Related papers: Reflecting Brownian motion in generalized paraboli…
We prove strong existence and uniqueness for a reflection process $X$ in a smooth, bounded domain $D$ that behaves like obliquely-reflected-Brownian-motion, except that the direction of reflection depends on a (spin) parameter $S$, which…
Semimartingale reflecting Brownian motions (SRBMs) are diffusion processes with state space the d-dimensional nonnegative orthant, in the interior of which the processes evolve according to a Brownian motion, and that reflect against the…
We study the large deviations of time-integrated observables of Markov diffusions that have perfectly reflecting boundaries. We discuss how the standard spectral approach to dynamical large deviations must be modified to account for such…
In this paper, we are concerned with a reaction diffusion system arising from a nuclear reactor model in bounded domains with nonlinear boundary conditions. We show the existence of a stationary solution and its ordered uniqueness. It is…
We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by…
We present a universal view on diffusive behaviour in chaotic spatially extended systems for anisotropic and isotropic media. For anisotropic systems, strong chaos leads to diffusive behaviour (Brownian motion with drift) and weak chaos…
Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian…
The atmospheres of (exo) planets and moons, as well as reflection nebulae, contain in general independently scattering particles in random orientation and are often supposed to be plane-parallel. Relations are presented for the…
Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…
We establish several bounds for solutions to elliptic/parabolic cross-diffusion systems of $m$ equations ($m\ge2$) on 2d/3d domains $\Og$. We settle the existence and global existence problems in these cases and also provide new…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
A reaction-diffusion equation on a family of three dimensional thin domains, collapsing onto a two dimensional subspace, is considered. In \cite{\rfa pr..} it was proved that, as the thickness of the domains tends to zero, the solutions of…
We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain ${\mathcal D} \subset {\mathbb R}^d$ until it hits the boundary and bounces randomly inside according to some reflection…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
The optical reflection coefficient of a dielectric medium moving uniformly in the plane spanned by its surface is rigorously calculated using classical electrodynamics and special relativity, and expressed in the Fourier domain, as a…
The problem of a bouncing ball on a non-planar surface is investigated. We discovered that surface undulation adds a horizontal component to the impact force, which acquires a random character. Some aspects of Brownian motion are found in…
In this paper we study the asymptotic nonlinear dynamics of scalar semilinear parabolic problems reaction-diffusion type when the diffusion coefficient becomes large in a subregion which is interior to the domain. We obtain, under suitable…
Consider a semimartingale reflecting Brownian motion (SRBM) $Z$ whose state space is the $d$-dimensional nonnegative orthant. The data for such a process are a drift vector $\theta$, a nonsingular $d\times d$ covariance matrix $\Sigma$, and…
Many physical phenomena occur on domains that grow in time. When the timescales of the phenomena and domain growth are comparable, models must include the dynamics of the domain. A widespread intrinsically slow transport process is…
Reaction-diffusion equations are studied on bounded, time-periodic domains with zero Dirichlet boundary conditions. The long-time behaviour is shown to depend on the principal periodic eigenvalue of a transformed periodic-parabolic problem.…