Related papers: Difference approximation for local times of multid…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
Analysing an application in liquid film dynamics, a guide for obtaining the corresponding constrained functional derivatives for constraints coupling the functional variables is given. The use of constrained derivatives makes the proper…
We consider additive functionals of Markov processes in continuous time with general (metric) state spaces. We derive concentration bounds for their exponential moments and moments of finite order. Applications include diffusions,…
We consider a class of aggregation-diffusion equations on unbounded one dimensional domains with Lipschitz nonincreasing mobility function. We show strong $L^1$-convergence of a suitable deterministic particle approximation to weak…
This study handles spatial three-dimensional solution of the nonlinear diffusion equation without particular initial conditions. The functional behavior of the equation and the concentration have been studied in new ways. An auxiliary…
We derive explicit solutions for time-fractional anomalous diffusion equations with diffusivity coefficients that depend on both space and time variables. These solutions are expressed in Fox-H and generalized Wright functions, which are…
In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…
For a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, we study the joint distribution of the two local times $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ and $B(t)= \int_{0}^{t} d\tau \delta(X(\tau)-L) $ at…
This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback--Leibler distance by different specifications of finite mixtures of normal regressions in which normal means and…
We study Whitney-type estimates for approximation of convex functions in the uniform norm on various convex multivariate domains while paying a particular attention to the dependence of the involved constants on the dimension and the…
Quantum corrections to Thomas-Fermi (TF) theory are investigated for noninteracting one-dimensional fermions with known uniform semiclassical approximations to the density and kinetic energy. Their structure is analyzed, and contributions…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…
A general formulation of translationally invariant, parametrically correlated random matrix ensembles, is used to classify universality in correlation functions. Surprisingly, the range of possible physical systems is bounded, and can be…
This paper considers a time-fractional diffusion-wave equation with a high-contrast heterogeneous diffusion coefficient. A numerical solution to this problem can present great computational challenges due to its multiscale nature.…
We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…
Diffusion-limited aggregation is consistent with simple scaling. However, strong subdominant terms are present, and these can account for various earlier claims of anomalous scaling. We show this in detail for the case of multiscaling.
This paper focuses on the study of semilinear fractional diffusion-wave equations in the context of critical nonlinearities. Firstly, we address the issue of local well-posedness for the problem, examine spatial regularity, and the…