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We consider a branching random walk in a random space-time environment of disasters where each particle is killed when meeting a disaster. This extends the model of the "random walk in a disastrous random environment" introduced by [15]. We…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
We consider a periodic Ising chain with nearest-neighbour and $r$-th neighbour interaction and quench it from infinite temperature to zero temperature. The persistence probability $P(t)$, measured as the probability that a spin remains…
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…
Using random walk simulations we explore diffusive transport through monodisperse sphere packings over a range of packing fractions, $\phi$, in the vicinity of the jamming transition at $\phi_{c}$. Various diffusion properties are computed…
We study asymptotic properties of supercritical Galton-Watson (GW) branching processes in the asymptotic where the mean of the offspring distribution approaches 1 from above. We show that the population-size distribution of the GW branching…
Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…
The purpose of the present paper is to provide an overview of Asymptotic-Preserving methods for multiscale plasma simulations by addressing three singular perturbation problems. First, the quasi-neutral limit of fluid and kinetic models is…
Non-equilibrium molecular dynamics simulations are used to demonstrate the asymptotic convergence of the Transient and Steady State forms of the Fluctuation Theorem. In the case of planar Poiseuille flow, we find that the Transient form,…
In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently, it has been shown…
We give an alternative proof of a result by N. Gantert, Y. Hu and Z. Shi on the asymptotic behavior of the survival probability of the branching random walk killed below a linear boundary, in the special case of deterministic binary…
We consider a reaction-diffusion system including discontinuous hysteretic relay operators in reaction terms. This system is motivated by an epigenetic model that describes the evolution of a population of organisms which can switch their…
The short-time behavior of quantum decay of an unstable state initially located within an interaction region of finite range is investigated using a resonant expansion of the survival amplitude. It is shown that in general the short-time…
Understanding anomalous transport and reaction kinetics due to microscopic physical and chemical disorder is a long-standing goal in many fields including geophysics, biology, and engineering. We consider reaction-diffusion characterized by…
We study a particle system with hopping (random walk) dynamics on the integer lattice $\mathbb Z^d$. The particles can exist in two states, active or inactive (sleeping); only the former can hop. The dynamics conserves the number of…
We study the annihilating random walk with long-range interaction in one dimension. Each particle performs random walks on a one-dimensional ring in such a way that the probability of hopping toward the nearest particle is $W= [1 - \epsilon…
New asymptotic models are formulated to capture the thermal transfer across falling films. These models enable to simulate a wide range of Biot and Peclet number values, without displaying nonphysical behaviors. The models correctly capture…
In many biological situations, a species arriving from a remote source diffuses in a domain confined between two parallel surfaces until it finds a binding partner. Since such a geometric shape falls in between two- and three-dimensional…
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…