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We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…

Statistical Mechanics · Physics 2019-08-14 Sergei Fedotov , Daniel Han

In this note we provide some precise estimates explaining the diffusive structure of partially dissipative systems with time-dependent coefficients satisfying a uniform Kalman rank condition. Precisely, we show that under certain (natural)…

Analysis of PDEs · Mathematics 2014-02-26 Jens Wirth

For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…

Statistics Theory · Mathematics 2011-11-09 Stefano Iacus , Masayuki Uchida , Nakahiro Yoshida

We present a general mechanism to establish the existence of diffusing orbits in a large class of nearly integrable Hamiltonian systems. Our approach relies on successive applications of the `outer dynamics' along homoclinic orbits to a…

Dynamical Systems · Mathematics 2017-04-26 Marian Gidea , Rafael de la Llave , Tere Seara

We study the long-time asymptotics of prototypical non-linear diffusion equations. Specifically, we consider the case of a non-degenerate diffusivity function that is a (non-negative) polynomial of the dependent variable of the problem. We…

Analysis of PDEs · Mathematics 2020-08-13 Ivan C. Christov , Akif Ibraguimov , Rahnuma Islam

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

Methodology · Statistics 2025-09-26 Miguel Alvarez , Ajay Jasra

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

We establish a complete Widder Theory for the fractional fast diffusion equation. Our work focuses on nonnegative solutions satisfying a certain integral size condition at infinity. We prove that these solutions possess a Radon measure as…

Analysis of PDEs · Mathematics 2025-05-20 Jorge Ruiz-Cases

We develop a convergent variational perturbation theory for the frequency of time-periodic solutions of nonlinear dynamical systems. The power of the theory is illustrated by applying it to the Duffing oscillator.

Mathematical Physics · Physics 2009-11-07 Axel Pelster , Hagen Kleinert , Michael Schanz

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…

Mathematical Physics · Physics 2014-02-13 A. Sapora , M. Codegone , G. Barbero

In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…

Statistical Mechanics · Physics 2009-11-07 Markus Kollmann

In this paper, we explore provable acceleration of diffusion models without any additional retraining. Focusing on the task of approximating a target data distribution in $\mathbb{R}^d$ to within $\varepsilon$ total-variation distance, we…

Machine Learning · Computer Science 2025-08-14 Gen Li , Yuchen Zhou , Yuting Wei , Yuxin Chen

The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…

Statistics Theory · Mathematics 2017-10-12 Jakub Chorowski , Mathias Trabs

The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…

Statistical Mechanics · Physics 2009-11-07 Kirone Mallick , Philippe Marcq

The solution of a nonlinear diffusion equation is numerically investigated using the generalized Fourier transform method. This equation includes fractal dimensions and power-law dependence on the radial variable and on the diffusion…

Computational Physics · Physics 2019-11-12 Jie Yao , Cameron L. Williams , Fazle Hussain , Donald J. Kouri

In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…

Statistical Mechanics · Physics 2014-05-08 Chai Hok Eab , S. C. Lim

We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…

Statistical Mechanics · Physics 2022-11-23 I. G. Marchenko , A. Zhiglo , V. Aksenova , V. Tkachenko , I. I. Marchenko , J. Łuczka , J. Spiechowicz

We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…

Statistical Mechanics · Physics 2026-01-15 Pelerine Tsobgni Nyawo , Hugo Touchette

Real data are constrained to finite sampling rates, which calls for a suitable mathematical description of the corrections to the finite-time estimations of the dynamic equations. Often in the literature, lower order discrete time…

Data Analysis, Statistics and Probability · Physics 2015-05-13 C. Anteneodo , R. Riera

In this paper we analyze the long-time behavior of solutions to conservation laws with nonlinear diffusion terms of different types: saturating dissipation (monotone and non monotone) and singular nonlinear diffusions are considered. In…

Analysis of PDEs · Mathematics 2024-05-21 Raffaele Folino , Marta Strani
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