Related papers: Change of drift in one-dimensional diffusions
We show the existence of drifting orbits for certain perturbations of non-convex Hamiltonian systems with several degrees of freedom. These orbits remain in the vicinity of resonant surfaces where the action variables can undergo changes…
We introduce a three-dimensional model for jamming and glasses, and prove that the fraction of frozen particles is discontinuous at the directed-percolation critical density. In agreement with the accepted scenario for jamming- and…
The diffusion of a system of ferromagnetic dipoles confined in a quasi-one-dimensional parabolic trap is studied using Brownian dynamics simulations. We show that the dynamics of the system is tunable by an in-plane external homogeneous…
The possibility of hydrodynamic diffusion in a model of grease ice stirred by the velocity field of a gravity wave is explored. It is argued that mechanical interactions among ice crystals can induce disturbances in the fluid velocity - in…
The overdamped dynamics of a charged particle driven by an uniform electric field through a random sequence of scatterers in one dimension is investigated. Analytic expressions of the mean velocity and of the velocity power spectrum are…
The notion of concept drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time; as a consequence machine learning models may become inaccurate and need adjustment. Many unsupervised…
We consider the stationary state of a fluid comprised of inelastic hard spheres or disks under the influence of a random, momentum-conserving external force. Starting from the microscopic description of the dynamics, we derive a nonlinear…
The stochastic exponential $Z_t=\exp\{M_t-M_0-(1/2) <M,M>_t\}$ of a continuous local martingale $M$ is itself a continuous local martingale. We give a necessary and sufficient condition for the process $Z$ to be a true martingale in the…
We study a nonlinear quenching of turbulent magnetic diffusion and effective drift velocity of large-scale magnetic field in a developed two-dimensional MHD turbulence at large magnetic Reynolds numbers. We show that transport of the…
Standard jump-diffusion models assume independence between jumps and diffusion components. We develop a multi-type jump-diffusion model where jump occurrence and magnitude depend on contemporaneous diffusion movements. Unlike previous…
In this paper we study the properties of the Lasso estimator of the drift component in the diffusion setting. More specifically, we consider a multivariate parametric diffusion model $X$ observed continuously over the interval $[0,T]$ and…
Two-dimensional magnetic garnets exhibit complex and fascinating magnetic domain structures, like stripes, labyrinths, cells and mixed states of stripes and cells. These patterns do change in a reversible way when the intensity of an…
The aim of the study is to compare the standard Maxwell-Stefan model of diffusion with the higher-order one recently derived. This higher-order model takes into account the influence of the complete pressure tensor. A numerical scheme is…
In this paper we derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval, conditioned on the terminal state. The conditioning can be with respect to a fixed point…
We consider diffusive lattice gases on a ring and analyze the stability of their density profiles conditionally to a current deviation. Depending on the current, one observes a phase transition between a regime where the density remains…
A modified version of the Ginzburg-Landau equation is introduced which accounts for asymmetric couplings between neighbors sites on a one-dimensional lattice, with periodic boundary conditions. The drift term which reflects the imposed…
The notion of concept drift refers to the phenomenon that the distribution generating the observed data changes over time. If drift is present, machine learning models can become inaccurate and need adjustment. While there do exist methods…
We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…
In this work we investigate an inverse problem of identifying a spatially variable order in the one-dimensional subdiffusion model from the boundary flux measurement. The model involves a generalized Caputo derivative in time, and arises in…
In this paper we study nonnegative, measure valued solutions of the initial value problem for one-dimensional drift-diffusion equations when the nonlinear diffusion is governed by an increasing $C^1$ function $\beta$ with $\lim_{r\to…