Related papers: An encounter-based approach for restricted diffusi…
We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…
We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…
We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A sharp transition for the rate function occurs, depending on…
We study reaction-diffusion processes with multi-species of particles and hard-core interaction. We add boundary driving to the system by means of external reservoirs which inject and remove particles, thus creating stationary currents. We…
We study a nonlocal diffusion operator in a bounded smooth domain prescribing the flux through the boundary. This problem may be seen as a generalization of the usual Neumann problem for the heat equation. First, we prove existence,…
The temperature dependence of the diffusion coefficient of particles is studied on lattices with disorder. A model is investigated with both trap and barrier disorder that was introduced before by Limoge and Bocquet (1990 Phys. Rev. Lett.…
Diffusion, a fundamental internal mechanism emerging in many physical processes, describes the interaction among different objects. In many learning tasks with limited training samples, the diffusion connects the labeled and unlabeled data…
The use of fully or partially absorbing boundary conditions for diffusion-based problems has become paradigmatic in physical chemistry and biochemistry to describe reactions occurring in solutions or in living media. However, as chemical…
We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish criteria…
A simple finite element formulation of the outlet gradient boundary condition is presented in the general context of convective-diffusive transport processes. Basically, the method is based on an upstream evaluation of the dependent…
Strang splitting is a widely used second-order method for solving diffusion-reaction problems. However, its convergence order is often reduced to order $1$ for Dirichlet boundary conditions and to order $1.5$ for Neumann and Robin boundary…
We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…
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…
The skew-product diffusion [Ann. Appl. Probab. 35, 3150--3214 (2025)] and exponentially tilted planar Brownian motion [Electron. J. Probab. 30, 1--97 (2025)] are canonical examples of planar diffusions with a point interaction at the origin…
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the…
The problem of the lattice diffusion of two particles coupled by a contact repulsive interaction is solved by finding analytical expressions of the two-body probability characteristic function. The interaction induces anomalous drift with a…
We study overdamped stochastic dynamics confined by hard reflecting boundaries and show that the combination of boundary geometry and an anisotropic diffusion tensor generically generates directed motion. At the level of individual…
Dynamics of a particle diffusing in a confinement can be seen a sequence of bulk-diffusion-mediated hops on the confinement surface. Here, we investigate the surface hopping propagator that describes the position of the diffusing particle…