Related papers: Surface diffusion: The intermediate scattering fun…
With a view to statistical inference for discretely observed diffusion models, we propose simple methods of simulating diffusion bridges, approximately and exactly. Diffusion bridge simulation plays a fundamental role in likelihood and…
Probabilistic diffusion models enjoy increasing popularity in the deep learning community. They generate convincing samples from a learned distribution of input images with a wide field of practical applications. Originally, these…
An approximate maximum likelihood method of estimation of diffusion parameters $(\vartheta,\sigma)$ based on discrete observations of a diffusion $X$ along fixed time-interval $[0,T]$ and Euler approximation of integrals is analyzed. We…
No surface is perfectly planar at all scales. The notion of flatness of a surface therefore depends on the size of the probe used to observe it. As a consequence rough interfaces are abundant in nature. Here the old, but still active field…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…
This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…
We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism…
Subordinate diffusions are constructed by time changing diffusion processes with an independent L\'{e}vy subordinator. This is a rich family of Markovian jump processes which exhibit a variety of jump behavior and have found many…
We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…
This paper is a survey of recent contributions on estimation in stochastic differential equations with mixed-effects. These models involve N stochastic differential equations with common drift and diffusion functions but random parameters…
We investigate the scattering of hydrogen isotopes at the W(110) surface using both classical and quantum dynamics approaches to elucidate the role of quantum effects in this system. To characterize the scattering process we focus on key…
We develop a microscopic theory of the scattering, transmission, and sticking of 4He atoms impinging on a superfluid 4He slab at near normal incidence, and inelastic neutron scattering from the slab. The theory includes coupling between…
In this article: a) a method is developed for calculating volumetric diagrams of elastic scattering of microparticles (in particular, electrons and photons) on single-layer and multi-layer statistically uneven surfaces; b) the diffraction…
This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…
Prompted by recent experimental developments, a theory of surface scattering of fast atoms at grazing incidence is developed. The theory gives rise to a quantum mechanical limit for ordered surfaces that describes coherent diffraction peaks…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
Experiments have shown that self-propelled particles can slide along the surface of a circular obstacle without becoming trapped over long times. Using simulations and theory, we study the impact of boundary conditions on the diffusive…
Collective diffusion coefficient in a one dimensional lattice gas adsorbate is calculated using variational approach. Particles interact via either a long-range, or a long range electron-gas-mediated (for a metallic substrate), or a…
We have established previously, in a lead-in study, that the spreading of liquids in particulate porous media at low saturation levels, characteristically less than 10% of the void space, has very distinctive features in comparison to that…