Related papers: Benchmark solutions for transport in $d$-dimension…
The mass flux of a low-density granular binary mixture obtained previously by solving the Boltzmann equation by means of the Chapman-Enskog method is considered further. As in the elastic case, the associated transport coefficients $D$,…
This paper presents an iteration method for solving linear particle transport problems in binary stochastic mixtures. It is based on nonlinear projection approach. The method is defined by a hierarchy of equations consisting of the…
A new and rather broad class of stationary (i.e. stochastically translation invariant) random tessellations of the $d$-dimensional Euclidean space is introduced, which are called shape-driven nested Markov tessellations. Locally, these…
Information delivery using chemical molecules is an integral part of biology at multiple distance scales and has attracted recent interest in bioengineering and communication theory. Potential applications include cooperative networks with…
We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…
Non-invasive flow measurement techniques, such as particle tracking velocimetry, resolve 3D velocity fields by pairing tracer particle positions in successive time steps. These trajectories are crucial for evaluating physical quantities…
"Quantum trajectories" are solutions of stochastic differential equations also called Belavkin or Stochastic Schr\"odinger Equations. They describe random phenomena in quantum measurement theory. Two types of such equations are usually…
Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…
We derive new equations using the mixed-frame approach for one- and two-dimensional (axisymmetric) time-dependent radiation transport and the associated couplings with matter. Our formulation is multi-group and multi-angle and includes…
Optimization problems with stochastic dominance constraints provide a possibility to shape risk by selecting a benchmark random outcome with a desired distribution. The comparison of the relevant random outcomes to the respective benchmarks…
Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…
Light propagation in an infinite uniform turbid medium is treated as a Markov stochastic process of photons to provide an intuitive framework for photon migration. The macroscopic physical quantities of photon migration are shown to be…
We present two data-driven procedures to estimate the transition density of an homogeneous Markov chain. The first yields to a piecewise constant estimator on a suitable random partition. By using an Hellinger-type loss, we establish…
The linear Boltzmann equation describes the macroscopic transport of a gas of non-interacting point particles in low-density matter. It has wide-ranging applications, including neutron transport, radiative transfer, semiconductors and ocean…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…
We evaluate in this work the hydrodynamic transport coefficients of a granular binary mixture in $d$ dimensions. In order to eliminate the observed disagreement (for strong dissipation) between computer simulations and previously calculated…
The Boltzmann equation for inelastic Maxwell models is used to determine the Navier-Stokes transport coefficients of a granular binary mixture in $d$ dimensions. The Chapman-Enskog method is applied to solve the Boltzmann equation for…
In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…
During recent decades, there has been a substantial development in optimal mass transport theory and methods. In this work, we consider multi-marginal problems wherein only partial information of each marginal is available, which is a setup…