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In this article, we perform quantitative analyses of metastable behavior of an interacting particle system known as the inclusion process. For inclusion processes, it is widely believed that the system nucleates the condensation of…

Probability · Mathematics 2021-02-24 Seonwoo Kim , Insuk Seo

In this paper, we establish new quantitative convergence bounds for a class of functional autoregressive models in weighted total variation metrics. To derive our results, we show that under mild assumptions, explicit minorization and…

Probability · Mathematics 2020-05-05 Valentin De Bortoli , Alain Durmus

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

Mathematical Physics · Physics 2015-04-23 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss

In this work, we consider an advection-diffusion equation, coupled to a Poisson equation for the velocity field. This type of coupling is typically encountered in models arising from plasma physics or porous media flow. The aim of this work…

Numerical Analysis · Mathematics 2023-02-14 Hanz Martin Cheng , Jan ten Thije Boonkkamp

We give a pathwise construction of a two-parameter family of purely-atomic-measure-valued diffusions in which ranked masses of atoms are stationary with the Poisson-Dirichlet$(\alpha,\theta)$ distributions, for $\alpha\in (0,1)$ and…

Probability · Mathematics 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…

Chaotic Dynamics · Physics 2012-06-13 B. Mehlig , M. Wilkinson , V. Bezuglyy , K. Gustavsson , K. Nakamura

In [arXiv:1806.06668], we have studied the Boltzmann random triangulation of the disk coupled to an Ising model on its faces with Dobrushin boundary condition at its critical temperature. In this paper, we investigate the phase transition…

Mathematical Physics · Physics 2022-12-21 Linxiao Chen , Joonas Turunen

Diffusion of particles through an heterogenous obstacle line is modeled as a two-dimensional diffusion problem with a one--directional nonlinear convective drift and is examined using two-scale asymptotic analysis. At the scale where the…

Analysis of PDEs · Mathematics 2018-04-24 Emilio N. M. Cirillo , Ida de Bonis , Adrian Muntean , Omar Richardson

Numerical diffusion is introduced by any numerical scheme as soon as small scales fluctuations, generated during the dynamical evolution of a collisionless plasma, become comparable to the grid size. Here we investigate the role of…

Plasma Physics · Physics 2007-05-23 Laura Galeotti , Francesco Califano

Aqueous foams and a wide range of related systems are believed to coarsen by gas diffusion between neighboring domains into a statistically self-similar scaling state, after the decay of initial transients, such that dimensionless size and…

Soft Condensed Matter · Physics 2023-09-19 Anthony T. Chieco , Douglas J. Durian

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…

Probability · Mathematics 2026-03-03 Nils Lid Hjort , Rafail Zalmonovich Khasminskii

This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…

Probability · Mathematics 2012-10-12 Bertrand Cloez

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

We consider a Markov chain on the space of (countable) partitions of the interval [0,1], obtained first by size biased sampling twice (allowing repetitions) and then merging the parts (if the sampled parts are distinct) or splitting the…

Probability · Mathematics 2016-09-07 Persi Diaconis , Eddy Mayer-Wolf , Ofer Zeitouni , Martin Zerner

We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…

Probability · Mathematics 2014-03-27 Florent Barret , Max-K. Von Renesse

Convection-diffusion equation is used to describe particle migration process in many fields, while it is proposed based on the empirical Fick's law. In this paper, with the help of the percolation model, we theoretically investigate the…

Soft Condensed Matter · Physics 2023-02-08 Sheng Zhang , Tong Zhang , Jing-Jing Su , Dai-Chao Sheng

We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Ofer Zeitouni , Martin P. W. Zerner

Over the past few years the displacement statistics of self-propelled particles has been intensely studied, revealing their long-time diffusive behavior. Here, we demonstrate that a concerted combination of boundary conditions and switching…

Soft Condensed Matter · Physics 2015-05-29 Andreas M. Menzel

We study the Fleming-Viot particle process formed by N interacting continuous-time asymmetric random walks on the cycle graph, with uniform killing. We show that this model has a remarkable exact solvability, despite the fact that it is…

Probability · Mathematics 2021-04-13 Josué Corujo

We present a unifying, consistent, finite-size-scaling picture for percolation theory bringing it into the framework of a general, renormalization-group-based, scaling scheme for systems above their upper critical dimensions $d_c$.…

Statistical Mechanics · Physics 2017-05-16 Ralph Kenna , Bertrand Berche