Related papers: Particle systems and the supercooled Stefan proble…
We study scaling limits of non-increasing Markov chains with values in the set of non-negative integers, under the assumption that the large jump events are rare and happen at rates that behave like a negative power of the current state. We…
The problem of melting a crystal dendrite is modelled as a quasi-steady Stefan problem. By employing the Baiocchi transform, asymptotic results are derived in the limit that the crystal melts completely, extending previous results that hold…
In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
We propose a level-set approach to characterize the region occupied by the solid in Stefan problems with and without surface tension, based on their recent probabilistic reformulation. The level-set function is parameterized by a…
Tunneling of a particle through a potential barrier remains one of the most remarkable quantum phenomena. Owing to advances in laser technology, electric fields comparable to those electrons experience in atoms are readily generated and…
We investigate models in which blocking can interrupt a particulate flow process at any time. Filtration, and flow in micro/nano-channels and traffic flow are examples of such processes. We first consider concurrent flow models where…
The Earth's atmosphere is an aerosol, it contains suspended particles. When air flows over an obstacle such as an aircraft wing or tree branch, these particles may not follow the same paths as the air flowing around the obstacle. Instead…
Colliding collisionless shocks appear in a great variety of astrophysical phenomena and are thought to be possible sources of particle acceleration in the Universe. We have previously investigated particle acceleration induced by single…
Consider a finite system of diffusing particles coupled through a reactive boundary. Each particle is reflected, but may react with the boundary according to a killing mechanism which depends on the current reactivity of the boundary and…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We consider an interacting particle system, which generalizes the classical totally asymmetric simple exclusion process (TASEP), in that each site can contain up to a fixed finite number of particles, and the particle movement is governed…
The problem of disorder seeks to determine a stopping time which is as close as possible to the unknown time of ``disorder'' when the observed process changes its probability characteristics. We give a partial answer to this question for…
The heat transfer model for a one-dimensional supercooled melt during the final stage of solidification is considered. The Stefan problem for the determination of the temperature distribution is solved under the condition that (i) the…
We study an interacting particle system of a finite number of labelled particles on the integer lattice, in which particles have intrinsic masses and left/right jump rates. If a particle is the minimal-label particle at its site when it…
We consider a one-dimensional system with particles having either positive or negative velocity, which annihilate on contact. To the ballistic motion of the particle, a diffusion is superimposed. The annihilation may represent a reaction in…
We propose an interacting particle system to model the evolution of a system of banks with mutual exposures. In this model, a bank defaults when its normalized asset value hits a lower threshold, and its default causes instantaneous losses…
A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of…
A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…
We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…