Related papers: Probability distribution function for reorientatio…
We investigate the single-point probability density function of the velocity in three-dimensional stationary and decaying homogeneous isotropic turbulence. To this end we apply the statistical framework of the Lundgren-Monin-Novikov…
In this paper we consider two classes of resonant Hamiltonian PDEs on the circle with non-convex (respect to actions) first order resonant Hamiltonian. We show that, for appropriate choices of the nonlinearities we can find time-independent…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
We propose an analytical method for solving the problem of electronic relaxation in solution in time domain, modelled by a particle undergoing diffusion under the influence of two coupled potentials. The coupling between the two potentials…
Diffusion behavior of Brownian particles in confined spaces was studied for the displacements notably shorter than the confinement size. The confinements, resembling structure of porous solids, were modeled using a spatially-varying…
A photon entering a scattering medium executes a three-dimensional random walk determined by the Henyey-Greenstein phase function. The photon either reaches the boundary for a first passage or is absorbed. Projecting the walk onto the axial…
We study the transportation problem on the unit sphere $S^{n-1}$ for symmetric probability measures and the cost function $c(x,y) = \log \frac{1}{\langle x, y \rangle}$. We calculate the variation of the corresponding Kantorovich functional…
Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…
We find pairs of solutions to a differential equation which is obtained as a special limit of a generalized spheroidal wave equation (this is also known as confluent Heun equation). One solution in each pair is given by a series of…
We deal with the Cauchy problem for the space-time fractional diffusion-wave equation, which is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in…
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…
Dispersion of a passive scalar from concentrated sources in fully developed turbulent channel flow is studied with the probability density function (PDF) method. The joint PDF of velocity, turbulent frequency and scalar concentration is…
By using stochastic analysis, two probability versions of Li-Yau type inequalities are established for diffusion semigroups on a manifold possibly with (non-convex) boundary. The inequalities are explicitly given by the Bakry-Emery…
We study the limiting probability distribution of the homogenization error for second order elliptic equations in divergence form with highly oscillatory periodic conductivity coefficients and highly oscillatory stochastic potential. The…
We present an exact calculation of the mean first-passage time to a target on the surface of a 2D or 3D spherical domain, for a molecule alternating phases of surface diffusion on the domain boundary and phases of bulk diffusion. We…
This paper develops a method for solving free boundary problems for time-homogeneous diffusions. We combine the complete exponential system of solutions for the heat equation, transmutation operators and recently discovered Neumann series…
We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are no more uniformly convex. Proof is…
We study the uniqueness, existence, and properties of bounded distributional solutions of the initial value problem problem for the anomalous diffusion equation $\partial_tu-\mathcal{L}^\mu [\varphi (u)]=0$. Here $\mathcal{L}^\mu$ can be…
We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…
We investigate the role of deformation on the fusion probability around the barrier using the Time-Dependent Hartree-Fock theory with a full Skyrme force. We obtain a distribution of fusion probabilities around the nominal barrier due to…