Related papers: Coupling by reflection of diffusion processes via …
We discuss some applications of the Mittag-Leffler function and related probability distributions in the theory of renewal processes and continuous time random walks. In particular we show the asymptotic (long time) equivalence of a generic…
In complex dynamical systems, the detection of coupling and its direction from observed time series is a challenging task. We study coupling in coupled Duffing oscillator systems in regular and chaotic dynamical regimes. By observing the…
The ability to estimate the rate of convergence for the distributions of regenerative processes is in great demand. These processes are often encountered in queuing theory and in related problems. In some papers on regenerative processes,…
We consider nonparametric Bayesian inference in a reflected diffusion model $dX_t = b (X_t)dt + \sigma(X_t) dW_t,$ with discretely sampled observations $X_0, X_\Delta, \dots, X_{n\Delta}$. We analyse the nonlinear inverse problem…
In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…
We study the diffusion phenomena on the negatively curved surface made up of congruent heptagons. Unlike the usual two-dimensional plane, this structure makes the boundary increase exponentially with the distance from the center, and hence…
Dynamical behaviors of complex interacting systems, including brain activities, financial price movements, and physical collective phenomena, are associated with underlying interactions between the system's components. The issue of…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
Collective diffusion coefficient in a two-dimensional lattice gas on a nonhomogeneous substrate is investigated using variational approach. Particles reside at adsorption sites with different well depths potentials and jump randomly between…
We define horizontal diffusion in $C^1$ path space over a Riemannian manifold and prove its existence. If the metric on the manifold is developing under the forward Ricci flow, horizontal diffusion along Brownian motion turns out to be…
The coupled in-plane diffusion dynamics between point-particles embedded in stacked fluid membranes are investigated. We calculate the contributions to the coupling longitudinal and transverse diffusion coefficients due to particle motion…
Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…
In this article, functional inequalities for diffusion semigroups on Riemannian manifolds (possibly with boundary) are established, which are equivalent to pinched Ricci curvature, along with gradient estimates, $L^p$-inequalities and…
We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
We generalise the coarse Ricci curvature method of Ollivier by considering the coarse Ricci curvature of multiple steps in the Markov chain. This implies new spectral bounds and concentration inequalities. We also extend this approach to…
We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…
We prove that at a finite singular time for the Harmonic Ricci Flow on a surface of positive genus both the energy density of the map component and the curvature of the domain manifold have to blow up simultaneously. As an immediate…
Let M be a compact connected oriented Riemannian manifold. The purpose of this paper is to investigate the long time behavior of a degenerate stochastic differential equation on the state space $M\times \mathbb{R}^{n}$; which is obtained…
In order to characterize the mechanisms governing the diffusion of particles in biological scenarios, it is essential to accurately determine their diffusive properties. To do so, we propose a machine learning method to characterize…
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…