相关论文: The small deviations of many-dimensional diffusion…
In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…
In this paper we develop a model to describe the diffusion process in a porous medium. For the observed decrease in current yield, we propose other causes than difference in diffusivity, which we consider unaltered by the porous medium. The…
Diffusion dynamics in multiplex networks can model a diverse number of real-world processes. In some specific configurations of these systems, the super-diffusion phenomenon arises, in which the diffusion is faster in the multiplex network…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…
The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software…
Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…
We consider a particle transport process in a one-dimensional system with a thin membrane, described by a normal diffusion equation. We consider two boundary conditions at the membrane that are linear combinations of integral operators,…
Diffusion describes the motion of microscopic entities from regions of high concentration to regions of low concentration. In multiplex networks, flows can occur both within and across layers, and super-diffusion, a regime where the time…
We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…
The aim of this paper is to investigate the large deviations for a class of slow-fast mean-field diffusions, which extends some existing results to the case where the laws of fast process are also involved in the slow component. Due to the…
This work is concerned with numerically recovering multiple parameters simultaneously in the subdiffusion model from one single lateral measurement on a part of the boundary, while in an incompletely known medium. We prove that the boundary…
In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to consider next-to-leading-order approximation for more…
For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…
Medical image segmentation is a challenging task, made more difficult by many datasets' limited size and annotations. Denoising diffusion probabilistic models (DDPM) have recently shown promise in modelling the distribution of natural…
We develop a domain-decomposition model reduction method for linear steady-state convection-diffusion equations with random coefficients. Of particular interest to this effort are the diffusion equations with random diffusivities, and the…
We consider subtle correlations in the scattering of fluid by randomly placed obstacles, which have been suggested to lead to a diverging dispersion coefficient at long times for high Peclet numbers, in contrast to finite mean-field…