Related papers: Quasi-stationary distributions of multi-dimensiona…
We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…
We study symmetric sleepy random walkers, a model exhibiting an absorbing-state phase transition in the conserved directed percolation (CDP) universality class. Unlike most examples of this class studied previously, this model possesses a…
We present a systematic theory of dissipation in finite Fermi systems like nuclei and metallic clusters. This theory is based on the application of semiclassical methods and random matrix theory to linear response of many-body systems. The…
By means of analytical calculations and numerical simulations we study the diffusion properties in quasi-two-dimensional structures with two exciton subsystems with an exchange between them. The experimental realisation is possible in…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
We extend beyond the Euler scales the hydrodynamic theory for quantum and classical integrable models developed in recent years, accounting for diffusive dynamics and local entropy production. We review how the diffusive scale can be…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
We consider a class of evolution equations in Lindblad form, which model the dynamics of dissipative quantum mechanical systems with mean-field interaction. Particularly, this class includes the so-called Quantum Fokker-Planck-Poisson…
Systems with long-range interactions display a short-time relaxation towards Quasi Stationary States (QSS) whose lifetime increases with the system size. In the paradigmatic Hamiltonian Mean-field Model (HMF) out-of-equilibrium phase…
We investigate the long term behavior in terms of finite dimensional global and exponential attractors, as time goes to infinity, of solutions to a semilinear reaction-diffusion equation on non-smooth domains subject to nonlocal Robin…
A discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process), $\{{\boldsymbol{Y}}_n\}=\{(X_{1,n},X_{2,n},J_n)\}$, is a two-dimensional skip-free random walk $\{(X_{1,n},X_{2,n})\}$ on $\mathbb{Z}_+^2$ with a supplemental…
We investigate the dynamics of overdamped $D$-dimensional systems of particles repulsively interacting through short-ranged power-law potentials, $V(r)\sim r^{-\lambda}\;(\lambda/D>1)$. We show that such systems obey a non-linear diffusion…
The emergence and vanishing of superdiffusion in quasi-two-dimensional Yukawa systems are investigated by molecular dynamics simulations. Using both the asymptotic behaviour of the mean-squared displacement of the particles and the…
We examine a generalized KPP equation with a ``$q$-diffusion", which is a framework that unifies various standard linear diffusion regimes: Fickian diffusion ($q = 0$), Stratonovich diffusion ($q = 1/2$), Fokker-Planck diffusion ($q = 1$),…
The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…
We consider a discrete-time two-dimensional process $\{(L_{1,n},L_{2,n})\}$ on $\mathbb{Z}_+^2$ with a supplemental process $\{J_n\}$ on a finite set, where individual processes $\{L_{1,n}\}$ and $\{L_{2,n}\}$ are both skip free. We assume…
We propose a new method for simulating QCD at finite density, where interesting phases such as the color superconductivity phase is conjectured to appear. The method is based on a general factorization property of distribution functions of…
We consider a class of Fokker--Planck equations with linear diffusion and superlinear drift enjoying a formal Wasserstein-like gradient flow structure with convex mobility function. In the drift-dominant regime, the equations have a finite…
We are interested in the large-time behavior of solutions to finite volume discretizations of convection-diffusion equations or systems endowed with non-homogeneous Dirichlet and Neumann type boundary conditions. Our results concern various…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…