Related papers: Drift and trapping in biased diffusion on disorder…
With today's abundant streams of data, the only constant we can rely on is change. For stream classification algorithms, it is necessary to adapt to concept drift. This can be achieved by monitoring the model error, and triggering counter…
This article revisits an analysis on inaccuracies of time series averaging under dynamic time warping conducted by \cite{Niennattrakul2007}. The authors presented a correctness-criterion and introduced drift-outs of averages from clusters.…
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
In this article, we consider a jump diffusion process (X_t)observed at discrete times t=0,Delta,...,nDelta. The sampling interval Delta tends to 0 and nDelta tends to infinity. We assume that (X_t) is ergodic, strictly stationary and…
It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…
We provide a simple no-go theorem for ergodicity and the generalized Einstein relation for anomalous diffusion processes. The theorem states that either ergodicity in the sense of equal time and ensemble averaged mean squared displacements…
The problem of a disc or cylinder initially rolling with slipping on a surface and subsequently transitioning to rolling without slipping is often cited in textbooks. The following experiment serves to clearly demonstrate the transition…
We present results of computer simulations of the diffusion-limited reaction process A+B->0, on the line, under extreme drift conditions, for lattices of up to 2^{27} sites, and where the process proceeds to completion (no particles left).…
The diffusion type is determined not only by microscopic dynamics but also by the environment properties. For example, the environment's fractal structure is responsible for the emergence of subdiffusive scaling of the mean square…
A simple lemma bounds $\mathrm{s.d.}(T)/\mathbb{E} T$ for hitting times $T$ in Markov chains with a certain strong monotonicity property. We show how this lemma may be applied to several increasing set-valued processes. Our main result…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
We study the biased random walk process in random uncorrelated networks with arbitrary degree distributions. In our model, the bias is defined by the preferential transition probability, which, in recent years, has been commonly used to…
We give a geometrically exact treatment of percolation through voids around assemblies of randomly placed impermeable barrier particles, introducing a computationally inexpensive approach to finding critical barrier density thresholds…
We introduce a continuum model describing data losses in a single node of a packet-switched network (like the Internet) which preserves the discrete nature of the data loss process. {\em By construction}, the model has critical behavior…
This paper solves a Bayes sequential impulse control problem for a diffusion, whose drift has an unobservable parameter with a change point. The partially-observed problem is reformulated into one with full observations, via a change of…
Percolation in a scale-free hierarchical network is solved exactly by renormalization-group theory, in terms of the different probabilities of short-range and long-range bonds. A phase of critical percolation, with algebraic…
The phenomenon of stable lift oscillations occurring on an elliptic wing section utilizing circulation control at transonic speeds was evaluated using numerical simulations. As the momentum of the jet increases beyond a prescribed…
It has recently been shown that a significant slowdown of many stars can be attributed to the emergence of a strong magnetic field within the radiative region, where heat is transferred through radiation in a stably stratified layer. Here,…
We consider bootstrap percolation on uncorrelated complex networks. We obtain the phase diagram for this process with respect to two parameters: $f$, the fraction of vertices initially activated, and $p$, the fraction of undamaged vertices…