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In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
In this paper we numerically investigate the influence of dissipation during particle collisions in an homogeneous turbulent velocity field by coupling a discrete element method to a Lattice-Boltzmann simulation with spectral forcing. We…
Understanding turbulent transport of charged particles in magnetized plasmas often requires a model for the description of random variations in the particle's pitch angle. The Fokker-Planck coefficient of pitch-angle scattering, which is…
Convection-diffusion equation is used to describe particle migration process in many fields, while it is proposed based on the empirical Fick's law. In this paper, with the help of the percolation model, we theoretically investigate the…
The diffusive motion of charged particles in synthetic magnetic turbulence with different properties is investigated by using numerical simulations with unprecedented dynamical range, which allow us to ensure that both the inertial range…
Explicit analytical expressions for the drag and diffusion coefficients of a spherical particle attached to the interface between two immiscible fluids are constructed for the case of a small viscosity ratio between the fluid phases. The…
The analytical theory of diffusive cosmic ray acceleration at parallel stationary shock waves with magnetostatic turbulence is generalized to arbitrary shock speeds $V_s=\beta_1c$, including in particular relativistic speeds. This is…
One of the most enigmatic science question concerning inertial particle transport by a turbulent boundary layer flow is the value of the turbulent Schmidt number as the ratio of particle diffusivity and turbulent eddy viscosity. Using…
The problem of diffusion in a porous medium with a spatially varying porosity is considered. The particular microstructure analyzed comprises a collection of impenetrable spheres, though the methods developed are general. Two different…
Energetic particle transport in a finite amplitude magnetosonic and Alfvenic turbulence is considered using Monte Carlo particle simulations, which involve an integration of particle equation of motion. We show that in a low-Betha plasma…
The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…
Diffusion Monte Carlo (DMC) is one of the most accurate techniques available for calculating the electronic properties of molecules and materials, yet it often remains a challenge to economically compute forces using this technique. As a…
Time course measurement of single molecules on a cell surface provides detailed information on the dynamics of the molecules, which is otherwise inaccessible. To extract the quantitative information, single particle tracking (SPT) is…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…
An open source software package for simulating thermal neutron propagation in geometry is presented. In this system, neutron propagation can be treated by either the particle transport method or the ray-tracing method. Supported by an…
We provide a both qualitative and quantitative comparison among different approaches aimed to solve the problem of non-linear diffusive acceleration of particles at shocks. In particular, we show that state-of-the-art models (numerical,…
Diffusion of chemicals or tracer molecules through complex systems containing irregularly shaped channels is important in many applications. Most theoretical studies based on the famed Fick-Jacobs equation focus on the idealised case of…