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We calculate the explicit probability distribution function for the flux between sites in a simple discrete time diffusive system composed of independent random walkers. We highlight some of the features of the distribution and we discuss…

Statistical Mechanics · Physics 2007-05-23 Alba Margarita Resendiz Antonio , Hernan Larralde

Sampling from unnormalized densities is analogous to the generative modeling problem, but the target distribution is defined by a known energy function instead of data samples. Because evaluating the energy function is often costly, a…

Machine Learning · Computer Science 2026-05-06 Aaron Havens , Brian Karrer , Neta Shaul

The clearing up of a wave nature of the energy and mass transfer phenomena in classical expressions of the molecular-kinetic theory has allowed to find a quantitative measure of intensity of processes of a thermal conductivity, viscosity…

Fluid Dynamics · Physics 2007-05-23 S. L. Arsenjev , I. B. Lozovitski , Y. P. Sirik

Spherically symmetric expansionfree distributions are systematically studied. The whole set of field equations and junction conditions are presented for a general distribution of dissipative anisotropic fluid (principal stresses unequal),…

General Relativity and Quantum Cosmology · Physics 2008-11-26 L. Herrera , N. O. Santos , A. Wang

We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…

Statistics Theory · Mathematics 2026-02-09 Emil S. Jørgensen , Michael Sørensen

It is argued that a diffusion may be ergodic even though the drift field has unbounded outward-directed parts. The discussion employs stochastic and numerical methods.

Dynamical Systems · Mathematics 2012-05-23 Horst Thaler

We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2021-07-05 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

Statistical Mechanics · Physics 2024-03-01 Guoxing Lin , Shaokun Zheng

Nonlinear diffusion $\partial_t \rho = \Delta(\Phi(\rho))$ is considered for a class of nonlinearities $\Phi$. It is shown that for suitable choices of $\Phi$, an associated Lyapunov functional can be interpreted as thermodynamics entropy.…

Mathematical Physics · Physics 2016-08-24 Nicolas Dirr , Marios Stamatakis , Johannes Zimmer

Motivated by a mathematical model for the transport of morphogenes in biological systems, we study existence and uniqueness of entropy solutions for a mixed initial-boundary value problem associated with a nonlinear flux--limited diffusion…

Analysis of PDEs · Mathematics 2012-06-01 Fuensanta Andreu , Juan Calvo , José M. Mazón , Juan Soler

We study the velocity of travelling waves of a reaction-diffusion system coupling a standard reaction-diffusion equation in a strip with a one-dimensional diffusion equation on a line. We show that it grows like the square root of the…

Analysis of PDEs · Mathematics 2015-07-02 Laurent Dietrich

The short-time asymptotic behavior of the transition density function of the diffusion process generated by the general Grushin operator will be investigated, by using its explicit expression in terms of expectation. Further the dependence…

Probability · Mathematics 2023-04-21 Setsuo Taniguchi

We consider a linear transport equation on the edges of a network with time-varying coefficients. Using methods for non-autonomous abstract Cauchy problems, we obtain well-posedness of the problem and describe the asymptotic profile of the…

Analysis of PDEs · Mathematics 2014-03-12 Fatih Bayazit , Britta Dorn , Marjeta Kramar Fijavž

According to a theorem of S. Schumacher, for a diffusion X in an environment determined by a stable process that belongs to an appropriate class and has index a, it holds that X_t/(log t)^a converges in distribution, as t goes to infinity,…

Probability · Mathematics 2015-06-26 Dimitrios Cheliotis

We consider inverse curvature flows in the $(n+1)$-dimensional Euclidean space, $n\geq 2,$ expanding by arbitrary negative powers of a 1-homogeneous, monotone curvature function $F$ with some concavity properties. We obtain asymptotical…

Differential Geometry · Mathematics 2016-06-21 Julian Scheuer

We have random number of independent diffusion processes with absorption on boundaries in some region at initial time $t=0$. The initial numbers and positions of processes in region is defined by Poisson random measure. It is required to…

Probability · Mathematics 2016-09-07 Aniello Fedullo , Vitalii A. Gasanenko

The concept of diffusion in collisionless space plasmas like those near the magnetopause and in the geomagnetic tail is reexamined from a fundamental statistical point of view making use of the division of particle orbits into waiting…

Space Physics · Physics 2014-06-25 R. A. Treumann , W. Baumjohann

A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is also…

Fluid Dynamics · Physics 2010-11-03 Helmut Abels , Harald Garcke , Günther Grün

Compressible flows around blunt objects have diverse applications, but present analytic treatments are inaccurate and limited to narrow parameter regimes. We show that the flow in front of an axisymmetric body is accurately derived…

Instrumentation and Methods for Astrophysics · Physics 2016-11-22 Uri Keshet , Yossi Naor

We consider a random diffusion dynamics for an infinite system of hard spheres of two different sizes evolving in $\mathbb{R}^d$, its reversible probability measure, and its projection on the subset of the large spheres. The main feature is…

Probability · Mathematics 2024-03-05 Myriam Fradon , Julian Kern , Sylvie Roelly , Alexander Zass