相关论文: Diffusion Process in a Flow

The purpose of this paper is to investigate the long time behaviour for a self-interacting diffusion and a self-interacting velocity jump process. While the diffusion case has already been studied for some particular potential function, the…

The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…

In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…

The incompressible Navier-Stokes equations coupled to the Maxwell-Stefan relations for the molar fluxes are analyzed in bounded domains with no-flux boundary conditions. The system models the dynamics of a multicomponent gaseous mixture…

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Relative permeability is commonly used to model immiscible fluid flow through porous materials. In this work we derive the relative permeability relationship from conservation of energy, assuming that the system to be non-ergodic at large…

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

We consider the flow of a viscous incompressible fluid through a porous medium. We allow the permeability of the medium to depend exponentially on the pressure and provide an analysis for this model. We study a splitting formulation where a…

We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…

We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equations of the Gaussian or confluent type. The construction…

We investigate the existence and uniqueness of strong solutions up to an explosion time for regime-switching diffusion processes in an infinite state space. Instead of concrete conditions on coefficients, our existence and uniqueness result…

Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…

This paper is the first part of a series of papers on filtering for partially observed jump diffusions satisfying a stochastic differential equation driven by Wiener processes and Poisson martingale measures. The coefficients of the…

A kinetic-fluid model describing the evolutions of disperse two-phase flows is considered. The model consists of the Vlasov-Fokker-Planck equation for the particles (disperse phase) coupled with the compressible Navier-Stokes equations for…

The diffusion type is determined not only by microscopic dynamics but also by the environment properties. For example, the environment's fractal structure is responsible for the emergence of subdiffusive scaling of the mean square…

We introduce a Darcy-scale model to describe compressible multi-component flow in a fully saturated porous medium. In order to capture cross-diffusive effects between the different species correctly, we make use of the Maxwell--Stefan…

These are lecture notes for various Summer and Winter schools that I have given. The notes describe the methodology called Variational Modelling, and focus on the application to the modelling of gradient-flow systems. I describe the…

Dynamical systems are often subject to forcing or changes in their governing parameters and it is of interest to study how this affects their statistical properties. A prominent real-life example of this class of problems is the…

Occupied diffusions offer a Markovian framework for path-dependent dynamics by lifting the state space with a flow of occupation measures. Because this additional feature is infinite-dimensional, the simulation of these processes remains…

The diffusive epidemic process is a paradigmatic example of an absorbing state phase transition in which healthy and infected individuals spread with different diffusion constants. Using stochastic activity spreading simulations in…