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Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…
Spreading processes on top of active dynamics provide a novel theoretical framework for capturing emerging collective behavior in living systems. I consider run-and-tumble dynamics coupled with coagulation/decoagulation reactions that lead…
We study the velocity of travelling waves of a reaction-diffusion system coupling a standard reaction-diffusion equation in a strip with a one-dimensional diffusion equation on a line. We show that it grows like the square root of the…
When identical particles on a line collide, they merge and continue as one. Exact determinantal formulas have long been available for particles conditioned never to collide, but collisions change the number of particles, and exact…
We prove the existence of solutions of a cross-diffusion parabolic population problem. The system of partial differential equations is deduced as the limit equations satisfied by the densities corresponding to an interacting particles…
Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the…
We study the asymptotic behaviour, in the small noise limit, of stochastic travelling wave solutions to reaction-diffusion equations perturbed by Wright-Fisher noise. Such equations are predicted to display three distinct responses to noise…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…
Particle filtering is a Bayesian inference method and a fundamental tool in state estimation for dynamic systems, but its effectiveness is often limited by the constraints of the initial prior distribution, a phenomenon we define as the…
We study a particle system with the following diffusion-branching-selection mechanism. Particles perform independent one dimensional Brownian motions and on top of that, at a constant rate, a pair of particles is chosen uniformly at random…
A nonlinear PDE featuring flux limitation effects together with those of the porous media equation (nonlinear Fokker-Planck) is presented in this paper. We analyze the balance of such diverse effects through the study of the existence and…
This work concerns the asymptotic analysis of high-frequency wave propagation in randomly layered media with fast variations and long-range correlations. The analysis takes place in the 3D physical space and weak-coupling regime. The role…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We consider the time evolution of the supercritical Galton-Watson model of branching particles with extra parameter (mass). In the moment of the division the mass of the particle (which is growing linearly after the birth) is divided in…
We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…