Related papers: Probability distribution function for reorientatio…
The variety of bi-confluent Heun potentials for a stationary relativistic wave equation for a spinless particle is presented. The physical potentials and energy spectrum of this wave equation are related to those for a corresponding…
We establish in this article spreading properties for the solutions of equations of the type $\partial$ t u -- a(x)$\partial$ xx u -- q(x)$\partial$ x u = f (x, u), where a, q, f are only assumed to be uniformly continuous and bounded in x,…
Relaxation properties (specifically time-rates) of the Smoluchowski diffusion process on a line, in a confining potential $ U(x) \sim x^m$, $m=2n \geq 2$, can be spectrally quantified by means of the affiliated Schr\"{o}dinger semigroup…
In this article, we solve the Duffin-Kemmer-Petiau (DKP) equation in the presence of the Woods-Saxon potential barrier and well for spin-one particles. We derive the scattering solution in terms of the Gaussian hypergeometric function…
We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a…
Discrete Bayesian nonparametric models whose expectation is a convex linear combination of a point mass at some point of the support and a diffuse probability distribution allow to incorporate strong prior information, while still being…
We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…
In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…
We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…
We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical…
We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…
Bayesian inference for models with intractable likelihood functions represents a challenging suite of problems in modern statistics. In this work we analyse the Conway-Maxwell-Poisson (COM-Poisson) distribution, a two parameter…
We study a recently proposed equation for the avalanche distribution in the Bak-Sneppen model. We demonstrate that this equation indirectly relates $\tau$,the exponent for the power law distribution of avalanche sizes, to $D$, the fractal…
We consider spatially two dimensional Madelung fluid whose irrotational motion reduces into the Schr\"odinger equation for a single free particle. In this respect, we regard the former as a direct generalization of the latter, allowing a…
Diffusion processes on trees are commonly used in evolutionary biology to model the joint distribution of continuous traits, such as body mass, across species. Estimating the parameters of such processes from tip values presents challenges…
A solution is developed for a convection-diffusion equation describing chemical transport with sorption, decay, and production. The problem is formulated in a finite domain where the appropriate conservation law yields Robin conditions at…
We propose an analytical method for understanding the problem of multi-channel electron transfer reaction in solution, modeled by a particle undergoing diffusive motion under the influence of one donor and several acceptor potentials. The…
An equation describing subdiffusion with possible immobilization of particles is derived by means of the continuous time random walk model. The equation contains a fractional time derivative of Riemann--Liouville type which is a…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…