Related papers: On subgeometric ergodicity of regime-switching dif…
Reaction-diffusion equations are one of the most common mathematical models in the natural sciences and are used to model systems that combine reactions with diffusive motion. However, rather than normal diffusion, anomalous subdiffusion is…
We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…
Ergodic properties of a stochastic medium complexity model for atmosphere and ocean dynamics are analysed. More specifically, a two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We study asymmetric zero-range processes on Z with nearest-neighbour jumps and site disorder. The jump rate of particles is an arbitrary but bounded nondecreasing function of the number of particles. For any given environment satisfying…
We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…
We show that the Turing patterns in reaction systems with subdiffusion can be replicated in an effective system with Markovian cross-diffusion. The effective system has the same Turing instability as the original system, and the same…
We study a simple stochastic differential equation that models the dispersion of close heavy particles moving in a turbulent flow. In one and two dimensions, the model is closely related to the one-dimensional stationary Schroedinger…
The diffusion of a walk in the presence of traps is investigated. Different diffusion regimes are obtained considering the magnitude of the fluctuations in waiting times and jump distances. A constant velocity during the jump motion is…
Droplet breakup is important in many natural and industrial processes, but the current classification of breakup regimes, especially the intermediate breakup regime, is ambiguous. In this study, the transitions of breakup regimes for…
A simple Markov process is considered involving a diffusion in one direction and a transport in a transverse direction. Quantitative mixing rate estimates are obtained with limited assumptions about the transport field, which might be…
In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modeled by considering perturbations of the transition…
In the paper, we discuss the studies of mathematical models of diffusion scattering of waves in the phase space, and relation of these models with quantum mechanics. In the previous works it is shown that in these models of classical…
In this paper, we study quasi-ergodicity for one-dimensional diffusion $X$ killed at 0, when 0 is an exit boundary and $+\infty$ is an entrance boundary. Using the spectral theory tool, we show that if the killed semigroup is intrinsically…
This paper develops a general approach to the derivation of the boundary conditions for hydrodynamic equations for charged and neutral plasma components. It includes both a well-known classical case for pure diffusion, and considers the…
We study localisation transition in a class of quasi-periodic systems that has two competing periodic scales. We show that such class of systems show a re-entrant localisation transition where the energy scale of transition is set by the…
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…
We study gradient drift-diffusion processes on a probability simplex set with finite state Wasserstein metrics, namely finite state Wasserstein common noises. A fact is that the Kolmogorov transition equation of finite reversible Markov…
Differentiability of semigroups is useful for many applications. Here we focus on stochastic differential equations whose diffusion coefficient is the square root of a differentiable function but not differentiable itself. For every…
In this paper, we start from a very natural system of cross-diffusion equations, which can be seen as a gradient flow for the Wasserstein distance of a certain functional. Unfortunately, the cross-diffusion system is not well-posed, as a…