Related papers: Bounded Bessel Processes and Ferrari-Spohn Diffusi…

Pattern formation in reaction-diffusion systems where the diffusion terms correspond to a Sturm-Liouville problem are studied. These correspond to a problem where the diffusion coefficient depends on the spatial variable: $\nabla \cdot…

We consider cross-diffusion systems describing evolution of two species $u$ and $v$ moving according to Darcy's law with the pressure law $p(s) = \frac{1}{\alpha-1} s^{\alpha-1}$ where $s=u+v$. One of the most challenging questions in the…

Let $M$ be a compact connected Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(d x):=e^{V(x)}d x$ is a probability measure, and let $\{\lambda_i\}_{i\ge 1} $ be all non-trivial eigenvalues of $-L$ with Neumann…

We study the "stiff pressure limit" of a nonlinear drift-diffusion equation, where the density is constrained to stay below the maximal value one. The challenge lies in the presence of a drift and the consequent lack of monotonicity in…

While weak diffusive limit from the Boltzmann equation to the incompressible Navier-Stokes-Fourier system was established for the Maxwell boundary condition within renormalized solutions framework [Saint.Raymond2009][Jiang-Masmoudi2017],…

We study the continuous limit of a multibox Erhenfest urn model proposed before by the authors. The evolution of the resulting continuous system is governed by a differential equation, which describes a diffusion process on a circle with a…

We establish sharp global rigidity upper bounds for universal determinantal point processes describing edge eigenvalues of random matrices. For this, we first obtain a general result which can be applied to general (not necessarily…

We study a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t = 0$ at the same positive value $x = a$, remain positive, and are conditioned to end at time $t = T$ at $x = 0$. In the…

We investigate the Cauchy problem for a semilinear spatio--temporal fractional diffusion equation with a time-dependent forcing term: \[ \partial_t^\alpha u + (-\Delta)^{\mathsf{s}} u = |u|^p + t^{\sigma}\,\mathbf{w}(x), \quad (t,x) \in…

We establish the boundedness of solutions of reaction-diffusion systems with quadratic (in fact slightly super-quadratic) reaction terms that satisfy a natural entropy dissipation property, in any space dimension N>2. This bound imply the…

In this paper, we investigate the boundedness of the imaginary powers of four generalized diffusion operators. This key property, which implies the maximal regularity property, allows us to solve both the linear and semilinear Cauchy…

The Laplacian $\Delta$ is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian $\Delta^{\beta/2}$ serves as the infinitesimal generator of the limit process of…

An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…

The aim of this work is to study the electron transport in graphene with impurities by introducing a generalization of linear response theory for linear dispersion relations and spinor wave functions. Current response and density response…

We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…

Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochastic system entropy". In this note we extend his formalism to entropic transport. We introduce the notion of relative stochastic entropy, or…

The Schr\"{o}dinger problem of deducing the microscopic dynamics from the input-output statistics data is known to admit a solution in terms of Markov diffusions. The uniqueness of solution is found linked to the natural boundaries…

The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…

Although the spatially continuous version of the reaction-diffusion equation has been well studied, in some instances a spatially-discretized representation provides a more realistic approximation of biological processes. Indeed,…

We derive the linear acoustic and Stokes-Fourier equations as the limiting dynamics of a system of N hard spheres of diameter $\epsilon$ in two space dimensions, when N $\rightarrow$ $\infty$, $\epsilon$ $\rightarrow$ 0, N $\epsilon$ =…