Related papers: Difference approximation for local times of multid…
In this paper we shall prove the weak convergence of the associated diffusion processes of regular subspaces with monotone characteristic sets for a fixed Dirichlet form. More precisely, given a fixed 1-dimensional diffusion process and a…
In this paper, we analyze a model composed by coupled local and nonlocal diffusion equations acting in different subdomains. We consider the limit case when one of the subdomains is thin in one direction (it is concentrated to a domain of…
This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…
Over the past decades, nonlocal models have been widely used to describe aggregation phenomena in biology, physics, engineering, and the social sciences. These are often derived as mean-field limits of attraction-repulsion agent-based…
We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…
A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…
An expression for the two-particle relaxation time of collective excitations on a distorted Fermi surface in the diffusion approach to kinetic theory is obtained. The general case of momentum-dependent diffusion and drift coefficients is…
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…
In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
Starting with the Green's functions found for normal diffusion, we construct exact time-dependent Green's functions for subdiffusive equation (with fractional time derivatives), with the boundary conditions involving a linear combination of…
In contrast to normal diffusion, there is no canonical model for reactions between chemical species which move by anomalous subdiffusion. Indeed, the type of mesoscopic equation describing reaction-subdiffusion depends on subtle assumptions…
The long-time behavior of a reaction-diffusion front between one static (e.g. porous solid) reactant A and one initially separated diffusing reactant B is analyzed for the mean-field reaction-rate density R(\rho_A,\rho_B) =…
Let $\Lambda$ be a uniformly discrete set and $S$ be a compact set in $R$. We prove that if there exists a bounded sequence of functions in Paley--Wiener space $PW_S$, which approximates $\delta-$functions on $\Lambda$ with $l^2-$error $d$,…
Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…
The paper presents new and known results on estimates of important linear and nonlinear approximation characteristics of generalized Wiener classes of functions of several variables in different metrics.
I derive a temporally propagated uni-directional optical pulse equation valid in the few cycle limit. Temporal propagation is advantageous because it naturally preserves causality, unlike the competing spatially propagated models. The exact…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We discuss a family of time-reversible, scale-invariant diffusions with singular coefficients. In analogy with the standard Gaussian theory, a corresponding family of generalized characteristic functions provides a useful tool for proving…