Related papers: Bulk diffusion of 1D exclusion process with bond d…
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for transition density is proposed and…
Although the spatially continuous version of the reaction-diffusion equation has been well studied, in some instances a spatially-discretized representation provides a more realistic approximation of biological processes. Indeed,…
We study the diffusion-limited process $A+A\to A$ in one dimension, with finite reaction rates. We develop an approximation scheme based on the method of Inter-Particle Distribution Functions (IPDF), which was formerly used for the exact…
A recent solution of the inelastic Boltzmann equation that applies for strong dissipation and takes into account non-equipartition of energy is used to derive an explicit expression for the thermal diffusion factor. This parameter provides…
In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…
Recently linear dissipative models of the Boltzmann equation have been introduced. In this work, we consider the problem of constructiing suitable hydrodynamic approximations for such models where the mean velocity and the temperature of…
We obtain the hydrodynamic limit of one-dimensional interacting particle systems describing the macroscopic evolution of the density of mass in infinite volume from the microscopic dynamics. The processes are weak pertubations of the…
For a sequence of i.i.d. random variables $\{\xi_x : x\in \bb Z\}$ bounded above and below by strictly positive finite constants, consider the nearest-neighbor one-dimensional simple exclusion process in which a particle at $x$ (resp.…
We analyze the propagation of excitons in a $d$-dimensional lattice with power-law hopping $\propto 1/r^\alpha$ in the presence of dephasing, described by a generalized Haken-Strobl-Reineker model. We show that in the strong dephasing…
In this paper, we investigate the construction of a diffusion process whose time-marginal densities are constrained to belong to a given set at all time. The construction is obtained from a penalization approximation to the constraint set,…
We study the equilibrium fluctuations of a tagged particle in finite-range simple exclusion processes on Z^d with biased single particle jump rates. It is known the variance of the tagged particle at time t is diffusive, that is on order…
We consider an open interacting particle system on a finite lattice. The particles perform asymmetric simple exclusion and are randomly created or destroyed at all sites, with rates that grow rapidly near the boundaries. We study the…
Aggregation processes with an arbitrary number of conserved quantities are investigated. On the mean-field level, an exact solution for the size distribution is obtained. The asymptotic form of this solution exhibits nontrivial ``double''…
For three constrained Brownian motions, the excursion, the meander, and the reflected bridge, the densities of the maximum and of the time to reach it were expressed as double series by Majumdar, Randon-Furling, Kearney, and Yor (2008).…
Two influential exact results in classical one-dimensional diffusive transport are about current statistics for the symmetric simple exclusion process: one in the stationary state on a finite line coupled with two unequal reservoirs at the…
We consider a class of generalized long-range exclusion processes evolving either on $\mathbb Z$ or on a finite lattice with an open boundary. The jump rates are given in terms of a general kernel depending on both the departure and…
We consider the facilitated exclusion process, an interacting particle system on the integer line where particles hop to one of their left or right neighbouring site only when the other neighbouring site is occupied by a particle. A…
An exclusion particle model is considered as a highly simplified model of a limit order market. Its price behavior reproduces the well known crossover from over-diffusion (Hurst exponent H>1/2) to diffusion (H=1/2) when the time horizon is…
We study a class of one-dimensional interacting particle systems with random boundaries as a microscopic model for Stefan's melting and freezing problem. We prove that under diffusive rescaling these particle systems exhibit a hydrodynamic…
A diffusion-limited annihilation process, A+B->0, with species initially separated in space is investigated. A heuristic argument suggests the form of the reaction rate in dimensions less or equal to the upper critical dimension $d_c=2$.…