Related papers: Transcritical bifurcation for the conditional dist…
We consider a diffusion process $X$ in a random potential $\V$ of the form $\V_x = \S_x -\delta x$ where $\delta$ is a positive drift and $\S$ is a strictly stable process of index $\alpha\in (1,2)$ with positive jumps. Then the diffusion…
We treat the problem of characterizing in a systematic way the qualitative features of two-dimensional dynamical systems. To that end, we construct a representation of the topological features of phase portraits by means of diagrams that…
A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…
A diffusive ratio-dependent Holling-Tanner system subject to Neumann boundary conditions is considered. The existence of multiple bifurcations, including Turing-Hopf bifurcation, Turing-Truing bifurcation, Hopf-double-Turing bifurcation and…
Diffusion models are a class of generative models that have demonstrated remarkable success in tasks such as image generation. However, one of the bottlenecks of these models is slow sampling due to the delay before the onset of trajectory…
The global behaviour of the compact pairwise approximation of SIS epidemic propagation on networks is studied. It is shown that the system can be reduced to two equations enabling us to carry out a detailed study of the dynamic properties…
A cross-diffusion system modeling the information herding of individuals is analyzed in a bounded domain with no-flux boundary conditions. The variables are the species' density and an influence function which modifies the information state…
In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
We study a two-dimensional low-dissipation dynamical system with a control parameter that is swept linearly in time across a transcritical bifurcation. We investigate the relaxation time of a perturbation applied to a variable of the system…
In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…
We study subcritical two-dimensional oriented percolation seen from its rightmost point on the set of infinite configurations which are bounded above. This a Feller process whose state space is not compact and has no invariant measures. We…
We analyze the process of two-particle scattering with unstable particle in an intermediate state. It was shown that the cross-section can be represented in the universal factorized form for an arbitrary set of particles. Phenomenological…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
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. For the subcritical regime a kind of phase transition…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
We prove duality estimates for time-fractional and more general subdiffusion problems. An important example is given by subdiffusive porous medium type equations. Our estimates can be used to prove uniqueness of weak solutions to such…
Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…
We study analytically and numerically a bistable reaction-diffusion equation on an arbitrary finite network. We prove that stable fixed points (multi-fronts) exist for any configuration as long as the diffusion is small. We also study fold…
The global existence of bounded solutions to reaction-diffusion systems with fractional diffusion in the whole space $\mathbb R^N$ is investigated. The systems are assumed to preserve the non-negativity of initial data and to dissipate…