Related papers: Diffusion model and analysis of diffusion process …
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
We consider a stochastic differential equation for a charged particle in a stochastic magnetic field, known as A-Langevin equation. The solution of the equation is found, and the Lagrange velocity correlation function is calculated in…
A model based on Fick's law of diffusion as a phenomenological description of the molecular motion, and on the coupled mode theory, is developped to describe single-beam surface relief grating formation in azopolymers thin films. It allows…
We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We…
We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…
Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…
A constructive approach to theory of diffusion processes is proposed, which is based on application of both the symmetry analysis and method of modelling functions. An algorithm for construction of the modelling functions is suggested. This…
In this article, we describe a simple class of models of absorbed diffusion processes with parameter, whose conditional law exhibits a transcritical bifurcation. Our proofs are based on the description of the set of quasi-stationary…
The purpose of this paper is to investigate the long time behaviour for a self-interacting diffusion and a self-interacting velocity jump process. While the diffusion case has already been studied for some particular potential function, the…
The practice-based learning methodologies offer to undergraduate professors different ways to illustrate certain general physic principles. Traditional experimental workbenches have been extensively used during decades for academic lessons…
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…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
We continue to develop a new approach to description of charge kinetics in disordered semiconductors. It is based on fractional diffusion equations. This article is devoted to transient processes in structures under dispersive transport…
We present and analyse a model for cell signalling processes in biological tissues. The model includes diffusion and nonlinear reactions on the cell surfaces, and both inter- and intracellular signalling. Using techniques from the theory of…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
The surface current method known in the theory of electromagnetic waves diffraction is generalized to be applied for the problems of diffraction radiation generated by a charged particle moving nearby an ideally-conducting screen in vacuum.…
Diffusion phenomena in a multiple component lattice Boltzmann Equation (LBE) model are discussed in detail. The mass fluxes associated with different mechanical driving forces are obtained using a Chapman-Enskog analysis. This model is…
In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…
A simple Markov process is considered involving a diffusion in one direction and a transport in a transverse direction. Quantitative mixing rate estimates are obtained with limited assumptions about the transport field, which might be…
This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…