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The most general exclusion single species reaction-diffusion models with nearest-neighbor interactions one a one dimensional lattice are investigated, for which the evolution of full intervals are closed. Using a generating function method,…

Statistical Mechanics · Physics 2012-08-09 Amir Aghamohammadi , Mohammad Khorrami

In the stochastic mean-field approach, an ensemble of initial conditions is considered to incorporate correlations beyond the mean-field. Then each starting pont is propagated separately using the Time-Dependent Hartree-Fock equation of…

Nuclear Theory · Physics 2015-06-11 Denis Lacroix , Sakir Ayik , Bulent Yilmaz , Kouhei Washiyama

We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…

Probability · Mathematics 2021-07-21 Watthanan Jatuviriyapornchai , Stefan Grosskinsky

An individual-based model of stochastic branching is proposed and studied, in which point particles drift in $\bar{\mathds{R}}_{+}:=[0,+\infty)$ towards the origin (edge) with unit speed, where each of them splits into two particles that…

Dynamical Systems · Mathematics 2019-10-30 Yuri Kozitsky

We analyze energy spreading for a system that features mixed chaotic phase-space, whose control parameters (or slow degrees of freedom) vary quasi-statically. For demonstration purpose we consider the restricted 3~body problem, where the…

Statistical Mechanics · Physics 2022-05-10 Yehoshua Winsten , Doron Cohen

It is demonstrated that the description of surface-diffusion controlled dynamics via the phase-field method is less trivial than it appears at first sight. A seemingly straightforward approach previously used in the literature is shown to…

Other Condensed Matter · Physics 2007-05-23 Klaus Kassner

We develop a new class of path transformations for one-dimensional diffusions that are tailored to alter their long-run behaviour from transient to recurrent or vice versa. This immediately leads to a formula for the distribution of the…

Probability · Mathematics 2018-02-02 Umut Çetin

We study a stochastic branching model for a population structured by a quantitative phenotypic trait and subject to births, deaths, and mutations. In a regime of large population and small mutations, and in logarithmic scales of size and…

Probability · Mathematics 2026-04-21 Nicolas Champagnat , Sylvie Méléard , Sepideh Mirrahimi , Viet Chi Tran

We consider a class of exit time stochastic control problems for diffusion processes with discounted criterion, where the controller can utilize a given amount of resource, called "fuel". In contrast to the vast majority of existing…

Optimization and Control · Mathematics 2015-01-30 Dmitry B. Rokhlin , Georgii Mironenko

In this paper, we consider a stochastic version of the Cahn-Hilliard-Brinkman model in a smooth two- or three-dimensional domain with dynamical boundary conditions. The system describes creeping two-phase flows and is basically a coupling…

Probability · Mathematics 2026-01-13 Z. Brzeźniak , A. Ndongmo Ngana , T. Tachim Medjo

We study the stochastic Willmore flow and the stochastic surface diffusion flow for closed or non-closed curves on $\mathbb{R}^2$ in this paper. We equivalently formulate them as a stochastic one-phase Stefan problem (or a stochastic free…

Probability · Mathematics 2025-11-26 Qi Yan

A stochastic hierarchical model for the evolution of low grade gliomas is proposed. Starting with the description of cell motion using piecewise diffusion Markov processes (PDifMPs) at the cellular level, we derive an equation for the…

Tissues and Organs · Quantitative Biology 2022-06-23 Evelyn Buckwar , Martina Conte , Amira Meddah

We propose a modelling framework to analyse the stochastic behaviour of heterogeneous, multi-scale cellular populations. We illustrate our methodology with a particular example in which we study a population with an oxygen-regulated…

Biological Physics · Physics 2017-09-01 Roberto de la Cruz , Pilar Guerrero , Fabian Spill , Tomás Alarcón

We consider a family of models having an arbitrary positive amount of mass on each site and randomly exchanging an arbitrary amount of mass with nearest neighbor sites. We restrict to the case of diffusive models. We identify a class of…

Statistical Mechanics · Physics 2023-09-29 Monia Capanna , Davide Gabrielli , Dimitrios Tsagkarogiannis

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…

Probability · Mathematics 2018-01-18 Martin Keller-Ressel , Marvin S. Mueller

We construct a diffuse-interface model of two-phase solidification that quantitatively reproduces the classic free boundary problem on solid-liquid interfaces in the thin-interface limit. Convergence tests and comparisons with boundary…

Materials Science · Physics 2009-11-10 R. Folch , M. Plapp

We show that the Keller-Segel model in one dimension with Neumann boundary conditions and quadratic cellular diffusion has an intricate phase transition diagram depending on the chemosensitivity strength. Explicit computations allow us to…

Analysis of PDEs · Mathematics 2019-04-29 Jose A. Carrillo , Xinfu Chen , Qi Wang , Zhian Wang , Lu Zhang

General discrete one-dimensional stochastic models to describe the transport of single molecules along coupled parallel lattices with period $N$ are developed. Theoretical analysis that allows to calculate explicitly the steady-state…

Soft Condensed Matter · Physics 2009-11-11 Evgeny B. Stukalin , Anatoly B. Kolomeisky

We study mean field stochastic differential equations with a diffusion coefficient that depends on the distribution function of the unknown process in a discontinuous manner, which is a type of distribution dependent regime switching. To…

Probability · Mathematics 2025-03-28 Jani Nykänen

We study a class of stochastic ballistic annihilation and coalescence models with a binary velocity distribution in one dimension. We obtain an exact solution for the density which reveals a universal phase diagram for the asymptotic…

Statistical Mechanics · Physics 2009-10-31 R. A. Blythe , M. R. Evans , Y. Kafri
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