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We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…

统计理论 · 数学 2020-10-28 Shogo H Nakakita , Masayuki Uchida

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

统计理论 · 数学 2018-07-04 Theodoros Manikas , Anastasia Papavasiliou

Diapycnical eddy diffusivities are formulated from physical relations according to a simple fact that the different formulas are identical for the same parameter. It is found that the dispassion ratio \Gamma is a crucial parameter. When it…

大气与海洋物理 · 物理学 2014-06-24 Liang Sun

Self-diffusion coefficients, $D^*$, are routinely estimated from molecular dynamics simulations by fitting a linear model to the observed mean-squared displacements (MSDs) of mobile species. MSDs derived from simulation exhibit statistical…

统计力学 · 物理学 2026-01-05 Andrew R. McCluskey , Samuel W. Coles , Benjamin J. Morgan

The thermophysical properties of supported and free-standing nanomaterials would be different due to the substrate effect. To determine the thermophysical properties of supported 2D nanomaterials, this paper developed a two-step…

仪器与探测器 · 物理学 2021-09-02 Aoran Fan , Haidong Wang , Weigang Ma , Xing Zhang

In this paper we discuss the results of some Molecular Dynamics simulations of a magnetized One Component Plasma, targeted to estimate the diffusion coefficient $D_{\perp}$ in the plane orthogonal to the magnetic field lines. We find that…

等离子体物理 · 物理学 2022-10-21 Lorenzo Valvo , Andrea Carati

For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…

统计理论 · 数学 2011-11-09 Stefano Iacus , Masayuki Uchida , Nakahiro Yoshida

This work studies the parameter-dependent diffusion equation in a two-dimensional domain consisting of locally mirror symmetric layers. It is assumed that the diffusion coefficient is a constant in each layer. The goal is to find…

数值分析 · 数学 2024-12-20 Antti Autio , Antti Hannukainen

Recently, there has been interest in determining the viscoelastic properties of polymeric liquids and other complex fluids by means of Diffusing Wave Spectroscopy (DWS). In this technique, light-scattering spectroscopy is applied to highly…

软凝聚态物质 · 物理学 2024-08-27 George D. J. Phillies

We study the transport properties of a system of active particles moving at constant speed in an heterogeneous two-dimensional space. The spatial heterogeneity is modeled by a random distribution of obstacles, which the active particles…

生物物理 · 物理学 2013-10-23 Oleksandr Chepizhko , Fernando Peruani

Traditionally, time-development of the mean square displacement has been employed to determine the diffusion coefficient from the trajectories of single particles. However, this approach is sensitive to the noise and the motion blur upon…

统计力学 · 物理学 2020-08-31 Masanori Mishima

We consider a multidimensional diffusion X with drift coefficient b({\alpha},X(t)) and diffusion coefficient {\epsilon}{\sigma}({\beta},X(t)). The diffusion is discretely observed at times t_k=k{\Delta} for k=1..n on a fixed interval [0,T].…

统计理论 · 数学 2013-05-17 Romain Guy , Catherine Laredo , Elisabeta Vergu

We show that the concentration profiles in the subdiffusive system with a membrane, which separates a homogeneous solution from a pure solvent at an initial moment, has a general scaling form in the long time limit $C\sim t^\lambda…

其他凝聚态物理 · 物理学 2007-05-23 Tadeusz Kosztołowicz

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

概率论 · 数学 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

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…

数学物理 · 物理学 2014-02-13 A. Sapora , M. Codegone , G. Barbero

We follow the trajectories of phase singularities at nulls of intensity in the speckle pattern of waves transmitted through random media as the frequency of the incident radiation is scanned in microwave experiments and numerical…

无序系统与神经网络 · 物理学 2015-06-19 Xiaojun Cheng , Yitzchak Lockerman , Azriel Z. Genack

Translational diffusion coefficients are routinely estimated from molecular dynamics simulations. Linear fits to mean squared displacement (MSD) curves have become the de facto standard, from simple liquids to complex biomacromolecules.…

计算物理 · 物理学 2020-11-20 Jakob Tómas Bullerjahn , Sören von Bülow , Gerhard Hummer

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…

数值分析 · 数学 2023-07-10 Siyu Cen , Bangti Jin , Yikan Liu , Zhi Zhou

We propose a practical empirical fitting function to characterize the non-Gaussian displacement distribution functions (DispD) often observed for heterogeneous diffusion problems. We first test this fitting function with the problem of a…

软凝聚态物质 · 物理学 2022-07-20 Le Qiao , Nicholas Ilow , Maxime Ignacio , Gary W. Slater

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

统计方法学 · 统计学 2025-09-26 Miguel Alvarez , Ajay Jasra