Related papers: Stochastic approach to diffusion inside the chaoti…
The inward diffusion of particles, often observed in magnetospheric plasmas (either naturally created stellar ones or laboratory devices) creates a spontaneous density gradient, which seemingly contradicts the entropy principle. We…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
The relativistic analysis of stochastic kinematics is developed in order to determine the transformation of the effective diffusivity tensor in inertial frames. Poisson-Kac stochastic processes are initially considered. For one-dimensional…
We investigate an alternative to the Sequential Propagator Method used in Lattice QCD calculations of semileptonic form factors. We replace the sequential propagator with a stochastic propagator so that, in principle, all momentum and sink…
A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here we consider the dependence of the diffusion…
In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
We present a class of diffusion-based algorithms to draw samples from high-dimensional probability distributions given their unnormalized densities. Ideally, our methods can transport samples from a Gaussian distribution to a specified…
We consider a stochastic model of the two-dimensional chemostat as a diffusion process for the concentration of substrate and the concentration of biomass. The model allows for the washout phenomenon: the disappearance of the biomass inside…
We analyze a simple model of deterministic diffusion. The model consists of a one-dimensional periodic array of scatterers in which point particles move from cell to cell as defined by a piecewise linear map. The microscopic chaotic…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
We calculate the diffusion coefficient of an active tracer in a schematic crowded environment, represented as a lattice gas of passive particles with hardcore interactions. Starting from the master equation of the problem, we put forward a…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
Diffusion within porous media, such as biological tissues, exhibits departures from conventional Fick's laws, which could result in space-fractional diffusion. The paper considers a reaction-diffusion system with two spatial compartments --…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
The important phenomenon of "stickiness" of chaotic orbits in low dimensional dynamical systems has been investigated for several decades, in view of its applications to various areas of physics, such as classical and statistical mechanics,…