Related papers: Non Homogeneous Stochastic Diffusion on a Junction
Diffusion over a network refers to the phenomenon of a change of state of a cross-sectional unit in one period leading to a change of state of its neighbors in the network in the next period. One may estimate or test for diffusion by…
We study diffusion in a network which is governed by non-autonomous Kirchhoff conditions at the vertices of the graph. Also the diffusion coefficients may depend on time. We prove at first a result on existence and uniqueness using form…
We investigate stochastic reaction-diffusion equations on finite metric graphs. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given. The vertex conditions are the standard…
A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…
A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…
Consider the random graph on $n$ vertices $1, ..., n$. Each vertex $i$ is assigned a type $X_i$ with $X_1, ..., X_n$ being independent identically distributed as a nonnegative discrete random variable $X$. We assume that ${\bf E}…
Collective diffusion coefficient in a two-dimensional lattice gas on a nonhomogeneous substrate is investigated using variational approach. Particles reside at adsorption sites with different well depths potentials and jump randomly between…
In this note, we present a version of Hoeffding's inequality in a continuous-time setting, where the data stream comes from a uniformly ergodic diffusion process. Similar to the well-studied case of Hoeffding's inequality for discrete-time…
Percolation theory has been largely used in the study of structural properties of complex networks such as the robustness, with remarkable results. Nevertheless, a purely topological description is not sufficient for a correct…
We analyze the phase diffusion, quantum fluctuations and their spectral features of an one-dimensional Bose-Josephson junction (BJJ) coupled to a bosonic heat bath. We show the dependence of the phase diffusion coefficient on the on-site…
In this article we consider a family of real-valued diffusion processes on the time interval $[0,1]$ indexed by their prescribed initial value $x \in \mathbb{R}$ and another point in space, $y \in \mathbb{R}$. We first present an…
The paper presents an analytical theory quantitatively describing the heterogeneous combustion of nonvolatile (metal) particles in the diffusion-limited regime. It is assumed that the particle is suspended in an unconfined, isobaric,…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
In this paper we study a storage process or a liquid queue in which the input process is the local time of a positively recurrent stationary diffusion in stationary state and the potential output takes place with a constant deterministic…
Consider a one dimensional diffusion process on the diffusion interval $I$ originated in $x_0\in I$. Let $a(t)$ and $b(t)$ be two continuous functions of $t$, $t>t_0$ with bounded derivatives and with $a(t)<b(t)$ and $a(t),b(t)\in I$,…
In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…
Diffusion processes are fundamental in modelling stochastic dynamics in natural sciences. Recently, simulating such processes on complicated geometries has found applications for example in biology, where toroidal data arises naturally when…
Consider a diffusion process X, solution of a time-homogeneous stochastic differential equation. We assume that the diffusion process X is observed at discrete times, at high frequency, which means that the time step tends toward zero. In…
An investigation of the effect of surface diffusion in random deposition model is made by analytical methods and reasoning. For any given site, the extent to which a particle can diffuse is decided by the morphology in the immediate…