相关论文: One dimensional drift-diffusion between two absorb…
We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…
Granular segregation is ubiquitous in industrial, geological or daily-life context, but there is still no unifying theoretical approach. In this review, we examine two examples of granular segregation -- shallow rapid flows and rotating…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
We model the evolution of the concentration field of macromolecules in a symmetric field-flow fractionation (FFF) channel by a one-dimensional advection-diffusion equation. The coefficients are precisely determined from the fluid dynamics.…
The migration of active particles in slowly moving, crowded, and heterogeneous media is fundamental to various biological processes and technological applications, such as cargo transport. In this study, we numerically investigate the…
We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…
We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribution of the three dimensional scan…
The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…
Tracer diffusion and hydrodynamic dispersion in two-dimensional fractures with self-affine roughness is studied by analytic and numerical methods. Numerical simulations were performed via the lattice-Boltzmann approach, using a new boundary…
We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A sharp transition for the rate function occurs, depending on…
With a view to statistical inference for discretely observed diffusion models, we propose simple methods of simulating diffusion bridges, approximately and exactly. Diffusion bridge simulation plays a fundamental role in likelihood and…
Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…
While convective flows are implicated in many granular segregation processes, the associated particle-scale rearrangements are not well understood. A three-dimensional bidisperse mixture segregates under steady shear, but the cyclically…
The drawdown process of an one-dimensional regular diffusion process $X$ is given by $X$ reflected at its running maximum. The drawup process is given by $X$ reflected at its running minimum. We calculate the probability that a drawdown…
We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…
We present results from an extensive experimental investigation into granular segregation of a shallow binary mixture in which particles are driven by frictional interactions with the surface of a vibrating horizontal tray. Three distinct…
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…
Single-particle traces of the diffusive motion of molecules, cells, or animals are by-now routinely measured, similar to stochastic records of stock prices or weather data. Deciphering the stochastic mechanism behind the recorded dynamics…
We present a method of deriving two boundary conditions at a thin membrane for diffusion from experimental data. This method can be really useful in complex membrane systems in which we do not know mechanisms of processes occurring within…
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…