Related papers: On a non-linear transformation between Brownian ma…
Numerical solutions of a non-Fickian diffusion equation belonging to a hyperbolic type are presented in one space dimension. The Brownian particle modelled by this diffusion equation is subjected to a symmetric periodic potential whose…
Motivated by experimental studies on the anomalous diffusion of biological populations, we introduce a nonlocal differential operator which can be interpreted as the spectral square root of the Laplacian in bounded domains with Neumann…
Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…
In this survey article we describe some geometric results in the theory of noncommutative rings and, more generally, in the theory of abelian categories. Roughly speaking and by analogy with the commutative situation, the category of graded…
We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We…
The Bernoulli-Laplace model describes a diffusion process of two types of particles between two urns. To analyze the finite-size dynamics of this process, and for other constructive results we diagonalize the corresponding transition matrix…
In this note we consider generalized diffusion equations in which the diffusivity coefficient is not necessarily constant in time, but instead it solves a nonlinear fractional differential equation involving fractional Riemann-Liouville…
We introduce and study a non-equilibrium continuous-time dynamical model of the price of a single asset traded by a population of heterogeneous interacting agents in the presence of uncertainty and regulatory constraints. The model takes…
We study the symmetry reduction of nonlinear partial differential equations which are used for describing diffusion processes in nonhomogeneous medium. We find ansatzes reducing partial differential equations to systems of ordinary…
We use a novel parameterization of the flowing Hamiltonian to show that the flow equations based on continuous unitary transformations, as proposed by Wegner, can be implemented through a nonlinear partial differential equation involving…
In the growth of bacterial colonies, a great variety of complex patterns are observed in experiments, depending on external conditions and the bacterial species. Typically, existing models employ systems of reaction-diffusion equations or…
The Brownian motion of a single particle is a paradigmatic model of the nonequilibrium dynamics of dissipative systems. In the system-plus-reservoir approach, one can derive the particle's equations of motion from the reversible dynamics of…
In this work we study the transition from normal to anomalous diffusion of Brownian particles on disordered potentials. The potential model consists of a series of "potential hills" (defined on unit cell of constant length) whose heights…
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…
We employ renewal processes to characterize the spatiotemporal dynamics of an active Brownian particle under stochastic orientational resetting. By computing the experimentally accessible intermediate scattering function (ISF) and…
We examine the reductions of the order of certain third- and second-order nonlinear equations with arbitrary nonlinearity through their symmetries and some appropriate transformations. We use the folding transformation which enables one to…
In this paper we study existence and uniqueness of solutions for a very general class of doubly nonlinear diffusion equations on metric graphs, which provide the appropriate mathematical framework to describe complex tubular networks in…
We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…
One of the major open problems in noncommutative algebraic geometry is the classification of noncommutative projective surfaces (or, slightly more generally, of noetherian connected graded domains of Gelfand-Kirillov dimension 3). In a…