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We describe the diffusion and random velocities of solid particles due to stochastic forcing by turbulent gas. We include the orbital dynamics of Keplerian disks, both in-plane epicycles and vertical oscillations. We obtain a new result for…
Bardina and Jolis [Stochastic process. Appl. 69 (1997) 83--109] prove an extension of It\^{o}'s formula for $F(X_t,t)$, where $F(x,t)$ has a locally square-integrable derivative in $x$ that satisfies a mild continuity condition in $t$ and…
Reaction diffusion systems with Turing instability and mass conservation are studied. In such systems, abrupt decays of stripes follow quasi-stationary states in sequence. At steady state, the distance between stripes is much longer than…
We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…
In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…
The success of the shear-transformation-zone (STZ) theory in accounting for broadly peaked, frequency-dependent, glassy viscoelastic response functions is based on the theory's first-principles prediction of a wide range of internal STZ…
Given a multi-dimensional It\^{o} process whose drift and diffusion terms are adapted processes, we construct a weak solution to a stochastic differential equation that matches the distribution of the It\^{o} process at each fixed time.…
We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…
We address the theory of quasi-static crack propagation in a strip of glass that is pulled from a hot oven towards a cold bath. This problem had been carefully studied in a number of experiments that offer a wealth of data to challenge the…
In this paper, we study the graph classification problem in vertex-labeled graphs. Our main goal is to classify the graphs comparing their higher-order structures thanks to heat diffusion on their simplices. We first represent…
Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…
This paper addresses a problem in experimental design: We consider It\^o diffusions specified by some $\theta \in \mathbb{R}$ and assume that we are allowed to observe their sample paths only $n$ times before a terminal time $\tau <…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…
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…
Preliminary results of extensive numerical experiments on a simple model specified by the smooth canonical strongly chaotic 2D-map with global virtual invariant curves (VICs) are presented and discussed. We focus on the statistics of the…
The growth dynamics of an air finger injected in a visco-elastic gel (a PVA/borax aqueous solution) is studied in a linear Hele-Shaw cell. Besides the standard Saffmann-Taylor instability, we observe - with increasing finger velocities -…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…
This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…