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We investigate the long-time evolution of branching diffusion processes (starting with a finite number of particles) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. In the…

Probability · Mathematics 2011-08-23 Leonid Koralov

The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…

Probability · Mathematics 2012-10-15 Sergio Albeverio , Seiichiro Kusuoka

A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…

Statistical Mechanics · Physics 2018-04-05 Niels Buhl

We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of…

Probability · Mathematics 2020-03-18 Mark Freidlin , Leonid Koralov

We determine the asymptotic speed of the first-passage percolation process on some ladder-like graphs (or width-2 stretches) when the times associated with different edges are independent and exponentially distributed but not necessarily…

Probability · Mathematics 2011-02-24 Henrik Renlund

Let $G$ be a weakly connected directed graph with asymmetric graph Laplacian ${\cal L}$. Consensus and diffusion are dual dynamical processes defined on $G$ by $\dot x=-{\cal L}x$ for consensus and $\dot p=-p{\cal L}$ for diffusion. We…

Combinatorics · Mathematics 2018-07-27 J. J. P. Veerman , E. Kummel

For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary points $ a $ and $ b $. The generator of the…

Probability · Mathematics 2012-04-03 Kouji Yano

We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…

Probability · Mathematics 2011-02-18 Mykhaylo Shkolnikov

We establish tightness of graph-based stochastic processes in the space $D[0+\epsilon,1-\epsilon]$ with $\epsilon >0$ that allows for discontinuities of the first kind. The graph-based stochastic processes are based on statistics…

Probability · Mathematics 2023-03-02 Lynna Chu , Hao Chen

In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These…

Diffusion in cell membranes is not just simple two-dimensional Brownian motion, but typically depends on the timescale of the observation. The physical origins of this anomalous sub-diffusion are unresolved, and model systems capable of…

Biological Physics · Physics 2017-10-25 H. L. E. Coker , M. R. Cheetham , D. R. Kattnig , Y. J. Wang , S. Garcia-Manyes , M. I. Wallace

Bootstrap percolation is a process that is used to model the spread of an infection on a given graph. In the model considered here each vertex is equipped with an individual threshold. As soon as the number of infected neighbors exceeds…

Probability · Mathematics 2022-10-25 Nils Detering , Thilo Meyer-Brandis , Konstantinos Panagiotou

This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…

Probability · Mathematics 2017-07-07 Sören Christensen , Albrecht Irle

We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…

Probability · Mathematics 2011-08-17 René L. Schilling , Jian Wang

Given a weighted graph, we introduce a partition of its vertex set such that the distance between any two clusters is bounded from below by a power of the minimum weight of both clusters. This partition is obtained by recursively merging…

Probability · Mathematics 2020-03-16 Laurent Ménard , Arvind Singh

A sheet of glassy polymers placed in a solvent shows swelling behaviors quite different from that of soft polymers (rubbers and gels). (1) Non-Fickian diffusion (called case II diffusion): As solvent permeates into the sample, a sharp front…

Soft Condensed Matter · Physics 2024-05-27 Peihan Lyu , Zhaoyu Ding , Masao Doi , Xingkun Man

This paper investigates the dynamics of a reaction-diffusion system with two free boundaries, modeling the invasion of two cooperative species, where the free boundaries represent expanding fronts. We first analyze the long-term behavior of…

Analysis of PDEs · Mathematics 2025-11-21 Qian Qin , JinJing Jiao , Zhiguo Wang , Hua Nie

Consider a graph where the sites are distributed in space according to a Poisson point process on $\mathbb R^n$. We study a population evolving on this network, with individuals jumping between sites with a rate which decreases…

Probability · Mathematics 2023-04-05 Vincent Bansaye , Michele Salvi

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

Probability · Mathematics 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

Our main result is an extension of Pansu's theorem to random metrics, where the edges of the Cayley are i.i.d. random variable with some finite exponential moment. Based on a previous work by the second author, the proof relies on…

Probability · Mathematics 2015-05-13 Itai Benjamini , Romain Tessera
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