Related papers: Central limit theorem for superdiffusive reflected…
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
Based on a martingale theory approach, we present a complete characterization of the asymptotic behaviour of a lazy reinforced random walk (LRRW) which shows three different regimes (diffusive, critical and superdiffusive). This allows us…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…
Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to…
For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…
This article is accepted for publication in the "Annals I.H.P. Prob. & Stat.". We investigate the ballistic behavior of diffusions in random environment. We introduce conditions in the spirit of (T) and (T') of the discrete setting, cf.…
We expand upon a new theoretical framework for Diffusion Limited Aggregation and associated Dielectric Breakdown Models in two dimensions [R. C. Ball and E. Somfai, Phys. Rev. Lett. 89, 135503 (2002)]. Key steps are understanding how these…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
The aim of the paper is to construct and justify asymptotic approximations for solutions to quasilinear convection-diffusion problems with a predominance of nonlinear convective flow in a thin cylinder, where an inhomogeneous nonlinear…
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
We study a $d$-dimensional branching Brownian motion inside subdiffusively expanding balls, where the boundary of the ball is deactivating in the sense that once a particle hits the moving boundary, it is instantly deactivated but is…
We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…
An asymptotic analysis for a system with equation and dynamic boundary condition of Cahn-Hilliard type is carried out as the coefficient of the surface diffusion acting on the phase variable tends to 0, thus obtaining a forward-backward…
We study a correlated Brownian motion in two dimensions, which is reflected, stopped or killed in a wedge represented as the intersection of two half spaces. First, we provide explicit density formulas, hinted by the method of images. These…
We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by…
This paper concerns the diffusive limit of the time evolutionary Boltzmann equation in the half space $\mathbb{T}^2\times\mathbb{R}^+$ for a small Knudsen number $\varepsilon>0$. For boundary conditions in the normal direction, it involves…
We investigate the reversible diffusion-influenced reaction of an isolated pair in the presence of a non-Markovian generalization of the backreaction boundary condition in two space dimensions. Following earlier work by Agmon and Weiss, we…
We present a universal view on diffusive behaviour in chaotic spatially extended systems for anisotropic and isotropic media. For anisotropic systems, strong chaos leads to diffusive behaviour (Brownian motion with drift) and weak chaos…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…