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Long time behavior in locally activated random walks

Accepted version
Peer-reviewed

Type

Article

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Authors

Meunier, N 
Mouhot, C 
Roux, R 

Abstract

We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient: emergence of a non-Gaussian mul-tipeaked probability distribution and a dynamical transition to an absorbing static state. We compute the generator and we study the partial differential equation which involves its adjoint. We discuss global existence and blow-up of the solution to this latter equation.

Description

Keywords

local time, random walk, dynamical transition, non-Gaussian probability distribution, blow-up

Journal Title

Communications in Mathematical Sciences

Conference Name

Journal ISSN

1539-6746
1945-0796

Volume Title

17

Publisher

International Press of Boston