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In this paper we develop a hybrid version of the encounter-based approach to diffusion-mediated absorption at a reactive surface, which takes into account stochastic switching of a diffusing particle's conformational state. For simplicity,…
We study clustering in a stochastic system of particles sliding down a fluctuating surface in one and two dimensions. In steady state, the density-density correlation function is a scaling function of separation and system size.This scaling…
We analyze the long-term stability of a stochastic model designed to illustrate the adaptation of a population to variation in its environment. A piecewise-deterministic process modeling adaptation is coupled to a Feller logistic diffusion…
We consider a model of interface growth in two dimensions, given by a height function on the sites of the one--dimensional integer lattice. According to the discrete time update rule, the height above the site $x$ increases to the height…
Stochastic hydrodynamics is a central tool in the study of first order phase transitions at a fundamental level. Combined with sophisticated free energy models, e.g. as developed in classical Density Functional Theory, complex processes…
Given a reaction-advection-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation via a…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
We consider the stochastic evolution of a 1+1-dimensional interface (or polymer) in presence of a substrate. This stochastic process is a dynamical version of the homogeneous pinning model. We start from a configuration far from…
On microscopic and mesoscopic scales, plastic flow of crystals is characterized by large intrinsic fluctuations. Deformation by crystallographic slip occurs in a sequence of intermittent bursts ('slip avalanches') with power-law size…
We introduce a solvable stochastic model inspired by granular gases for driven dissipative systems. We characterize far from equilibrium steady states of such systems through the non-Boltzmann energy distribution and compare different…
The result provided in this paper helps complete a unified picture of the scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on high-speed communication links. Popular models include infinite source…
The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…
To mimic the complex transport-like collective phenomena in a man-made or natural system, we study an open network junction model of totally asymmetric simple exclusion process with bulk particle attachment and detachment. The stationary…
Gaussian white noise is frequently used to model fluctuations in physical systems. In Fokker-Planck theory, this leads to a vanishing probability density near the absorbing boundary of threshold models. Here we derive the boundary condition…
Conserved growth models that exhibit a nonlinear instability in which the height (depth) of isolated pillars (grooves) grows in time are studied by numerical integration and stochastic simulation. When this instability is controlled by the…
The paper develops one-parametric family of the sand-piles dealing with the grains' local losses on the fixed amount. The family exhibits the crossover between the models with deterministic and stochastic relaxation. The mean height of the…
In this paper, we consider a simple stochastic epidemic model on large regular random graphs and the stochastic process that corresponds to this dynamics in the standard pair approximation. Using the fact that the nodes of a pair are…
We investigate two-phase flow in porous media and derive a two-scale model, which incorporates pore-scale phase distribution and surface tension into the effective behavior at the larger Darcy scale. The free-boundary problem at the pore…
We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times…