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A class of parabolic cross-diffusion systems modeling the interaction of an arbitrary number of population species is analyzed in a bounded domain with no-flux boundary conditions. The equations are formally derived from a random-walk…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
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…
We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…
An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise to two different rescalings of the process; namely, a…
We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…
We show how to apply the macroscopic fluctuation theory (MFT) of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim to study the current fluctuations of diffusive systems with a step initial condition. We argue that one has to…
Fluid polyamorphism, the existence of multiple amorphous fluid states in a single-component system, has been observed or predicted in a variety of substances. A remarkable example of this phenomenon is the fluid-fluid phase transition in…
In this article we consider the estimation of static parameters for partially observed diffusion process with discrete-time observations over a fixed time interval. In particular, we assume that one must time-discretize the partially…
Let us consider a pair signal-observation ((xn,yn),n 0) where the unobserved signal (xn) is a Markov chain and the observed component is such that, given the whole sequence (xn), the random variables (yn) are independent and the conditional…
This study connects two methods for modeling reaction times (RTs) in choice tasks: (1) the first-hitting time of a simple diffusion model with a single barrier, representing the cognitive process leading to a response, and (2) Generalized…
A general derivation is proposed for several boundary conditions arisen in the lattice Boltzmann simulations of various physical problems. Pair-wise moment conservations are proposed to enforce the boundary conditions with given macroscopic…
Conditional image synthesis based on user-specified requirements is a key component in creating complex visual content. In recent years, diffusion-based generative modeling has become a highly effective way for conditional image synthesis,…
We discuss a class of diffusion-type partial differential equations on a bounded interval and discuss the possibility of replacing the boundary conditions by certain linear conditions on the moments of order 0 (the total mass) and of…
A general diffuse interface model with a realistic equation of state (e.g. Peng-Robinson equation of state) is proposed to describe the multi-component two-phase fluid flow based on the principles of the NVT-based framework which is a…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
The purpose of this communication is to discuss the simulation of a free surface compressible flow between two fluids, typically air and water. We use a two fluid model with the same velocity, pressure and temperature for both phases. In…
The reaction-diffusion system of Fitzhugh Nagumo is considered. The initial- boundary problems with Neumann and Dirichlet conditions are analyzed. By means of an equivalent semilinear integrodifferential equation which characterizes several…
In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…
The present article proposes a diffuse interface model for compressible multicomponent flows with transport phenomena of mass, momentum and energy (i.e., mass diffusion, viscous dissipation and heat conduction). The model is reduced from…