Related papers: Limit theorems for rarefaction of set of diffusion…
The aim of this paper is to study the law of the last passage time of a linear diffusion to a curved boundary. We start by giving a general expression for the density of such a random variable under some regularity assumptions. Following…
We study the hydrodynamic behaviour of the symmetric zero-range process on the finite interval $\{1, \ldots, N-1\}$ in contact with slow reservoirs at the boundary. Particles are injected and removed at sites $1$ and $N-1$ at rates that…
We investigate the one-dimensional telegraph random process in the presence of an elastic boundary at the origin. This process describes a finite-velocity random motion that alternates between two possible directions of motion (positive or…
We study the homogenization of a diffusion process which takes place in a binary structure formed by an ambiental connected phase surrounding a suspension of very small spheres distributed in an $\veps$-periodic network. The asymptotic…
For a one-dimensional diffusion on an interval for which 0 is the regular-reflecting left boundary, three kinds of conditionings to avoid zero are studied. The limit processes are $ h $-transforms of the process stopped upon hitting zero,…
This paper discusses finite time extinction for a perturbed fast diffusion equation with dynamic boundary conditions. The fast diffusion equation has the characteristic property of decay, such as the solution decays to zero in a finite…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
In this article, we describe a simple class of models of absorbed diffusion processes with parameter, whose conditional law exhibits a transcritical bifurcation. Our proofs are based on the description of the set of quasi-stationary…
We present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.
Motivated by a mathematical model for the transport of morphogenes in biological systems, we study existence and uniqueness of entropy solutions for a mixed initial-boundary value problem associated with a nonlinear flux--limited diffusion…
In this paper we study the distribution of the temperature within a body where the heat is transported only by radiation. Specifically, we consider the situation where both emission-absorption and scattering processes take place. We study…
Two different versions of an optical theorem for a scattering body embedded inside a lossy background medium are derived in this paper. The corresponding fundamental upper bounds on absorption are then obtained in closed form by elementary…
Motivated by a novel method for granular segregation, we analyze the one dimensional drift-diffusion between two absorbing boundaries. The time evolution of the probability distribution and the rate of absorption are given by explicit…
We deal with the obstacle problem for the porous medium equation in the slow diffusion regime $m>1$. Our main interest is to treat fairly irregular obstacles assuming only boundedness and lower semicontinuity. In particular, the considered…
We consider an aggregation model with nonlinear diffusion in domains with boundaries and investigate the zero diffusion limit of its solutions. We establish the convergence of weak solutions for fixed times, as well as the convergence of…
Diffusion processes with boundaries are models of transport phenomena with wide applicability across many fields. These processes are described by their probability density functions (PDFs), which often obey Fokker-Planck equations (FPEs).…
The phenomenon of finite time extinction of bounded and non-negative solutions to the diffusion equation with strong absorption $$\partial_t u-\Delta u^m+|x|^{\sigma}u^q=0, \qquad (t,x)\in(0,\infty)\times\mathbb{R}^N,$$ with $m\geq1$,…
This paper studies the limit of a kinetic evolution equation involving a small parameter and driven by a random process which also scales with the small parameter. In order to prove the convergence in distribution to the solution of a…
Let (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion with drift and a compound Poisson process. We consider T_x the first hitting time of a fixed level x > 0 by (Xt, t >= 0). We prove that the law of T_x has a…
The reversible A <-> B reaction-diffusion process, when species A and B are initially mixed and diffuse with different diffusion coefficients, is investigated using the boundary layer function method. It is assumed that the ratio of the…