Related papers: Reducing exit-times of diffusions with repulsive i…
We study a nonlinear coupled system of partial differential equations arising from thermo--reaction--phase models. The system combines a heat diffusion equation, temperature-dependent chemical reactions of Arrhenius type, and a phase…
We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…
In this paper, we introduce a family of processes with values on the nonnegative integers that describes the dynamics of populations where individuals are allowed to have different types of interactions. The types of interactions that we…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
We investigate dynamics near Turing patterns in reaction-diffusion systems posed on the real line. Linear analysis predicts diffusive decay of small perturbations. We construct a "normal form" coordinate system near such Turing patterns…
In line with the methodology introduced in our recent article for formulating probabilistic representations of integration by parts involving killed diffusion, we establish an integration by parts formula for the first exit time of…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
In several examples, dualities for interacting diffusion and particle systems permit the study of the longtime behavior of solutions. A particularly difficult model in which many techniques collapse is a two-type model with mutually…
In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…
This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative L\'evy noise with a regularly varying component at…
A new approach to non-extensive thermodynamical systems with non-additive energy and entropy is proposed. The main idea of the paper is based on the statistical matching of the thermodynamical systems with the additive multi-step Markov…
We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…
In low temperature supercooled liquid, below the ideal mode coupling theory transition temperature, hopping and continuous diffusion are seen to coexist. We present a theory which incorporates interaction between the two processes and shows…
We study stochastic optimal control problems for (possibly degenerate) McKean-Vlasov controlled diffusions and obtain discrete-time as well as finite interacting particle approximations. (i) Under mild assumptions, we first prove the…
We study diffusion-reaction processes on periodic square planar lattices and simple cubic (sc) lattices. Considered first is a single diffusing reactant undergoing an irreversible reaction upon first encounter with a stationary co-reactant…
In this article, we prove the Eyring-Kramers formula for non-reversible metastable diffusion processes that have a Gibbs invariant measure. Our result indicates that non-reversible processes exhibit faster metastable transitions between…
The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…
We consider in this paper a reaction-diffusion system in presence of a flow and under a KPP hypothesis. While the case of a single-equation has been extensively studied since the pioneering Kolmogorov-Petrovski-Piskunov paper, the study of…
This paper presents an improved version of the previously proposed self-consistent drift-diffusion-reaction model correcting for non-physical behavior at longer time scales. To this end a novel boundary condition is employed that takes into…
For nonlinear hyperbolic systems of conservation laws in one space variable, we establish the existence of nonclassical entropy solutions exhibiting nonlinear interactions between shock waves with strong strength. The proposed theory is…