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We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise F-center dot:partial derivative(t)u = aijuxixj +biuxi + cu - bu1+beta +xi u1+gamma F-center dot, (t, x) is ...
We study the performance of Markov chains for the q-state ferromagnetic Potts model on random regular graphs. While the cases of the grid and the complete graph are by now well-understood, the case of random regular graphs has resisted a detailed analysis ...
We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves in continuous tim ...
We use generalized Ray-Knight theorems, introduced by B. Toth in 1996, together with techniques developed for excited random walks as main tools for establishing positive and negative results concerning convergence of some classes of diffusively scaled sel ...
Bedload transport often exhibits dual-mode behavior due to interactions of spatiotemporal controlling factors with the migrating three-dimensional bedforms (characterized by the fully developed patterns in the bed, such as alternate bars, pools, and cluste ...
Electric vehicle charging facilities offer their capacity constrained electric charge and parking to users for a fee. As electric vehicle adoption grows, so too does the potential for excessive resource utilization. In this paper, we study how prices set b ...
This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...
Diffusion is one of the most important phenomena studied in science ranging from physics to biology and, in abstract form, even in social sciences. In the field of materials science, diffusion in crystalline solids is of particular interest as it plays a p ...
The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random realizations. Despite its ...
We apply the stochastic-trajectory analysis to derive exact expressions for the mean first passage times of jump-and-drift transition paths across two or more consecutive thresholds. We perform the analysis of the crossing statistics in terms of dimensionl ...
