Related papers: Microscopic origin of the jump diffusion model
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…
The crossover between dispersion patterns has been frequently observed in various systems. Inspired by the pathway-based kinetic model for E. coli chemotaxis that accounts for the intracellular adaptation process and noise, we propose a…
Diffusion models are a class of generative models that serve to establish a stochastic transport map between an empirically observed, yet unknown, target distribution and a known prior. Despite their remarkable success in real-world…
This paper is concerned with the uniqueness, existence, comparison principle and long-time behavior of solutions to the initial-boundary value problem for a unidirectional diffusion equation. The unidirectional evolution often appears in…
Normal and anomalous diffusion are ubiquitous in many complex systems [1] . Here, we define a time and space generalized diffusion equation (GDE), which uses fractional-time derivatives and transformed d-path Laplacian operators on…
A drift-diffusion model of miniband transport in strongly coupled superlattices is derived from the single-miniband Boltzmann-Poisson transport equation with a BGK (Bhatnagar-Gross-Krook) collision term. We use a consistent Chapman-Enskog…
We propose a solution formula for chemical diffusion master equations of birth and death type. These equations, proposed and formalized in the recent paper [5], aim at incorporating the spatial diffusion of molecules into the description…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
We develop a theory of reversible diffusion-controlled reactions with generalized binding/unbinding kinetics. In this framework, a diffusing particle can bind to the reactive substrate after a random number of arrivals onto it, with a given…
We consider a reaction-diffusion equation in narrow random channels. We approximate the generalized solution to this equation by the corresponding one on a random graph. By making use of large deviation analysis we study the asymptotic wave…
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…
A fractional reaction-diffusion equation is derived from a continuous time random walk model when the transport is dispersive. The exit from the encounter distance, which is described by the algebraic waiting time distribution of jump…
Consider "Frozen Random Walk" on $\mathbb{Z}$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $\lfloor{\frac{n}{4}}\rfloor$ particles are "frozen" and do not move. The rest of the particles in the "bulk"…
A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…
We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…
In this paper consistency problems for multi-factor jump-diffusion models, where the jump parts follow multivariate point processes are examined. First the gap between jump-diffusion models and generalized Heath-Jarrow-Morton (HJM) models…
The Generalized Langevin Equation (GLE) is a Stochastic Integro-Differential Equation that is commonly used to describe the velocity of microparticles that move randomly in viscoelastic fluids. Such particles commonly exhibit what is known…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…