相关论文: On the Poisson equation and diffusion approximatio…

We prove that the Poisson-Boolean percolation on $\mathbb{R}^d$ undergoes a sharp phase transition in any dimension under the assumption that the radius distribution has a $5d-3$ finite moment (in particular we do not assume that the…

We establish existence, uniqueness as well as quantitative estimates for solutions to the fractional nonlinear diffusion equation, $\partial_t u +{\mathcal L}_{s,p} (u)=0$, where ${\mathcal L}_{s,p}=(-\Delta)_p^s$ is the standard fractional…

We study fast / slow systems driven by a fractional Brownian motion $B$ with Hurst parameter $H\in (\frac 13, 1]$. Surprisingly, the slow dynamic converges on suitable timescales to a limiting Markov process and we describe its generator.…

The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…

We study a simple stochastic differential equation that models the dispersion of close heavy particles moving in a turbulent flow. In one and two dimensions, the model is closely related to the one-dimensional stationary Schroedinger…

We study the long-time asymptotics of prototypical non-linear diffusion equations. Specifically, we consider the case of a non-degenerate diffusivity function that is a (non-negative) polynomial of the dependent variable of the problem. We…

We analyze numerically a forward-backward diffusion equation with a cubic-like diffusion function, -emerging in the framework of phase transitions modeling- and its "entropy" formulation determined by considering it as the singular limit of…

The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…

Let U be a given function defined on R^d and \pi(x) be a density function proportional to \exp -U(x). The following diffusion X(t) is often used to sample from \pi(x), dX(t)=-\nabla U(X(t)) dt+\sqrt2 dW(t),\qquad X(0)=x_0. To accelerate the…

The Feller diffusion is studied as the limit of a coalescent point process in which the density of the node height distribution is skewed towards zero. Using a unified approach, a number of recent results pertaining to scaling limits of…

Consider the family of power divergence statistics based on $n$ trials, each leading to one of $r$ possible outcomes. This includes the log-likelihood ratio and Pearson's statistic as important special cases. It is known that in certain…

Motivated by porous medium equations with randomly perturbed velocity field, this paper considers a class of nonlinear degenerate diffusion equations with nonlinear conservative noise in bounded domains. The existence, uniqueness and…

We consider the d-dimensional diffusion equation for a field phi(x,t) with random initial condition, and observe that, when appropriately scaled, phi(0,t) is Gaussian and Markovian in the limit d->0. This leads via the Majumdar-Sire…

The fractional diffusion equation is rigorously derived as a scaling limit from a deterministic Rayleigh gas, where particles interact via short range potentials with support of size $\varepsilon$ and the background is distributed in space…

We suggest the diffuse approach to the relaxation processes within the kinetic theory for the Wigner distribution function. The diffusion and drift coefficients are evaluated taking into consideration the interparticle collisions on the…

We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state…

This paper is concerned with a strongly degenerate convection-diffusion equation in one space dimension whose convective flux involves a non-linear function of the total mass to one side of the given position. This equation can be…

We study resonances for the generator of a diffusion with small noise in $R^d$ :$ L_\epsilon = -\epsilon\Delta + \nabla F \cdot \nabla$, when the potential F grows slowly at infinity (typically as a square root of the norm). The case when F…

We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…

A $d$-dimensional Ising model on a lattice torus is considered. As the size $n$ of the lattice tends to infinity, a Poisson approximation is given for the distribution of the number of copies in the lattice of any given local configuration,…