the theory of viscosity solutions of…
This study proposes a new stochastic model where the diffusion coefficient involves a state-dependent variable exponent function $p(\cdot)$. This new theoretically flexible framework generalizes the classical Cox-Ingersol-Ross model. The…
The $N$-particle branching Brownian motion ($N$-BBM) is a branching Markov process which describes the evolution of a population of particles undergoing reproduction and selection. It has attracted a lot of interest due to its relations to…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…
A linear dynamical model for the development of the turbulent energy cascade was introduced in Apolin\'ario \emph{et al} (J. Stat. Phys. \textbf{186}, 15 (2022)). This partial differential equation, randomly stirred by a forcing term which…
We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…
We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time--reversal…
We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…
A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…
A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…
The transport coefficients of a granular fluid driven by a stochastic bath with friction are obtained by solving the inelastic Enskog kinetic equation from the Chapman-Enskog method. The heat and momentum fluxes as well as the cooling rate…
The transport properties of a random velocity field with Kolmogorov spectrum and time correlations defined along Lagrangian trajectories are analyzed. The analysis is carried on in the limit of short correlation times, as a perturbation…
We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…
In this paper we present a general mathematical construction that allows us to define a parametric class of $H$-sssi stochastic processes (self-similar with stationary increments), which have marginal probability density function that…
We stabilize two-dimensional turbulent Kolmogorov flow by selectively altering the time rate of change of inviscid invariants (energy and enstrophy) of the flow. This method has earlier been demonstrated to modify the two-dimensional…
We consider the movement of a particle advected by a random flow of the form $\vv+\delta \bF(\vx)$, with $\vv\in\R^d$ a constant drift, $\bF(\vx)$ -- the fluctuation -- given by a zero mean, stationary random field and $\delta\ll 1$ so that…
In this paper, we study the asymptotic behavior for multi-scale stochastic differential equations driven by L\'evy processes. The optimal strong convergence order 1/2 is obtained by studying the regularity estimates for the solution of…
We analyzed the stochastic behavior of systems controlled by autocatalytic reaction A+X -> X+X, X+X -> A+X, X -> B provided that the distribution of reacting particles in the system volume is uniform, i.e. the point model of reaction…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…