Related papers: General form of DMPK equation
"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…
It is the purpose of the present article to show that so-called network models, originally designed to describe static properties of disordered electronic systems, can be easily generalized to quantum-{\em dynamical} models, which then…
A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…
General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In such a model, data sparsity and measurement errors are often…
We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…
A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…
We solve the Chapman-Kolmogorov equation and study the exact splitting probabilities of the general stochastic process which describes polymer translocation through membrane pores within the broad class of Markov chains. Transition…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
We study generalized diffusion-wave equation in which the second order time derivative is replaced by integro-differential operator. It yields time fractional and distributed order time fractional diffusion-wave equations as particular…
General dynamical transport of classical particles in disordered quasi-1D samples is viewed in the framework of scattering approach. Simple equation for the transfer-matrix is obtained within this unified picture. In the case of diffusive…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
By utilizing the perfectly matched layer (PML) and source transfer techniques, the diagonal sweeping domain decomposition method (DDM) was recently developed for solving the high-frequency Helmholtz equation in $\mathbb{R}^n$, which uses…
In this paper, we introduce and study the quadratic-phase Dunkl transform, a novel integral transform on the real line parameterized by five real numbers $(a, b, c, d, e)$ and a multiplicity parameter $\mu\geq -1/2$. We define the transform…
Inspired by random walk on graphs, diffusion map (DM) is a class of unsupervised machine learning that offers automatic identification of low-dimensional data structure hidden in a high-dimensional dataset. In recent years, among its many…
In the present paper, a simplified two-dimensional magnetic recording (TDMR) channel model is proposed in order to capture the qualitative features of writing and read-back processes of TDMR systems.The proposed channel model incorporates…
Denoising Diffusion Probabilistic Models (DDPMs) are a very popular class of deep generative model that have been successfully applied to a diverse range of problems including image and video generation, protein and material synthesis,…
The transfer function $T(k)$ of dark matter (DM) perturbations during matter domination is obtained by solving the collisionless Boltzmann-Vlasov equation. We find an \emph{exact} expression for $T(k)$ for \emph{arbitrary} distribution…
The chemical diffusion master equation (CDME) describes the probabilistic dynamics of reaction--diffusion systems at the molecular level [del Razo et al., Lett. Math. Phys. 112:49, 2022]; it can be considered the master equation for…
The analysis of many problems of interest associated with Markov chains, e.g. stationary distributions, moments of first passage time distributions and moments of occupation time random variables, involves the solution of a system of linear…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…