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We revisit a classical continuum model for the diffusion of multiple species with size-exclusion constraint, which leads to a degenerate nonlinear cross-diffusion system. The purpose of this article is twofold: first, it aims at a…

Analysis of PDEs · Mathematics 2022-08-04 Katharina Hopf , Martin Burger

We consider a Markov process $ X(t) $ on the nonnegative integers $E= S \cup \{0\}$, where $S=\{1,2,...\}$ is an irreducible class and 0 is an absorbing state. In this paper, we investigate conditions under which the quasi-stationary…

Probability · Mathematics 2014-10-09 Hanjun Zhang , Pengwen Guo , Yixia Zhu

Using a combination of numerically exact and renormalization-group techniques we study the nonequilibrium transport of electrons in an one-dimensional interacting system subject to a quasiperiodic potential. For this purpose we calculate…

Disordered Systems and Neural Networks · Physics 2017-11-01 Yevgeny Bar Lev , Dante M. Kennes , Christian Klöckner , David R. Reichman , Christoph Karrasch

We develop a continuous mathematical model of population dynamics that describes the sequential emergence of new genotypes under limited resources. The framework models genotype density as a nonlinear flow in mutation space, combining…

Populations and Evolution · Quantitative Biology 2025-12-10 Alexander Bratus , Tatiana Yakushkina , Vladimir Posvyanski

In this paper, we establish new quantitative convergence bounds for a class of functional autoregressive models in weighted total variation metrics. To derive our results, we show that under mild assumptions, explicit minorization and…

Probability · Mathematics 2020-05-05 Valentin De Bortoli , Alain Durmus

We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

Consider the diffusion process defined by the forward equation $u_t(t, x) = \tfrac{1}{2}\{x u(t, x)\}_{xx} - \alpha \{x u(t, x)\}_{x}$ for $t, x \ge 0$ and $-\infty < \alpha < \infty$, with an initial condition $u(0, x) = \delta(x - x_0)$.…

Probability · Mathematics 2023-09-13 Conrad J. Burden , Robert C. Griffiths

We show that the quasi-stationary distribution of the subcritical contact process on $\mathbb{Z}^d$ is unique. This is in contrast with other processes which also do not come down from infinity, like stable queues and Galton-Watson, and it…

Probability · Mathematics 2019-08-13 Franco Arrejoría , Pablo Groisman , Leonardo T. Rolla

For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary points $ a $ and $ b $. The generator of the…

Probability · Mathematics 2012-04-03 Kouji Yano

Constraints can affect dramatically the behavior of diffusion processes. Recently, we analyzed a natural and a technological system and reported that they perform diffusion-like discrete steps displaying a peculiar constraint, whereby the…

Statistical Mechanics · Physics 2014-09-23 Salvatore Mandrà , Marco Cosentino Lagomarsino , Marco Gherardi

Motivated by recent developments of quasi-stationary Monte Carlo methods, we investigate the stability of quasi-stationary distributions of killed Markov processes under perturbations of the generator. We first consider a general bounded…

Probability · Mathematics 2026-01-14 Daniel Rudolf , Andi Q. Wang

In the current paper Fokker Planck model of random walks has been extended to non conservative cases characterized by explicit dependence of diffusion and energy on time. A given generalization allows describing of such non equilibrium…

Chaotic Dynamics · Physics 2014-01-30 Sergey Kamenshchikov

Diffusion models are loosely modelled based on non-equilibrium thermodynamics, where \textit{diffusion} refers to particles flowing from high-concentration regions towards low-concentration regions. In statistics, the meaning is quite…

Machine Learning · Computer Science 2023-12-19 Inga Strümke , Helge Langseth

We study the nonequilibrium dynamics of random spin chains that remain integrable (i.e., solvable via Bethe ansatz): because of correlations in the disorder, these systems escape localization and feature ballistically spreading…

Disordered Systems and Neural Networks · Physics 2019-05-22 Utkarsh Agrawal , Sarang Gopalakrishnan , Romain Vasseur

The Crump-Young model consists of two fully coupled stochastic processes modeling the substrate and microorganisms dynamics in a chemostat. Substrate evolves following an ordinary differential equation whose coefficients depend of…

Probability · Mathematics 2022-05-12 Bertrand Cloez , Coralie Fritsch

We consider the stochastic Fisher-Kolmogorov-Petrovsky-Piscunov (FKPP) equation on the circle $\mathbb{S}$, \begin{equation*} \partial_t u(t,x) \,= \frac{\alpha}{2}\Delta u +\beta\,u(1-u) + \sqrt{\gamma\,u(1-u)}\,\dot{W}, \qquad…

Probability · Mathematics 2024-01-10 Wai-Tong Louis Fan , Oliver Tough

We introduce and study a class of probabilistic generative models, where the latent object is a finite-dimensional diffusion process on a finite time interval and the observed variable is drawn conditionally on the terminal point of the…

Probability · Mathematics 2019-06-03 Belinda Tzen , Maxim Raginsky

Quantum transport through devices coupled to electron reservoirs can be described in terms of the full counting statistics (FCS) of charge transfer. Transport observables, such as conductance and shot-noise power are just cumulants of FCS…

Mesoscale and Nanoscale Physics · Physics 2015-12-23 M I Sena-Junior , A M S Macêdo

Flocculation is the process whereby particles (i.e., flocs) in suspension reversibly combine and separate. The process is widespread in soft matter and aerosol physics as well as environmental science and engineering. We consider a general…

Dynamical Systems · Mathematics 2018-04-24 Inom Mirzaev , David M. Bortz

We investigate the phenomenology emerging from a 2-species dynamics under the scenario of a quasi-neutral competition within a metapopulation framework. We employ stochastic and deterministic approaches, namely spatially-constrained…

Populations and Evolution · Quantitative Biology 2021-02-05 Marcelo A. Pires , Nuno Crokidakis , Silvio M. Duarte Queirós
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