Related papers: Relativistic diffusion processes and random walk m…
We show that Kompaneetz equation describing photon diffusion in an environment of an electron gas, when linearized around its equilibrium distribution, coincides with the relativistic diffusion discussed in recent publications. The model of…
We formulate a new model for transport in stochastic media with long-range spatial correlations where exponential attenuation (controlling the propagation part of the transport) becomes power law. Direct transmission over optical distance…
Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a…
We consider the wave propagation for a reaction-diffusion equation on the real line, with a random drift and Fisher-Kolmogorov-Petrovskii-Piscounov (FKPP) type nonlinear reaction. We show that when the average drift is positive, the…
A canonical structure compatible with the action of the Lorentz group can be obtained considering the energy and time as conjugate variables of an extended phase space. Scalar probability waves, describing free relativistic particles, are…
We study a relativistic diffusion equation on the Riemannian phase space defined by Franchi and Le Jan. We discuss stochastic Ito (Langevin) differential equations (defining the diffusion) as a perturbation by noise of the geodesic…
This paper derives several formulae for the probability that a Wiener process, which has a stochastic drift and random variance, crosses a one-sided stochastic boundary within a finite time interval. A non-explicit formula is first obtained…
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…
We propose to take advantage of using the Wiener path integrals as the formal solution for the joint probability densities of coupled Langevin equations describing particles suspended in a fluid under the effect of viscous and random…
We investigate shock-wave solutions of the Einstein equations in the case when the speed of propagation is equal to the speed of light. The work extends the shock matching theory of Smoller and Temple, which characterizes solutions of the…
This paper presents a research study focused on uncovering the hidden population distribution from the viewpoint of a variational non-Bayesian approach. It asserts that if the hidden probability density function (PDF) has continuous partial…
In order to describe large transverse momentum ($p_T$) distributions observed in high energy nucleus-nucleus collisions, a stochastic model in the three dimensional rapidity space is introduced. The fundamental solution of the radial…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
For the symmetric case of space-fractional diffusion processes (whose basic analytic theory has been developed in 1952 by Feller via inversion of Riesz potential operators) we present three random walk models discrete in space and time. We…
A recent proposal to connect the loop quantization with the spin foam model for cosmology via the path integral is hereby adapted to the case of mechanical systems within the framework of the so called polymer quantum mechanics. The…
The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…
Geometrical shock dynamics, also called CCW theory, yields approximate equations for shock propagation in which only the conditions at the shock appear explicitly; the post-shock flow is presumed approximately uniform and enters implicitly…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…
The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…