Related papers: Exact Asymptotics for One-Dimensional Diffusion wi…
We introduce exact methods for the simulation of sample paths of one-dimensional diffusions with a discontinuity in the drift function. Our procedures require the simulation of finite-dimensional candidate draws from probability laws…
We study central limit theorems for a totally asymmetric, one-dimensional interacting random system. The models we work with are the Aldous-Diaconis-Hammersley process and the related stick model. The A-D-H process represents a particle…
In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…
In a recent paper the mean square displacement (MSD), <R^2(T)>, of a particle carried by a turbulent liquid over time T has been shown to be proportional to T^6/5, meaning that the motion of the particle is slightly super-diffusive. In some…
We calculate the survival probability of a diffusing test particle in an environment of diffusing particles that undergo coagulation at rate lambda_c and annihilation at rate lambda_a. The test particle dies at rate lambda' on coming into…
A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…
We consider a random walk on $SL_d(\mathbb{R})$ with finite first moment and finite entropy. We show that the distributions of the unstable flag space and of the stable flag space are exact dimensional.
The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…
We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…
We perform molecular dynamics simulations to investigate the diffusive motion of TIP5P water in the direction perpendicular to the two hydrophobic confining walls. To calculate the diffusion coefficient, we use the concept of the…
We present an exact expression for the evolution of the wavefunction of $N$ interacting atoms in an arbitrarily time-dependent, $d$-dimensional parabolic trap potential $\omega(t)$. The interaction potential between atoms is taken to be of…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
Under natural spectral stability assumptions motivated by previous investigations of the associated spectral stability problem, we determine sharp $L^p$ estimates on the linearized solution operator about a multidimensional planar periodic…
In this paper we develop an encounter-based model of a run-and-tumble particle (RTP) confined to a finite interval $[0,L]$ with partially absorbing, sticky boundaries at both ends. We assume that the particle switches between two constant…
We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…
We consider one dimensional diffusive search strategies subjected to external potentials. The location of a single target is drawn from a given probability density function (PDF) $f_G(x)$ and is fixed for each stochastic realization of the…
This paper investigates the dynamics of a reaction-diffusion system with two free boundaries, modeling the invasion of two cooperative species, where the free boundaries represent expanding fronts. We first analyze the long-term behavior of…
We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…
We report exact results for one-dimensional reaction-diffusion models A+A -> inert, A+A -> A, and A+B -> inert, where in the latter case like particles coagulate on encounters and move as clusters. Our study emphasized anisotropy of hopping…
The purpose of this paper is to establish, via a martingale approach, some refinements on the asymptotic behavior of the one-dimensional elephant random walk (ERW). The asymptotic behavior of the ERW mainly depends on a memory parameter $p$…