Related papers: Sticky-threshold diffusions, local time approximat…
As a continuation to \cite{MRW} where the Poincar\'e and log-Sobolev inequalities were studied for the sticky-reflected Brownian motion on Riemannian manifolds with boundary, this paper establishes the super and weak Poincar\'e inequalities…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
Coherent small-amplitude unsteadiness of the shock wave and the separation region over a canonical double cone flow, termed in literature as oscillation-type unsteadiness, is experimentally studied at Mach 6. The double cone model is…
We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and…
The angular and frequency correlation functions of the transmission coefficient for light propagation through a strongly scattering amplifying medium are considered. It is found that just as in the case of an elastic scattering medium the…
We consider the dynamics of monodisperse bubbly fluid confined by two plane solid walls and subjected to small-amplitude high-frequency transversal oscillations. The frequency these oscillations is assumed to be high in comparison with…
When representing convective instability mechanisms with the streamwise BiGlobal stability approach, results suffer from a sensitivity to the streamwise domain truncation length and boundary conditions. The methodology proposed in this…
Interest in functional time series has spiked in the recent past with papers covering both methodology and applications being published at a much increased pace. This article contributes to the research in this area by proposing a new…
Motivated by the need to characterize the spatio-temporal structure of turbulence in wall-bounded flows, we study wavenumber-frequency spectra of the streamwise velocity component based on large-eddy simulation (LES) data. The LES data are…
We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…
The aim of this paper is two-fold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple target tracking context. We study its stability properties, characterize its long time…
The behavior of slow-fast diffusions as the separation of scale diverges is a well-studied problem in the literature. In this short paper, we revisit this problem and obtain a new proof of existing strong quantitative convergence estimates…
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…
Dirichlet processes and their extensions have reached a great popularity in Bayesian nonparametric statistics. They have also been introduced for spatial and spatio-temporal data, as a tool to analyze and predict surfaces. A popular…
Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…
The effective diffusivity of Brownian tracer particles confined in periodic micro-channels is smaller than the microscopic diffusivity due to entropic trapping. Here, we study diffusion in two-dimensional periodic channels whose…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
We consider non-stationary localized oscillations of an infinite Bernoulli-Euler beam. The beam lies on the Winkler foundation with a point inhomogeneity (a concentrated spring with negative time-varying stiffness). In such a system with…
The appearence of a new type of fast nonlinear traveling wave states in binary fluid convection with increasing Soret effect is elucidated and the parameter range of their bistability with the common slower ones is evaluated numerically.…