Related papers: Self-Interacting Diffusions : Symmetric Interactio…
In this paper, we investigated a density-dependent reaction-diffusion equation, $u_t = (u^{m})_{xx} + u - u^{m}$. This equation is known as the extension of the Fisher or Kolmogoroff-Petrovsky-Piscounoff equation which is widely used in the…
Stars orbiting a supermassive black hole in the center of galaxies undergo very efficient diffusion in their orbital orientations: this is "Vector Resonant Relaxation". Such a dynamics is intrinsically non-linear, stochastic, and…
We present the second of two articles on the small volume fraction limit of a nonlocal Cahn-Hilliard functional introduced to model microphase separation of diblock copolymers. After having established the results for the sharp-interface…
We study the spectrum of the semiclassical Witten Laplacian $\Delta_{f}$ associated to a smooth function $f$ on ${\mathbb R}^d$. We assume that $f$ is a confining Morse--Bott function. Under this assumption we show that $\Delta_{f}$ admits…
We study densities of two-dimensional diffusion processes with one non-negative component. For such diffusions, the density may explode at the boundary, thus making a precise specification of the boundary condition in the corresponding…
We study a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. More precisely, $$ u_t=\nabla\cdot(u\nabla (-\Delta)^{-s}u), \quad \ 0<s<1. $$ The problem is posed in $\{x\in\ren, t\in…
We discuss the phenomenon of spontaneous symmetry breaking by means of a class of non-perturbative renormalization group flow equations which employ a regulating smearing function in the proper-time integration. We show, both analytically…
Sampling viable 3D structures (e.g., molecules and point clouds) with SE(3)-invariance using diffusion-based models proved promising in a variety of real-world applications, wherein SE(3)-invariant properties can be naturally characterized…
The mass-based Maxwell-Stefan approach to one-phase multicomponent reactive mixtures is mathematically analyzed. It is shown that the resulting quasilinear, strongly coupled reaction-diffusion system is locally well-posed in an…
A unified treatment is given of some results of H. Donnelly-P. Li and L. Schwartz concerning the behaviour of heat semigroups on open manifolds with given compactifications, on one hand, and the relationship with the behaviour at infinity…
In this article we prove that stochastic differential equation (SDE) with Sobolev drift on compact Riemannian manifold admits a unique $\nu$-almost everywhere stochastic invertible flow, where $\nu$ is the Riemannian measure, which is…
An approximate maximum likelihood method of estimation of diffusion parameters $(\vartheta,\sigma)$ based on discrete observations of a diffusion $X$ along fixed time-interval $[0,T]$ and Euler approximation of integrals is analyzed. We…
For each $\lambda>0$ and every square-integrable infinitely-divisible (ID) distribution there exists at least one stationary stochastic process $t\mapsto X_t$ with the specified distribution for $X_1$ and with first-order autoregressive…
A solid-liquid-gas moving contact line is considered through a diffuse-interface model with the classical boundary condition of no-slip at the solid surface. Examination of the asymptotic behaviour as the contact line is approached shows…
In general, the critical points of the distance function $d_{\mathsf{M}}$ to a compact submanifold $\mathsf{M} \subset \mathbb{R}^D$ can be poorly behaved. In this article, we show that this is generically not the case by listing regularity…
We consider systems of Brownian particles in the space of positive definite matrices, which evolve independently apart from some simple interactions. We give examples of such processes which have an integrable structure. These are related…
Diffusion is an ubiquitous phenomenon. It is a widespread belief that as long as the area under a current autocorrelation function converges in time, the corresponding spatiotemporal density dynamics should be diffusive. This may be viewed…
We propose a general theoretical description of chemical reactions occurring on a catalytic surface with heterogeneous reactivity. The propagator of a diffusion-reaction process with eventual absorption on the heterogeneous partially…
Consider a diffusion process X=(X_t), with t in [0,1], observed at discrete times and high frequency, solution of a stochastic differential equation whose drift and diffusion coefficients are assumed to be unknown. In this article, we focus…
While the theory of diffusion of a single Brownian particle in confined geometries is well-established by now, we discuss here the theoretical framework necessary to generalize the theory of diffusion to dense suspensions of strongly…