Related papers: Anomalous diffusion models: different types of sub…
A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…
In this paper we consider heterogeneous diffusion processes with the power-law dependence of the diffusion coefficient on the position and investigate the influence of external forces on the resulting anomalous diffusion. The heterogeneous…
Modeling of phenomena such as anomalous transport via fractional-order differential equations has been established as an effective alternative to partial differential equations, due to the inherent ability to describe large-scale behavior…
We study asymptotic properties of conditional least squares estimators for the drift parameters of two-factor affine diffusions based on continuous time observations. We distinguish three cases: subcritical, critical and supercritical. For…
Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible…
We highlight a few recent results on the effect of the diffusion process in deterministic area preserving maps with noncompact phase space, namely the standard map. In more detail, we focus on the anomalous diffusion arising due to the…
Anomalous transport processes in which the variance of the distance travelled does not necessarily increase linearly with time are modelled using the formalism of continuous time random walks. We compute particle propagators which have the…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…
We study the coupled two-species non-equilibrium reaction-controlled diffusion model introduced by Trimper et al. [Phys. Rev. E 62, 6071 (2000)] by means of detailed Monte Carlo simulations in one and two dimensions. Particles of type A may…
Different branching and annihilating random walk models are investigated by cluster mean-field method and simulations in one and two dimensions. In case of the A -> 2A, 2A -> 0 model the cluster mean-field approximations show diffusion…
It is shown that the distribution functions of the diffusion coefficient are very similar in the standard model of quantum diffusion in a disordered metal and in a model of classical diffusion in a disordered medium: in both cases the…
The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…
The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…
Anomalous diffusion occurs at very different scales in nature, from atomic systems to motions in cell organelles, biological tissues or ecology, and also in artificial materials, such as cement. Being able to accurately measure the…
The random propagation of molecules in a fluid medium is characterized by the spontaneous diffusion law as well as the interaction between the environment and molecules. In this paper, we embody the anomalous diffusion theory for modeling…
Data imputation and data generation have important applications for many domains, like healthcare and finance, where incomplete or missing data can hinder accurate analysis and decision-making. Diffusion models have emerged as powerful…
Diffusion processes are instrumental to describe the movement of a continuous quantity in a generic network of interacting agents. Here, we present a probabilistic framework for diffusion in networks and propose to classify agent…
Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…