Related papers: On the cutoff phenomenon for fast diffusion and po…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
In this paper we investigate the porous medium equation with a fractional temporal derivative. We justify that the resulting equation emerges when we consider the waiting-time (or trapping) phenomenon that can happen in the medium. Our…
Understanding how a system loses memory of its initial state is a central problem in probability and statistics. In this manuscript, we introduce the notion of abrupt decorrelation, which explicitly characterises a sharp and sudden loss of…
A quasi-two-dimensional system of hard spheres strongly confined between two parallel plates is considered. The attention is focussed on the macroscopic self-diffusion process observed when the system is looked from above or from below. The…
We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments…
We obtain new estimates for the solution of both the porous medium and the fast diffusion equations by studying the evolution of suitable Lipschitz norms. Our results include instantaneous regularization for all positive times, long-time…
In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…
We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review…
Consider "Frozen Random Walk" on $\mathbb{Z}$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $\lfloor{\frac{n}{4}}\rfloor$ particles are "frozen" and do not move. The rest of the particles in the "bulk"…
We investigate the mixing time of the asymmetric Zero Range process on the segment with a non-decreasing rate. We show that the cutoff holds in the totally asymmetric case with a convex flux, and also with a concave flux if the asymmetry is…
In this paper we devote our attention to a class of weighted ultrafast diffusion equations arising from the problem of quantisation for probability measures. These equations have a natural gradient flow structure in the space of probability…
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.…
The Fast Diffusion Equation (FDE) $u_t= \Delta u^m$, with $m\in (0,1)$, is an important model for singular nonlinear (density dependent) diffusive phenomena. Here, we focus on the Cauchy-Dirichlet problem posed on smooth bounded Euclidean…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
We study a quasilinear parabolic Cauchy problem with a cumulative distribution function on the real line as an initial condition. We call 'probabilistic solution' a weak solution which remains a cumulative distribution function at all…
In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…
On a smooth bounded Euclidean domain, Sobolev-subcritical fast diffusion with vanishing boundary trace is known to lead to finite-time extinction, with a vanishing profile selected by the initial datum. In rescaled variables, we quantify…
Towards formulating quantum gravity, we present a novel mechanism for the emergence of spacetime geometry from randomness. In [arXiv:1705.06097], we defined for a given Markov stochastic process "the distance between configurations," which…
Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…
It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…