Related papers: Bakry-Emery Calculus For Diffusion With Additional…
The duality in Bakry-\'Emery's gradient estimates and Wasserstein controls for heat distributions is extended to that in refined estimates in a high generality. As a result, we find an equivalent condition to Bakry-Ledoux's refined gradient…
We provide a numerical algorithm for the model characterizing anomalous diffusion in expanding media, which is derived in [F. Le Vot, E. Abad, and S. B. Yuste, Phys. Rev. E {\bf96} (2017) 032117]. The Sobolev regularity for the equation is…
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…
In this paper, we propose a lattice Boltzmann (LB) model for the generalized coupled cross-diffusion-fluid system. Through the direct Taylor expansion method, the proposed LB model can correctly recover the macroscopic equations. The cross…
In this paper, we describe the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…
Some weighted inequalities for the maximal operator with respect to the discrete diffusion semigroups associated with exceptional Jacobi and Dunkl-Jacobi polynomials are given. This setup allows to extend the corresponding results obtained…
One discusses a problem of asymptotical behavior for some operators in a general theory of pseudo differential equations on manifolds with borders. Using the distribution theory one obtains certain explicit representations for these…
This paper concerns the long-time asymptotics of diffusions with degenerate coefficients at the domain's boundary. Degenerate diffusion operators with mixed linear and quadratic degeneracies find applications in the analysis of asymmetric…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We combine the Riemann-Hilbert approach with the techniques of Banach algebras to obtain an extension of Baxter's Theorem for polynomials orthogonal on the unit circle. This is accomplished by using the link between the negative Fourier…
Brownian motion in R 2 + with covariance matrix $\Sigma$ and drift $\mu$ in the interior and reflection matrix R from the axes is considered. The asymptotic expansion of the stationary distribution density along all paths in R 2 + is found…
This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…
We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…
In the context of random multiplicative energy cascade processes, we derive analytical expressions for translationally invariant one- and two-point cumulants in logarithmic field amplitudes. Such cumulants make it possible to distinguish…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
I present a first-principles theory of diffusion-limited aggregation in two dimensions. A renormalized mean-field approximation gives the form of the unstable manifold for branch competition, following the method of Halsey and Leibig [Phys.…
Let $x$ denote a diffusion process defined on a closed compact manifold. In an earlier article, the author introduced a new approach to constructing admissible vector fields on the associated space of paths, under the assumption of…
We show how the formulas in paper Variae considerationes circa series hypergeometricas written by Euler imply the duplication formula for the Gamma-function. This paper can be seen as an Addendum to a previous paper by the author.
Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…
The quark fluctuation propagator is evaluated. It defines the diffusion coefficient in the vicinity of the phase transition and the gradient term in the Ginzburg-Landau functional.