Related papers: Self-Interacting Diffusions : Symmetric Interactio…
The electrostatic interaction between two non-identical, moderately charged colloids situated in close proximity of each other at a fluid interface is studied. By resorting to a well-justified model system, this problem is analytically…
A systematic approach for the construction of a density functional for van der Waals interactions that also accounts for saturation effects is described, i.e. one that is applicable at short distances. A very efficient method to calculate…
We study enhancement of diffusive mixing on a compact Riemannian manifold by a fast incompressible flow. Our main result is a sharp description of the class of flows that make the deviation of the solution from its average arbitrarily small…
We investigate the close connection between metastability of the reversible diffusion process X defined by the stochastic differential equation dX_t=-\nabla F(X_t) dt+\sqrt2\epsilon dW_t,\qquad \epsilon >0, and the spectrum near zero of its…
We establish symmetrization results for the solutions of the linear fractional diffusion equation $\partial_t u +(-\Delta)^{\sigma/2}u=f$ and itselliptic counterpart $h v +(-\Delta)^{\sigma/2}v=f$, $h>0$, using the concept of comparison of…
We consider a stochastic interacting particle system in a bounded domain with reflecting boundary, including creation of new particles on the boundary prescribed by a given source term. We show that such particle system approximates 2d…
We study the problem of estimating the coefficients of a diffusion (X_t,t\geq 0); the estimation is based on discrete data X_{n\Delta},n=0,1,...,N. The sampling frequency \Delta^{-1} is constant, and asymptotics are taken as the number N of…
The one-dimensional scattering of a two body interacting system by an infinite wall is studied in a quantum-mechanical framework. This problem contains some of the dynamical features present in the collision of atomic, molecular and nuclear…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
We introduce a framework for stochastic differential equations (SDEs) with interaction on compact, connected, $d$-dimensional manifolds. For SDEs whose drift and diffusion coefficients may depend on both the state variable and the empirical…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
We consider an interacting particle system $(\eta_t)_{t\geq 0}$ with values in $\{0,1\}^{\mathbb{Z}}$, in which each vacant site becomes occupied with rate 1, while each connected component of occupied sites become vacant with rate equal to…
The Patlak-Keller-Segel equation is a canonical model of chemotaxis to describe self-organized aggregation of organisms interacting with chemical signals. We investigate a variant of this model, assuming that the organisms exert effective…
The stationary state of stochastic processes such as reaction-diffusion systems can be related to the ground state of a suitably defined quantum Hamiltonian. Using this analogy, we investigate the applicability of a real space…
A stochastic process with self-interaction as a model of quantum field theory is studied. We consider an Ornstein-Uhlenbeck stochastic process x(t) with interaction of the form x^{(\alpha)}(t)^4, where $\alpha$ indicates the fractional…
For a system of mean field interacting diffusion on $\mathbb{T}^d$, the empirical measure $\mu^N$ converges to the solution $\mu$ of the Fokker-Planck equation. Refining this mean field limit as a Central Limit Theorem, the fluctuation…
The objective of the present paper is the study of a one-dimensional Hamiltonian with the interaction term given by the sum of two nonlocal attractive $\delta'$-interactions of equal strength and symmetrically located with respect to the…
Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…
In this paper, we study a numerical approximation for a class of stationary states for reaction-diffusion system with m densities having disjoint support, which are governed by a minimization problem. We use quantitative properties of both…