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We consider chains of one-dimensional, piecewise linear, chaotic maps with uniform slope. We study the diffusive behaviour of an initially nonuniform distribution of points as a function of the slope of the map by solving Frobenius-Perron…

This paper is devoted to a statistical analysis of the fluctuations of velocity and acceleration produced by a random distribution of point vortices in two-dimensional turbulence. We show that the velocity probability density function…

We show that, simultaneous local scaling of coordinate and time keeping the velocity unaltered is a symmetry of an It\^o-process. Using this symmetry, any It\^o-process can be mapped to a universal additive Gaussian-noise form. We use this…

We investigate the continuum emission of viscous decretion discs around Be stars in this paper. The results obtained from non-LTE (local thermodynamic equilibrium) radiative transfer models show two regimes in the disc surface brightness…

Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms of the state of a latent diffusion process. In this…

This paper is concerned with the It\^o stochastic differential equations with $\mR^{d\times k}$ diffusions in class of H\"older spaces and continuous $\mR^d$ drifts. We derive a uniqueness result of strong solutions for $\cC^\alpha \…

We obtain the kinematic distributions of stars (synthetic model line absorption) and ionized gas (H$\alpha$ line emission) for star-forming regions residing in CALIFA survey tidally perturbed (perturbed) and non-tidally perturbed (control)…

The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coefficients that appear in the infinitesimal generator of the…

We are interested in studying the sensitivity of diffusion processes or their approximations by Markov Chains with respect to a perturbation of the coefficients.

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…

We study generalizations of It\^{o}-Langevin dynamics consistent within nonextensive thermostatistics. The corresponding stochastic differential equations are shown to be connected with a wide class of nonlinear Fokker-Planck equations…

The motivation of this paper is to prove verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term, in the case that the value function is assumed to be continuous…

Stick-breaking has a long history and is one of the most popular procedures for constructing random discrete distributions in Statistics and Machine Learning. In particular, due to their intuitive construction and computational tractability…

Diffusion of particles in complex fluids and gels is difficult to describe and often lies beyond the scope of the classical Stokes-Einstein relation. One of the main lines of research over the past few decades has sought to relate…

We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…

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…

This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way to invoke Stein's method for this problem was to use the…

In this paper, a new variational formulation based on discontinuous Galerkin technique for a reaction-diffusion problem is introduced, and the discontinuous Galerkin technique of this work is different from the general discontinuous…

Anomalous short- and long-time self-diffusion of non-overlapping fractal particles on a percolation cluster with spreading dimension $1.67(2)$ is studied by dynamic Monte Carlo simulations. As reported in Phys. Rev. Lett. 115, 097801…

We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (L\'evy) operator. We prove various stability estimates along with convergence results toward…