相关论文: A microscopic model for Stefan's melting and freez…
We consider a probabilistic formulation of a singular two-phase Stefan problem in one space dimension, which amounts to a coupled system of two McKean-Vlasov stochastic differential equations. In the financial context of systemic risk, this…
We study central limit theorems for a totally asymmetric, one-dimensional interacting random system. The models we work with are the Aldous-Diaconis-Hammersley process and the related stick model. The A-D-H process represents a particle…
We establish the existence of solutions to a class of non-linear stochastic differential equation of reaction-diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained…
This paper is concerned with the large time behavior of the solutions to the Cauchy problem for the one-dimensional compressible Navier-Stokes/Allen-Cahn system with the immiscible two-phase flow initially located near the phase separation…
A particle system with a single locally-conserved field (density) in a bounded interval with different densities maintained at the two endpoints of the interval is under study here. The particles interact in the bulk through a long range…
In the present work, it is developed a formalism to deal with the macroscopic study of the astrophysical systems, which is based on the consideration of the exponential self-similarity scaling laws that these systems exhibit during the…
We study a model of spontaneous wavefunction collapse for a free quantum particle. We analyze in detail the time evolution of the single-Gaussian solution and the double-Gaussian solution, showing how the reduction mechanism induces the…
We consider the three-dimensional radial Stefan problem which describes the evolution of a radial symmetric ice ball with free boundary \begin{equation*} \left\{\begin{aligned} &\partial_{t}u-\partial_{rr}u-\frac{2}{r}\partial_{r}u=0 \quad…
The statistics of the diffusive motion of particles often serve as an experimental proxy for their interaction with the environment. However, inferring the physical properties from the observed trajectories is challenging. Inspired by a…
We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…
The macroscopic fluctuation theory provides a complete hydrodynamic description of non-equilibrium classical diffusive systems. As a first step towards a diffusive theory of open quantum systems, we show how to construct a microscopic open…
The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…
We experimentally investigate the statistical behaviour of a model two-dimensional granular system undergoing stationary sedimentation. Buoyant cylindrical particles are rotated in liquid-filled drum, thus confined in a harmonic centripetal…
This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…
Burdzy, Pal, and Swanson considered solid spheres of small radius moving in the unit interval, reflecting instantaneously from each other and at x=0, and killed at x=1, with mass being added to the system from the left at constant rate. By…
We solve an one-dimensional stochastic model of interacting particles on a chain. Particles can have branching and coagulation reactions, they can also appear on an empty site and disappear spontaneously. This model which can be viewed as…
We introduce a family of reversible fragmentating-coagulating processes of particles of varying size-scaled diffusivity with strictly local interaction on the real line as mathematically rigorous description of colloidal motion of fluids.…
We derive hydrodynamics of a prototypical one dimensional model, having variable-range hopping, which mimics passive diffusion and ballistic motion of active, or self-propelled, particles. The model has two main ingredients - the hardcore…