相关论文: A Spatial Structural Derivative Model for Ultraslo…
We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. The quasi-likelihood estimators for parameters in the SEM are proposed. The goodness-of-fit test is derived from the…
Consider the time-dependent problem of mass transfer of a solute between two phases and assume that the solute is initially distributed in one phase (phase 2) and absent from the other (phase 1). We desire the fraction of total solute…
Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this…
We prove optimal estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations in $\mathbb{R}^d$. An important special case is the time-fractional diffusion equation, which has seen much…
Many physical phenomena occur on domains that grow in time. When the timescales of the phenomena and domain growth are comparable, models must include the dynamics of the domain. A widespread intrinsically slow transport process is…
Compositional observations are an increasingly prevalent data source in spatial statistics. Analysis of such data is typically done on log-ratio transformations or via Dirichlet regression. However, these approaches often make unnecessarily…
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…
The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…
The modelling of linear and nonlinear reaction-subdiffusion processes is more subtle than normal diffusion and causes different phenomena. The resulting equations feature a spatial Laplacian with a temporal memory term through a time…
The aim of this paper is to give a stochastic representation for the solution to a natural extension of the Caputo-type evolution equation. The nonlocal-in-time operator is defined by a hypersingular integral with a (possibly…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
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 this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional…
Exciton diffusion length plays a vital role in the function of opto-electronic devices. Oftentimes, the domain occupied by an organic semiconductor is subject to surface measurement error. In many experiments, photoluminescence over the…
We consider fractional diffusion equation with the distributed order Caputo derivative. We prove existence of a weak and regular solution for general uniformly elliptic operator under the assumption that the weight function is only…
We investigate the nonlocal behavior of passive tracer dispersion with random stopping at various sites in fluids. This kind of dispersion processes is modeled by an integral partial differential equation, i.e., an advection-diffusion…
We consider the diffusion of markers in a layered medium, with the lateral diffusion coefficient being the function of hight. We show that the probability density of the lateral displacements follows one-dimensional Batchelor's equation…