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We present a method of deriving two boundary conditions at a thin membrane for diffusion from experimental data. This method can be really useful in complex membrane systems in which we do not know mechanisms of processes occurring within…

Statistical Mechanics · Physics 2018-08-01 Katarzyna D. Lewandowska , Tadeusz Kosztołowicz

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

Methodology · Statistics 2025-09-26 Miguel Alvarez , Ajay Jasra

Subdiffusion with reaction $A+B\rightarrow B$ is considered in a system which consists of two homogeneous media joined together; the $A$ particles are mobile whereas $B$ are static. Subdiffusion and reaction parameters, which are assumed to…

Statistical Mechanics · Physics 2017-04-05 Tadeusz Kosztołowicz

Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It…

Probability · Mathematics 2012-09-07 Christian Böinghoff , Götz Kersting

Demixing of binary fluids subjected to slow temperature ramps shows repeated waves of nucleation which arise as a consequence of the competition between generation of supersaturation by the temperature ramp and relaxation of supersaturation…

Statistical Mechanics · Physics 2012-10-16 Izabella J. Benczik , Jürgen Vollmer

We study a model that generalizes the CP with diffusion. An additional transition is included in the model so that at a particular point of its phase diagram a crossover from the directed percolation to the compact directed percolation…

Statistical Mechanics · Physics 2009-11-11 W. G. Dantas , J. F. Stilck

This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady…

Analysis of PDEs · Mathematics 2017-06-27 Boris Baeumer , Mihály Kovács , Mark M. Meerschaert , Harish Sankaranarayanan

We consider the cardinality of supercritical oriented bond percolation in two dimensions. We show that, whenever the origin is conditioned to percolate, the process appropriately normalized converges asymptotically in distribution to the…

Probability · Mathematics 2018-05-23 Achillefs Tzioufas

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…

Probability · Mathematics 2012-09-07 V. I. Afanasyev , C. Boeinghoff , G. Kersting , V. A. Vatutin

We give an account of matter and (basically) a solution of a new class of problems synthesizing percolation theory and branching diffusion processes. They led us to realizing a novel type of stochastic processes, namely branching processes…

Condensed Matter · Physics 2011-12-08 A. Mezhlumian , S. A. Molchanov

Consider ``stochastic differential equations" driven by fractional Brownian motion with Hurst parameter H (1/4 <H< 1). Their solutions are sometimes called fractional diffusion processes. The main purpose of this paper is conditioning these…

Probability · Mathematics 2025-12-02 Yuzuru Inahama

We investigate the limit behavior of supercritical multitype branching processes in random environments with linear fractional offspring distributions and show that there exists a phase transition in the behavior of local probabilites of…

Probability · Mathematics 2017-10-25 Wenming Hong , Minzhi Liu , Vladimir Vatutin

Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction.…

Mesoscale and Nanoscale Physics · Physics 2018-07-04 Zhou Shi , Azriel Z. Genack

Diffusion of a two component fluid is studied in the framework of differential equations, but where these equations are systematically derived from a well-defined microscopic model. The model has a finite carrying capacity imposed upon it…

Statistical Mechanics · Physics 2015-06-04 D. Fanelli , A. J. McKane , G. Pompili , B. Tiribilli , M. Vassalli , T. Biancalani

Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…

Mathematical Physics · Physics 2019-07-17 Michael Baake , Matthias Birkner , Robert V. Moody

Weakly nonlinear amplitude equations are derived for the onset of spatially extended patterns on a general class of n-component bulk-surface reaction-diffusion systems in a ball, under the assumption of linear kinetics in the bulk and…

Pattern Formation and Solitons · Physics 2025-05-27 Edgardo Villar-Sepúlveda , Alan R. Champneys , Davide Cusseddu , Anotida Madzvamuse

How many times a diffusing molecule can permeate across a membrane or be adsorbed on a substrate? We employ the encounter-based approach to find the statistics of adsorption or permeation events for molecular diffusion in a general…

Chemical Physics · Physics 2025-07-15 Denis S. Grebenkov

In this paper mechanisms of reversion - momentum transition are considered. Two basic nonlinear mechanisms are highlighted: a slow and fast bifurcation. A slow bifurcation leads to the equilibrium evolution, preceded by stability loss delay…

Statistical Finance · Quantitative Finance 2016-01-06 Sergey Kamenshchikov

We introduce a simple model of deterministic particles in weakly disordered media which exhibits a transition from normal to anomalous diffusion. The model consists of a set of non-interacting overdamped particles moving on a disordered…

Disordered Systems and Neural Networks · Physics 2017-04-26 M. Hidalgo-Soria , R. Salgado-García

We introduce the mathematical theory of the particle systems that interact via permutations, where the transition rates are assigned not to the jumps from a site to a site, but to the permutations themselves. This permutation processes can…

Probability · Mathematics 2007-05-23 Yevgeniy Kovchegov