相关论文: Border Avoidance: Necessary Regularity for Coeffic…

We first survey some open questions concerning stochastic interacting particle systems with open boundaries. Then an asymmetric exclusion process with open boundaries that generalizes the lattice gas model of Katz, Lebowitz, and Spohn (KLS)…

We develop a sharp boundary trace theory in arbitrary bounded Lipschitz domains which, in contrast to classical results, allows "forbidden" endpoints and permits the consideration of functions exhibiting very limited regularity. This is…

We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…

This paper deals with the Lipschitz regularity of minimizers for a class of variational obstacle problems with possible occurance of the Lavrentiev phenomenon. In order to overcome this problem, the availment of the notions of relaxed…

We prove global Lipschitz regularity for a wide class of convex variational integrals among all functions in $W^{1,1}$ with prescribed (sufficiently regular) boundary values, which are not assumed to satisfy any geometrical constraint (as…

A discrete-time totally asymmetric simple exclusion process on a lattice with open boundaries is considered. There are particles of different types. The type of a particle is characterized by the probability that a particle moves to a…

Pattern formation mechanisms of a reaction-diffusion-advection system, with one diffusivity, differential advection, and (Robin) boundary conditions of Danckwerts type, are being studied. Pattern selection requires mapping the domains of…

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…

This paper is dedicated to the analysis of forward backward stochastic differential equations driven by a L{\'e}vy process. We assume that the generator and the terminal condition are path-dependent and satisfy a local Lipschitz condition.…

For piecewise-smooth ordinary differential equations, the occurrence of a Hopf bifurcation on a switching surface is known as a boundary Hopf bifurcation. Boundary Hopf bifurcations are codimension-two, so occur at points in two-parameter…

Uncertainty often plays an important role in dynamic flow problems. In this paper, we consider both, a stationary and a dynamic flow model with uncertain boundary data on networks. We introduce two different ways how to compute the…

We derive conditions for well-posedness of semilinear evolution equations with unbounded input operators. Based on this, we provide sufficient conditions for such properties of the flow map as Lipschitz continuity,…

This paper addresses the well posedness of a dynamical model of perfect plasticity with mixed boundary conditions for general closed and convex elasticity sets. The proof relies on an asymptotic analysis of the solution of a perfect…

The Krauss-model is a stochastic model for traffic flow which is continuous in space. For periodic boundary conditions it is well understood and known to display a non-unique flow-density relation (fundamental diagram) for certain…

Driven non-equilibrium lattice models have wide-ranging applications in contexts such as mass transport, traffic flow, and transport in biological systems. In this work, we investigate the steady-state properties of a one-dimensional…

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…

The drift diffusion model (DDM) is a model of sequential sampling with diffusion (Brownian) signals, where the decision maker accumulates evidence until the process hits a stopping boundary, and then stops and chooses the alternative that…