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Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species (e.g. enzymes). Such reaction-diffusion processes can be mathematically modelled using either deterministic…
Parameter estimation for non-stationary stochastic differential equations (SDE) with an arbitrary nonlinear drift, and nonlinear diffusion is accomplished in combination with a non-parametric clustering methodology. Such a model-based…
We study the adsorption and desorption kinetics of interacting particles moving on a one-dimensional lattice. Confinement is introduced by limiting the number of particles on a lattice site. Adsorption and desorption are found to proceed at…
We discuss several models of the dynamics of interacting populations. The models are constructed by nonlinear differential equations and have two sets of parameters: growth rates and coefficients of interaction between populations. We…
Based on quasi-stationary distribution ideas, a general finite size scaling theory is proposed for discontinuous nonequilibrium phase transitions into absorbing states. Analogously to the equilibrium case, we show that quantities such as,…
We consider a popular nonsmooth formulation of the real phase retrieval problem. We show that under standard statistical assumptions, a simple subgradient method converges linearly when initialized within a constant relative distance of an…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…
Arguably the most important problem in quantitative finance is to understand the nature of stochastic processes that underlie market dynamics. One aspect of the solution to this problem involves determining characteristics of the…
We introduce a schematic non-linear diffusion model where density fluctuations induce a rich out of equilibrium dynamics. The properties of the model are studied by numerical simulations and analytically in a mean field approximation. At…
Stochastic models for pore collapse in granular materials are developed. First, a general fluctuating stress-strain relation for a plastic flow rule is derived. The fluctuations account for non-associativity in plastic deformations…
We numerically and analytically investigate the behavior of a non-equilibrium phase transition in the second Schl\"ogl autocatalytic reaction scheme. Our model incorporates both an interaction-induced phase separation and a bifurcation in…
Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…
A one-dimensional model on a line of the length L is investigated, which involves particle diffusion as well as single particle annihilation. There are also creation and annihilation at the boundaries. The static and dynamical behaviors of…
Consider a stochastic interface $h(x,t)$, described by the $1+1$ Kardar-Parisi-Zhang (KPZ) equation on the half-line $x\geq 0$. The interface is initially flat, $h(x,t=0)=0$, and driven by a Neumann boundary condition $\partial_x…
A dissipative stochastic sandpile model is constructed on one and two dimensional small-world networks with different shortcut densities $\phi$ where $\phi=0$ and $1$ represent a regular lattice and a random network respectively. In the…
The microscopic structure and movement of reaction fronts in reaction diffusion systems far from equilibrium are investigated. We show that some three-site interaction models exhibit exact diffusive shock measures, i.e. domains of different…
In [SIAM J. Appl. Dyn. Sys., 12(4):2068--2092, 2013], Widiasih proposed and analyzed a deterministic one-dimensional Budyko-Sellers energy-balance model with a moving ice-line. In this paper, we extend this model to the stochastic setting…
We establish a thermodynamic limit and Gaussian fluctuations for the height and surface width of the random interface formed by the deposition of particles on surfaces. The results hold for the standard ballistic deposition model as well as…