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We propose boundary conditions for the diffusion equation that maintain the initial mean and the total mass of a discrete data sample in the density estimation process. A complete study of this framework with numerical experiments using the…
Here we build some effective boundary conditions to be used in numerical calculations in order to avoid the thin meshing usually required in problems involving Hartmann layers near a locally plane wall. Wall model are provided for both…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
We present an analytical study of the time dependent diffusion coefficient in a dilute suspension of spheres with partially absorbing boundary condition. Following Kirkpatrick (J. Chem. Phys. 76, 4255) we obtain a perturbative expansion for…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu(dx):=e^{V(x)} d x$ is a probability measure, and let $X_t$ be the diffusion process generated by…
Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…
We use the hyperbolic subdiffusion equation with fractional time derivatives (the generalized Cattaneo equation) to study the transport process of electrolytes in media where subdiffusion occurs. In this model the flux is delayed in a…
This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…
In this paper, we consider the direct and inverse problem for time-fractional diffusion in a domain with an impenetrable subregion. Here we assume that on the boundary of the subregion the solution satisfies a generalized impedance boundary…
Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species (e.g. enzymes). Such reaction-diffusion processes can be mathematically modelled using either deterministic…
The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…
This article discusses the modeling of perturbed potential temperature in an atmospheric boundary layer. We adopt a convection-diffusion model with specified initial and boundary conditions that resulted from simplifying the linearized…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
We establish, in general terms, the conditions to be satisfied by a time-fractional approach formulation of the Poisson-Nernst-Planck model in order to guarantee that the total current across the sample be solenoidal, as required by the…
A boundary value problem, which could represent a transcendent temperature conduction problem with evaporation in a part of the boundary, was studied to determine unknown thermophysical parameters, which can be constants or time dependent…
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…
We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $\alpha\in(0,1)$ in time and zero initial data. We derive a…
We derive an analytical expression for the transition path time (TPT) distribution for a one-dimensional particle crossing a parabolic barrier. The solution is expressed in terms of the eigenfunctions and eigenvalues of the associated…