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This paper contains construction and analysis a finite element approximation for convection dominated diffusion problems with full coefficient matrix on general simplicial partitions in $R^d$, $d=2,3$. This construction is quite close to…

Numerical Analysis · Mathematics 2012-11-07 Raytcho D. Lazarov , Ludmil T. Zikatanov

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

Statistics Theory · Mathematics 2013-05-30 Sebastian Krumscheid , Grigorios A. Pavliotis , Serafim Kalliadasis

The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coefficients that appear in the infinitesimal generator of the…

Probability · Mathematics 2007-05-23 Antoine Lejay , Miguel Martinez

A unified, fast, and effective approach is developed for numerical calculation of the well-known plasma dispersion function with extensions from Maxwellian distribution to almost arbitrary distribution functions, such as the $\delta$, flat…

Plasma Physics · Physics 2013-11-20 Hua-sheng Xie

In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…

Chaotic Dynamics · Physics 2015-05-13 Xavier Calbet , Ricardo Lopez-Ruiz

We theoretically determine the probability distribution function of the net field of the random planar structure of dipoles which represent polarized particles. At small surface concentrations c of the point dipoles this distribution is…

Statistical Mechanics · Physics 2012-05-04 Andrey V. Panov

We show that an interesting class of functionals of stochastic differential equations can be approximated by a Chen-Fliess series of iterated stochastic integrals and give a L^{2} error estimate, thus generalizing the standard stochastic…

Probability · Mathematics 2011-11-10 Christian Litterer , Harald Oberhauser

We formulate a finite-difference time-domain (FDTD) approach to simulate electromagnetic wave scattering from scatterers embedded in layered dielectric or dispersive media. At the heart of our approach is a derivation of an equivalent…

Mesoscale and Nanoscale Physics · Physics 2015-05-18 Lingxiao Zhang , Tamar Seideman

Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…

Computation · Statistics 2017-05-05 Lampros Bouranis , Nial Friel , Florian Maire

We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…

Chaotic Dynamics · Physics 2015-06-17 Martín F. Mestre , Armando Bazzani , Pablo M. Cincotta , Claudia M. Giordano

We revisit the classic problem of the effective diffusion constant of a Brownian particle in a square lattice of reflecting impenetrable hard disks. This diffusion constant is also related to the effective conductivity of non-conducting and…

Statistical Mechanics · Physics 2021-11-09 M. Mangeat , T. Guérin , D. S. Dean

In this article, the exponentiated discrete Lindley distribution is presented and studied. Some important distributional properties are discussed. Using the maximum likelihood method, estimation of the model parameters is investigated.…

Statistics Theory · Mathematics 2018-07-27 M. El-Morshedy , M. S. Eliwa , H. Nagy

We calculate the effective long-term convective velocity and dispersive motion of an ellipsoidal Brownian particle in three dimensions when it is subjected to a constant external force. This long-term motion results as a "net" average…

Statistical Mechanics · Physics 2018-12-19 Erik Aurell , Stefano Bo , Marcelo Dias , Ralf Eichhorn , Raffaele Marino

We study the dynamics of an athermal inertial active particle moving in a shear-thinning medium in $d=1$. The viscosity of the medium is modeled using a Coulomb-tanh function, while the activity is represented by an asymmetric dichotomous…

Statistical Mechanics · Physics 2025-05-16 Sayantan Mondal , Prasenjit Das

In this paper, the statistical properties of Newton s method algorithm output in a specific case have been studied. The relative frequency density of this sample converges to a well-defined function, prompting us to explore its…

Data Analysis, Statistics and Probability · Physics 2024-07-16 Taki Kirouani

Ring mass density and the corresponding circular velocity in thin disk model are known to be integral transforms of one another. But it may be less familiar that the transforms can be reduced to one-fold integrals with identical weight…

Astrophysics of Galaxies · Physics 2015-07-02 Łukasz Bratek , Szymon Sikora , Joanna Jałocha , Marek Kutschera

Transport and acceleration of charged particles in turbulent media is a topic of great interest in space physics and interstellar astrophysics. These processes are dominated by the scattering of particles off magnetic irregularities. The…

Space Physics · Physics 2016-12-28 A. Ivascenko , S. Lange , F. Spanier , R. Vainio

Using Monte Carlo Collisions (MCC) method, we have performed simulations of ion velocity distribution functions (IVDF) taking into account both elastic collisions and charge exchange collisions of ions with atoms in uniform electric fields…

Plasma Physics · Physics 2017-01-10 Huihui Wang , Vladimir S Sukhomlinov , Igor D Kaganovich , Alexander S Mustafaev

Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…

High Energy Astrophysical Phenomena · Physics 2016-02-17 R. C. Tautz , J. Bolte , A. Shalchi

We present a new, simple, fast algorithm to numerically evolve disks of inelastically colliding particles surrounding a central star. Our algorithm adds negligible computational cost to the fastest existing collisionless N-body codes, and…

Astrophysics · Physics 2008-11-26 Yoram Lithwick , Eugene Chiang
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