相关论文: Diffusive limits of two-parameter ordered Chinese …

The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…

We study infinite server queues driven by Cox processes in a fast oscillatory random environment. While exact performance analysis is difficult, we establish diffusion approximations to the (re-scaled) number-in-system process by proving…

A finite element discretization is developed for the Cai-Hu model, describing the formation of biological networks. The model consists of a non linear elliptic equation for the pressure $p$ and a non linear reaction-diffusion equation for…

This paper studies many-server limits for multi-server queues that have a phase-type service time distribution and allow for customer abandonment. The first set of limit theorems is for critically loaded $G/Ph/n+GI$ queues, where the…

In this paper we present a mathematical model for the electrochemical deposition aimed at the production of inverse opals. The real system consists of an arrangement of sub micrometer spheres, through which the species in an electrolytic…

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…

We investigate the influence of particle diffusion in the two-dimension contact process (CP) with a competitive dynamics in bipartite sublattices, proposed in [Phys. Rev. E 84, 011125 (2011)]. The particle creation depends on its first and…

We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

Double-diffusive convection in a horizontally infinite layer of a unit height in a large Rayleigh numbers limit is considered. From linear stability analysis it is shown, that the convection tends to have a form of travelling tall thin…

We present a model to describe the concentration-dependent growth of protein filaments. Our model contains two states, a low entropy/high affinity ordered state and a high entropy/low affinity disordered state. Consistent with experiments,…

We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…

We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…

We present a detailed study of the evolution of the number of connected components in sub-critical multiplicative random graph processes. We consider a model where edges appear independently after an exponential time at rate equal to the…

We study invasion fronts and spreading speeds in two component reaction-diffusion systems. Using a variation of Lin's method, we construct traveling front solutions and show the existence of a bifurcation to locked fronts where both…

When the parameters are independently and identically distributed (initialized) neural networks exhibit undesirable properties that emerge as the number of layers increases, e.g. a vanishing dependency on the input and a concentration on…

The trend to equilibrium for reaction-diffusion systems modelling chemical reaction networks is investigated, in the case when reaction processes happen on subsets of the domain. We prove the convergence to equilibrium by directly showing…

We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method…

In this note we consider a family of nonlinear (conditional) expectations that can be understood as a multidimensional diffusion with uncertain drift and certain volatility. Here, the drift is prescribed by a set-valued function that…

We investigate how structural ordering, i.e. crystallization, affects the flow of bidisperse granular materials in a quasi-two-dimensional silo. By systematically varying the mass fraction of two particle sizes, we finely tune the degree of…

In this paper we present the Edgeworth expansion for the Euler approximation scheme of a continuous diffusion process driven by a Brownian motion. Our methodology is based upon a recent work \cite{Yoshida2013}, which establishes Edgeworth…