Related papers: L{\'e}vy walks on finite intervals: A step beyond …
Estimation methods for the L\'{e}vy density of a L\'{e}vy process are developed under mild qualitative assumptions. A classical model selection approach made up of two steps is studied. The first step consists in the selection of a good…
We show that the Weyl (trace) anomaly gives rise to a new non-dissipative vector current in accelerated relativistic fluids. The anomaly uniquely fixes the second-order transport coefficient governing the coupling between the…
We study the thermal transport properties of the one dimensional Fermi-Pasta-Ulam model ($\beta$-type) with long-range interactions. The strength of the long-range interaction decreases with the (shortest) distance between the lattice sites…
Many physical and biological processes are modeled by "particles" undergoing L\'evy random walks. A feature of significant interest in these systems is the mean square displacement (MSD) of the particles. Long-time asymptotic approximations…
Let $X$ be a real valued L\'evy process that is in the domain of attraction of a stable law without centering with norming function $c.$ As an analogue of the random walk results in \cite{vw} and \cite{rad} we study the local behaviour of…
We quantitatively identify the origin of anomalous transport in a representative model of a heterogeneous system---tracer migration in the complex flow patterns of a lognormally distributed hydraulic conductivity ($K$) field. The transport,…
The main purpose of this chapter is to present some theoretical aspects of parametric estimation of L\'evy processes based on high-frequency sampling, with a focus on infinite activity pure-jump models. Asymptotics for several classes of…
Consider a standard ${\Lambda }$-coalescent that comes down from infinity. Such a coalescent starts from a configuration consisting of infinitely many blocks at time $0$, but its number of blocks $N_t$ is a finite random variable at each…
In this paper we consider finitary symmetric random walks on groups. We construct new possible asymptotics for the drift. We show that the drift can be very close to linear ant yet sublinear. We also give estimates for entropy growth of…
The L\'evy walk, a type of random walk characterized by linear step lengths that follow a power-law distribution, is observed in the migratory behaviors of various organisms, ranging from bacteria to humans. Notably, L\'evy walks with power…
The transport of platelets in blood is commonly assumed to obey an advection-diffusion equation. Here we propose a disruptive view, by showing that the random part of their velocity is governed by a fat-tailed probability distribution,…
We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…
Stokes perturbative solution of the nonlinear (boundary value dependent) surface gravity wave problem is known to provide results of reasonable accuracy to engineers in estimating the phase speed and amplitudes of such nonlinear waves. The…
The basic stationary buoyant flow in a vertical annular porous passage induced by a boundary temperature difference is investigated. The vertical cylindrical boundaries are considered both isothermal and permeable to external fluid…
In this paper we study the asymptotic behaviour of a nonlocal nonlinear parabolic equation governed by a parameter. After giving the existence of unique branch of solutions composed by stable solutions in stationary case, we gives for the…
We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…
We use the vorticity transportation equation as the start point--with the help of stream function for two-dimensional planar incompressible flows--to obtain exact solutions that characterize evolution and dynamics of the flows. These…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…