Related papers: Dimension-decaying diffusion processes as the scal…
In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…
This paper studies small-time behavior at the supremum of a diffusion process. For a solution to the SDE $\mathrm{d} X_t=\mu(X_t)\mathrm{d} t+\sigma(X_t)\mathrm{d} W_t$ (where $W$ is a standard Brownian motion) we consider…
When water is present in a medium with pore sizes in a range around 10nm the corresponding freezing point depression will cause long range broadening of a melting front. Describing the freezing-point depression by the Gibbs-Thomson equation…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…
We consider the filtering and smoothing problems for an infinite-dimensional diffusion process X, observed through a finite-dimensional representation at discrete points in time. At the heart of our proposed methodology lies the…
We have used Dynamic Monte Carlo (DMC) methods and analytical techniques to analyze Single-File Systems for which diffusion is infinitely-fast. We have simplified the Master Equation removing the fast reactions and we have introduced a DMC…
Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…
A diffusion-limited annihilation process, A+B->0, with species initially separated in space is investigated. A heuristic argument suggests the form of the reaction rate in dimensions less or equal to the upper critical dimension $d_c=2$.…
We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…
We study a zero-range process with system-size dependent jump rates, which is known to exhibit a discontinuous condensation transition. Metastable homogeneous phases and condensed phases coexist in extended phase regions around the…
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking…
We consider shot noise processes $(X(t))_{t \geq 0}$ with deterministic response function $h$ and the shots occurring at the renewal epochs $0= S_0 < S_1 < S_2 ...$ of a zero-delayed renewal process. We prove convergence of the…
We consider exploration algorithms of the random sequential adsorption type both for homogeneous random graphs and random geometric graphs based on spatial Poisson processes. At each step, a vertex of the graph becomes active and its…
A reaction-diffusion equation on a family of three dimensional thin domains, collapsing onto a two dimensional subspace, is considered. In \cite{\rfa pr..} it was proved that, as the thickness of the domains tends to zero, the solutions of…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
This note is devoted to the study of the finite volume methods used in the discretization of degenerate parabolic-hyperbolic equation with zero-flux boundary condition. The notion of an entropy-process solution, successfully used for the…
Denoising diffusion models have proven to be a flexible and effective paradigm for generative modelling. Their recent extension to infinite dimensional Euclidean spaces has allowed for the modelling of stochastic processes. However, many…
We consider two processes that have been used to study gene duplication, Watterson's [Genetics 105 (1983) 745--766] double recessive null model and Lynch and Force's [Genetics 154 (2000) 459--473] subfunctionalization model. Though the…
We study a single, motionless three-dimensional droplet growing by adsorption of diffusing monomers on a 2D substrate. The diffusing monomers are adsorbed at the aggregate perimeter of the droplet with different boundary conditions. Models…