Related papers: Self-interacting diffusions: long-time behaviour a…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
Self-interacting diffusions are solutions to SDEs with a drift term depending on the process and its normalized occupation measure $\mu_t$ (via an interaction potential and a confinement potential). We establish a relation between the…
Self-diffusion along the longitudinal coordinate in a channel of varying cross section is considered. The starting point is the two-dimensional Enskog-Boltzmann-Lorentz kinetic equation with appropriated boundary conditions. It is…
We discuss how the first order Langevin equation for the overdamped dynamics of an interacting system has a natural time reversal of simple but surprising form, with consequences for correlation functions. This leads to the correlation of…
We consider the increase of the spatial variance of some inhomogeneous, non-equilibrium density (particles, energy, etc.) in a periodic quantum system of condensed matter-type. This is done for a certain class of initial quantum states…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…
In this paper we study multiagent models with time-varying type change. Assume that there exist a closed system of $N$ agents classified into $r$ types according to their states of an internal system; each agent changes its type by an…
We study a hybrid impulsive reaction-advection-diffusion model given by a reaction-advection-diffusion equation composed with a discrete-time map in space dimension $n\in\mathbb N$. The reaction-advection-diffusion equation takes the form…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
We investigate how the properties of inhomogeneous patterns of activity, appearing in many natural and social phenomena, depend on the temporal resolution used to define individual bursts of activity. To this end, we consider time series of…
This paper presents a combined field and boundary integral equation method for solving the time-dependent scattering problem of a thermoelastic body immersed in a compressible, inviscid and homogeneous fluid. The approach here is a…
In this paper we obtain uniform propagation estimates for systems of interacting diffusions. We adopt a general model, satisfying various conditions which ensure that the decay resulting from the internal dynamics term dominates the…
We consider the Cauchy problem for a system of balance laws derived from a chemotaxis model with singular sensitivity in multiple space dimensions. Utilizing energy methods, we first prove the global well-posedness of classical solutions to…
We consider systems of interacting diffusions with local population regulation. Our main result shows that the total mass process of such a system is bounded above by the total mass process of a tree of excursions with appropriate drift and…
This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow…