Related papers: Non Homogeneous Stochastic Diffusion on a Junction
The reversible A <-> B reaction-diffusion process, when species A and B are initially mixed and diffuse with different diffusion coefficients, is investigated using the boundary layer function method. It is assumed that the ratio of the…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
With a view to statistical inference for discretely observed diffusion models, we propose simple methods of simulating diffusion bridges, approximately and exactly. Diffusion bridge simulation plays a fundamental role in likelihood and…
We investigate the zero-bias behavior of Josephson junctions made of encapsulated graphene boron nitride heterostructures in the long ballistic junction regime. For temperatures down to 2.7K, the junctions appear non-hysteretic with respect…
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…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
Analysis of signal fluctuations of a locally fixed probe, caused by molecules diffusing under the probe, can be used to determine diffusion coefficients. Theoretical treatments so far have been limited to point-like particles or to…
In this note, we demonstrated for the first time that one can derive an expression for the effective diffusion coefficient, equal to the Lifson-Jackson formula, using a subsequent homogenization of the 1D reaction-diffusion-advection…
We present technical results required for the description and understanding of correlations and fluctuations of the empirical density and current as well as diverse time-integrated and time-averaged thermodynamic currents of diffusion…
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…
In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…
The problem of the diffusion evolution of a pore filled with molecular hydrogen in a spherical granule in a hydrogen medium is solved. The initial position of the pore is displaced relative to the center of the granule. A nonlinear system…
We prove the solvability of It\^o stochastic equations with uniformly nondegenerate, bounded, measurable diffusion and drift in $L_{d+1}(\mathbb{R}^{d+1})$. Actually, the powers of summability of the drift in $x$ and $t$ could be different.…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
We study the Boltzmann equation for a space-homogeneous gas of inelastic hard spheres, with a diffusive term representing a random background forcing. Under the assumption that the initial datum is a nonnegative $L^2$ function, with bounded…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
We consider a problem of identification of point sources in time dependent advection-diffusion systems with a non-linear reaction term. The linear counterpart of the problem in question can be reduced to solving a system of non-linear…
One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…
Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…
We establish the representation of general regular diffusions on star-shaped graphs as time-changed Walsh Brownian motions. These are regular continuous Markov processes described locally by a family generalized second order differential…