Related papers: A property of Petrov's diffusion
We prove existence and uniqueness of travelling waves for a reaction-diffusion system coupling a classical reaction-diffusion equation in a strip with a diffusion equation on a line. To do this we use a continuation method which leads to…
The self-diffusion process of a hard sphere fluid confined by two parallel plates separated by a distance on the order of the particle diameter is studied. The starting point is a closed kinetic equation for the distribution function that…
Various biological cells secrete diffusing chemical compounds into their environment for communication purposes. Secretion usually takes place over the cell membrane in a spatially heterogeneous manner. Mathematical models of these…
Communication between single cells or higher organisms by means of diffusive compounds is an important phenomenon in biological systems. Modelling therefore often occurs, most straightforwardly by a diffusion equation with suitable flux…
Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Brownian motion. This approach can be extended to general…
We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
In this paper, we construct a Feller-Dynkin boundary process by applying the method of intertwiners to the coherent family, introduced in our previous work, of Laguerre processes with a fixed parameter. The corresponding boundary process is…
The Dorokhov-Mello-Pereyra-Kumar (DMPK) equation, using in the analysis of quasi-one-dimensional systems and describing evolution of diagonal elements of the many-channel transfer matrix, is derived under minimal assumptions on the…
We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
This paper analyzes statistical properties of the Poisson line Cox point process useful in the modeling of vehicular networks. The point process is created by a two-stage construction: a Poisson line process to model road infrastructure and…
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…
We present and analyze a discontinuous Petrov-Galerkin method with optimal test functions for a reaction-dominated diffusion problem in two and three space dimensions. We start with an ultra-weak formulation that comprises parameters…
The present paper is devoted to the investigation of the long term behavior of a class of singular multi-dimensional diffusion processes that get absorbed in finite time with probability one. Our focus is on the analysis of quasi-stationary…
Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…
This paper uses Lie symmetry methods to analyze boundary crossing probabilities for a large class of diffusion processes. We show that if Fokker--Planck--Kolmogorov equation has non-trivial Lie symmetry, then boundary crossing identity…
We develop a notion of wavefront set aimed at characterizing in Fourier space the directions along which a distribution behaves or not as an element of a specific Besov space. Subsequently we prove an alternative, albeit equivalent…
Pattern formation mechanisms of a reaction-diffusion-advection system, with one diffusivity, differential advection, and (Robin) boundary conditions of Danckwerts type, are being studied. Pattern selection requires mapping the domains of…
We define the Dyson diffusion process on a curved smooth closed contour in the plane and derive the Fokker-Planck equation for probability density. Its stationary solution is shown to be the Boltzmann weight for the logarithmic gas confined…