Related papers: General diffusions on the star graph as time-chang…
Motivated by the recently proven presence of ultrametricity in physical models (certain spin glasses) and the very recent study of Turing patterns on locally ultrametric state spaces, first non-autonomous diffusion operators on such spaces,…
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…
We prove well-posedness for very general linear wave- and diffusion equations on compact or non-compact metric graphs allowing various different conditions in the vertices. More precisely, using the theory of strongly continuous operator…
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…
We consider diffusion on discrete measure spaces as encoded by Markovian semigroups arising from weighted graphs. We study whether the graph is uniquely determined if the diffusion is given up to order isomorphism. If the graph is recurrent…
This study presents a generalized theory for the diffusion of Brownian particles in shear flows. By solving the Langevin equations using stochastic instead of classical calculus, we propose a new mathematical formulation that resolves the…
This paper investigates the supercloseness of a singularly perturbed convection diffusion problem using the direct discontinuous Galerkin (DDG) method on a Shishkin mesh. The main technical difficulties lie in controlling the diffusion term…
We introduce the Space-Time Markov Chain Approximation (STMCA) for a general diffusion process on a finite metric graph $\Gamma$. The STMCA is a doubly asymmetric (in both time and space) random walk defined on a subdivisions of $\Gamma$,…
We derive an explicit formula for the fundamental solution $K_{T_{q+1}}(x,x_{0};t)$ to the discrete-time diffusion equation on the $(q+1)$-regular tree $T_{q+1}$ in terms of the discrete $I$-Bessel function. We then use the formula to…
We consider dynamic boundary conditions involving non-local operators. Our analysis includes a detailed description of such operators together with their relations with random times and random (additive) functionals. We provide some new…
In this paper, we establish local well-posedness for the Cauchy problem associated with the Kawahara equation on a general metric star graph. Initially, we identify suitable boundary conditions that produce a well-behaved dynamics for the…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
Based on the non-Markov diffusion equation taking into account the spatial fractality and modeling for the generalized coefficient of particle diffusion…
In [Athreya, den Hollander, R\"ollin; 2021, arXiv:1908.06241] models from population genetics were used to define stochastic dynamics in the space of graphons arising as continuum limits of dense graphs. In the present paper we exhibit an…
In this article, we examine the general space-time fractional diffusion equation for left-invariant hypoelliptic homogeneous operators on graded Lie groups. Our study covers important examples such as the time-fractional diffusion equation,…
In spectral graph theory, the Cheeger's inequality gives upper and lower bounds of edge expansion in normal graphs in terms of the second eigenvalue of the graph's Laplacian operator. Recently this inequality has been extended to undirected…
This paper is concerned with the construction of several stochastic processes in a star graph, that is a non-euclidean structure where some features of the classical modelling fail. We propose a model for trapping phenomena with…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
We provide a detailed description of all possible Feller processes on infinite} star graphs with finite number of edges, processes that while away from the graph's center behave like a one-dimensional Brownian motion. The description can be…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…