Related papers: On the Poisson equation and diffusion approximatio…
An initial-boundary value problem for the time-fractional diffusion equation is discretized in space using continuous piecewise-linear finite elements on a polygonal domain with a re-entrant corner. Known error bounds for the case of a…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
I consider a stochastic optimization problem for a time-changed Bessel process whose diffusion rate is constrained to be between two positive values $r_{1}<r_{2}$. The problem is to find an optimal adapted strategy for the choice of…
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.…
The fraction r(t) of spins which have never flipped up to time t is studied within a linear diffusion approximation to phase ordering. Numerical simulations show that, even in this simple context, r(t) decays with time like a power-law with…
Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…
We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a quenched local central limit theorem for $X$, under some…
We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…
In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…
We discuss a class of diffusion-type partial differential equations on a bounded interval and discuss the possibility of replacing the boundary conditions by certain linear conditions on the moments of order 0 (the total mass) and of…
Global existence of very weak solutions to a non-local diffusion-advection-reaction equation is established under no-flux boundary conditions in higher dimensions. The equation features degenerate myopic diffusion and nonlocal adhesion and…
For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…
We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…
In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…
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 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 study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
Suppose that an infinite lattice gas of constant density $n_0$, whose dynamics are described by the symmetric simple exclusion process, is brought in contact with a spherical absorber of radius $R$. Employing the macroscopic fluctuation…
The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet…
Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…