Related papers: Variational calculus for diffusions
In the context of an exactly soluble out of equilibrium (quenched) model, we study an extension of the fluctuation-dissipation relation. This involves a modified differential form of this relation, with an effective temperature which may…
The formulation of combinatorial differential forms, proposed by Forman for analysis of topological properties of discrete complexes, is extended by defining the operators required for analysis of physical processes dependent on scalar…
We research adaptive maximum likelihood-type estimation for an ergodic diffusion process where the observation is contaminated by noise. This methodology leads to the asymptotic independence of the estimators for the variance of observation…
We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…
In the recent paper by Bernardini et al. [J. Comput. Phys. 232 (2013), 1-6] the discrepancy in the performance of finite difference and spectral models for simulations of flows with a preferential direction of propagation was studied. In a…
The validity of Einstein's fluctuation-dissipation relation is discussed in respect to the type of relaxation in an isothermal system. The first model, presuming isothermic fluctuations, leads to the Einstein formula. The second model…
The spectral index $s$ of particles diffusively accelerated in a relativistic shock depends on the unknown angular diffusion function $\mathcal{D}$, which itself depends on the particle distribution function $f$ if acceleration is…
The circulation around any closed loop is a Lagrangian invariant for classical, smooth solutions of the incompressible Euler equations in any number of space dimensions. However, singular solutions relevant to turbulent flows need not…
The fundamental problem of calculus of variations is considered when solutions are differentiable curves on locally convex spaces. Such problems admit an extension of the Euler-Lagrange equations [Orlov 2002] for continuously normally…
We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
We study integrals of the form $\int_{\Omega}f\left( d\omega\right)$, where $1\leq k\leq n$, $f:\Lambda^{k}\rightarrow\mathbb{R}$ is continuous and $\omega$ is a $\left(k-1\right)$-form. We introduce the appropriate notions of convexity,…
In this paper we study generalized time-fractional diffusion equations on the Poincar\`e half plane $\mathbb{H}_2^+$. The time-fractional operators here considered are fractional derivatives of a function with respect to another function,…
We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
Entropy functions played a key role in the development of mathematical theory for hyperbolic conservation laws. The notion of entropy, which is intimately connected with symmetry, is an extension \emph{imposed} on nonlinear systems of…
The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…
We consider fractional diffusion equations and study the stability of the inverse problem of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at one point in…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…