Related papers: Nontrivial Exponent for Simple Diffusion
We study the problem of the computation of the effective diffusion constant of a Brownian particle diffusing in a random potential which is given by a function $V(\phi)$ of a Gaussian field $\phi$. A self similar renormalization group…
The fractional diffusion equation is rigorously derived as a scaling limit from a deterministic Rayleigh gas, where particles interact via short range potentials with support of size $\varepsilon$ and the background is distributed in space…
We investigate the behaviour of solutions $\phi = \phi^{(p)}$ to the one-dimensional nonlinear wave equation $-\phi_{tt} + \phi_{xx} = -|\phi|^{p-1} \phi$ with initial data $\phi(0,x) = \phi_0(x)$, $\phi_t(0,x) = \phi_1(x)$, in the high…
We provide a rather complete description of the results obtained so far on the nonlinear diffusion equation $u_t=\nabla\cdot (u^{m-1}\nabla (-\Delta)^{-s}u)$, which describes a flow through a porous medium driven by a nonlocal pressure. We…
We study the uniqueness, existence, and properties of bounded distributional solutions of the initial value problem problem for the anomalous diffusion equation $\partial_tu-\mathcal{L}^\mu [\varphi (u)]=0$. Here $\mathcal{L}^\mu$ can be…
Let $v:[0,T]\times \R^d \to \R$ be the solution of the parabolic backward equation $ \partial_t v + (1/2) \sum_{i,l} [\sigma \sigma^\perp]_{il} \partial_{x_i \partial_{x_l} v + \sum_{i} b_i \partial_{x_i}v + kv =0$ with terminal condition…
We consider a kinetic model whose evolution is described by a Boltzmann-like equation for the one-particle phase space distribution $f(x,v,t)$. There are hard-sphere collisions between the particles as well as collisions with randomly fixed…
The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…
In the first part of the paper, we study the inversion statistic of random permutations under the family $(\mathbb{P}_\theta^{(n)})_{\theta \ge 0}$ of Ewens sampling distributions on $S_n$. We obtain a rather simple exact formula for the…
In the simplest inflationary model $V=\frac12 m^2\phi^2$, we provide a prediction accurate up to $1\%$ for the spectral index $n_s$ and the tensor-to-scalar ratio $r$ assuming instantaneous reheating and a standard thermal history: $n_s =…
Original paper: We revisit the probability that any two consecutive events in a Poisson process N on [0,t] are separated by a time interval which is greater than s(<t) (a particular scan statistic probability), and the closely related…
We study the following 1D two-species reaction diffusion model : there is a small concentration of B-particles with diffusion constant $D_B$ in an homogenous background of W-particles with diffusion constant $D_W$; two W-particles of the…
This article is devoted to Feller's diffusion equation which arises naturally in probabilities and physics (e.g. wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties since the diffusion…
Using random walk simulations we explore diffusive transport through monodisperse sphere packings over a range of packing fractions, $\phi$, in the vicinity of the jamming transition at $\phi_{c}$. Various diffusion properties are computed…
An approximate maximum likelihood method of estimation of diffusion parameters $(\vartheta,\sigma)$ based on discrete observations of a diffusion $X$ along fixed time-interval $[0,T]$ and Euler approximation of integrals is analyzed. We…
We consider a Wright-Fisher diffusion (x(t)) whose current state cannot be observed directly. Instead, at times t1 < t2 < . . ., the observations y(ti) are such that, given the process (x(t)), the random variables (y(ti)) are independent…
This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…
We present the transition probability for the asymmetric simple exclusion process on the half-space for general initial conditions and particle insertion at the boundary. In the limit of total asymmetry, where particles only jump to the…
In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…
We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $\alpha\in(0,1)$ in time and zero initial data. We derive a…