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We develop a class of non-Gaussian translation processes that extend classical stochastic differential equations (SDEs) by prescribing arbitrary absolutely continuous marginal distributions. Our approach uses a copula-based transformation…

Statistics Theory · Mathematics 2025-08-06 Robert Richardson , H. Dennis Tolley , Kenneth Kuttler

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We discuss the temporal distribution of dynamic processes in driven polymer transport inherent to flexible chains due to stochastic tension propagation. The stochasticity originates from the disordered initial configuration of an…

Soft Condensed Matter · Physics 2015-06-03 Takuya Saito , Takahiro Sakaue

The aim of the thesis is to present and analyze two particular problems of transport in porous media flow. The first of them is related to the process of saturation of porous building materials. Recently, M. K\"untz and P. Laval\'ee, using…

Computational Physics · Physics 2009-07-20 Maciej Matyka

We study a random walk on a point process given by an ordered array of points $(\omega_k, \, k \in \mathbb{Z})$ on the real line. The distances $\omega_{k+1} - \omega_k$ are i.i.d. random variables in the domain of attraction of a…

Probability · Mathematics 2021-05-05 Samuele Stivanello , Gianmarco Bet , Alessandra Bianchi , Marco Lenci , Elena Magnanini

Various empirical and theoretical studies indicate that cumulative network traffic is a Gaussian process. However, depending on whether the intensity at which sessions are initiated is large or small relative to the session duration tail,…

Probability · Mathematics 2010-12-08 Luis Lopez-Oliveros , Sidney I. Resnick

The equations of motion in a macroscopically inhomogeneous porous medium saturated by a fluid are derived. As a first verification of the validity of these equations, a two-layer rigid frame porous system considered as one single porous…

The purpose of this paper is to introduce the construction of a stochastic process called ``diffusion house-moving'' and to explore its properties. We study the weak convergence of diffusion bridges conditioned to stay between two curves,…

Probability · Mathematics 2025-03-24 Kensuke Ishitani , Soma Nishino

We experimentally investigate the response of a sheared granular medium in a Couette geometry. The apparatus exhibits the expected stick-slip motion and we probe it in the very intermittent regime resulting from low driving. Statistical…

In this paper, we concerned with the propagation of sound waves through stratified media. Transport equation of nonlinear geometric optics in media with mixed nonlinearity, in the case of spatially varying density and entropy fields, is…

Analysis of PDEs · Mathematics 2020-07-16 Harsh V. Mahara , V. D. Sharma

This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…

Chaotic Dynamics · Physics 2008-06-12 Krzysztof Gawedzki

We present an analysis of enhanced wave transmission through random media with mirror symmetry about a reflecting barrier. The mathematical model is the acoustic wave equation and we consider two setups, where the wave propagation is along…

Mathematical Physics · Physics 2024-01-30 Liliana Borcea , Josselin Garnier

Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…

Mathematical Physics · Physics 2024-03-11 Daniel Domínguez-Vázquez , Gustaaf B. Jacobs , Daniel M. Tartakovsky

We present a comprehensive computational study of the short-time transport properties of bidisperse neutral colloidal suspensions and the corresponding porous media. Our study covers bidisperse particle size ratios up to $4$, and total…

Soft Condensed Matter · Physics 2015-06-23 Mu Wang , John F. Brady

This paper studies the mechanisms of dispersion in the laminar flow through the pore space of a $3$-dimensional porous medium. We focus on pre-asymptotic transport prior to the asymptotic hydrodynamic dispersion regime, in which solute…

Fluid Dynamics · Physics 2018-03-05 Marco Dentz , Matteo Icardi , Juan J. Hidalgo

The statistics of transmission through random 1D media are generally presumed to be universal and to depend only upon a single dimensionless parameter-the ratio of the sample length and the mean free path, s = L/l. Here, we show in…

Disordered Systems and Neural Networks · Physics 2024-07-31 Jongchul Park , Matthieu Davy , Victor A. Gopar , Azriel Z. Genack

We study the random fluctuations of the transmission in disordered quasi-one-dimensional systems such as disordered waveguides and/or quantum wires whose random configurations of disorder are characterized by density distributions with a…

Disordered Systems and Neural Networks · Physics 2018-01-03 Ilias Amanatidis , Ioannis Kleftogiannis , Fernando Falceto , Víctor A. Gopar

Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption…

Optics · Physics 2013-10-30 Li-Yi Zhao , Chu-Shun Tian , Zhao-Qing Zhang , Xiang-Dong Zhang

We study the propagation of waves in quasi-one-dimensional finite periodic systems whose classical (ray) dynamics is diffusive. By considering a random matrix model for a chain of $L$ identical chaotic cavities, we show that its average…

Disordered Systems and Neural Networks · Physics 2016-04-26 Felipe Barra , Vincent Pagneux , Jaime Zuñiga

For stochastic reaction-diffusion equations with L\'evy noises and non-Lipschitz reaction terms, we prove that $W_1H$ transportation cost inequalities hold for their invariant probability measures and for their process-level laws on the…

Probability · Mathematics 2019-11-07 Yutao Ma , Ran Wang
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