Related papers: Infinite-Scale Percolation in a New Type of Branch…
We study the diffusion front for a natural two-dimensional model where many particles starting at the origin diffuse independently. It turns out that this model can be described using properties of near-critical percolation, and provides a…
We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We describe a new, surprisingly simple algorithm, that simulates exact sample paths of a class of stochastic differential equations. It involves rejection sampling and, when applicable, returns the location of the path at a random…
Often, the unknown diffusivity in diffusive processes is structured by piecewise constant patches. This paper is devoted to efficient methods for the determination of such structured diffusion parameters by exploiting shape calculus. A…
We consider a branching stable process with positive jumps, i.e. a continuous-time branching process in which the particles evolve independently as stable L{\'e}vy processes with positive jumps. Assuming the branching mechanism is critical…
We study direct and inverse scattering problem for systems of interacting particles, having web-like structure. Such systems consist of a finite number of semi-infinite chains attached to the central part formed by a finite number of…
We consider the time evolution of the supercritical Galton-Watson model of branching particles with extra parameter (mass). In the moment of the division the mass of the particle (which is growing linearly after the birth) is divided in…
For a set $A\subset C[0,\infty)$, we give new results on the growth of the number of particles in a dyadic branching Brownian motion whose paths fall within A. We show that it is possible to work without rescaling the paths. We give large…
In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…
The paper discusses a family of Markov processes that represent many particle systems, and their limiting behaviour when the number of particles go to infinity. The first part concerns model of biological systems: a model for sympatric…
We study time continuous branching processes with exponentially distributed lifetimes, with two types of cells that proliferate according to binary fission. A range of possible system dynamics are considered, each of which is characterized…
File-sharing networks are distributed systems used to disseminate files among nodes of a communication network. The general simple principle of these systems is that once a node has retrieved a file, it may become a server for this file. In…
In this paper, we aim to study a stochastic process from a macro point of view, and thus periodic solution of a stochastic process in distributional sense is introduced. We first give the definition and then establish the existence of…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…
Stochastic solutions provide new rigorous results for nonlinear PDE's and, through its local non-grid nature, are a natural tool for parallel computation. There are two different approaches for the construction of stochastic solutions:…
This paper argues that every quantum system can be understood as a sufficiently general kind of stochastic process unfolding in an old-fashioned configuration space according to ordinary notions of probability. This argument is based on an…
The diffraction of stochastic point sets, both Bernoulli and Markov, and of random tilings with crystallographic symmetries is investigated in rigorous terms. In particular, we derive the diffraction spectrum of 1D random tilings, of…
Abstact: We introduce new models of energy redistribution in stochastic chemical kinetics with several molecule types and energy parameters. The main results concern the situations when there are product form measures. Using a probabilistic…