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We study real space condensation in aggregation-fragmentation models where the total mass is not conserved, as in phenomena like cloud formation and intracellular trafficking. We study the scaling properties of the system with influx and…
We consider consistent diffusion dynamics, leaving the celebrated Hua-Pickrell measures, depending on a complex parameter $s$, invariant. These, give rise to Feller-Markov processes on the infinite dimensional boundary $\Omega$ of the…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
The paper studies a higher-order diffusion model of Maxwell-Stefan kind. The model is based upon higher-order moment equations of kinetic theory of mixtures, which include viscous dissipation in the model. Governing equations are analyzed…
We study a reaction-diffusion system on the real line, where the reactions of the species are given by one reversible reaction according to the mass-action law. We describe different positive limits at both sides of infinity and investigate…
This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…
We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…
Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
We give a geometrically exact treatment of percolation through voids around assemblies of randomly placed impermeable barrier particles, introducing a computationally inexpensive approach to finding critical barrier density thresholds…
We reaccess the droplet condensation-evaporation transition of a three-dimensional Lennard-Jones system upon a temperature change. With the help of parallel multicanonical simulations we obtain precise estimates of the transition…
For reaction-diffusion processes without exclusion, in which the particles can exist in the same site of a one-dimensional lattice, we study all the integrable models which can be obtained by imposing a boundary condition on the master…
This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…
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…
This article deals with the issues of global-in-time existence and asymptotic analysis of a fluid-particle interaction model in the so-called bubbling regime. The mixture occupies the physical space $\Omega \subset \mathbb{R}^3$ which may…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
We obtain the empirical strong law of large numbers, empirical Glivenko-Cantelli theorem, central limit theorem, functional central limit theorem for various nonparametric Bayesian priors which include the Dirichlet process with general…
The pressure and the viscosity in two-dimensional sheared granular assemblies are investigated numerically. The behavior of both pressure and viscosity is smoothly changing qualitatively when starting from a mono-disperse hard-disk system…
A microscopic model of the effect of unbinding in diffusion limited aggregation based on a cellular automata approach is presented. The geometry resembles electrochemical deposition - ``ions'' diffuse at random from the top of a container…
We present a finite-size scaling analysis of the droplet condensation-evaporation transition of a lattice gas (in two and three dimensions) and a Lennard-Jones gas (in three dimensions) at fixed density. Parallel multicanonical simulations…