Related papers: Surprising Aspects of Fluctuating "Pulled" Fronts
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…
We propose a method to obtain phase portraits for stochastic systems. Starting from the Fokker-Planck equation, we separate the dynamics into a convective and a diffusive part. We show that stable and unstable fixed points of the convective…
We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…
This paper investigates the propagation phenomena of a monotone bistable reaction-diffusion system in an exterior domain of R2. By constructing suitable sub- and supersolutions, we establish the existence and monotonicity of an entire…
This paper presents a novel one-factor stochastic volatility model where the instantaneous volatility of the asset log-return is a diffusion with a quadratic drift and a linear dispersion function. The instantaneous volatility mean reverts…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
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 $0$, starting with $N$ particles. More precisely, particles…
Scaling and mechanism of the propagation speed of turbulent fronts in pipe flow with the Reynolds number has been a long-standing problem in the past decades. Here, we derive an explicit scaling law of the upstream front speed, which…
We consider a tracer particle performing a random walk on a two-dimensional lattice in the presence of immobile hard obstacles. Starting from equilibrium, a constant force pulling on the particle is switched on, driving the system to a new…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
We consider planar traveling fronts between stable steady states in two-component singularly perturbed reaction-diffusion-advection equations, where a small quantity $\delta^2$ represents the ratio of diffusion coefficients. The fronts…
We analytically and numerically investigate the determining factors of the slip front propagation (SFP) velocity. The slip front has two forms characterized by intruding or extruding front. We assume a 1D viscoelastic medium on a rigid and…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
Levy walk at the finite velocity is considered. To analyze the spatial and temporal characteristics of this process, the method of moments has been used. The asymptotic distributions of the moments (at $t\to\infty$) have been obtained for…
This work evaluates the magnitude of the turbulent energy cascade in terms of forward and backward scattering by modeling the "stretch and fold" mechanism through a drift-free Hanggi-Klimontovich stochastic process. Mapping this dynamics…
The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…
The effect of thermally generated bulk stochastic forces on the statistical growth dynamics of forwards bifurcating propagating macroscopic patterns is compared with the influence of fluctuations at the boundary of a semiinfinite system,…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
The current paper is devoted to the study of spreading speeds and transition fronts of lattice KPP equations in time heterogeneous media. We first prove the existence, uniqueness, and stability of spatially homogeneous entire positive…