Related papers: Asymptotics for time-changed diffusions
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
We explain a discontinuous drop in the exponential growth rate for certain multivariate generating functions at a critical parameter value, in even dimensions d at least 4. This result depends on computations in the homology of the…
Predicting counterfactual distributions in complex dynamical systems is essential for scientific modeling and decision-making in domains such as public health and medicine. However, existing methods often rely on point estimates or purely…
A survey is given on asymptotic diffusion coefficients of particles in lattices with random transition rates. Exact and approximate results for single particles are reviewed. A recent exact expression in $d = 1$ which includes occupation…
This paper deals with the energy transport properties of charged particles with time-dependent damping force. Based on the proposed nonlinear dimensionless mapping,the stability and dynamical evolution of the particle system is analyzed…
In this paper an asymptotic homogenization method for the analysis of composite materials with periodic microstructure in presence of thermodiffusion is described. Appropriate down-scaling relations correlating the microscopic fields to the…
In this article, we obtain a functional CLT for a class of degenerate diffusion processes with periodic coefficients, thus generalizing the already classical results in the context of uniformly elliptic diffusions. As an application, we…
We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…
In this study, we consider a linearized compressible flow structure interaction PDE model for which the interaction interface is under the effect of material derivative term. While the linearization takes place around a constant pressure…
This paper is a survey of recent contributions on estimation in stochastic differential equations with mixed-effects. These models involve N stochastic differential equations with common drift and diffusion functions but random parameters…
We consider a reaction-diffusion system which may serve as a model for a ferment catalytic reaction in chemistry. The model consists of a system of reaction diffusion equations with unbounded time dependent coefficients and different…
Spatiotemporal disorder has been recently associated to the occurrence of anomalous nonergodic diffusion of molecular components in biological systems, but the underlying microscopic mechanism is still unclear. We introduce a model in which…
We study a nonlinear pseudodifferential equation describing the dynamics of dislocations. The long time asymptotics of solutions is described by the self-similar profiles.
We study nanomechanical resonators with frequency fluctuations due to diffusion of absorbed particles. The diffusion depends on the vibration amplitude through inertial effect. We find that, if the diffusion coefficient is sufficiently…
We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical…
We investigate the moment estimation for an ergodic diffusion process with unknown trend coefficient. We consider nonparametric and parametric estimation. In each case, we present a lower bound for the risk and then construct an…
Excitable waves arise in many spatially-extended systems of either biological, chemical, or physical nature due to the interplay between local reaction and diffusion processes. Here we demonstrate that similar phenomena are encoded in the…
Discontinuous time derivatives are used to model threshold-dependent switching in such diverse applications as dry friction, electronic control, and biological growth. In a continuous flow, a discon- tinuous derivative can generate multiple…
In this paper we present an efficient numerical approach based on the Renormalization Group method for the computation of self-similar dynamics. The latter arise, for instance, as the long-time asymptotic behavior of solutions to nonlinear…
In this paper a semilinear elliptic PDE with rapidly oscillating coefficients is homogenized. The novetly of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some portion of…