Related papers: Diffusions on a space of interval partitions: The …
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…
Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…
We analyze the evolution of the distribution, both in the phase space and in the physical space, of inertial particles released by a spatially-localized (punctual) source and advected by an incompressible flow. The difference in mass…
We implement a well-established concept to consider dispersion effects within a Poisson-Boltzmann approach of continuum solvation of proteins. The theoretical framework is particularly suited for boundary element methods. Free parameters…
Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In…
Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…
Let $\alpha=1/2$, $\theta>-1/2$, and $\nu_0$ be a probability measure on a type space $S$. In this paper, we investigate the stochastic dynamic model for the two-parameter Dirichlet process $\Pi_{\alpha,\theta,\nu_0}$. If $S=\mathbb{N}$, we…
The Wright-Fisher diffusion is a fundamentally important model of evolution encompassing genetic drift, mutation, and natural selection. Suppose you want to infer the parameters associated with these processes from an observed sample path.…
We construct a recurrent diffusion process with values in the space of probability measures over an arbitrary closed Riemannian manifold of dimension $d\ge 2$. The process is associated with the Dirichlet form defined by integration of the…
We consider the problem of learning two families of time-evolving random measures from indirect observations. In the first model, the signal is a Fleming--Viot diffusion, which is reversible with respect to the law of a Dirichlet process,…
In this paper, a diffusion-aggregation equation with delta potential is introduced. Based on the global existence and uniform estimates of solutions to the diffusion-aggregation equation, we also provide the rigorous derivation from a…
A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…
In this paper we give a new example of duality between fragmentation and coagulation operators. Consider the space of partitions of mass (i.e., decreasing sequences of nonnegative real numbers whose sum is 1) and the two-parameter family of…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
Consider a stationary renewal point process on the real line and divide each of the segments it defines in a proportion given by \iid realisations of a fixed distribution $G$ supported by [0,1]. We ask ourselves for which interpoint…
We explore the effect of stochastic resetting on the first-passage properties of Feller process. The Feller process can be envisioned as space-dependent diffusion, with diffusion coefficient $D(x)=x$, in a potential…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
We establish scaling limit theorems for the up-down ordered Chinese restaurant processes (oCRPs) of Rogers and Winkel as processes in a space of interval partitions. As previously conjectured, the limits are self-similar diffusions…