Related papers: Superdiffusivity of asymmetric exclusion process i…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…
Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We…
Multi-particle dynamics in one-dimensional asymmetric exclusion processes with disorder is investigated theoretically by computational and analytical methods. It is argued that the general phase diagram consists of three non-equilibrium…
We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…
We consider the problem of the discrete-time approximation of the solution of a one-dimensional SDE with piecewise locally Lipschitz drift and continuous diffusion coefficients with polynomial growth. In this paper, we study the strong…
In this paper we investigate the approximation of a diffusion model problem with contrasted diffusivity and the error analysis of various nonconforming approximation methods. The essential difficulty is that the Sobolev smoothness index of…
We investigate robust parameter estimation and testing procedure for multivariate diffusion processes observed at high frequency via the minimum density power divergence estimator (MDPDE). Within a general diffusion framework and under…
The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target distribution as equilibrium measure, so that the state of…
Sampling from diffusion models can be treated as solving the corresponding ordinary differential equations (ODEs), with the aim of obtaining an accurate solution with as few number of function evaluations (NFE) as possible. Recently,…
We consider weakly asymmetric exclusion processes whose initial density profile is a small perturbation of a constant. We show that in the diffusive time-scale, in all dimensions, the density defect evolves as the solution of a viscous…
We model the evolution of the concentration field of macromolecules in a symmetric field-flow fractionation (FFF) channel by a one-dimensional advection-diffusion equation. The coefficients are precisely determined from the fluid dynamics.…
Anomalous dynamics in which local perturbations spread faster than diffusion are ubiquitously observed in the long-time behavior of a wide variety of systems. Here, the manner by which such systems evolve towards their asymptotic…
Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…
An advection--diffusion-limited dissolution model of an object being eroded by a two-dimensional potential flow is presented. By taking advantage of the conformal invariance of the model, a numerical method is introduced that tracks the…
In the frequency domain, the nearly constant loss, is characterized by a slope 1 in log of the real part of the electrical conductivity vs log frequency plots. It can be explained by an anomalous diffusion, defined by a random walk with the…
Autocorrelation of electromagnetic fields emitted by high-power microwave sources makes it possible to determine the phase diffusion coefficient $D$. The value of $D$ imposes significant constraints on synchronization of several HPM…
We consider a disordered asymmetric exclusion process in which randomly chosen sites do not conserve particle number. The model is motivated by features of many interacting molecular motors such as RNA polymerases. We solve the steady state…
Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…