Related papers: A critical drift-diffusion equation: intermittent …
We show that the intermittent and self-similar fluctuations displayed by a slow crack during the propagation in a heterogeneous medium can be quantitatively described by an extension of a classical statistical model for fracture. The model…
This paper studies the zero-noise limit of high-dimensional small-noise diffusion processes governed by the stochastic differential equation (SDE): \[ dX_{t}^{\varepsilon }=b(X_{t}^{\varepsilon })\,dt+\varepsilon \,dW_{t}, \quad…
We consider a diffusion equation in $\mathbb{R}^d$ with drift equal to the gradient of a homogeneous potential of degree $1+\gamma$, with $0<\gamma<1$, and local variance equal to $\varepsilon^2$ with $\varepsilon\to 0$. The associated…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
Stochastic differential equations (SDEs) are a fundamental tool for modelling dynamic processes, including gene regulatory networks (GRNs), contaminant transport, financial markets, and image generation. However, learning the underlying SDE…
We investigate the relation between two-time, multi-spin, correlation and response functions in the non-equilibrium critical dynamics of Ising models in d=1 and d=2 spatial dimensions. In these non-equilibrium situations, the…
The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…
Superdiffusive transport with dynamical exponent $z=3/2$ has been firmly established at finite temperature for a class of integrable systems with a non-abelian global symmetry $G$. On the inclusion of integrability-breaking perturbations,…
Suppose $\{X_{t}:t\ge 0\}$ is a supercritical superprocess on a Luzin space $E$, with a non-local branching mechanism and probabilities $\mathbb{P}_{\delta_{x}}$, when initiated from a unit mass at $x\in E$. By ``supercritical", we mean…
We target at the periodic homogenization of a semi-linear reaction-diffusion-convection system describing filtration combustion, where fast drifts affect the competition between heat and mass transfer processes as well as the interplay…
We consider a nonlinear drift-diffusion system for multiple charged species in a porous medium in 2D and 3D with periodic microstructure. The system consists of a transport equation for the concentration of the species and Poisson's…
Motivated by the critical dissipative quasi-geostrophic equation, we prove that drift-diffusion equations with L^2 initial data and minimal assumptions on the drift are locally Holder continuous. As an application we show that solutions of…
In this note, we consider the dynamics associated to an epsilon-perturbation of an integrable Hamiltonian system in action-angle coordinates in any number of degrees of freedom and we prove the following result of "micro-diffusion": under…
In this work, we consider a one-dimensional It{\^o} diffusion process X t with possibly nonlinear drift and diffusion coefficients. We show that, when the diffusion coefficient is known, the drift coefficient is uniquely determined by an…
A two dimensional self-gravitating Hamiltonian model made by $N$ fully-coupled classical particles exhibits a transition from a collapsing phase (CP) at low energy to a homogeneous phase (HP) at high energy. From a dynamical point of view,…
A discrete drift-diffusion model is derived from a microscopic sequential tunneling model of charge transport in weakly coupled superlattices provided temperatures are low or high enough. Realistic transport coefficients and novel contact…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scale separation parameter $\epsilon$ such that, for every fixed value of the slow variable, the fast dynamics are sufficiently chaotic with…