Related papers: Coalescence and sampling distributions for Feller …

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…

$\Lambda$-coalescents model genealogies of samples of individuals from a large population by means of a family tree whose branches have lengths. The tree's leaves represent the individuals, and the lengths of the adjacent edges indicate the…

In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…

We show that the SDE $dX_t = \sigma(X_{t-}) \, dL_t$, $X_0 \sim \mu$ driven by a one-dimensional symnmetric $\alpha$-stable L\'evy process $(L_t)_{t \geq 0}$, $\alpha \in (0,2]$, has a unique weak solution for any continuous function…

In this paper the solutions $u_{\nu}=u_{\nu}(x,t)$ to fractional diffusion equations of order $0<\nu \leq 2$ are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations…

Let $n\ge 3$, $0<m<\frac{n-2}{n}$, $\alpha=\frac{2\beta-1}{1-m}$ and $\frac{2}{1-m}<\frac{\alpha}{\beta}<\frac{n-2}{m}$. We give a new direct proof using fixed point method on the existence of singular radially symmetric forward…

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

A population genetics model based on a multitype branching process, or equivalently a Galton-Watson branching process for multiple alleles, is pre- sented. The diffusion limit forward Kolmogorov equation is derived for the case of neutral…

We obtain a representation of Feller's branching diffusion with logistic growth in terms of the local times of a reflected Brownian motion $H$ with a drift that is affine linear in the local time accumulated by $H$ at its current level. As…

We consider a reaction-diffusion-advection equation of the form: $u_t=u_{xx}-\beta(t)u_x+f(t,u)$ for $x\in (g(t),h(t))$, where $\beta(t)$ is a $T$-periodic function representing the intensity of the advection, $f(t,u)$ is a Fisher-KPP type…

Our aim in this paper is to discuss the critical exponent in semi-linear structurally damped wave and beam equations with additional dispersion term. The special model we have in mind is $$…

In this paper, we study the spreading properties of the solutions of an integro-differential equation of the form $u_t=J\ast u-u+f(u).$ We focus on equations with slowly decaying dispersal kernels $J(x)$ which correspond to models of…

We study a universal object for the genealogy of a sample in populations with mutations: the critical birth-death process with Poissonian mutations, conditioned on its population size at a fixed time horizon. We show how this process arises…

We consider the explicit solution to the axisymmetric diffusion equation. We recast the solution in the form of a Mellin inversion formula, and outline a method to compute a formula for $u(r,t)$ as a series using the Cauchy residue theorem.…

We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method…

We define and analyze a coalescent process as a recursive box-filling process whose genealogy is given by an ancestral time-reversed, time-inhomogeneous Bienyam\'{e}-Galton-Watson process. Special interest is on the expected size of a…

The author studies the diffusion problem $u_t=u_{xx},\ 0<x<1,\ t>0; \ u(x,0)=0,$ and $-u_x(0,t)=u_x(1,t)=\phi(t),$ where $\phi(t)$ is a control function that ensures that the total mass $\int_0^1 u(x,t_k)dx$ stays between two predetermined…

We propose a model for evolution aiming to reproduce statistical features of fossil data, in particular the distributions of extinction events, the distribution of species per genus and the distribution of lifetimes, all of which are known…

We study the diffusion-limited process $A+A\to A$ in one dimension, with finite reaction rates. We develop an approximation scheme based on the method of Inter-Particle Distribution Functions (IPDF), which was formerly used for the exact…