Related papers: Construction and sample path properties of diffusi…
Dynamic properties of molecular motors whose motion is powered by interactions with specific lattice bonds are studied theoretically with the help of discrete-state stochastic "burnt-bridge" models. Molecular motors are depicted as random…
We provide Large Deviation estimates for the bridge of a $d$-dimensional general diffusion process as the conditioning time tends to $0$ and apply these results to the evaluation of the asymptotics of its exit time probabilities. We are…
We derive the hydrodynamic limit of a kinetic equation with a stochastic, short range perturbation of the velocity operator. Under some mixing hypotheses on the stochastic perturbation, we establish a diffusion-approximation result: the…
In this paper, we discuss the transport phenomena of electromagnetic waves in a two-dimensional random system which is composed of arrays of electrical dipoles, following the model presented earlier by Erdogan, et al. (J. Opt. Soc. Am. B…
Subcritical transition of an inhomogeneous plasma where turbulences with different characteristic space-time scales coexist is analyzed with methods of statistical physics of turbulences. We derived the development equations of the…
The traveling waves for surface diffusion of plane curves are studied. We consider an evolving plane curve with two endpoints, which can move freely on the x-axis with generating constant contact angles. For the evolution of this plane…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…
Collective diffusion coefficient in a two-dimensional lattice gas on a nonhomogeneous substrate is investigated using variational approach. Particles reside at adsorption sites with different well depths potentials and jump randomly between…
We investigate statistical properties of the passive scalar near boundaries (walls) in random (turbulent) flows assuming weakness of its diffusion. Then at advanced stages of the passive scalar mixing its unmixed residue is concentrated in…
A simple model of the driven motion of interacting particles in a two dimensional random medium is analyzed, focusing on the critical behavior near to the threshold that separates a static phase from a flowing phase with a steady-state…
We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…
A simple model of two-phase flow in porous media is presented. A connection is made to statistical mechanics by applying capillary power as a constraint. Stochastic sampling is then used to test the validity of this approach. Good agreement…
We study the stochastic diffusive limit of a kinetic radiative transfer equation, which is non-linear, involving a small parameter and perturbed by a smooth random term. Under an appropriate scaling for the small parameter, using a…
We consider the influence of transverse confinement on the instability properties of velocity and density distributions reminiscent of those pertaining to exchange flows in stratified inclined ducts, such as the recent experiment of Lefauve…
We consider the adaptive test for the parameter change in discretely observed ergodic diffusion processes based on the cusum test. Using two test statistics based on the two quasi-log likelihood functions of the diffusion parameter and the…
The way particles interact with turbulent structures, particularly in regions of high vorticity and strain rate, has been investigated in simulations of homogeneous turbulence and in simple flows which have a periodic or persistent…
For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…
This paper concerns the derivation of radiative transfer equations for acoustic waves propagating in a randomly fluctuating slab (between two parallel planes) in the weak-scattering regime, and the study of boundary effects through an…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
The decay of a crystalline cone below the roughening transition is studied. We consider local mass transport through surface diffusion, focusing on the two cases of diffusion limited and attachment-detachment limited step kinetics. In both…