Related papers: Can time-homogeneous diffusions produce any distri…
Disorder is more the rule than the exception in natural and synthetic materials. Nonetheless, wave propagation within inhomogeneously disordered materials has received scant attention. We combine microwave experiments and theory to find the…
We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…
We advocate for the systematic use of a symmetrized definition of time delay in scattering theory. In two-body scattering processes, we show that the symmetrized time delay exists for arbitrary dilated spatial regions symmetric with respect…
We consider solvability of the generalized reaction-diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction-diffusion…
We consider the long time dependence for the moments of displacement < |r|^q > of infinite horizon billiards, given a bounded initial distribution of particles. For a variety of billiard models we find <|r|^q> ~ t^g(q) (up to factors of log…
In this paper, we consider time-inhomogeneous branching processes and time-inhomogeneous birth-and-death processes, in which the offspring distribution and birth and death rates (respectively) vary in time. A classical result of branching…
We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…
We suggest an explanation of typical incubation times statistical features based on the universal behavior of exit times for diffusion models. We give a mathematically rigorous proof of the characteristic right skewness of the incubation…
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…
We present analytical results for the biased diffusion of particles moving under a constant force in a randomly layered medium. The influence of this medium on the particle dynamics is modeled by a piecewise constant random force. The…
We show that some important properties of subbdiffusion of unknown origin (including those of mixed origin) can be easily assessed when findeng the "fundamental moment" of the corresponding process, i.e., the one which is additive in time.…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
We provide an original and general sufficient criterion ensuring the exponential contraction of Feynman-Kac semi-groups of penalized processes. This criterion is applied to time-inhomogeneous one-dimensional diffusion processes conditioned…
Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference measures. We show that if there is a time t>0 such that, for…
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…
We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish criteria…
This paper is concerned with the spatio-temporal dynamics of nonnegative bounded entire solutions of some reaction-diffusion equations in R N in any space dimension N. The solutions are assumed to be localized in the past. Under certain…
We consider the initial boundary value problem for the time-fractional diffusion equation with a homogeneous Dirichlet boundary condition and an inhomogeneous initial data $a(x)\in L^{2}(D)$ in a bounded domain $D\subset \mathbb{R}^d$ with…
This paper studies time-dependent electromagnetic scattering from metamaterials that are described by dispersive material laws. We consider the numerical treatment of a scattering problem in which a dispersive material law, for a causal and…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…