Related papers: Change of drift in one-dimensional diffusions
In dissipative dynamical systems phase space volumes contract, on average. Therefore, the invariant measure on the attractor is singular with respect to the Lebesgue measure. As noted by Ruelle, a generic perturbation pushes the state out…
We consider a diffusion processes $\{ X_t \}$ on an interval in the natural scale. Some results are known under which $\{ X_t \}$ is a martingale, and we give simple and analytic proofs for them.
The diffusion in two dimensions of non-interacting active particles that follow an arbitrary motility pattern is considered for analysis. Accordingly, the transport equation is generalized to take into account an arbitrary distribution of…
In spin-lattice models with order parameter conserved, we generalize the idea of spin diffusion incorporating a variety factors as possible driving forces, including the external field and the temperature. The Kawasaki dynamics in the…
One-point time-series measurements limit the observation of three-dimensional fully developed turbulence to one dimension. For one-dimensional models, like multiplicative branching processes, this implies that the energy flux from large to…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
In this note we consider a family of nonlinear (conditional) expectations that can be understood as a multidimensional diffusion with uncertain drift and certain volatility. Here, the drift is prescribed by a set-valued function that…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
The transport of slightly deformable chiral objects in a uniform shear flow is investigated. Depending on the equilibrium configuration one finds up to four different asymptotic states that can be distinguished by a lateral drift velocity…
A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…
We study the isothermal Brownian dynamics of a particle in a system with spatially varying diffusivity. Due to the heterogeneity of the system, the particle's mean displacement does not vanish even if it does not experience any physical…
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…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
Data taken from observations of the natural world or laboratory measurements often depend on parameters which can vary in unexpected ways. In this paper we demonstrate how machine learning can be leveraged to detect changes in global…
The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…
In this work we investigate symmetry breaking in the presence of a turbulent environment. The transition from a symmetric state to a symmetry-breaking state is demonstrated using two examples: (i) the transition of a two-dimensional flow to…
For a $d$-dimensional stochastic process $(S_n)_{n=0}^N$ we obtain criteria for the existence of an equivalent martingale measure, whose density $z$, up to a normalizing constant, is bounded from below by a given random variable $f$. We…
We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…
We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…
The mass transfer of interstitial impurities in a crystalline lattice under the influence of the fast-moving deformation disturbance of the type of a shock wave is considered. The velocity of the movement of the disturbance is supposed to…