Related papers: Inferring diffusivity from killed diffusion
We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…
We construct a new class of infinite-dimensional diffusions taking values in a generalized Kingman simplex. Our model describes the temporal evolution of the relative frequencies of infinitely-many types which are "labeled" by an arbitrary…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
This paper deals with the problem of testing for dispersion parameter change in discretely observed diffusion processes when the observations are contaminated by outliers. To lessen the impact of outliers, we first calculate residuals using…
This work extends previous 1D irreversible port-Hamiltonian system (IPHS) formulations to boundary-controlled ND distributed parameter systems describing conduction-diffusion fluid phenomena. Within a unified and thermodynamically…
In the series of models with interacting particles in stochastic geometry, a new contribution presents the facet process which is defined in arbitrary Euclidean dimension. In 2D, 3D specially it is a process of interacting segments, flat…
We consider a sheared colloidal suspension under the influence of an external potential that varies slowly in space in the plane perpendicular to the flow and acts on one selected (tagged) particle of the suspension. Using a Chapman-Enskog…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
We consider a non homogeneous Gompertz diffusion process whose parameters are modified by generally time-dependent exogenous factors included in the infinitesimal moments. The proposed model is able to describe tumor dynamics under the…
A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…
Although the spatially continuous version of the reaction-diffusion equation has been well studied, in some instances a spatially-discretized representation provides a more realistic approximation of biological processes. Indeed,…
This work studies the parameter-dependent diffusion equation in a two-dimensional domain consisting of locally mirror symmetric layers. It is assumed that the diffusion coefficient is a constant in each layer. The goal is to find…
Active particles self-propel themselves with a stochastically evolving velocity, generating a persistent motion leading to a non-diffusive behavior of the position distribution. Nevertheless, an effective diffusive behavior emerges at times…
We consider random flights of point particles inside $n$-dimensional channels of the form $\mathbb{R}^{k} \times \mathbb{B}^{n-k}$, where $\mathbb{B}^{n-k}$ is a ball of radius $r$ in dimension $n-k$. The particle velocities immediately…
We consider a random connection model (RCM) on a general space driven by a Poisson process whose intensity measure is scaled by a parameter $t\ge 0$. We say that the infinite clusters are deletion stable if the removal of a Poisson point…
The Van Allen radiation belts in the magnetosphere have been extensively studied using models based on radial diffusion theory, which is based on a quasi-linear approach with prescribed inner and outer boundary conditions. The 1-d diffusion…
This article develops a methodology allowing application of the complete machinery of particle-based inference methods upon the class of continuous-discrete State Space Models (CD-SSMs). Such models correspond to a latent continuous-time…