Related papers: Diffusion limit for a stochastic kinetic problem w…
We consider a semi-discrete finite element approximation for a system consisting of the evolution of a planar curve evolving by forced curve shortening flow inside a given bounded domain $\Omega \subset \mathbb{R}^2$, such that the curve…
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…
We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…
Many mathematical models for biological phenomena, such as the spread of diseases, are based on reaction-diffusion equations for densities of interacting cell populations. We present a consistent derivation of reaction-diffusion equations…
Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…
We consider a single server queue which has a threshold to change its arrival process and service speed by its queue length, which is referred to as a two-level single server queue. This model is motivated by an energy saving problem for a…
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 consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…
We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…
This study explores the integration of a diffusion control parameter into the chaotic dynamics of a modified bouncing ball model. By extending beyond simple elastic collisions, the model introduces elements that affect the diffusive…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…
We establish asymptotic diffusion limits of the non-classical transport equation derived in [E. W. Larsen, A generalized Boltzmann equation for non-classical particle transport, Joint international topical meeting on mathematics &…
We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…
Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
We consider a stochastic process driven by a diffusion and jumps. We devise a technique, which is based on a discrete record of observations, for identifying the times when jumps larger than a suitably defined threshold occurred. The…
In this paper, we are concerned with the dynamical behavior of the stochastic nonclassical parabolic equation, more precisely, it is shown that the inviscid limits of the stochastic nonclassical diffusion equations reduces to the stochastic…