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We study diffusion-type equations supported on structures that are randomly varying in time. After settling the issue of well-posedness, we focus on the asymptotic behavior of solutions: our main result gives sufficient conditions for…

Dynamical Systems · Mathematics 2020-04-28 Stefano Bonaccorsi , Francesca Cottini , Delio Mugnolo

We consider a system of diffusion processes that interact through their empirical mean and have a stabilizing force acting on each of them, corresponding to a bistable potential. There are three parameters that characterize the system: the…

Risk Management · Quantitative Finance 2012-08-31 Josselin Garnier , George Papanicolaou , Tzu-Wei Yang

The diffusion of a reactant to a binding target plays a key role in many biological processes. The reaction-radius at which the reactant and target may interact is often a small parameter relative to the diameter of the domain in which the…

Subcellular Processes · Quantitative Biology 2016-10-26 Sam Isaacson , Ava Mauro , Jay Newby

A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…

Probability · Mathematics 2023-08-15 Patrícia Gonçalves , Kohei Hayashi

The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…

Probability · Mathematics 2022-04-08 Conrad J. Burden , Robert C. Griffiths

The Ensemble Kalman filter is a sophisticated and powerful data assimilation method for filtering high dimensional problems arising in fluid mechanics and geophysical sciences. This Monte Carlo method can be interpreted as a mean-field…

Probability · Mathematics 2016-10-04 Pierre Del Moral , Julian Tugaut

The structure, linear stability, and dynamics of localized solutions to singularly perturbed reaction-diffusion equations has been the focus of numerous rigorous, asymptotic, and numerical studies in the last few decades. However, with a…

Pattern Formation and Solitons · Physics 2021-03-31 Daniel Gomez , Juncheng Wei

We consider a class of biologically-motivated stochastic processes in which a unicellular organism divides its resources (volume or damaged proteins, in particular) symmetrically or asymmetrically between its progeny. Assuming the final…

Quantitative Methods · Quantitative Biology 2016-07-20 Andrew Marantan , Ariel Amir

An anisotropic random barrier model is presented, in which the transition probabilities in different directions have different probability density functions. At low temperatures, the anisotropic long--time diffusion coefficients, obtained…

Disordered Systems and Neural Networks · Physics 2009-11-10 Sebastian Bustingorry

We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…

Statistical Mechanics · Physics 2009-10-31 Jean Farago

We consider Reaction-Diffusion systems on $\mathbb{R}$, and prove diffusive mixing of asymptotic states $u_0(kx - \phi_{\pm}, k)$, where $u_0$ is a periodic wave. Our analysis is the first to treat arbitrarily large phase-offsets $\phi_d =…

Analysis of PDEs · Mathematics 2016-10-21 Sameer Iyer , Bjorn Sandstede

This paper is concerned with the large-time behavior of solutions to the Cauchy problem on the two-fluid Euler-Maxwell system with collisions when initial data are around a constant equilibrium state. The main goal is the rigorous…

Analysis of PDEs · Mathematics 2014-12-02 Renjun Duan , Qingqing Liu , Changjiang Zhu

The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…

High Energy Physics - Theory · Physics 2007-06-13 P. O. Kazinski

Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…

Analysis of PDEs · Mathematics 2022-06-24 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

When a Brownian particle, initially being in the potential well, overcomes the barrier and moves to the absorptive border, it still has a chance to be scattered back to the well by thermal fluctuations. We study this phenomenon carefully…

Nuclear Theory · Physics 2018-03-21 Maria Chushnyakova , Igor Gontchar

Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…

Methodology · Statistics 2025-03-17 Jan Albrecht , Sebastian Reich

We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…

Probability · Mathematics 2017-02-17 Francesco Cordoni , Luca Di Persio

Diffusion rates through a membrane can be asymmetric, if the diffusing particles are spatially extended and the pores in the membrane have asymmetric structure. This phenomenon is demonstrated here via a deterministic simulation of a…

Statistical Mechanics · Physics 2007-05-23 Norman Packard , Rob Shaw

In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…

Computational Physics · Physics 2021-03-17 Tianbai Xiao , Martin Frank

In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…

Probability · Mathematics 2021-06-08 Longjie Xie , Li Yang
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