相关论文: Chase-escape with conversion as a multiple scleros…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
In this paper, a class of reaction-diffusion equations for Multiple Sclerosis is presented. These models are derived by means of a diffusive limit starting from a proper kinetic description, taking account of the underlying microscopic…
We describe the full exit boundary of random walks on homogeneous trees, in particular, on the free groups. This model exhibits a phase transition, namely, the family of Markov measures under study loses ergodicity as a parameter of the…
Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…
Diverse complex dynamical systems are known to exhibit abrupt regime shifts at bifurcation points of the saddle-node type. The dynamics of most of these systems, however, have a stochastic component resulting in noise driven regime shifts…
We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…
Simple models of irreversible dynamical processes such as Bootstrap Percolation have been successfully applied to describe cascade processes in a large variety of different contexts. However, the problem of analyzing non-typical…
A numerical method based on Matrix Product Formalism is proposed to study the phase transitions and shock formation in the Asymmetric Simple Exclusion Process with open boundaries and parallel dynamics. By working in a canonical ensemble,…
We develop a non-empirical scheme to search for the minimum-energy escape paths from the minima of the potential surface to unknown saddle points nearby. A stochastic algorithm is constructed to move the walkers up the surface through the…
It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…
The goal of this work is to study an infectious disease spreading in a medium size population occupying a confined environment. For this purpose, we consider a kinetic theory approach to model crowd dynamics in bounded domains and couple it…
The paper is devoted to retrieval of the first order phase transition signal in the inelastic collisions. The primary intent is to show that the experimentally observable signal exist iff the multiplicity is sufficiently large. We discuss…
The epidemic threshold of the susceptible-infected-susceptible (SIS) dynamics on random networks having a power law degree distribution with exponent $\gamma>3$ has been investigated using different mean-field approaches, which predict…
We investigate a minimal chase-and-escape model on a two-dimensional square lattice with randomly distributed static obstacles, focusing on how geometric disorder controls collective pursuit dynamics. Chasers and escapers move according to…
* ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to…
Partial identification approaches are a flexible and robust alternative to standard point-identification approaches in general instrumental variable models. However, this flexibility comes at the cost of a ``curse of cardinality'': the…
This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
Jump stochastic volatility models are central to financial econometrics for volatility forecasting, portfolio risk management, and derivatives pricing. Markov Chain Monte Carlo (MCMC) algorithms are computationally unfeasible for the…
We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…