Related papers: Zubarev nonequilibrium statistical operator method…
We study reaction-diffusion equations in cylinders with possibly nonlinear diffusion and possibly nonlinear Neumann boundary conditions. We provide a geometric Poincar\'e-type inequality and classification results for stable solutions, and…
We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equations of the Gaussian or confluent type. The construction…
This paper introduces a family of recursively defined estimators of the parameters of a diffusion process. We use ideas of stochastic algorithms for the construction of the estimators. Asymptotic consistency of these estimators and…
Statistical mechanics of the discrete nonlinear Schr\"odinger equation is studied by means of analytical and numerical techniques. The lower bound of the Hamiltonian permits the construction of standard Gibbsian equilibrium measures for…
In this paper we present computational techniques to investigate the solutions of two-component, nonlinear reaction-diffusion (RD) systems on arbitrary surfaces. We build on standard techniques for linear and nonlinear analysis of RD…
Approximate solutions of the Fisher equation obtained by different splitting methods are investigated. The error of this nonlinear problem is analyzed. The order of different splitting methods coupled with numerical methods of different…
We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…
We give a development of the ODE method for the analysis of recursive algorithms described by a stochastic recursion. With variability modelled via an underlying Markov process, and under general assumptions, the following results are…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
We consider the class of non-Hamiltonian and dissipative statistical systems with distributions that are determined by the Hamiltonian. The distributions are derived analytically as stationary solutions of the Liouville equation for…
Numerical approximations to the solution of a linear singularly perturbed parabolic reaction-diffusion problem with incompatible bound\-ary-initial data are generated, The method involves combining the computational solution of a classical…
The master equation of one-dimensional three-species reaction-diffusion processes is mapped onto an imaginary-time Schr\"odinger equation. In many cases the Hamiltonian obtained is that of an integrable quantum chain. Within this approach…
We propose a statistical benchmark for diffusion posterior sampling (DPS) algorithms for Bayesian linear inverse problems. The benchmark synthesizes signals from sparse L\'evy-process priors whose posteriors admit efficient Gibbs methods.…
In this article, we propose a Lyapunov stability approach to analyze the convergence of the density operator of a quantum system. In analog to the classical probability measure for Markovian processes, we show that the set of invariant…
Anomalous diffusion and non-Gaussian statistics are detected experimentally in a two-dimensional driven-dissipative system. A single-layer dusty plasma suspension with a Yukawa interaction and frictional dissipation is heated with laser…
A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unknown distribution. An example of such a…
We study the boundedness and convergence to equilibrium of weak solutions to reaction-diffusion systems with nonlinear diffusion. The nonlinear diffusion is of porous medium type and the nonlinear reaction terms are assumed to grow…
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…