Related papers: Transition functions of diffusion processes with t…
This work presents a detailed mathematical model combined with an innovative efficient numerical model to predict heat, air and moisture transfer through porous building materials. The model considers the transient effects of air transport…
We establish the global existence of weak solutions for a two-species cross-diffusion system, set on the 1-dimensional flat torus, in which the evolution of each species is governed by two mechanisms. The first of these is a diffusion which…
In this paper, we prove that the net of transition chain is $\delta$-dense for nearly integrable positive definite Hamiltonian systems with 3 degrees of freedom in the cusp-residual generic sense in $C^r$-topology, $r\ge 6$. The main…
We study the nature of the phase transition in the multifractal formalism of the harmonic measure of Diffusion Limited Aggregates (DLA). Contrary to previous work that relied on random walk simulations or ad-hoc models to estimate the low…
Let $X_{\alpha}=\{X_{\alpha}(t),t\in T\}$, $\alpha>0$, be an $\alpha$-permanental process with kernel $u(s,t)$. We show that $X^{1/2}_{\alpha}$ is a subgaussian process with respect to the metric $\sigma (s,t)=…
A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent…
This work is devoted to switching diffusions that have two components (a continuous component and a discrete component). Different from the so-called Markovian switching diffusions, in the setup, the discrete component (the switching)…
We numerically study the jamming transition of frictionless polydisperse spheres in three dimensions. We use an efficient thermalisation algorithm for the equilibrium hard sphere fluid and generate amorphous jammed packings over a range of…
Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving the stochastic differential equation $$dX_t = \nabla f(X_t) dt + \sqrt{2f (X_t)} dW_t, ~t \ge 0,$$ with $W_t$ a $d$-dimensional Brownian…
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…
It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function…
Diffusion models learn to reverse the progressive noising of a data distribution to create a generative model. However, the desired continuous nature of the noising process can be at odds with discrete data. To deal with this tension…
Given a doubly infinite sequence of positive numbers {c_k: k in Z} satisfying a LLN with limit A, we consider the nearest-neighbor simple exclusion process on Z where c_k is the probability rate of jumps between k and k+1. If A is infinite…
We consider single-file diffusion in an open system with two species $A,B$ of particles. At the boundaries we assume different reservoir densities which drive the system into a non-equilibrium steady state. As a model we use an…
Some problems related to the transition density u(t,x) of the diffusion on the Sierpinski gasket are considerd, based on recent rigorous results and detailed numerical calculations. The main contents are an extension of Flory's formula for…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…
The purpose of this paper is to investigate the distribution of zeros of entire functions which can be represented as the Fourier transforms of certain admissible kernels. The principal results bring to light the intimate connection between…
We study surface diffusion in the framework of a generalized Frenkel-Kontorova model with a nonconvex transverse degree of freedom. The model describes a lattice of atoms with a given concentration interacting by Morse-type forces, the…
We treat the change point problem in ergodic diffusion processes from discrete observations. Tonaki et al. (2020) proposed adaptive tests for detecting changes in the diffusion and drift parameters in ergodic diffusion models. When any…
Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…