相关论文: On spider diffusions having a spinning measure sel…
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…
A theoretical study is presented for the random aspect of an optical vortex inherent in the nonlinear birefringent Kerr effect, which is called the optical spin vortex. We start with the two-component nonlinear Schr\"{o}dinger equation. The…
A fundamental insight in the theory of diffusive random walks is that the mean length of trajectories traversing a finite open system is independent of the details of the diffusion process. Instead, the mean trajectory length depends only…
We propose a model for epidemic spreading on a finite complex network with a restriction to at most one contamination per time step. Because of a highly discrete character of the process, the analysis cannot use the continous approximation,…
This paper concerns the time-harmonic direct and inverse elastic scattering by an extended rigid elastic body surrounded by a finite number of point-like obstacles. We first justify the point-interaction model for the Lam\'{e} operator…
We present a mechanism for displaying the transmission property of the discrete Heisenberg ferromagnetic spin chain (DHF) via a geometric approach. By the aid of a discrete nonlinear Schr\"odinger-like equation which is the discrete gauge…
There are several inequivalent proposals in the literature for how to compute the probability distribution of the time that a detector registers for the arrival of a quantum particle. For two of these proposals, based on absorbing boundary…
The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…
We develop a method based on tensor networks to create localized single particle excitations on top of strongly-correlated quantum spin chains. In analogy to the problem of creating localized Wannier modes, this is achieved by optimizing…
This paper analyzes theoretically the signal propagation in spin transport by modulating the current passing through magnetic multilayers. Using a macroscopic description of spin transport based on the dynamical Boltzmann equation, we show…
We study the relaxation of a diffusive particle confined in an arbitrary external potential and subject to a non-Markovian resetting protocol. With a constant rate $r$, a previous time $\tau$ between the initial time and the present time…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the…
The diffusive transport of particles in anisotropic media is a fundamental phenomenon in computational, medical and biological disciplines. While deterministic models (partial differential equations) of such processes are well established,…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…
We prove the existence and uniqueness of a quasi-stationary distribution for three stochastic processes derived from the model of Muller's ratchet. This model was invented with the aim of evaluating the limitations of an asexual…
Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
The paper treats a reaction-diffusion equation with hysteretic nonlinearity on a one-dimensional lattice. It arises as a result of the spatial discretization of the corresponding continuous model with so-called nontransverse initial data…
The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…