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Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…

Methodology · Statistics 2007-10-30 Y. Pokern , A. M. Stuart , P. Wiberg

We theoretically analyze diffusion trajectories of an anisotropic object moving on a two dimensional space in the absence of an external field. In determining diffusion parameters associated with the shape anisotropy, we devise a measure…

Statistical Mechanics · Physics 2015-08-31 Sunghan Roh , Juyeon Yi , Yong Woon Kim

Diffusion of molecules in cells plays an important role in providing a biological reaction on the surface by finding a target on the membrane surface. The water retardation (slow diffusion) near the target assists the searching molecules to…

Statistical Mechanics · Physics 2015-09-02 Takuma Akimoto , Kazuhiko Seki

We present a novel method, based on the Saunderson corrections, to predict the reflectance between a liquid interface and a dielectric diffuser. In this method, the diffuse properties of the dielectric are characterized using a single…

Optics · Physics 2023-05-08 C. Silva , R. Cabrita , V. N. Solovov , P. Brás , A. Lindote , G. Pereira , M. I. Lopes

Explicit analytical expressions for the drag and diffusion coefficients of a spherical particle attached to the interface between two immiscible fluids are constructed for the case of a small viscosity ratio between the fluid phases. The…

Soft Condensed Matter · Physics 2016-04-20 Aaron Dörr , Steffen Hardt

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

How many times a diffusing molecule can permeate across a membrane or be adsorbed on a substrate? We employ the encounter-based approach to find the statistics of adsorption or permeation events for molecular diffusion in a general…

Chemical Physics · Physics 2025-07-15 Denis S. Grebenkov

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…

Statistical Mechanics · Physics 2015-06-15 Sergei Fedotov

In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…

Numerical Analysis · Mathematics 2021-01-12 Bangti Jin , Zhi Zhou

We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes…

Statistical Mechanics · Physics 2010-03-11 Assaf Amitai , Yacov Kantor , Mehran Kardar

Subdiffusion in a system in which mobile particles $A$ can chemically react with static particles $B$ according to the rule $A+B\rightarrow B$ is considered within a persistent random walk model. This model, which assumes a correlation…

Statistical Mechanics · Physics 2015-06-16 Tadeusz Kosztołowicz

We apply a pulsed-light interferometer to measure both the intensity and the phase of light that is transmitted through a strongly scattering disordered material. From a single set of measurements we obtain the time-resolved intensity,…

Disordered Systems and Neural Networks · Physics 2009-11-10 I. M. Vellekoop , P. Lodahl , A. Lagendijk

We study the behavior of a monolayer, which occupies initially a bounded region on an ideal crystalline surface and then evolves in time due to random hopping motion of the monolayer particles. In the case when the initially occupied region…

Soft Condensed Matter · Physics 2007-05-23 G. Oshanin , J. De Coninck , A. M. Cazabat , M. Moreau

We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…

Econometrics · Economics 2020-05-08 Ruijun Bu , Kaddour Hadri , Dennis Kristensen

Accurate modeling of contamination in subsurface flow and water aquifers is crucial for agriculture and environmental protection. Here, we demonstrate a parallel method to quantify the propagation of the uncertainty in the dispersal of…

Numerical Analysis · Mathematics 2019-05-07 Alexander Litvinenko , Dmitry Logashenko , Raul Tempone , Gabriel Wittum , David Keyes

In this article we consider the estimation of static parameters for partially observed diffusion process with discrete-time observations over a fixed time interval. In particular, we assume that one must time-discretize the partially…

Computation · Statistics 2023-09-20 Elsiddig Awadelkarim , Ajay Jasra , Hamza Ruzayqat

The diffusion of gas through porous material is important to understand the physical processes underlying cometary activity. We study the diffusion of a rarefied gas (Knudsen regime) through a packed bed of monodisperse spheres via…

Consider the time-dependent problem of mass transfer of a solute between two phases and assume that the solute is initially distributed in one phase (phase 2) and absent from the other (phase 1). We desire the fraction of total solute…

Soft Condensed Matter · Physics 2021-11-17 Salvatore Torquato

We consider random networks whose dynamics is described by a rate equation, with transition rates $w_{nm}$ that form a symmetric matrix. The long time evolution of the system is characterized by a diffusion coefficient $D$. In one dimension…

Statistical Mechanics · Physics 2012-12-04 Yaron de Leeuw , Doron Cohen

Based on the non-Markov diffusion equation taking into account the spatial fractality and modeling for the generalized coefficient of particle diffusion…

Statistical Mechanics · Physics 2024-06-19 P. Kostrobij , M. Tokarchuk , B. Markovych , I. Ryzha
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