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A fractional time derivative is introduced into the Burger's equation to model losses of nonlinear waves. This term amounts to a time convolution product, which greatly penalizes the numerical modeling. A diffusive representation of the…

Computational Physics · Physics 2016-06-14 Bruno Lombard , Denis Matignon

A general class of cross-diffusion systems for two population species in a bounded domain with no-flux boundary conditions and Lotka-Volterra-type source terms is analyzed. Although the diffusion coefficients are assumed to depend linearly…

Analysis of PDEs · Mathematics 2015-12-04 Ansgar Jüngel , Nicola Zamponi

We study the multi-strategy stochastic evolutionary game with death-birth updating in expanding spatial populations of size $N\to \infty$. The model is a voter model perturbation. For typical populations, we require perturbation strengths…

Probability · Mathematics 2021-01-13 Yu-Ting Chen

This paper considers a new model of individual displacement, based on fish motion, the so-called Persistent Turning Walker (PTW) model, which involves an Ornstein-Uhlenbeck process on the curvature of the particle trajectory. The goal is to…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Sébastien Motsch

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

Numerical Analysis · Mathematics 2015-08-19 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We introduce a mean-reverting SDE whose solution is naturally defined on the space of correlation matrices. This SDE can be seen as an extension of the well-known Wright-Fisher diffusion. We provide conditions that ensure weak and strong…

Probability · Mathematics 2012-02-14 Abdelkoddousse Ahdida , Aurélien Alfonsi

We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…

Probability · Mathematics 2016-01-08 Luisa Beghin

We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…

Probability · Mathematics 2020-07-07 Han L. Gan , Nathan Ross

A variety of researchers have successfully obtained the parameters of low dimensional diffusion models using the data that comes out of atomistic simulations. This naturally raises a variety of questions about efficient estimation,…

Statistical Mechanics · Physics 2015-11-06 Christopher P. Calderon

We consider the "convection-diffussion" equation $u_t=J*u-u-uu_x,$ where $J$ is a probability density. We supplement this equation with step-like initial conditions and prove a convergence of corresponding solution towards a rarefaction…

Analysis of PDEs · Mathematics 2013-04-17 Anna Pudelko

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…

Other Condensed Matter · Physics 2009-11-11 B. Derrida , C. Enaud , C. Landim , S. Olla

Within Bayesian nonparametrics, dependent Dirichlet process mixture models provide a highly flexible approach for conducting inference about the conditional density function. However, several formulations of this class make either rather…

Methodology · Statistics 2024-05-14 María Xosé Rodríguez-Álvarez , Vanda Inácio , Nadja Klein

In a (two-type) Wright-Fisher diffusion with directional selection and two-way mutation, let $x$ denote today's frequency of the beneficial type, and given $x$, let $h(x)$ be the probability that, among all individuals of today's…

Populations and Evolution · Quantitative Biology 2015-07-10 Ute Lenz , Sandra Kluth , Ellen Baake , Anton Wakolbinger

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

Numerical Analysis · Mathematics 2020-12-23 Ľubomír Baňas , Benjamin Gess , Christian Vieth

We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…

Statistical Mechanics · Physics 2026-05-19 Alessandro Taloni , Gianni Pagnini , Aleksei Chechkin

This paper is devoted to the design and analysis of a numerical algorithm for approximating solutions of a degenerate cross-diffusion system, which models particular instances of taxis-type migration processes under local sensing…

Numerical Analysis · Mathematics 2025-10-09 Juan Vicente Gutiérrez-Santacreu

The evolution of the discrete Wigner function is formally similar to a probabilistic process, but the transition probabilities, like the discrete Wigner function itself, can be negative. We investigate these transition probabilities, as…

Quantum Physics · Physics 2020-11-11 William F. Braasch , William K. Wootters

The nonlocal Fisher equation is a diffusion-reaction equation with a nonlocal quadratic competition, which describes the reaction between distant individuals. This equation arises in evolutionary biological systems, where the arena for the…

Pattern Formation and Solitons · Physics 2018-04-25 Yehuda A. Ganan , David A. Kessler

We scrutinize the anomalies in diffusion observed in an extended long-range system of classical rotors, the HMF model. Under suitable preparation, the system falls into long-lived quasi-stationary states presenting super-diffusion of rotor…

Statistical Mechanics · Physics 2009-11-11 Luis G. Moyano , Celia Anteneodo

In this paper, we establish new quantitative convergence bounds for a class of functional autoregressive models in weighted total variation metrics. To derive our results, we show that under mild assumptions, explicit minorization and…

Probability · Mathematics 2020-05-05 Valentin De Bortoli , Alain Durmus