Related papers: Fast Arnold's diffusion in isochronous systems
In this article we propose a generalization of the theory of diffusion approximation for random ODE to a nonlinear system of random Schr\"{o}dinger equations. This system arises in the study of pulse propagation in randomly birefringent…
Long ago appeared a discussion in quantum mechanics of the problem of opening a completely absorbing shutter on which were impinging a stream of particles of definite velocity. The solution of the problem was obtained in a form entirely…
We propose a class of nonlocal diffusion systems on time-varying domains, and fully characterize their asymptotic dynamics in the asymptotically fixed, time-periodic and unbounded cases. The kernel is not necessarily symmetric or compactly…
The problem of spin diffusion is studied numerically in one-dimensional classical Heisenberg model using a deterministic odd even spin precession dynamics. We demonstrate that spin diffusion in this model, like energy diffusion, is normal…
We study front propagation in the reaction diffusion process $\{A\stackrel{\epsilon}\to2A, A\stackrel {\epsilon_t}\to3A\}$ on a one dimensional (1d) lattice with hard core interaction between the particles. Using the leading particle…
The convergence of Boltzmann Fokker Planck solution can become arbitrarily slow with iterative procedures like source iteration. This paper derives and investigates a nonlinear diffusion acceleration scheme for the solution of the Boltzmann…
We study some estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process and prove that they are strongly consistent and most of them are asymptotically normal. Moreover, we compare the…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
We obtain new estimates for the solution of both the porous medium and the fast diffusion equations by studying the evolution of suitable Lipschitz norms. Our results include instantaneous regularization for all positive times, long-time…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
We consider coupled slow-fast stochastic processes, where the averaged slow motion is given by a two-dimensional Hamiltonian system with multiple critical points. On a proper time scale, the evolution of the first integral converges to a…
The objective of the present paper is to use the well known Ross-Macdonald models as a prototype, incorporating spatial movements, identifying different times scales and proving a singular perturbation result using a system of local and…
Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when…
Based on Fick's 2nd law the development of moving particle semi-implicit method for predicting diffusion process is proposed in this study
We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…
We assume that we observe $N$ independent copies of a diffusion process on a time-interval $[0,2T]$. For a given time $t$, we estimate the transition density $p_t(x,y)$, namely the conditional density of $X_{t + s}$ given $X_s = x$, under…
A Carleman estimate and the unique continuation of solutions for an anomalous diffusion equation with fractional time derivative of order $0<\alpha<1$ are given. The estimate is derived via some subelliptic estimate for an operator…
According to a theorem of S. Schumacher, for a diffusion X in an environment determined by a stable process that belongs to an appropriate class and has index a, it holds that X_t/(log t)^a converges in distribution, as t goes to infinity,…
This study handles spatial three-dimensional solution of the nonlinear diffusion equation without particular initial conditions. The functional behavior of the equation and the concentration have been studied in new ways. An auxiliary…
In this work, we consider a FDE (fractional diffusion equation) $${}^C D_t^\alpha u(x,t)-a(t)\mathcal{L} u(x,t)=F(x,t)$$ with a time-dependent diffusion coefficient $a(t)$. For the direct problem, given an $a(t),$ we establish the…