Related papers: On Absolute Continuity and Singularity of Multidim…
This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…
The problem of the molecular diffusion in a biphasic fluid mixture is studied here from the two complementary points of view of Continuum Mechanics - in a somewhat different manner from Truesdell in "Mechanical basis of diffusion" (J. Chem.…
We apply the Law of Total Probability to the construction of scale-invariant probability distribution functions (pdfs), and require that probability measures be dimensionless and unitless under a continuous change of scales. If the…
In this paper, we study local uniform continuity of nonnegative weak solutions to degenerate diffusion-drift equations in the form \[ u_{t} = \Delta u^{m} + \nabla\cdot \left( B (x,t) \, u\right), \quad \text{for } m \geq 1 \] assuming a…
The rigorous analytical calculation of the diffusion coefficient is performed for the chaotic motion of a particle in a set of longitudinal waves with random phases and large amplitudes (~ A). A first step proves the existence of a…
We present a proof for the existence and uniqueness of weak solutions for a cut-off and non cut-off model of non-linear diffusion equation in finite-dimensional space RD useful for modelling flows on porous medium with saturation, turbulent…
Longstanding problems regarding the causality of the diffusion equation are resolved through a class of exact solutions. A universal differential solution for diffusive processes is derived that is causal and exact at any analytic point in…
This paper is devoted to existence and uniqueness results for classes of nonlinear diffusion equations (or systems) which may be viewed as regular perturbations of Wasserstein gradient flows. First, in the case. where the drift is a…
We have studied the persistence probability $p(t)$ of an active Brownian particle with shape asymmetry in two dimensions. The persistence probability is defined as the the probability of a stochastic variable that has not changed it's sign…
The aim of this paper is to present a streamlined and fully three-dimensional version of the quasicontinuum (QC) theory of Tadmor et al. and to analyze its accuracy and convergence characteristics. Specifically, we assess the effect of the…
This paper extends and clarifies results of Steinsaltz and Evans [Trans. Amer. Math. Soc. 359 (2007) 1285-1234], which found conditions for convergence of a killed one-dimensional diffusion conditioned on survival, to a quasistationary…
Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…
We present regularity results for nonlinear drift-diffusion equations of porous medium type (together with their incompressible limit). We relax the assumptions imposed on the drift term with respect to previous results and additionally…
Parametric regularity of discretizations of flux vector fields satisfying a balance law is studied under some assumptions on a random parameter that links the flux with an unknown primal variable (often through a constitutive law). In the…
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…
Quasi-rigidity means that one builds a theory for assemblies of grains under a slowly changing external load by using the deformation of those grains as a small parameter. Is quasi-rigidity a complete theory for these granular assemblies?…
We prove existence and uniqueness of the branch of the so-called \emph{anomalous eternal solutions} in exponential self-similar form for the subcritical fast-diffusion equation with a weighted reaction term $$ \partial_tu=\Delta…
We introduce two discrete models of a collection of colliding particles with stored momentum and study the asymptotic growth of the mean-square displacement of an active particle. We prove that the models are superdiffusive in one dimension…
Banakh and Bazylevych introduced separation-axiom variants $\mathfrak q_i$, for $i=1,2,2\frac{1}{2}$, of the cardinal $\mathfrak q$, together with a cardinal $\mathfrak{adp}$ lying between $\mathfrak{dp}$ and $\mathfrak{ap}$. They asked…
We point out that particles accelerated in a non-relativistic shock of compression ratio $r$ attain the standard, $p=(r+2)/(r-1)$ spectral index only under certain conditions. Previous derivations of the spectrum, based on the…