相关论文: Homogenization of a diffusion in a high-contrast r…
Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…
We consider a sequence of systems of Hawkes processes having mean field interactions in a diffusive regime. The stochastic intensity of each process is a solution of a stochastic differential equation driven by N independent Poisson random…
The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…
This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…
The macroscopic behavior of the solution of a coupled system of partial differential equations arising in the modeling of reaction-diffusion processes in periodic porous media is analyzed. Our mathematical model can be used for studying…
The present paper is concerned with a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of a homogenization theorem (i.e., convergence of…
A novel approach to critical-contrast homogenisation is proposed. Norm-resolvent asymptotics are explicitly constructed. An essential feature of our approach is that it relates homogenisation limits to a class of time-dispersive media.
This paper presents a simple tool for characterising the timescale for continuum diffusion processes through layered heterogeneous media. This mathematical problem is motivated by several practical applications such as heat transport in…
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…
Consider a non-symmetric generalized diffusion $X(\cdot)$ in ${\bbR}^d$ determined by the differential operator $A(\msx)=-\sum_{ij} \partial_ia_{ij}(\msx)\partial_j +\sum_i b_i(\msx)\partial_i$. In this paper the diffusion process is…
We present a model for diffusion in a molecularly crowded environment. The model consists of random barriers in percolation network. Random walks in the presence of slowly moving barriers show normal diffusion for long times, but anomalous…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
This paper considers a time-fractional diffusion-wave equation with a high-contrast heterogeneous diffusion coefficient. A numerical solution to this problem can present great computational challenges due to its multiscale nature.…
We present a conception of the slow diffusion processes in the Euclidean spaces $\Bbb R^m, \; m\ge 1$, based on the theory of random flights with small constant speed that are driven by a homogeneous Poisson process of small rate. The slow…
We survey our recent articles dealing with one dimensional attractive zero range processes moving under site disorder. We suppose that the underlying random walks are biased to the right and so hyperbolic scaling is expected. Under the…
We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…