Related papers: Diffusion limited aggregation as a Markovian proce…
In this work we study drawdowns and drawups of general diffusion processes. The drawdown process is defined as the current drop of the process from its running maximum, while the drawup process is defined as the current increase over its…
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…
A mapping of the process on a continuous configuration space to the symbolic representation of the motion on a discrete state space will be combined with an iterative aggregation and disaggregation (IAD) procedure to obtain steady state…
The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…
We build the iDLA cluster using drifted random walks, and study the limiting shapes they exhibit, with the help of sandpile models. For constant drift, the normalised cluster converges to a canonical shape S, which can be termed a true heat…
Dynamics of a one-dimensional system of Brownian particles with short-range repulsive interaction (diameter sigma) is studied with a liquid-theoretical approach. The mean square displacement, the two-particle displacement correlation, and…
A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic…
Problems of interface growth have received much attention recently Such are, for example, the duffusion limited aggregation (DLA), random sequential adsorption (RSA), Laplacian growth or flame front propagation. We will mainly pay attention…
A kinetic description of lattice-gas automaton models for reaction-diffusion systems is presented. It provides corrections to the mean-field rate equations in the diffusion-limited regime. When applied to the two-species Maginu model, the…
The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It…
Radiation transport problems are posed in a high-dimensional phase space, limiting the use of finely resolved numerical simulations. An emerging tool to efficiently reduce computational costs and memory footprint in such settings is…
A standard approach to solving the S$_N$ transport equations is to use source iteration with diffusion synthetic acceleration (DSA). Although this approach is widely used and effective on many problems, there remain some practical issues…
We develop a technique for probing harmonic measure of the diffusion limited aggregation (DLA) cluster surface with the variable size particle and generate one thousand clusters with 50 million particles using original off-lattice…
Various degenerate diffusion equations exhibit a waiting time phenomenon: Dependening on the "flatness" of the compactly supported initial datum at the boundary of the support, the support of the solution may not expand for a certain amount…
The diffusion problem over a saddle is studied using a multi-dimensional Langevin equation. An analytical solution is derived for a quadratic potential and the probability to pass over the barrier deduced. A very simple solution is given…
Sampling from a high-dimensional distribution is a fundamental task in statistics, engineering, and the sciences. A canonical approach is the Langevin Algorithm, i.e., the Markov chain for the discretized Langevin Diffusion. This is the…
Thermal decay rate over an edge-shaped barrier at high dissipation is studied numerically through the computer modeling. Two sorts of the stochastic Langevin type equations are applied: (i) the Langevin equations for the coordinate and…
We show that propagation speeds in invasion processes modeled by reaction-diffusion systems are determined by marginal spectral stability conditions, as predicted by the marginal stability conjecture. This conjecture was recently settled in…
Error bounds are derived for sampling and estimation using a discretization of an intrinsically defined Langevin diffusion with invariant measure $\text{d}\mu_\phi \propto e^{-\phi} \mathrm{dvol}_g $ on a compact Riemannian manifold. Two…
This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…