相关论文: Quantifying the threshold phenomena for propagatio…
We propose a nonparametric estimation for a class of fractional stochastic differential equations (FSDE) with random effects. We precisely consider general linear fractional stochastic differential equations with drift depending on random…
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…
Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…
In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…
We consider a nonlocal aggregation equation with nonlinear diffusion which arises from the study of biological aggregation dynamics. As a degenerate parabolic problem, we prove the well-posedness, continuation criteria and smoothness of…
We show how the Stefan type free boundary problem with random diffusion in one space dimension can be approximated by the corresponding free boundary problem with nonlocal diffusion. The approximation problem is a slightly modified version…
In order to understand how nonlocal diffusion and pulse intervention affect dynamics of species, we focus on an age-structured nonlocal diffusion model in moving and heterogeneous environment, where nonlocal diffusion describes the long…
It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…
Widely applicable, modified Green-Kubo expressions for the local diffusion coefficient ($D_l$) are obtained using linear response theory. In contrast to past definitions in use, these expressions are statistical mechanical results.…
Motivated by models of signaling pathways in B lymphocytes, which have extremely large nuclei, we study the question of how reaction-diffusion equations in thin $2D$ domains may be approximated by diffusion equations in regions of smaller…
We study the long-time behaviour of a run and tumble model which is a kinetic-transport equation describing bacterial movement under the effect of a chemical stimulus. The experiments suggest that the non-uniform tumbling kernels are…
In previous work Majda and McLaughlin computed explicit expressions for the $2N$th moments of a passive scalar advected by a linear shear flow in the form of an integral over ${\bf R}^N$. In this paper we first compute the asymptotics of…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…
A slowly-varying or thin-layer multiscale assumption empowers macroscale understanding of many physical scenarios from dispersion in pipes and rivers, including beams, shells, and the modulation of nonlinear waves, to homogenisation of…
In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given…
We propose a new model and estimation framework for spatiotemporal streamflow exceedances above a threshold that flexibly captures asymptotic dependence and independence in the tail of the distribution. We model streamflow using a mixture…
We propose a test for model specification of a parametric diffusion process based on a kernel estimation of the transitional density of the process. The empirical likelihood is used to formulate a statistic, for each kernel smoothing…
The investigation of the diffusive transport of charged particles in a turbulent magnetic field remains a subject of considerable interest. Research has most frequently concentrated on determining the diffusion coefficient in the presence…