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We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…
The distribution of radiation is investigated for the modeless laser having a multilobe mirror with the lobes (planes) inclined by small angles to optical axis. It is shown that change of the direction resulting from many passages of a ray…
We present a Molecular Dynamics study of large Lennard-Jones clusters evolving on a crystalline surface. The static and the dynamic properties of the cluster are described. We find that large clusters can diffuse rapidly, as experimentally…
It is well known that instabilities of nearly integrable Hamiltonian systems occur around resonances. Dynamics near resonances of these systems is well approximated by the associated averaged system, called slow system. Each resonance is…
This article considers the problem of diffraction by a wedge consisting of two semi-infinite periodic arrays of point scatterers. The solution is obtained in terms of two coupled systems, each of which is solved using the discrete…
In this paper we deal with the classical problem of random cover times. We investigate the distribution of the time it takes for a Poisson process of cylinders to cover a set $A \subset \mathbb{R}^d.$ This Poisson process of cylinders is…
We revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling…
Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…
Using image models naively for solving inverse video problems often suffers from flickering, texture-sticking, and temporal inconsistency in generated videos. To tackle these problems, in this paper, we view frames as continuous functions…
This paper is concerned with a new type of inverse obstacle problem governed by a variable-order time-fraction diffusion equation in a bounded domain. The unknown obstacle is a region where the space dependent variable-order of fractional…
Using diffusion priors to solve inverse problems in imaging have significantly matured over the years. In this chapter, we review the various different approaches that were proposed over the years. We categorize the approaches into the more…
We prove the existence of "Arnold diffusion orbits" in cusp-generic nearly integrable a priori stable systems on ${\mathbb A}^3$. The result relies on the cusp-generic existence of chains in nearly integrable a priori stable systems, proved…
We propose a class of nonlocal diffusion systems on time-varying domains, and fully characterize their asymptotic dynamics in the asymptotically fixed, time-periodic and unbounded cases. The kernel is not necessarily symmetric or compactly…
We study by molecular dynamics computer simulation a binary soft-sphere mixture that shows a pronounced decoupling of the species' long-time dynamics. Anomalous, power-law-like diffusion of small particles arises, that can be understood as…
We present a method for proving the existence of time delay (defined in terms of sojourn times) as well as its identity with Eisenbud-Wigner time delay in the case of the Friedrichs model. We show that this method applies to scattering by…
In this paper we revisit the issue of the propagation of warps in thin and viscous accretion discs. In this regime warps are know to propagate diffusively, with a diffusion coefficient approximately inversely proportional to the disc…
The classical Prats' problem of flow instability in a horizontal porous channel saturated by a fluid subject to a buoyancy force is reconsidered. In the original formulation, the driving buoyancy force results from thermal diffusion. This…
Steady state simulations} of magnetized electron fluid equations with strong anisotropic diffusion based on the first-order hyperbolic approach is carried out using cell-centered higher order upwind schemes, linear and weighted essentially…
Prompted by recent experimental developments, a theory of surface scattering of fast atoms at grazing incidence is developed. The theory gives rise to a quantum mechanical limit for ordered surfaces that describes coherent diffraction peaks…