Related papers: Diffusion local time storage
We present several numerical results on granular mixtures. In particular, we examine the efficiency of diffusion as a mixing mechanism in these systems. The collisions are inelastic and to compensate the energy loss, we thermalize the…
Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms of the state of a latent diffusion process. In this…
We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…
We consider a reaction-diffusion process with retardation. The particles, immersed in traps initially, remain inactive until another particle is annihilated spontaneously with a rate $\lambda$ at a certain point $\vec x$. In that case the…
We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…
We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…
Mathematically, it takes an infinite amount of time for the transient solution of a diffusion equation to transition from initial to steady state. Calculating a \textit{finite} transition time, defined as the time required for the transient…
We investigate the relation between an applied potential and the corresponding stationary state occupation for nonequilibrium and overdamped diffusion processes. This relation typically becomes long ranged resulting in global changes for…
In this work, we consider diffusion-based molecular communication timing channels. Three different timing channels are presented based on three different modulation techniques, i.e., i) modulation of the release timing of the information…
We report the results of calculation of diffusion coefficients for Lennard-Jones liquids, based on the idea of time-scale invariance of relaxation processes in liquids. The results were compared with the molecular dynamics data for…
The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent…
Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…
One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…
This work continues and substantially extends our recent work on switching diffusions with the switching processes that depend on the past states and that take values in a countable state space. That is, the discrete components of the…
In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
Flow and Diffusion Distributed Structures (FDS) are stationary spatially periodic patterns that can be observed in reaction-diffusion-advection systems. These structures arise when the flow rate exceeds a certain bifurcation point provided…
This work focuses on stability of regime-switching diffusions consisting of continuous and discrete components, in which the discrete component switches in a countably infinite set and its switching rates at current time depend on the…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…