Related papers: Size-biased diffusion limits and the inclusion pro…

We implement a well-established concept to consider dispersion effects within a Poisson-Boltzmann approach of continuum solvation of proteins. The theoretical framework is particularly suited for boundary element methods. Free parameters…

A scaling theory is developed for diffusion-limited cluster aggregation in a porous medium, where the primary particles and clusters stick irreversibly to the walls of the pore space as well as to each other. Three scaling regimes are…

We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…

Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…

The theory of finite-size scaling explains how the singular behavior of thermodynamic quantities in the critical point of a phase transition emerges when the size of the system becomes infinite. Usually, this theory is presented in a…

Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…

We consider a d-dimensional symmetric inclusion process (SIP), where particles are allowed to jump arbitrarily far apart. We establish both the hydrodynamic limit and non-equilibrium fluctuations for the empirical measure of particles. With…

The recently introduced two-parameter Poisson-Dirichlet diffusion extends the infinitely-many-neutral-alleles model, related to Kingman's distribution and to Fleming-Viot processes. The role of the additional parameter has been shown to…

In this article we consider the filtering problem associated to partially observed diffusions, with observations following a marked point process. In the model, the data form a point process with observation times that have its intensity…

We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the…

A novel thermodynamically consistent diffuse interface model is derived for compressible electrolytes with phase transitions. The fluid mixtures may consist of N constituents with the phases liquid and vapor, where both phases may coexist.…

We construct a pair of related diffusions on a space of interval partitions of the unit interval $[0,1]$ that are stationary with the Poisson-Dirichlet laws with parameters (1/2,0) and (1/2,1/2) respectively. These are two particular cases…

We investigate the saturation regime of the condensing symmetric inclusion process on the discrete one-dimensional torus in the thermodynamical limit. In this regime, the total mass concentrates on a finite number of sites, forming…

Suppose that an infinite lattice gas of constant density $n_0$, whose dynamics are described by the symmetric simple exclusion process, is brought in contact with a spherical absorber of radius $R$. Employing the macroscopic fluctuation…

Using computer simulations and scaling ideas, we study one-dimensional models of diffusion, aggregation and detachment of particles from islands in the post-deposition regime, i. e. without flux. The diffusion of isolated particles takes…

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

The goal of this paper is to supplement the large deviation principle of the Freidlin--Wentzell theory on exit problems for diffusion processes with results of classical central limit theorem kind. We describe a class of situations where…

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…

The goal of the paper is to describe the large time behaviour of a Markov process associated with a symmetric diffusion in a high-contrast random environment and to characterize the limit semigroup and the limit process under the diffusive…