Related papers: Double diffusivity model under stochastic forcing
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
The possibility of different interpretations of the stochastic term (or calculi) in the overdamped Langevin equation for the motion of a particle in an inhomogeneous medium is often referred to as the "Ito--Stratonovich dilemma," although…
Gillis model, introduced more than 60 years ago, is a non-homogeneous random walk with a position dependent drift. Though parsimoniously cited both in the physical and mathematical literature, it provides one of the very few examples of a…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
Since its introduction, some sixty years ago, the Montroll-Weiss continuous time random walk has found numerous applications due its ease of use and ability to describe both regular and anomalous diffusion. Yet, despite its broad…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…
Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…
Metastable condensed matter typically fluctuates about local energy minima at the femtosecond time scale before transitioning between local minima after nanoseconds or microseconds. This vast scale separation limits the applicability of…
The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…
The first paper of this series [J. Chem. Phys. 158, 034103 (2023)] demonstrated that excess entropy scaling holds for both fine-grained and corresponding coarse-grained (CG) systems. Despite its universality, a more exact determination of…
Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…
Double porosity models for the liquid filtration in a naturally fractured reservoir is derived from the homogenization theory. The governing equations on the microscopic level consist of the stationary Stokes system for an incompressible…
We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual…
Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In…
In this paper, we propose a new probability distribution function which accurately describes turbulence-induced fading under a wide range of turbulence conditions. The proposed model, termed Double Generalized Gamma (Double GG), is based on…
We introduce a diffuse interface model describing the evolution of a mixture of two different viscous incompressible fluids of equal density. The main novelty of the present contribution consists in the fact that the effects of temperature…
Let $\alpha=1/2$, $\theta>-1/2$, and $\nu_0$ be a probability measure on a type space $S$. In this paper, we investigate the stochastic dynamic model for the two-parameter Dirichlet process $\Pi_{\alpha,\theta,\nu_0}$. If $S=\mathbb{N}$, we…
The interdiffusion of a solvent into a polymer melt has been studied using large scale molecular dynamics and Monte Carlo simulation techniques. The solvent concentration profile and weight gain by the polymer have been measured as a…