Related papers: Transition Density of an Infinite-dimensional diff…
We prove phase transitions for continuum percolation in a Boolean model based on a Cox point process with nonstabilizing directing measure. The directing measure, which can be seen as a stationary random environment for the classical…
We use moment method to understand the cycle structure of the composition of independent invariant permutations. We prove that under a good control on fixed points and cycles of length 2, the limiting joint distribution of the number of…
We report a first study of time-dependent Probability Density Functions (PDFs) in the Low-to- High confinement mode (L-H) transition by extending the previous prey-predator-type model (Kim & Diamond, Phys. Rev. Lett. 91, 185006, 2003) to a…
Extreme values are considered in samples with random size that has a mixed Poisson distribution being generated by a doubly stochastic Poisson process. We prove some inequalities providing bounds on the rate of convergence in limit theorems…
Let X be the mild solution to a semilinear stochastic partial differential equation. In this article, we develop methodology to sample from the infinite-dimensional diffusion bridge that arises from conditioning X on a linear transformation…
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for transition density is proposed and…
Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…
Regime-switching processes contain two components: continuous component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general…
For n-dimensional ergodic diffusion processes with values in $G=\mathbb{R}_{+}^n$ we prove time-independent upper bounds for the transitional density and so also for the unique ergodic density. We do not require geodesic completeness of the…
We present a new method for extracting the persistence exponent theta for the diffusion equation, based on the distribution P of `sign-times'. With the aid of a numerically verified Ansatz for P we derive an exact formula for theta in…
We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…
In the present work, we use Mach-Zehnder interferometry to thoroughly investigate the drying dynamics of a 2D confined drop of a charged colloidal dispersion. This technique makes it possible to measure the colloid concentration field…
By means of analytical calculations and numerical simulations we study the diffusion properties in quasi-two-dimensional structures with two exciton subsystems with an exchange between them. The experimental realisation is possible in…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
We study a strongly coupled system consisting of a parabolic equation and a singular Hamilton-Jacobi equation in one space dimension. This system describes the dynamics of dislocation densities in a material submitted to an exterior applied…
We unveil a transition from single peaked to bimodal velocity distribution in a relativistic fluid under increasing temperature, in contrast with a non-relativistic gas, where only a monotonic broadening of the bell-shaped distribution is…
In this paper we shall prove the weak convergence of the associated diffusion processes of regular subspaces with monotone characteristic sets for a fixed Dirichlet form. More precisely, given a fixed 1-dimensional diffusion process and a…
We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…
Light diffusion is usually associated with thick, opaque media. Indeed, multiple scattering is necessary for the onset of the diffusive regime and such condition is generally not met in almost transparent media. Nonetheless, at long enough…
Bulk matter produced in heavy ion collisions has multiple conserved quantum numbers like baryon number, strangeness and electric charge. The diffusion process of these charges can be described by a diffusion matrix describing the…