Related papers: Microscopic origin of the jump diffusion model
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
An anomalous diffusion model for ion channel gating is put forward. This scheme is able to describe non-exponential, power-law like distributions of residence time intervals in several types of ion channels. Our method presents a…
The porous media equation has been proposed as a phenomenological ``non-extensive'' generalization of classical diffusion. Here, we show that a very similar equation can be derived, in a systematic manner, for a classical fluid by assuming…
We address the question of the microscopic origin of dissipation in collective motion of a quantum many--body system in the framework of a parametric random matrix approach to the intrinsic dynamics. We show that the…
We propose to use spin hydrodynamics, a two-fluid model of spin propagation, as a generalization of the diffusion equation. We show that in the dense limit spin hydrodynamics reduces to Fick's law and the diffusion equation. In the opposite…
The objective of this dissertation is to prove a scaling limit for the exit of a domain problem of a small noise system with underlying hyperbolic dynamics. In this case, Large Deviation kind of estimates fail to provide a complete picture…
We study transport in a one-dimensional lattice system with two conserved quantities -- `volume' and energy. Considering a slowly evolving local equilibrium state that is slightly deviated from an underlying global equilibrium, we estimate…
In this paper we use an individual-based model and its associated kinetic equation to study the generation of long jumps in the motion of E. coli. These models relate the run-and-tumble process to the intracellular reaction where the…
The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…
This paper introduces a novel framework for causal inference in spatial economics that explicitly models the stochastic transition from partial to general equilibrium effects. We develop a Denoising Diffusion Probabilistic Model (DDPM)…
The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…
In many applications, transport of particles can be described by the diffusion equation, or its convective-diffusion generalizations, in part of three-dimensional space. In particular, in surface deposition or in growth of aggregates or…
A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…
We study the heat equation in the exterior of the unit ball with a linear dynamical boundary condition. Our main aim is to find upper and lower bounds for the rate of convergence to solutions of the Laplace equation with the same dynamical…
We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…
We reveal a nontrivial crossover of subsystem fluctuations of quantum jumps in continuously monitored many-body systems, which have a trivial maximally mixed state as a steady-state density matrix. While the fluctuations exhibit the…
Diffusion probabilistic models excel at sampling new images from learned distributions. Originally motivated by drift-diffusion concepts from physics, they apply image perturbations such as noise and blur in a forward process that results…
We investigate here the interactions of waves governed by a Boussinesq system with a partially immersed body allowed to move freely in the vertical direction. We show that the whole system of equations can be reduced to a transmission…