相关论文: Stochastic Processes and Diffusion on Spaces with …
We develop an approach to the theory nonholonomic relativistic stochastic processes on curved spaces. The Ito and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We generalize the geometry of Santilli's locally anisotropic and inhomogeneous isospaces to the geometry of vector isobundles provided with nonlinear and distinguished isoconnections and isometric structures. We present, apparently for the…
The nonlocal porous medium equation considered in this paper is a degenerate nonlinear evolution equation involving a space pseudo-differential operator of fractional order. This space-fractional equation admits an explicit, nonnegative,…
We generalize the geometry of Santilli's locally anisotropic and inhomogeneous isospaces to the geometry of vector isobundles provided with nonlinear and distinguished isoconnections and isometric structures. We present, apparently for the…
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…
The paper reminds the basic ideas of stochastic calculus via regularizations in Banach spaces and its applications to the study of strict solutions of Kolmogorov path dependent equations associated with "windows" of diffusion processes. One…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
In the paper stochastic Volterra equations of nonscalar type in Hilbert space are studied. The aim of the paper is to provide some results on stochastic convolution and mild solutions to those Volterra equations. The motivation of the paper…
Hypothesis: Diffusion in confinement is an important fundamental problem with significant implications for applications of supported liquid phases. However, resolving the spatially dependent diffusion coefficient, parallel and perpendicular…
The kinetic theory is formulated with respect to anholonomic frames of reference on curved spacetimes. By using the concept of nonlinear connection we develop an approach to modelling locally anisotropic kinetic processes and, in…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
Enhanced diffusion, which describes the accelerated spread of passive scalars due to the interaction between advection and molecular diffusion, has been extensively studied in simplified geometries, such as uniform shear and radial flows.…
The Accardi-Boukas quantum Black-Scholes equation can be used as an alternative to the classical approach to finance, and has been found to have a number of useful benefits. The quantum Kolmogorov backward equations, and associated quantum…
In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…
Numerous processes across both the physical and biological sciences are driven by diffusion. Partial differential equations (PDEs) are a popular tool for modelling such phenomena deterministically, but it is often necessary to use…
We develop general heterogeneous nonlocal diffusion models and investigate their connection to local diffusion models by taking a singular limit of focusing kernels. We reveal the link between the two groups of diffusion equations which…