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Transition path theory (TPT) for diffusion processes is a framework for analysing the transitions of multiscale ergodic diffusion processes between disjoint metastable subsets of state space. Most methods for applying TPT involve the…
The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…
We consider particle systems that are perturbations of the voter model and show that when space and time are rescaled the system converges to a solution of a reaction diffusion equation in dimensions $d \ge 3$. Combining this result with…
Closed-form, normalizable solutions of Dirac's equation propagating within a semi-infinite cylindrical waveguide are obtained in terms of ordinary and modified Bessel functions. These relativistic wave packets induce quantum backflow on a…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
We study the Einstein relation between diffusion and response to an external field in systems showing superdiffusion. In particular, we investigate a continuous time Levy walk where the velocity remains constant for a time \tau, with…
The work proposes and studies a one-dimensional model, which involves nonlocal interactions and finite propagation speed. It shows that the general reaction-diffusion equation, the Swift-Hohenberg equation and the general…
The first passage time density of a diffusion process to a time varying threshold is of primary interest in different fields. Here we consider a Brownian motion in presence of an exponentially decaying threshold to model the neuronal…
We derive a grey linear diffusion equation for photons with respect to inertial (or lab-frame) space and time, using asymptotic analysis in 1D planar geometry. The solution of the equation is the comoving radiation energy density. Our…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
We find the laws for the spreading of the spatial widths (parallel and transverse to the direction of average motion) of the relativistic position probability density for a massive, spinless particle. We find that when the momentum width of…
We introduce a new wave formulation for the relativistic Euler equations with vacuum boundary conditions that consists of a system of non-linear wave equations in divergence form with a combination of acoustic and Dirichlet boundary…
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
In this article we develop an effective theory of pulse propagation in a nonlinear and disordered medium. The theory is formulated in terms of a nonlinear diffusion equation. Despite its apparent simplicity this equation describes novel…
A relativistic kinetic Fokker-Planck equation that has been recently proposed in the physical literature is studied. It is shown that, in contrast to other existing relativistic models, the one considered in this paper is invariant under…
This paper presents a novel approach for propagating uncertainties in dynamical systems building on high-order Taylor expansions of the flow and moment-generating functions (MGFs). Unlike prior methods that focus on Gaussian distributions,…
In this paper, we develop the averaging principle for a class of two-time-scale stochastic reaction-diffusion equations driven by Wiener processes and Poisson random measures. We assume that all coefficients of the equation have polynomial…
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…