Related papers: Behavior of the Euler scheme with decreasing step …

We theoretically analyze diffusion trajectories of an anisotropic object moving on a two dimensional space in the absence of an external field. In determining diffusion parameters associated with the shape anisotropy, we devise a measure…

The statistics of equally weighted random paths (ideal polymer) is studied in $2$ and $3$ dimensional percolating clusters. This is equivalent to diffusion in the presence of a trapping environment. The number of $N$ step walks follows a…

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

We establish strong Feller property and irreducibility for the transition semigroup associated to a class of nonlinear stochastic partial differential equations with multiplicative degenerate noise. As a by-product, we prove uniqueness of…

Many applications, such as systems of interacting particles in physics, require the simulation of diffusion processes with singular coefficients. Standard Euler schemes are then not convergent, and theoretical guarantees in this situation…

We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…

We study a simple model of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned space-dependent "attractiveness function", a situation frequently encountered in…

We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…

We study the infinite temperature dynamics of a prototypical one-dimensional system expected to exhibit many-body localization. Using numerically exact methods, we establish the dynamical phase diagram of this system based on the statistics…

In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…

This paper deals with the problem of testing for dispersion parameter change in discretely observed diffusion processes when the observations are contaminated by outliers. To lessen the impact of outliers, we first calculate residuals using…

The transport of an infinitely thin, hard rod in a random, dense array of point obstacles is investigated by molecular dynamics simulations. Our model mimics the sterically hindered dynamics in dense needle liquids. The center-of-mass…

We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…

This paper establishes the global asymptotic equivalence, in the sense of the Le Cam $\Delta$-distance, between scalar diffusion models with unknown drift function and small variance on the one side, and nonparametric autoregressive models…

We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…

In this paper, we propose a multiphysics finite element method for a nonlinear poroelasticity model. To better describe the processes of deformation and diffusion, we firstly reformulate the nonlinear fluid-solid coupling problem into a…

We prove strong convergence of order $1/4-\epsilon$ for arbitrarily small $\epsilon>0$ of the Euler-Maruyama method for multidimensional stochastic differential equations (SDEs) with discontinuous drift and degenerate diffusion coefficient.…

We define a Gaussian invariant measure for the two-dimensional averaged-Euler equation and show the existence of its solution with initial conditions on the support of the measure. An invariant surface measure on the level sets of the…

The mixing properties of vapor content, temperature and particle fields are of paramount importance in cloud turbulence as they pertain to essential processes, such as cloud water droplet evaporation and entrainment. Our study examines the…

We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…