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Confinement can substantially alter the physicochemical properties of materials by breaking translational isotropy and rendering all physical properties position-dependent. Molecular dynamics (MD) simulations have proven instrumental in…

Statistical Mechanics · Physics 2024-02-06 Tiago Domingues , Ronald Coifman , Amir Haji-Akbari

Although density functional theory provides reliable predictions for the static properties of simple fluids under confinement, a theory of comparative accuracy for the transport coefficients has yet to emerge. Nonetheless, there is evidence…

Anisotropic diffusion processes emerge in various fields such as transport in biological tissue and diffusion in liquid crystals. In such systems, the motion is described by a diffusion tensor. For a proper characterization of processes…

Data Analysis, Statistics and Probability · Physics 2013-11-14 Mario Heidernätsch , Michael Bauer , Günter Radons

Spatial processes with nonstationary and anisotropic covariance structure are often used when modelling, analysing and predicting complex environmental phenomena. Such processes may often be expressed as ones that have stationary and…

Methodology · Statistics 2020-04-06 Andrew Zammit-Mangion , Tin Lok James Ng , Quan Vu , Maurizio Filippone

The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…

Machine Learning · Statistics 2025-11-25 Man-Chung Yue , Yves Rychener , Daniel Kuhn , Viet Anh Nguyen

We present here the measurement of the diffusivity of spherical particles closely confined by narrow microchannels. Our experiments yield a two-dimensional map of the position-dependent diffusion coefficients parallel and perpendicular to…

Fluid Dynamics · Physics 2014-06-20 Simon L Dettmer , Stefano Pagliara , Karolis Misiunas , Ulrich F Keyser

We examine the structural and dynamic properties of confined binary hard-sphere mixtures designed to mimic realizable colloidal thin films. Using computer simulations, governed by either Newtonian or overdamped Langevin dynamics, together…

Soft Condensed Matter · Physics 2015-05-01 Jonathan A. Bollinger , Avni Jain , James Carmer , Thomas M. Truskett

We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…

Statistics Theory · Mathematics 2022-12-29 Chiara Amorino , Arnaud Gloter

We study the 2D motion of colloidal dimers by single-particle tracking and compare the experimental observations obtained by bright-field microscopy to theoretical predictions for anisotropic diffusion. The comparison is based on the…

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an…

Statistics Theory · Mathematics 2022-06-28 Alessia Caponera , Julien Fageot , Matthieu Simeoni , Victor M. Panaretos

Hypothesis: Diffusion in confinement is an important fundamental problem with significant implications for applications of supported liquid phases. However, resolving the spatially dependent diffusion coefficient, parallel and perpendicular…

Hypothesis:Diffusion in confinement is an important fundamental problem with significant implications for applications of supported liquid phases. However, resolving the spatially dependent diffusion coefficient, parallel and perpendicular…

We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…

Statistics Theory · Mathematics 2026-03-25 Yoshikazu Terada , Atsutomo Yara

The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…

Statistics Theory · Mathematics 2024-11-07 Arnab Ganguly

We propose a general methodology for calculating the self-diffusion tensor from molecular dynamics for a liquid with a liquid-gas or liquid-solid interface. The standard method used in bulk fluids, based on computing the mean square…

Chemical Physics · Physics 2007-05-23 Pu Liu , Edward Harder , B. J. Berne

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

This paper is concerned with robust performance criteria for linear continuous time invariant stochastic systems driven by statistically uncertain random processes. The uncertainty is understood as the deviation of imprecisely known…

Optimization and Control · Mathematics 2019-03-06 Igor G. Vladimirov

Porous or biological materials comprise a multitude of micro-domains containing water. Diffusion-weighted magnetic resonance measurements are sensitive to the anisotropy of the thermal motion of such water. This anisotropy can be due to the…

Applied Physics · Physics 2021-05-05 Cem Yolcu , Magnus Herberthson , Carl-Fredrik Westin , Evren Özarslan

Advancements in modern semiconductor devices increasingly depend on the utilization of amorphous materials and the reduction of material thickness, pushing the boundaries of their physical capabilities. The mechanical properties of these…

Applied Physics · Physics 2024-05-31 C. Pashartis , M. J. van Setten , M. Houssa , G. Pourtois

This paper introduces two new algorithms to accurately estimate the process noise covariance of a discrete-time Kalman filter online for robust orbit determination in the presence of dynamics model uncertainties. Common orbit determination…

Signal Processing · Electrical Eng. & Systems 2021-05-17 Nathan Stacey , Simone D'Amico
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