Related papers: Unified approach for solving exit problems for add…

We study the macroscopic evolution of the growing cluster in the exactly solvable corner growth model with independent exponentially distributed waiting times. The rates of the exponentials are given by an addivitely separable function of…

We study coarsening phenomena in three different simple exclusion processes with quenched disordered jump rates. In the case of the totally asymmetric process, an earlier phenomenological description is improved, yielding for the time…

We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…

The exit problem for small perturbations of a dynamical system in a domain is considered. It is assumed that the unperturbed dynamical system and the domain satisfy the Levinson conditions. We assume that the random perturbation affects the…

A two-parameter family of discrete-time exactly-solvable exclusion processes on a one-dimensional lattice is introduced, which contains the asymmetric simple exclusion process and the drop-push model as particular cases. The process is…

Randomly scaled scale-decorated Poisson point process is introduced recently in Bhattacharya et al. [2017] where it appeared as weak limit of a sequence of point processes in the context of branching random walk. In this article, we obtain…

We provide novel linear combination of unitaries decompositions for a class of discrete elliptic differential operators. Specifically, Poisson problems augmented with periodic, Dirichlet, Neumann, Robin, and mixed boundary conditions are…

We consider a discrete-time model for random interface growth which admits exact formulas and converges to the Polynuclear growth model in a particular limit. The height of the interface is initially flat and the evolution involves the…

We consider a Lindley process with Laplace distributed space increments. We obtain closed form recursive expressions for the density function of the position of the process and for its first exit time distribution from the domain $[0,h]$.…

We discuss a class of problems which we call lattice exit models. At one level, these problems provide undergraduate level exercises in labeling the vertices of graphs (e.g., depth first search). At another level (theorems about large scale…

We study deterministic escape dynamics in the framework of the discrete Klein-Gordon modelwith a repulsive quartic on-site potential. Using a combination of analytical techniques, based on differential and algebraic inequalities and…

In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…

Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed…

We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

Flow of molecular gas into a complex vacuum system is investigated by a lumped parameter model to estimate the time evolution of gas pressure $p_g$, which for the first time takes into account the realistic effect of time-delay arising due…

Let t be the first-passage time of a continuous barrier by a c{\`a}dl{\`a}g adapted process. We show that t admits a canonical fourfold pathwise decomposition into continuous contact, contact from the left followed by an upward jump, exact…

The main substance of the paper concerns the growth rate and the classification (ergodicity, transience) of a family of random trees. In the basic model, new edges appear according to a Poisson process of parameter $\lambda$ and leaves can…

Less than 10 meters deep, shallow landslides are rapidly moving and strongly dangerous slides. In the present work, the probabilistic distribution of the landslide detachment points within a valley is modelled as a spatial Poisson point…

We consider radial Loewner evolution driven by unimodular L\'evy processes. We rescale the hulls of the evolution by capacity, and prove that the weak limit of the rescaled hulls exists. We then study a random growth model obtained by…