Related papers: Shot-down stable processes
We discuss a reaction-diffusion model in one dimension subjected to an external driving force. Each lattice site may be occupied by at most one particle. The particles hop with asymmetric rates (the sum of which is one) to the right or left…
Smoothed Dissipative Particle Dynamics (SDPD) is a mesoscopic method which allows to select the level of resolution at which a fluid is simulated. The aim of this work is to extend SDPD to chemically reactive systems.To this end, an…
We consider the vacuum partition function of a 4d scalar QFT in a curved background as function of bare marginal and relevant couplings. A local UV cutoff $\Lambda(x)$ transforming under Weyl rescalings allows to construct Weyl invariant…
We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…
In this paper we study the process of fragmentation of highly excited Lennard-Jones drops by introducing the concept of emitted fragments (clusters recognizable in configuration space which live more than a minimum lifetime). We focus on…
Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…
Given a family of rotationally symmetric compact manifolds indexed by the dimension and a weight function, the goal of this paper is to investigate the cut-off phenomenon for the Brownian motions on this family. We provide a class of…
In order to model random density-dependence in population dynamics, we construct the random analogue of the well-known logistic process in the branching process' framework. This density-dependence corresponds to intraspecific competition…
In this paper, we investigate the extinction behavior of nonnegative solutions to the Sobolev critical fast diffusion equation in bounded smooth domains with the Dirichlet zero boundary condition. Under the two-bubble energy threshold…
The motivation of this paper is to prove verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term, in the case that the value function is assumed to be continuous…
Let $d \geq 2$, $\alpha \in (0,2)$, and $X$ be the rectilinear $\alpha$-stable process on $\mathbb{R}^d$. We first present a geometric characterization of an open subset $D\subset \mathbb{R}^d$ so that the part process $X^D$ of $X$ in $D$…
We construct a strong Markov process corresponding to the Dirichlet form of Servadei and Valdinoci and use the process to solve the corresponding Neumann boundary problem for the fractional Laplacian and the half-line.
Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…
The decay of metastable states is dominated by quantum tunneling at low temperatures and by thermal activation at high temperatures. The escape rate of a particle out of a square well is calculated within a semi-classical approximation and…
The Lee-Friedrichs model has been very useful in the study of decay-scattering systems in the framework of complex quantum mechanics. Since it is exactly soluble, the analytic structure of the amplitudes can be explicitly studied. It is…
Reactio-nonlocal diffusion equations model nonlocal transport and anomalous diffusion by replacing the Laplacian with a fractional power, capturing diffusion mechanisms beyond Brownian motion. We primarily study the semilinear problem \[…
Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…
In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…
Let $W^D$ be a killed Brownian motion in a domain $D\subset {\mathbb R}^d$ and $S$ an independent subordinator with Laplace exponent $\phi$. The process $Y^D$ defined by $Y^D_t=W^D_{S_t}$ is called a subordinate killed Brownian motion. It…
Smoothed Dissipative Particle Dynamics (SDPD) is a mesoscopic particle method which allows to select the level of resolution at which a fluid is simulated. The numerical integration of its equations of motion still suffers from the lack of…