Related papers: Drift-diffusion on a Cayley tree with stochastic r…
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…
We develop an analytical theory for diffusive random lasers by coupling the transport theory of the disordered medium to the semiclassical laser rate equations, accounting for (coherent) stimulated and (incoherent) spontaneous emission.…
In this paper, the existence and uniqueness of the distribution dependent SDEs with H\"{o}lder continuous drift driven by $\alpha$-stable process is investigated. Moreover, by using Zvonkin type transformation, the convergence rate of…
We study a mass transport model, where spherical particles diffusing on a ring can stochastically exchange volume $v$, with the constraint of a fixed total volume $V=\sum_{i=1}^N v_i$, $N$ being the total number of particles. The particles,…
Heavy traffic analysis for load balancing policies has relied heavily on the condition of state-space collapse onto a single-dimensional line in previous works. In this paper, via Lyapunov-drift analysis, we rigorously prove that even under…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
The Anderson delocalization-localization transition is studied in multilayered systems with randomly placed interlayer bonds of density $p$ and strength $t$. In the absence of diagonal disorder (W=0), following an appropriate perturbation…
We consider diffusive lattice gases on a ring and analyze the stability of their density profiles conditionally to a current deviation. Depending on the current, one observes a phase transition between a regime where the density remains…
The steady state distribution of the position of a Brownian particle diffusing in logarithmic-harmonic potential with stochastic resetting is obtained analytically. We show that there are two critical conditions that determine the behavior…
A discrete drift-diffusion model is derived from a microscopic sequential tunneling model of charge transport in weakly coupled superlattices provided temperatures are low or high enough. Realistic transport coefficients and novel contact…
We investigate the transience/recurrence of a non-Markovian, one-dimensional diffusion process which consists of a Brownian motion with a non-anticipating drift that has two phases---a transient to $+\infty$ mode which is activated when the…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
In this paper, we consider stochastic differential equations whose drift coefficient is superlinearly growing and piece-wise continuous, and whose diffusion coefficient is superlinearly growing and locally H\"older continuous. We first…
We show how local periodic driving can be used to control dissipation in a structured environment in a highly selective manner. As a minimal setting, we consider two discrete levels coupled to a one-dimensional tight-binding continuum with…
We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…
We study bond percolation of the Cayley tree (CT) by focusing on the probability distribution function (PDF) of a local variable, namely, the size of the cluster including a selected vertex. Because the CT does not have a dominant bulk…
Diffusion language models (DLMs) offer a structural alternative to autoregressive generation: denoising can update tokens in arbitrary orders or in parallel rather than along a fixed left-to-right chain. In practice, fast DLM decoding…
We study the orientational dynamics of infinitely thin hard rods of length L, with the centers-of-mass fixed on a simple cubic lattice with lattice constant a.We approximate the influence of the surrounding rods onto dynamics of a pair of…
We investigate the observables of the one-dimensional model for anomalous transport in semiconductor devices where diffusion arises from scattering at dislocations at fixed random positions, known as L\'evy-Lorentz gas. To gain insight into…
In this paper we give a solution to the quickest drift change detection problem for a multivariate L\'evy process consisting of both continuous (Gaussian) and jump components in the Bayesian approach. We do it for a general 0-modified…