Related papers: Tamed Feynman-Kac diffusion processes: Killing-bra…
The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…
We consider motion of an overdamped Brownian particle subject to stochastic resetting in one dimension. In contrast to the usual setting where the particle is instantaneously reset to a preferred location (say, the origin), here we consider…
Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…
The complete lack of theoretical understanding of the quantum critical states found in the heavy fermion metals and the normal states of the high-T$_c$ superconductors is routed in deep fundamental problem of condensed matter physics: the…
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…
We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$. More precisely, the particles branch at rate…
The spin relaxation in the molecular magnet \Mn12 is investigated by a novel type of high-frequency magnetic spectroscopy. By reversing the external magnetic field the intensities of the $|\pm 10>\to |\pm 9>$ transitions within the ground…
Discrete diffusion models have recently emerged as a promising alternative to the autoregressive approach for generating discrete sequences. Sample generation via gradual denoising or demasking processes allows them to capture hierarchical…
An efficient discrete time and space Markov chain approximation employing a Brownian bridge correction for computing curvilinear boundary crossing probabilities for general diffusion processes was recently proposed in Liang and Borovkov…
We study spectral properties of the Fokker-Planck operator that describes particles diffusing in a quenched random velocity field. This random operator is non-Hermitian and has eigenvalues occupying a finite area in the complex plane. We…
We consider a quantum multi-component plasma made with S species of point charged particles interacting via the Coulomb potential. We derive the screened activity series for the pressure in the grand-canonical ensemble within the…
We develop a new semiclassical approach, which starts with the density matrix given by the Euclidean time path integral with fixed coinciding endpoints, and proceed by identifying classical (minimal Euclidean action) path, to be referred to…
Semi-Dirac semimetals have received enthusiastic research both theoretically and experimentally in the recent years. Due to the anisotropic dispersion, its physical properties are highly direction-dependent. In this work we employ the…
We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean) systems whose Hamiltonians involve L\'{e}vy-type…
The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…
Bounce-averaged theories provide a framework for simulating relatively slow processes, such as collisional transport and quasilinear diffusion, by averaging these processes over the fast periodic motions of a particle on a closed orbit.…
Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…
In the present work, we investigate a model of the invasion of healthy tissue by cancer cells which is described by a system of nonlinear PDEs consisting of a cross-diffusion-reaction equation and two additional nonlinear ordinary…
Aiming to understand the distribution of fitness levels of individuals in a large population undergoing selection, we study the particle configurations of branching Brownian motion where each particle independently moves as Brownian motion…
Kramer's approach to the rate of the thermally activated escape from a metastable state is extended to field theory. Diffusion rate in the 1+1-dimensional Sine-Gordon model as a function of temperature and friction coefficient is evaluated…