Related papers: Non Homogeneous Stochastic Diffusion on a Junction
We consider a diffusion $(\xi_t)_{t\ge 0}$ with some $T$-periodic time dependent input term contained in the drift: under an unknown parameter $\vth\in\Theta$, some discontinuity - an additional periodic signal - occurs at times…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
We investigate the convergence of hitting times for jump-diffusion processes. Specifically, we study a sequence of stochastic differential equations with jumps. Under reasonable assumptions, we establish the convergence of solutions to the…
Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…
Thermophoresis (thermodiffusion, Soret effect) moves molecules along thermal gradients. We measure its phenomenological linear drift relation by single particle tracking in convection-free settings. For moderate thermal gradients, drift…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
In this paper, we study the time-fractional diffusion equation on a metric star graph. The existence and uniqueness of the weak solution are investigated and the proof is based on eigenfunction expansions. Some priori estimates and…
In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…
We consider the motion of a test particle in a one-dimensional system of equal-mass point particles. The test particle plays the role of a microscopic "piston" that separates two hard-point gases with different concentrations and arbitrary…
In this paper I describe a specialized algorithm for anisotropic diffusion determined by a field of transition rates. The algorithm can be used to describe some interesting forms of diffusion that occur in the study of proton motion in a…
The nonlinear boson diffusion equation is taken as a basis to account for the fast thermalization of gluons in the initial stages of relativistic heavy-ion collisions. For constant drift and diffusion coefficients with schematic initial…
We investigate a stochastic process consisting of a two-dimensional particle with anisotropic diffusion, mortality rate and a drift velocity, in the presence of an absorbing boundary. After the particle has encountered the boundary, the…
The diffusion coefficient of single particles in the presence of Ehrlich-Schwoebel barriers (ESB)is considered. An exact expression is given for the diffusion coefficient on linear chains with random arrangements of ESB. The results are…
We investigate the long-time evolution of branching diffusion processes (starting with a finite number of particles) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. In the…
We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…
This article is devoted to the simultaneous resolution of three inverse problems, among the most important formulation of inverse problems for partial differential equations, stated for some class of diffusion equations from a single…
In this paper we study a convection-diffusion equation on a star-shaped graph composed by $n$ incoming edges and $m$ outgoing edges with a nonlinearity $f\in C^1(\rr)$ satisfying some additional general conditions. First, we prove the…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
By considering any one-dimensional time-homogeneous solvable diffusion process,this paper develops a complete analytical framework for computing the distribution of the last hitting time, to any level, and its joint distribution with the…