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In this paper, we develop a model to describe the generalized wave-particle instability in a quasi-neutral plasma. We analyze the quasi-linear diffusion equation for particles by expressing an arbitrary unstable and resonant wave mode as a…

Space Physics · Physics 2020-10-22 Seong-Yeop Jeong , Daniel Verscharen , Robert T. Wicks , Andrew N. Fazakerley

In this work, we consider an advection-diffusion equation, coupled to a Poisson equation for the velocity field. This type of coupling is typically encountered in models arising from plasma physics or porous media flow. The aim of this work…

Numerical Analysis · Mathematics 2023-02-14 Hanz Martin Cheng , Jan ten Thije Boonkkamp

The paper presents a versatile framework for solids which undergo nonisothermal processes with irreversibly changing microstructure at large strains. It outlines rate-type and incremental variational principles for the full thermomechanical…

Numerical Analysis · Mathematics 2022-04-12 Stephan Teichtmeister , Marc-Andre Keip

We study the coherent propagation and incoherent diffusion of in-plane elastic waves in a two dimensional continuum populated by many, randomly placed and oriented, edge dislocations. Because of the Peierls-Nabarro force the dislocations…

Materials Science · Physics 2020-12-02 Dmitry Churochkin , Fernando Lund

Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…

Machine Learning · Statistics 2026-04-10 Takuro Kutsuna

We propose a method to measure the subdiffusion parameter $\alpha$ and subdiffusion coefficient $D_{\alpha}$ which are defined by means of the relation $<x^2> =\frac{2D_\alpha} {\Gamma(1+\alpha)} t^\alpha$ where $<x^2>$ denotes a mean…

Statistical Mechanics · Physics 2009-11-11 T. Kosztolowicz , K. Dworecki , St. Mrowczynski

This paper addresses a problem in experimental design: We consider It\^o diffusions specified by some $\theta \in \mathbb{R}$ and assume that we are allowed to observe their sample paths only $n$ times before a terminal time $\tau <…

Methodology · Statistics 2017-09-05 Aurya Javeed , Giles Hooker

Different theoretical methods used for the description of diffractive processes in small-x deep inelastic scattering are reviewed. The semiclassical approach, where a partonic fluctuation of the incoming virtual photon scatters off a…

High Energy Physics - Phenomenology · Physics 2009-02-20 A. Hebecker

Consider a graph where the sites are distributed in space according to a Poisson point process on $\mathbb R^n$. We study a population evolving on this network, with individuals jumping between sites with a rate which decreases…

Probability · Mathematics 2023-04-05 Vincent Bansaye , Michele Salvi

The diffusion of electronic wave packets in one-dimensional systems with on-site, binary disorder is numerically investigated within the framework of a single-band tight-binding model. Fractal properties are incorporated by assuming that…

Disordered Systems and Neural Networks · Physics 2008-07-07 P. R. Wells , J. d'Albuquerque e Castro , S. L. A. de Queiroz

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…

Probability · Mathematics 2016-01-14 Rudolf Gorenflo , Francesco Mainardi

Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…

Statistical Mechanics · Physics 2015-11-10 Andreas M. Menzel

Capital distribution curve is defined as log-log plot of normalized stock capitalizations ranked in descending order. The curve displays remarkable stability over periods of time. Theory of exchangeable distributions on set partitions,…

Mathematical Finance · Quantitative Finance 2015-07-09 Sergey Sosnovskiy

The large deviation principle is established for the Poisson--Dirichlet distribution when the parameter $\theta$ approaches infinity. The result is then used to study the asymptotic behavior of the homozygosity and the Poisson--Dirichlet…

Probability · Mathematics 2007-05-23 Donald A. Dawson , Shui Feng

The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software…

Statistics Theory · Mathematics 2021-03-12 Dmytro Ivanenko , Rostyslav Pogorielov

We consider random walkers searching for a target in a bounded one-dimensional heterogeneous environment, in the interval $[0,L]$, where diffusion is described by a space-dependent diffusion coefficient $D(x)$. Boundary conditions are…

Statistical Mechanics · Physics 2024-08-06 L. Menon , M. A. F. dos Santos , C. Anteneodo

For the symmetric case of space-fractional diffusion processes (whose basic analytic theory has been developed in 1952 by Feller via inversion of Riesz potential operators) we present three random walk models discrete in space and time. We…

Probability · Mathematics 2012-10-25 Rudolf Gorenflo , Francesco Mainardi

We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…

Statistical Mechanics · Physics 2009-10-31 Rudolf Gorenflo , Gianni De Fabritiis , Francesco Mainardi

We consider individuals of two species distributed over m patches, each with a hosting capacity $d_i N$ , where $d_i \in (0, 1]$. We assume that all the patches are linked by the dispersal of individuals. This work examines how the…

Probability · Mathematics 2026-01-28 Benoît Henry , Céline Wang

Originally proposed by Duffy et al., Diffusion is a variant of chip-firing in which chips from flow from places of high concentration to places of low concentration. In the variant, Perturbation Diffusion, the first step involves a…

Combinatorics · Mathematics 2020-03-31 Danielle Cox , Todd Mullen , Richard Nowakowski