相关论文: On homogenization of space-time dependent and dege…

We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and annealed convergences in distribution and under weighted…

We introduce a homogenization approach to characterize the dynamical response of a generic dispersive spacetime crystal in the long-wavelength limit. The theory is applied to dispersive spacetime platforms with a travelling-wave modulation.…

We address the problem of random search for a target in an environment with space-dependent diffusion coefficient $D(x)$. From a general form of the diffusion differential operator that includes It\^o, Stratonovich, and…

We analyze the asymptotic behavior of a multiscale problem given by a sequence of integral functionals subject to differential constraints conveyed by a constant-rank operator with two characteristic length scales, namely the film thickness…

We establish a rate of convergence of the two scale expansion (in the sense of homogenization theory) of the solution to a highly oscillatory elliptic partial differential equation with random coefficients that are a perturbation of…

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…

We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…

We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…

Recent massive numerical simulations have shown that the response of a "stochastic resonator" is enhanced as a consequence of spatial coupling. Similar results have been analytically obtained in a reaction-diffusion model, using…

We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…

This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…

The A+B --> C reaction-diffusion process is studied in a system where the reagents are separated by a semipermeable wall. We use reaction-diffusion equations to describe the process and to derive a scaling description for the long-time…

We prove stochastic homogenization for reaction-advection-diffusion equations with random space-time-dependent KPP reactions with temporal correlations that are decaying in an appropriate sense. We show that the limiting homogenized dynamic…

We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

We develop a time domain random walk approach for conservative solute transport in heterogeneous media where medium properties vary over a distribution of length scales. The spatial transition lengths are equal to the heterogeneity length…

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

We study long time dynamics of combustive processes in random media, modeled by reaction-diffusion equations with random ignition reactions. One expects that under reasonable hypotheses on the randomness, large space-time scale dynamics of…

In this work, a two-dimensional time-fractional subdiffusion model is developed to investigate the underlying transport phenomena evolving in a binary medium comprised of two sub-domains occupied by homogeneous material. We utilise an…