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We solve an inverse problem for fluid particle pair-statistics: we show that a time sequence of probability density functions (PDF's) of separations can be exactly reproduced by solving the diffusion equation with a suitable time-dependent…

流体动力学 · 物理学 2015-06-16 Gregory L. Eyink , Damien Benveniste

A $\phi$-exponential distribution is a generalization of an exponential distribution associated to functions $\phi$ in an appropriate class, and the space of $\phi$-exponential distributions has a dually flat structure. We study features of…

度量几何 · 数学 2011-10-03 Asuka Takatsu

The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…

偏微分方程分析 · 数学 2015-03-23 Claude Bardos , Etienne Bernard , François Golse , Rémi Sentis

We consider initial boundary value problems for time fractional diffusion-wave equations: $$ d_t^{\alpha} u = -Au + \mu(t)f(x) $$ in a bounded domain where $\mu(t)f(x)$ describes a source and $\alpha \in (0,1) \cup (1,2)$, and $-A$ is a…

偏微分方程分析 · 数学 2023-08-01 Paola Loreti , Daniela Sforza , Masahiro Yamamoto

It is shown that the density of the ratio of two random variables with the same variance and joint Gaussian density satisfies a non stationary diffusion equation. Implications of this result for kernel density estimation of the condensed…

统计理论 · 数学 2012-05-03 Piero Barone

We present an $L_q(L_{p})$-theory for the equation $$ \partial_{t}^{\alpha}u=\phi(\Delta) u +f, \quad t>0,\, x\in \mathbb{R}^d \quad\, ;\, u(0,\cdot)=u_0. $$ Here $p,q>1$, $\alpha\in (0,1)$, $\partial_{t}^{\alpha}$ is the Caputo fractional…

偏微分方程分析 · 数学 2020-12-16 Kyeong-hun Kim , Daehan Park , Junhee Ryu

This study addresses the inverse source problem for the fractional diffusion-wave equation, characterized by a source comprising spatial and temporal components. The investigation is primarily concerned with practical scenarios where data…

数值分析 · 数学 2025-04-22 Lingyun Qiu , Jiwoon Sim

Let $X$ be an observable random variable with unknown distribution function $F(x) = \mathbb{P}(X \leq x), - \infty < x < \infty$, and let \[\ \theta = \sup\left \{ r \geq 0:~ \mathbb{E}|X|^{r} < \infty \right \}. \] We call $\theta$ the…

概率论 · 数学 2017-04-03 Shuhua Chang , Deli Li , Yongcheng Qi , Andrew Rosalsky

Consider a scalar reflected diffusion $(X_t:t\geq 0)$, where the unknown drift function $b$ is modelled nonparametrically. We show that in the low frequency sampling case, when the sample consists of $(X_0,X_\Delta,...,X_{n\Delta})$ for…

统计理论 · 数学 2019-04-16 Sven Wang

For a Markov semigroup $P_t$ with invariant probability measure $\mu$, a constant $\ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $\mu$, if there exists a constant $C\in (0,\infty)$ such that $$…

概率论 · 数学 2014-10-14 Feng-Yu Wang

We introduce a simple model of deterministic particles in weakly disordered media which exhibits a transition from normal to anomalous diffusion. The model consists of a set of non-interacting overdamped particles moving on a disordered…

无序系统与神经网络 · 物理学 2017-04-26 M. Hidalgo-Soria , R. Salgado-García

The problem of anomalous diffusion in the momentum space is considered on the basis of the appropriate probability transition function (PTF). New general equation for description of the diffusion of heavy particles in the gas of the light…

统计力学 · 物理学 2015-05-13 S. A. Trigger

We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…

统计力学 · 物理学 2010-07-08 S. I. Denisov , E. S. Denisova , H. Kantz

A number of results for reactions involving subdiffusive species all with the same anomalous exponent gamma have recently appeared in the literature and can often be understood in terms of a subordination principle whereby time t in…

统计力学 · 物理学 2009-11-11 S. B. Yuste , Katja Lindenberg

In this paper we review recent developments in the statistical theory of weakly nonlinear dispersive waves, the subject known as Wave Turbulence (WT). We revise WT theory using a generalisation of the random phase approximation (RPA). This…

数学物理 · 物理学 2007-05-23 Yeontaek Choi , Yuri V. Lvov , Sergey Nazarenko

We study the tensor spectral index $n_t$ and the tensor-to-scalar ratio $r$ in the simplest multifield extension to single-field, slow-roll inflation models. We show that multifield models with potentials $V \sim \sum_i \lambda_i…

宇宙学与河外天体物理 · 物理学 2015-06-22 Layne C. Price , Hiranya V. Peiris , Jonathan Frazer , Richard Easther

We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state…

统计力学 · 物理学 2015-06-19 Martin R. Evans , Satya N. Majumdar

We consider a time-space fractional diffusion equation with a variable coefficient and investigate the inverse problem of reconstructing the source term, after regularizing the problem with the quasiboundary value method to mitigate the…

The propagation of an initially localized excitation in one dimensional incommensurate, quasiperiodic and random systems is investigated numerically. It is discovered that the time evolution of variances $\sigma^2(t)$ of atom displacements…

统计力学 · 物理学 2009-10-31 Bambi Hu , Baowen Li , Peiqing Tong

Nonextensive quantum gas distributions are investigated on the basis of the factorization hypothesis of compound probability required by thermodynamic equilibrium. It is shown that the formalisms of Tsallis nonextensive statistical…

统计力学 · 物理学 2015-06-24 Qiuping A. Wang