Related papers: Convergence and Stationary Distributions for Walsh…
The foundations of the fractional diffusion equation are investigated based on coupled and decoupled continuous time random walks (CTRW). For this aim we find an exact solution of the decoupled CTRW, in terms of an infinite sum of stable…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
We study the motion of a particle sliding under the action of an external field on a stochastically fluctuating one-dimensional Edwards-Wilkinson surface. Numerical simulations using the single-step model shows that the mean-square…
Given a random variable $F$ regular enough in the sense of the Malliavin calculus, we are able to measure the distance between its law and almost any continuous probability law on the real line. The bounds are given in terms of the…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
We study approximations of reflected It\^o diffusions on convex subsets $D$ of $\Rd$ by solutions of stochastic differential equations with penalization terms. We assume that the diffusion coefficients are merely measurable (possibly…
The variation of polarization distribution of reflected beam at specular interface and far field caused by spin separation has been studied. Due to the diffraction effect, we find a distinct difference of light polarization at the two…
The drift and diffusion of a cloud of ions in a fluid are distorted by an inhomogeneous electric field. If the electric field carries the center of the distribution in a straight line and the field configuration is suitably symmetric, the…
The theory of nonlinear diffraction of intensive light beams propagating through photorefractive media is developed. Diffraction occurs on a reflecting wire embedded in the nonlinear medium at relatively small angle with respect to the…
In this work, a mode of convergence for measurable functions is introduced. A related notion of Cauchy sequence is given and it is proved that this notion of convergence is complete in the sense that Cauchy sequences converge. Moreover, the…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
Scattering of electrons from chiral spin textures such as the skyrmions is an emerging research area due to its richness in topological quantum transport, which is significant for spintronic devices. We study the dynamical process of…
Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…
A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…
In this paper we revisit the issue of the propagation of warps in thin and viscous accretion discs. In this regime warps are know to propagate diffusively, with a diffusion coefficient approximately inversely proportional to the disc…
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…
We prove the convergence of the law of grid-valued random walks, which can be seen as time-space Markov chains, to the law of a general diffusion process. This includes processes with sticky features, reflecting or absorbing boundaries and…
Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…
We study the behaviour of the solutions of the stationary diffusion equation as a function of a possibly rough ($L^{\infty}$-) diffusivity. This includes the boundary behaviour of the solution maps, associating to each diffusivity the…
It is well-known that the law of a one-dimensional diffusion on natural scale is fully characterized by its speed measure. C. Stone proved a continuous dependence of diffusions on their speed measures. In this paper we establish the…