Related papers: Diffusive limits of two-parameter ordered Chinese …
We present an novel framework for efficiently and effectively extending the powerful continuous diffusion processes to discrete modeling. Previous approaches have suffered from the discrepancy between discrete data and continuous modeling.…
In this paper, we propose to study a general notion of a down-up Markov chain for multifurcating trees with n labelled leaves. We study in detail down-up chains associated with the $(\alpha, \gamma)$-model of Chen et al. (2009),…
We consider diffusion limited aggregation of particles of two different kinds. It is assumed that a particle of one kind may adhere only to another particle of the same kind. The particles aggregate on a linear substrate which consists of…
We study a two-dimensional diffusive motion of a tracer particle in restricted, crowded anisotropic geometries. The underlying medium is the same as in our previous work [J. Chem. Phys. 140, 044706 (2014)] in which standard, gaussian…
The paper studies a higher-order diffusion model of Maxwell-Stefan kind. The model is based upon higher-order moment equations of kinetic theory of mixtures, which include viscous dissipation in the model. Governing equations are analyzed…
A singularly perturbed linear system of second order ordinary differential equations of reaction-diffusion type with given boundary conditions is considered. The leading term of each equation is multiplied by a small positive parameter.…
The recently introduced two-parameter infinitely-many neutral alleles model extends the celebrated one-parameter version, related to Kingman's distribution, to diffusive two-parameter Poisson-Dirichlet frequencies. Here we investigate the…
Tree structures are ubiquitous in data across many domains, and many datasets are naturally modelled by unobserved tree structures. In this paper, first we review the theory of random fragmentation processes [Bertoin, 2006], and a number of…
We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…
We study reaction-diffusion processes with multi-species of particles and hard-core interaction. We add boundary driving to the system by means of external reservoirs which inject and remove particles, thus creating stationary currents. We…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…
Reaction-diffusion systems have been proposed as a model for pattern formation and morphogenesis. The Fickian diffusion typically employed in these constructions model the Brownian motion of particles. The biological and chemical elements…
We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…
The present paper originated from our previous study of the problem of harmonic analysis on the infinite symmetric group. This problem leads to a family {P_z} of probability measures, the z-measures, which depend on the complex parameter z.…
A controlled branching process (CBP) is a modification of the standard Bienaym\'e-Galton-Watson process in which the number of progenitors in each generation is determined by a random mechanism. We consider a CBP starting from a random…
Motivated by a down-up Markov chain on cladograms, David Aldous conjectured in 1999 that there exists a "diffusion on continuum trees" whose mass partitions at any finite number of branch points evolve as Wright-Fisher diffusions with some…
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…
We present a generative modeling framework for synthesizing physically feasible two-dimensional incompressible flows under arbitrary obstacle geometries and boundary conditions. Whereas existing diffusion-based flow generators either ignore…
Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between…
The Bernstein operator is known as a typical example of positive linear operators which uniformly approximates continuous functions on $[0, 1]$. In the present paper, we introduce a multidimensional extension of the Bernstein operator which…