Related papers: Probability distribution function for reorientatio…
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…
The confluent Heun equation is one of 4 confluent forms of Heun's differential equation in which is the Fuchsian equation of second order with four regular singularities. A confluent Heun function is applicable to diverse areas such as…
Given any closed Riemannian manifold $M$, we construct a reversible diffusion process on the space ${\mathcal P}(M)$ of probability measures on $M$ that is (i) reversible w.r.t.~the entropic measure ${\mathbb P}^\beta$ on ${\mathcal P}(M)$,…
Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the…
We study the least-energy way to reshape a probability distribution when motion is constrained to a horizontal bundle, that is, optimal transport and distribution steering in sub-Riemannian geometry, motivated by density control over…
The scattering solutions of the one-dimensional Schrodinger equation for the Woods-Saxon potential are obtained within the position-dependent mass formalism. The wave functions, transmission and reflection coefficients are calculated in…
In this paper we consider the Porous Medium Equation and establish a relationship between its Kompanets-Zel'dovich-Barenblatt solution $u(\xd,t), \xd\in \mathbb R^d,t>0$ and random flights. The time-rescaled version of $u(\xd,t)$ is the…
The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…
We consider first passage percolation on the Erd\H{o}s--R\'{e}nyi graph with $n$ vertices in which each pair of distinct vertices is connected independently by an edge with probability $\lambda/n$ for some $\lambda>1$. The edges of the…
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…
Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
This paper focuses on the study of existence and uniqueness of distributional and classical solutions to the Cauchy Boltzmann problem for the soft potential case assuming $S^{n-1}$ integrability of the angular part of the collision kernel…
This article discusses the modeling of perturbed potential temperature in an atmospheric boundary layer. We adopt a convection-diffusion model with specified initial and boundary conditions that resulted from simplifying the linearized…
We consider random instances of non-convex perceptron problems in the high-dimensional limit of a large number of examples $M$ and weights $N$, with finite load $\alpha = M/N$. We develop a formalism based on replica theory to predict the…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
Fox's H-function provide a unified and elegant framework to tackle several physical phenomena. We solve the space fractional diffusion equation on the real line equipped with a delta distribution initial condition and identify the…
We provide an exact formula for the mean first-passage time (MFPT) to a target at the origin for a single particle diffusing on a $d$-dimensional hypercubic {\em lattice} starting from a fixed initial position $\vec R_0$ and resetting to…
We investigate the motion of a suspended non-Brownian sphere past a fixed cylindrical or spherical obstacle in the limit of zero Reynolds number for arbitrary particle-obstacle aspect ratios. We consider both a suspended sphere moving in a…
We study the one-point probability distribution function (PDF) for matter density averaged over spherical cells. The leading part to the PDF is defined by spherical collapse dynamics, whereas the next-to-leading part comes from the…