Related papers: Reflecting Brownian motion in generalized paraboli…

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…

We consider reflection of electromagnetic waves from layered structures with various dielectric and magnetic properties, including metamaterials. Assuming periodic variations in the permittivity, we find that the reflection is in general…

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…

Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…

This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…

We prove that reflected Brownian motion with normal reflections in a convex domain satisfies a dimension free Talagrand type transportation cost-information inequality. The result is generalized to other reflected diffusions with suitable…

It is known that there is a class of semilinear parabolic equations for which interior gradient blow-up (in finite time) occurs for some solutions. We construct a continuation of such solutions after gradient blow-up. This continuation is…

We consider reaction diffusion systems where components diffuse inside the domain and react on the surface through mass transport type boundary conditions. Under reasonable hypotheses, we establish the existence of component wise…

We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary…

We are interested in the robustness of a Liouville type theorem for a reaction diffusion equation in exterior domains. Indeed H. Berestycki, F. Hamel and H. Matano (2009) proved such a result as soon as the domain satisfies some geometric…

With the help of the methods developed in our previous article [Schmitz, to appear in "Annales de l'I.H.P. Prob. & Stat.], we highlight condition (T) as a source of new examples of 'ballistic' diffusions in a random environment when d>1…

Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity are easily obtained. We also…

We study the paraxial wave equation with a randomly perturbed index of refraction, which can model the propagation of a wave beam in a turbulent medium. The random perturbation is a stationary and isotropic process with a general form of…

We construct nontrivial entire solutions for a bistable reaction-diffusion equation in a class of domains that are unbounded in one direction. The motivation comes from recent results of Berestycki, Bouhours, and Chapuisat concerning…

The exact formulae for spectra of equilibrium diffusion in a fixed bistable piecewise linear potential and in a randomly flipping monostable potential are derived. Our results are valid for arbitrary intensity of driving white Gaussian…

We consider here a layered superconductor subject to an externally applied moderately-strong electromagnetic field. We predict hysteretic jumps in the dependence of the surface reactance of the superconductor on the amplitude of the…

This paper provides information about the asymptotic behavior of a one-dimensional Brownian polymer in random medium represented by a space-time Gaussian field W assumed to be white noise in time and function-valued in space. According to…

Here we introduce reflection positive doubles, a general framework for reflection positivity, covering a wide variety of systems in statistical physics and quantum field theory. These systems may be bosonic, fermionic, or parafermionic in…

We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…