相关论文: P\'eclet number governs transition to acceleratory…

We have discovered a new, forerunning mode transition as the periodic transition wave propagating in a uniform continuous waveguide. The latter is represented by an elastic beam separating from the elastic foundation under the action of…

This paper proposes an adaptive time-stepping mothods for stochastic diffusion systems whose drift and diffusion coefficients are locally Lipschitz continuous and may exhibit polynomial growth. By controlling the growth of both the drift…

This paper solves a Bayes sequential impulse control problem for a diffusion, whose drift has an unobservable parameter with a change point. The partially-observed problem is reformulated into one with full observations, via a change of…

Let G \subset \R^k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G_i, i= 1, ..., N}, where n_i and d_i denote the inward normal and direction of constraint associated with G_i, respectively.…

We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…

We study the scale dependence of effective diffusion of fluid tracers, specifically, its dependence on the P\'{e}clet number, a dimensionless parameter of the ratio between advection and molecular diffusion. Here, we address the case that…

We analyze the full statistics of a stochastic squeeze process. The model's two parameters are the bare stretching rate~$w$, and the angular diffusion coefficient~$D$. We carry out an exact analysis to determine the drift and the diffusion…

Mapping reaction pathways and transition states (TS) is fundamental to chemistry but computationally expensive at scale. The minimum energy pathway (MEP) dictates reaction rates and mechanisms, yet recovering it via electronic-structure…

This study investigates the first passage time (FPT) properties of particles with a broad class of positive stochastic diffusion coefficients (DCs), representing diffusion in heterogeneous environments or of particles with conformational…

A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of…

We study the dynamics of an over damped Brownian particle in a saw tooth potential in the presence of a temporal asymmetric driving force. We observe that in the deterministic limit, the transport coherence, which is determined by a…

We study diffusion with a bias towards a target node in networks. This problem is relevant to efficient routing strategies in emerging communication networks like optical networks. Bias is represented by a probability $p$ of the…

We consider the non-equilibrium dynamics of disordered systems as defined by a master equation involving transition rates between configurations (detailed balance is not assumed). To compute the important dynamical time scales in…

In this paper, a backstepping control of the one-phase Stefan Problem, which is a 1-D diffusion Partial Differential Equation (PDE) defined on a time varying spatial domain described by an ordinary differential equation (ODE), is studied. A…

This paper establishes existence, uniqueness, and an L^1-comparison principle for weak solutions of a PDE system modeling phase transition reaction-diffusion in congested crowd motion. We consider a general reaction term and mixed…

We derive generalized charge energy rate equations for organic solids and biomolecular aggregates, even when these are dynamically disordered. These equations suggest that the transport in such cases rely on both drift and diffusion…

Given a two-dimensional correlated diffusion process, we determine the joint density of the first passage times of the process to some constant boundaries. This quantity depends on the joint density of the first passage time of the first…

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

This work studies the averaging principle for a fully coupled two time-scale system, whose slow process is a diffusion process and fast process is a purely jumping process on an infinitely countable state space. The ergodicity of the fast…

We consider a drift-diffusion model, with an unknown function depending on the spatial variable and an additional structural variable, the amount of ingested lipid. The diffusion coefficient depends on this additional variable. The drift…