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We consider a one-dimensional Brownian motion with diffusion coefficient $D$ in the presence of $n$ partially absorbing traps with intensity $\beta$, separated by a distance $L$ and evenly spaced around the initial position of the particle.…
We introduce a novel approach to reveal ordering fluctuations in sheared dense suspensions, using line scanning in a combined rheometer and laser scanning confocal microscope. We validate the technique with a moderately dense suspension,…
For diffusion-reaction equations employing a splitting procedure is attractive as it reduces the computational demand and facilitates a parallel implementation. Moreover, it opens up the possibility to construct second-order integrators…
In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…
A point process is R-dependent, if it behaves independently beyond the minimum distance R. This work investigates uniform positive lower bounds on the avoidance functions of R-dependent simple point processes with a common intensity.…
We consider $\mathbb{R}^d$-valued diffusion processes of type \begin{align*} dX_t\ =\ b(X_t)dt\, +\, dB_t. \end{align*} Assuming a geometric drift condition, we establish contractions of the transitions kernels in Kantorovich ($L^1$…
Let G \subset \R^k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G_i, i= 1, ..., N}, where n_i and d_i denote the inward normal and direction of constraint associated with G_i, respectively.…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
First, we present some results about the H\"older continuity of the sample paths of so called dilatively stable processes which are certain infinitely divisible processes having a more general scaling property than self-similarity. As a…
Taking account of recent developments in the representation of $d$-dimensional isotropic stable L\'evy processes as self-similar Markov processes, we consider a number of new ways to condition its path. Suppose that $\Omega$ is a region of…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
This paper studies the identification of an $\mathbb{R}^d$-valued diffusion $X$ when a running function of it, say $h(X_t)$, is observed. A point-wise observation of the process (in other words, observing $h(X_t)$ in isolation) cannot…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
An oxidation process is simulated for a bundle of metal tubes in a cross-flow. A fluid flow is governed by the incompressible Navier-Stokes equations. To describe the transport of oxygen, the corresponding convection-diffusion equation is…
G-equations are well-known front propagation models in turbulent combustion and describe the front motion law in the form of local normal velocity equal to a constant (laminar speed) plus the normal projection of fluid velocity. In level…
We propose a first-order theory of relativistic dissipative fluids in the trace-fixed particle frame, which is similar to Eckart's frame except that the temperature is determined by fixing the trace of the stress-energy tensor. Our theory…
We study the stability of explicit one-step integration schemes for the linear finite element approximation of linear parabolic equations. The derived bound on the largest permissible time step is tight for any mesh and any diffusion matrix…
We investigate the approximation and estimation rates of conditional diffusion transformers (DiTs) with classifier-free guidance. We present a comprehensive analysis for ``in-context'' conditional DiTs under four common data assumptions. We…
A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…
The transport of an infinitely thin, hard rod in a random, dense array of point obstacles is investigated by molecular dynamics simulations. Our model mimics the sterically hindered dynamics in dense needle liquids. The center-of-mass…