相关论文: Limit velocity and zero--one laws for diffusions i…
Using the advection-diffusion equation, we analytically study contaminant transport in a sharply contrasting medium with a diffusion barrier due to localization of a contaminant source in a low-permeability medium. Anomalous diffusion…
In this paper, we present an approach to characterising fast-reaction limits of systems with nonlinear diffusion, when there are either two reaction-diffusion equations, or one reaction-diffusion equation and one ordinary differential…
We use causality to derive a number of simple and universal constraints on dispersion relations, which describe the location of singularities of retarded two-point functions in relativistic quantum field theories. We prove that all causal…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We study potentially observable consequences of spatiotemporal discreteness for the motion of massive and massless particles. First we describe some simple intrinsic models for the motion of a massive point particle in a fixed causal set…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
Let $(d_n)$ be a sequence of positive numbers and let $(X_n)$ be a sequence of positive independent random variables. We provide an upper bound for the deviation between the distribution of the mantissaes of $(X_n^{d_n})$ and the Benford's…
We study the elephant random walk in arbitrary dimension $d\geq 1$. Our main focus is the limiting random variable appearing in the superdiffusive regime. Building on a link between the elephant random walk and P\'olya-type urn models, we…
The random flights are (continuous time) random walkswith finite velocity. Often, these models describe the stochastic motions arising in biology. In this paper we study the large time asymptotic behavior of random flights. We prove the…
We study the transport properties of a system of active particles moving at constant speed in an heterogeneous two-dimensional space. The spatial heterogeneity is modeled by a random distribution of obstacles, which the active particles…
We introduce a class of one dimensional deterministic models of energy-volume conserving interfaces. Numerical simulations show that these dynamics are genuinely super-diffusive. We then modify the dynamics by adding a conservative…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
We consider a two type (red and blue or $R$ and $B$) particle population that evolves on the $d$-dimensional lattice according to some reaction-diffusion process $R+B\to 2R$ and starts with a single red particle and a density $\rho$ of blue…
We consider a spatially homogeneous advection-diffusion equation in which the diffusion tensor and drift velocity are time-independent, but otherwise general. We derive asymptotic expressions, valid at large distances from a steady point…
We analyze the influence of boundary conditions on numerical simulations of the diffusive properties of a two dimensional granular gas. We show in particular that periodic boundary conditions introduce unphysical correlations in time which…
We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from left to right, until it hits the right boundary. Then it is…
We discuss general positivity conditions necessary for a definition of a relativistic diffusion on the phase space. We show that Lorentz covariant random vector fields on the forward cone $p^{2}\geq 0$ lead to a definition of a generator of…
We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…
In this paper we consider the finite time minimum survival probability and ultimate minimum survival probability in a two ? dimensional risk modal perturbed by diffusion Using some properties of the minimum survival probability we obtain…
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.