Related papers: Self-interacting diffusions: long-time behaviour a…
We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…
Reversible diffusion limited cluster aggregation of hard spheres with rigid bonds was simulated and the self diffusion coefficient was determined for equilibrated systems. The effect of increasing attraction strength was determined for…
We investigate the statistical correlation between the first-reaction time of a diffusing particle and its boundary local time accumulated until the reaction event. Since the reaction event occurs after multiple encounters of the particle…
In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…
In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…
The paper deals with reaction-diffusion equations involving a hysteretic discontinuity in the source term, which is defined at each spatial point. Such problems describe biological processes and chemical reactions in which diffusive and…
The spatial diffusion of an inhomogeneous vortex tangle is studied numerically with the vortex filament model. A localized initial tangle is prepared by applying a counterflow, and the tangle is allowed to diffuse freely after the…
Propagation of chaos is a well-studied phenomenon and shows that weakly interacting diffusions may become independent as the system size converges to infinity. Most of the literature focuses on the case of exchangeable systems where all…
A finite-time fluctuation theorem for the diffusion-influenced surface reaction A <=> B is investigated for spherical and Janus catalytic particles. The finite-time rates and thermodynamic force are analytically calculated by solving…
Thermal convection in an inclined layer between two parallel walls kept at different fixed temperatures is studied for fixed Prandtl number Pr=1.07. Depending on the angle of inclination and the imposed temperature difference, the flow…
We study the homogenization problem for a system of stochastic differential equation with local time terms that models a multivariate diffusion in presence of semipermeable hyperplane interfaces with oblique penetration. We show that this…
For a coagulation equation with Becker-Doring type interactions and time-independent monomer input we study the detailed long-time behaviour of nonnegative solutions and prove the convergence to a self-similar function.
We report a new phenomenon, called self-recovery, in the process of diffusion in a region with boundary. Suppose that a diffusing quantity is uniformly distributed initially and then gets excited by the change in the boundary values over a…
In this article, we consider time-inhomogeneous diffusive particle systems, whose particles jump from the boundary of a bounded open subset of $\R^d$, $d\geq 1$. We give a sufficient criterion for the family of empirical distributions of…
This article is accepted for publication in the "Annals I.H.P. Prob. & Stat.". We investigate the ballistic behavior of diffusions in random environment. We introduce conditions in the spirit of (T) and (T') of the discrete setting, cf.…
The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…
Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction potentials. The approach is based on a combination of…
Single molecule chemical reactions yield new insight into fluctuation phenomena which are obscured in measurement of ensemble of molecules. Kramers escape problem is investigated here in a framework suitable for single molecule reactions.…
We consider asymptotic problems concerning the motion of interface separating the regions of large and small values of the solution of a reaction-diffusion equation in the media consisting of domains with different characteristics…
We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…