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We study parametric inference for diffusion processes when observations occur nonsynchronously and are contaminated by market microstructure noise. We construct a quasi-likelihood function and study asymptotic mixed normality of…
We investigate the fully nonlinear model for convection in a Darcy porous material where the diffusion is of anomalous type as recently proposed by Barletta. The fully nonlinear model is analysed but we allow for variable gravity or…
We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…
The modelling of linear and nonlinear reaction-subdiffusion processes is more subtle than normal diffusion and causes different phenomena. The resulting equations feature a spatial Laplacian with a temporal memory term through a time…
Two classes of time-periodic systems of ordinary differential equations with a small nonnegative parameter, those with fast and slow time, are studied. Right-hand sides of these systems are three times continuously differentiable with…
Mechanical metamaterials can be designed to exhibit unique mechanical properties, including tunable auxetic behavior as well as multi-stability, which arise from the geometry and configuration of the constituent building blocks.…
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…
An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise to two different rescalings of the process; namely, a…
The hindered diffusion model is introduced. It is a continuum model giving the dynamics of a conserved density. Similar to the spin-facilitated models, the kinetics are hindered by a fluctuating diffusion coefficient that decreases as the…
We study random perturbations of multidimensional piecewise expanding maps. We characterize absolutely continuous stationary measures (acsm) of randomly perturbed dynamical systems in terms of pseudo-orbits linking the ergodic components of…
Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…
Diffusion-driven patterns appear on curved surfaces in many settings, initiated by unstable modes of an underlying Laplacian operator. On a flat surface or perfect sphere, the patterns are degenerate, reflecting translational/rotational…
Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…
We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…
Kinetics of model catalytic processes proceeding on inhomogeneous surfaces is studied. We employ an extended mean-field model that takes into account surface inhomogeneities. The influence of surface diffusion of adsorbent on the kinetics…
We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…
We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…
We study the transport dynamics of matter-waves in the presence of disorder and nonlinearity. An atomic Bose-Einstein condensate that is localized in a quasiperiodic lattice in the absence of atom-atom interaction shows instead a slow…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
It is argued that a diffusion may be ergodic even though the drift field has unbounded outward-directed parts. The discussion employs stochastic and numerical methods.