Related papers: Asymptotic flux across hypersurfaces for diffusion…
Controlled one-dimensional diffusion processes, with infinitesimal variance (instead of the infinitesimal mean) depending on the control variable, are considered in an interval located on the positive half-line. The process is controlled…
A discrete-time totally asymmetric simple exclusion process on a lattice with open boundaries is considered. There are particles of different types. The type of a particle is characterized by the probability that a particle moves to a…
A detailed investigation is presented of a simple unidirectional finite-energy solution of the 3D wave equation. Its asymptotics as a spatial point runs to infinity with the wave propagations speed is a standard spherical wave as z < 0,…
Given a small spherical particle, we consider flow of a nematic liquid crystal in the corresponding exterior domain. Our focus is on precise far field asymptotic behavior of the flow in a parameter regime when the governing equations can be…
This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…
We consider an incompressible Bingham flow in a thin domain with rough boundary, under the action of given external forces and with no-slip boundary condition on the whole boundary of the domain. In mathematical terms, this problem is…
Asymptotic radiative transfer (ART), like diffusion theory, assumes the angular intensity distribution incident at a boundary is identical with that in the depth of the scattering medium. However, the asymptotic intensity profile and…
By analyzing hot-wire velocity data taken in an open channel flow, an unambiguous definition of surface-layer thickness is here provided in terms of the cross-over scale between backward and forward energy fluxes. It is shown that the…
We study the asymptotic behavior of empirical processes generated by measurable bounded functions of an infinite source Poisson transmission process when the session length have infinite variance. In spite of the boundedness of the…
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…
The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…
For a class of particle systems in continuous space with local interactions, we show that the asymptotic diffusion matrix is an infinitely differentiable function of the density of particles. Our method allows us to identify relatively…
In this paper we continue our study of finding the curvature flow of complete hypersurfaces in hyperbolic space with a prescribed asymptotic boundary at infinity. Our main results are proved by deriving a priori global gradient estimates…
For a singularly perturbed system of reaction--diffusion equations, assuming that the 0th order solutions in regular and singular regions are all stable, we construct matched asymptotic expansions for formal solutions to any desired order…
We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…
This paper studies the asymptotic behavior of the flux and circulation of a subclass of random fields within the family of 2-dimensional vector ambit fields. We show that, under proper normalization, the flux and the circulation converge…
We investigate properties of the diffusive motion of an interface in the two-dimensional Ising model in equilibrium or nonequilibrium situations. We focused on the relation between the power spectrum of a time sequence of spins and…
Levy walk at the finite velocity is considered. To analyze the spatial and temporal characteristics of this process, the method of moments has been used. The asymptotic distributions of the moments (at $t\to\infty$) have been obtained for…
We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process.
We investigate the long-time evolution of branching diffusion processes (starting with a finite number of particles) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. In the…