Related papers: Superdiffusivity of asymmetric exclusion process i…
We prove convergence of symmetric diffusions on Wiener spaces by using stopping times arguments and capacity techniques. The drifts of the diffusions can be singular, we require the densities of the processes to be neither bounded from…
We derive a formula for the quasi-potential of one-dimensional symmetric exclusion process in weak contact with reservoirs. The interaction with the boundary is so weak that, in the diffusive scale, the density profile evolves as the one of…
The aim of this paper is two-fold: First, we obtain a better understanding of the intrinsic distance of diffusion processes. Precisely, (i) for all $n\ge1$, the diffusion matrix $A$ is weak upper semicontinuous on $\Omega$ if and only if…
Consider a diffusion process X, solution of a time-homogeneous stochastic differential equation. We assume that the diffusion process X is observed at discrete times, at high frequency, which means that the time step tends toward zero. In…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…
We prove that multidimensional diffusions in random environment have a limiting velocity which takes at most two different values. Further, in the two-dimensional case we show that for any direction, the probability to escape to infinity in…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
The problem of diffusion in a porous medium with a spatially varying porosity is considered. The particular microstructure analyzed comprises a collection of impenetrable spheres, though the methods developed are general. Two different…
The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and…
One-dimensional asymmetric simple exclusion processes (ASEPs) which are coupled to external reservoirs via diffusive transport are studied. These ASEPs consist of active compartments characterized by directed movements of the particles and…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
We report the results of experimental studies of the short time-long wavelength behavior of collective particle displacements in quasi-one-dimensional and quasi-two-dimensional colloid suspensions. Our results are represented by the…
Translational diffusion coefficients are routinely estimated from molecular dynamics simulations. Linear fits to mean squared displacement (MSD) curves have become the de facto standard, from simple liquids to complex biomacromolecules.…
We consider two processes that have been used to study gene duplication, Watterson's [Genetics 105 (1983) 745--766] double recessive null model and Lynch and Force's [Genetics 154 (2000) 459--473] subfunctionalization model. Though the…
We study a one-dimensional totally asymmetric simple exclusion process with one special site from which particles fly to any empty site (not just to the neighboring site). The system attains a non-trivial stationary state with density…
In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the…
The aim of this paper is to study and classify the multiplicity of distinguished limits and asymptotic solutions for the advection equation with a general oscillating velocity field with the systematic use of the two-timing method. Our…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
We consider a wave equation with a nonlocal logarithmic damping depending on a small parameter $\theta \in (0,1/2)$. This research is a counter part of that was initiated by Charao-D'Abbicco-Ikehata considered in [5] for the large parameter…