Related papers: Self-interacting diffusions: long-time behaviour a…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
We consider a time inhomogeneous Cox-Ingersoll-Ross diffusion with positive jumps. We exploit a branching property to prove existence of a unique strong solution under a restrictive condition on the jump measure. We give Laplace transforms…
We study a simple model of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned space-dependent "attractiveness function", a situation frequently encountered in…
In this paper we study the asymptotic nonlinear dynamics of scalar semilinear parabolic problems reaction-diffusion type when the diffusion coefficient becomes large in a subregion which is interior to the domain. We obtain, under suitable…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
The Kob-Andersen model is a fundamental example of a kinetically constrained lattice gas, that is, an interacting particle system with Kawasaki type dynamics and kinetic constraints. In this model, a particle is allowed to jump when…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…
In these lectures I give an introduction to the time-dependent approach to inverse scattering, that has been developed recently. The aim of this approach is to solve various inverse scattering problems with time-dependent methods that…
We present a first-principles formalism for studying dynamical heterogeneities in glass forming liquids. Based on the Non-Equilibrium Self-Consistent Generalized Langevin Equation theory, we were able to describe the time-dependent local…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
We study pattern-forming instabilities in reaction-advection-diffusion systems. We develop an approach based on Lyapunov-Bloch exponents to figure out the impact of a spatially periodic mixing flow on the stability of a spatially…
Diffusion-induced Ramsey narrowing that appears when atoms can leave the interaction region and repeatedly return without lost of coherence is investigated using strong collisions approximation. The effective diffusion equation is obtained…
We study an approximation by time-discretized geodesic random walks of a diffusion process associated with a family of time-dependent metrics on manifolds. The condition we assume on the metrics is a natural time-inhomogeneous extension of…
The source term in a reaction-diffusion system, in general, does not involve explicit time dependence. A class of self-limiting growth models dealing with animal and tumor growth and bacterial population in a culture, on the other hand are…
We consider a spatially homogeneous advection-diffusion equation in which the diffusion tensor and drift velocity are time-independent, but otherwise general. We derive asymptotic expressions, valid at large distances from a steady point…
Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…
Many practical samplers rely on time-dependent drifts -- often induced by annealing or tempering schedules -- to improve exploration and stability. This motivates a unified non-asymptotic analysis of the corresponding Langevin diffusions…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…
Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…