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In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
We study the transport properties of a system of active particles moving at constant speed in an heterogeneous two-dimensional space. The spatial heterogeneity is modeled by a random distribution of obstacles, which the active particles…
For n-dimensional ergodic diffusion processes with values in $G=\mathbb{R}_{+}^n$ we prove time-independent upper bounds for the transitional density and so also for the unique ergodic density. We do not require geodesic completeness of the…
This paper presents an {\it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where…
Diffusive dynamics abound in nature and have been especially studied in physical, biological, and financial systems. These dynamics are characterised by a linear growth of the mean squared displacement (MSD) with time. Often, the conditions…
The paper develops a new integral micromorphic elastic continuum model, which can describe dispersion properties of band-gap metamaterials, i.e., metamaterials that inhibit propagation of waves in a certain frequency range. The enrichment…
In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…
We study transient patterns appearing in a class of SPDE using the framework of quasi-stationary and quasi-ergodic measures. In particular, we prove the existence and uniqueness of quasi-stationary and quasi-ergodic measures for a class of…
We demonstrate that standard delay systems with a linear instantaneous and a delayed nonlinear term show weak chaos, asymptotically subdiffusive behavior, and weak ergodicity breaking if the nonlinearity is chosen from a specific class of…
An investigation of the effect of surface diffusion in random deposition model is made by analytical methods and reasoning. For any given site, the extent to which a particle can diffuse is decided by the morphology in the immediate…
Bootstrap percolation is a prominent framework for studying the spreading of activity on a graph. We begin with an initial set of active vertices. The process then proceeds in rounds, and further vertices become active as soon as they have…
The Sobolev regularity of invariant measures for diffusion processes is proved on non-smooth metric measure spaces with synthetic lower Ricci curvature bounds. As an application, the symmetrizability of semigroups is characterized, and the…
The analysis of the Rayleigh-B\'enard instability due to the mass diffusion in a fluid-saturated horizontal porous layer is reconsidered. The standard diffusion theory based on the variance of the molecular position growing linearly in time…
We study Bose-Einstein Condensation (BEC) in the Infinite-Range Hopping Bose-Hubbard model for repulsive on-site particle interaction in presence of ergodic random one-site potentials with different distributions. We show that the model is…
It is known that an axisymmetric viscous film flowing down the outside of a thin vertical fiber becomes unstable to interfacial perturbations. We present an experimental study using fluids with different densities, surface tensions and…
We consider diffusion on discrete measure spaces as encoded by Markovian semigroups arising from weighted graphs. We study whether the graph is uniquely determined if the diffusion is given up to order isomorphism. If the graph is recurrent…
We perform the linear stability analysis for a new model for poromechanical processes with inertia (formulated in mixed form using the solid deformation, fluid pressure, and total pressure) interacting with diffusing and reacting solutes…
Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…
We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…