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The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…
Very recently, Transformation based Markov Chain Monte Carlo (TMCMC) was proposed by Dutta and Bhattcharya (2013) as a much efficient alternative to the Metropolis-Hastings algorithm, Random Walk Metropolis (RWM) algorithm, especially in…
The evolution of a closed two-dimensional surface driven by both mean curvature flow and a reaction--diffusion process on the surface is formulated into a system, which couples the velocity law not only to the surface partial differential…
Diffusion of a tagged particle near a constraining biological surface is examined numerically by modeling the surface-water interaction by an effective potential. The effective potential is assumed to be given by an asymmetric double well…
We consider closed immersed hypersurfaces in $\R^{3}$ and $\R^4$ evolving by a class of constrained surface diffusion flows. Our result, similar to earlier results for the Willmore flow, gives both a positive lower bound on the time for…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently…
We consider random walkers that deform the medium as they move, enabling a faster motion in regions which have been recently visited. This induces an effective attraction between walkers mediated by the medium, which can be regarded as a…
Diffusion and anomalous diffusion are widely observed and used to study movement across organisms, resulting in extensive use of the mean and mean-squared displacement (MSD). However, these measures - corresponding to specific displacement…
We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…
Continuous-time random walk (CTRW) is a model of anomalous sub-diffusion in which particles are immobilized for random times between successive jumps. A power-law distribution of the waiting times, $\psi(\tau) \tau^{-(1+\alpha)}$, leads to…
Continuous-time random walks (CTRW) play important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on stationary-state dynamics. We present a new theoretical approach,…
Restrictions to diffusion result in the dispersion of the bulk diffusion coefficient. We derive the exact universal high-frequency behavior of the diffusion coefficient in terms of the surface-to-volume ratio of the restrictions. This…
A limited mobility nonequilibrium solid-on-solid dynamical model for kinetic surface growth is introduced as a simple description for the morphological evolution of a growing interface under random vapor deposition and surface diffusion…
Hypothesis:Diffusion in confinement is an important fundamental problem with significant implications for applications of supported liquid phases. However, resolving the spatially dependent diffusion coefficient, parallel and perpendicular…
Continuous diffusion models have demonstrated remarkable performance in data generation across various domains, yet their efficiency remains constrained by two critical limitations: (1) the local adjacency structure of the forward Markov…
An intense research on financial market microstructure is presently in progress. Continuous time random walks (CTRWs) are general models capable to capture the small-scale properties that high frequency data series show. The use of CTRW…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
We examine the reversible adsorption of hard spheres on a random site surface in which the adsorption sites are uniformly and randomly distributed on a plane. Each site can be occupied by one solute provided that the nearest occupied site…
We adapt continuous time random walk (CTRW) formalism to describe asset price evolution and discuss some of the problems that can be treated using this approach. We basically focus on two aspects: (i) the derivation of the price…