Related papers: Behavior of the Euler scheme with decreasing step …
The Feller diffusion is studied as the limit of a coalescent point process in which the density of the node height distribution is skewed towards zero. Using a unified approach, a number of recent results pertaining to scaling limits of…
The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…
We study the limiting behavior of the solutions of Euler equations of one-dimensional compressible fluid flow as the pressure like term vanishes. This system can be thought of as an approximation for the one dimensional model for large…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…
In this paper we introduce a PDE system which aims at describing the dynamics of a dispersed phase of particles moving into an incompressible perfect fluid, in two space dimensions. The system couples a Vlasov-type equation and an…
The aim of this article is to study the limiting behavior of the solutions for the scaled generalized Euler equations of compressible fluid flow. When the initial data is of Riemann type, we showed the existence of solution which consists…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central…
The charging of insulating samples degrades the quality and complicates the interpretation of images in scanning electron microscopy and is important in other applications, such as particle detectors. In this paper we analyze this…
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
We consider Markov processes that alternate continuous motions and jumps in a general locally compact polish space. Starting from a mechanistic construction, a first contribution of this article is to provide conditions on the dynamics so…
Modeling of a dense spray regime using an Euler-Lagrange approach is challenging because of local high volume loading. A cluster of droplets, that are assumed subgrid, can lead to locally low void fractions for the fluid phase. Under these…
It is generally understood that a given one-dimensional diffusion may be transformed by Cameron-Martin-Girsanov measure change into another one-dimensional diffusion with the same volatility but a different drift. But to achieve this we…
In this paper, we first establish well-posedness results for one-dimensional McKean-Vlasov stochastic differential equations (SDEs) and related particle systems with a measure-dependent drift coefficient that is discontinuous in the spatial…
We extend beyond the Euler scales the hydrodynamic theory for quantum and classical integrable models developed in recent years, accounting for diffusive dynamics and local entropy production. We review how the diffusive scale can be…
In the present work we study self-interacting diffusions following an infinite dimensional approach. First we prove existence and uniqueness of a solution with Markov property. Then we study the corresponding transition semigroup and, more…
In this paper, we consider an expanding construction of a distributed control system, which is obtained by adding a new subsystem one after the other, until all $n$ subsystems, where $n \ge 2$, are included in the distributed control…