Related papers: Diffusion-approximation for a kinetic spray-like s…
We consider systems of agents interacting through topological interactions. These have been shown to play an important part in animal andhuman behavior. Precisely, the system consists of a finite number of particles characterized by their…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
We develop a convergent variational perturbation theory for conditional probability densities of Markov processes. The power of the theory is illustrated by applying it to the diffusion of a particle in an anharmonic potential.
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
Recently, an Enskog-type kinetic theory for Vicsek-type models for self-propelled particles has been proposed [T. Ihle, Phys. Rev. E 83, 030901 (2011)]. This theory is based on an exact equation for a Markov chain in phase space and is not…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
The diffusion type is determined not only by microscopic dynamics but also by the environment properties. For example, the environment's fractal structure is responsible for the emergence of subdiffusive scaling of the mean square…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
Many physical processes depend on the time it takes a diffusing particle to find a target. Though this classical quantity is now well-understood in various scenarios, little is known if the diffusivity depends on the location of the…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
We investigate toy dynamical models of energy-level repulsion in quantum eigenvalue sequences. We focus on parametric (with respect to a running coupling or "complexity" parameter) stochastic processes that are capable of relaxing towards a…
We establish circumstances under which the dispersion of passive contaminants in a forced, deterministic or random, flow can be consistently interpreted as a Markovian diffusion process. In case of conservative forcing the repulsive case…
The kinetic theory for a fluid of hard spheres which undergo endothermic and/or exothermic reactions with mass transfer is developed. The exact balance equations for concentration, density, velocity and temperature are derived. The Enskog…
The Enskog kinetic theory for moderately dense gas-solid suspensions under simple shear flow is considered as a model to analyze the rheological properties of the system. The influence of the environmental fluid on solid particles is…
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…
We consider an electrodiffusion model that describes the intricate interplay of multiple ionic species with a two-dimensional, incompressible, viscous fluid subjected to stochastic additive noise. This system involves nonlocal nonlinear…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
Focusing on hybrid diffusion dynamics involving continuous dynamics as well as discrete events, this article investigates the explicit approximations for nonlinear switching diffusion systems modulated by a Markov chain. Different kinds of…
We study driven 1d lattice gas models with two types of particles and nearest neighbor hopping. We find the most general case when there is a shock solution with a product measure which has a density-profile of a step function for both…