相关论文: Asymptotic flux across hypersurfaces for diffusion…
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…
We consider inference of the parameters of the diffusion term for Cox-Ingersoll-Ross and similar processes with a power type dependence of the diffusion coefficient from the underlying process. We suggest some original pathwise estimates…
We present a theoretical framework for immiscible incompressible two-phase flow in homogeneous porous media that connects the distribution of local fluid velocities to the average seepage velocities. By dividing the pore area along a…
A simple Markov process is considered involving a diffusion in one direction and a transport in a transverse direction. Quantitative mixing rate estimates are obtained with limited assumptions about the transport field, which might be…
We consider the particle current in the asymmetric avalanche process on a ring. It is known to exhibit a transition from the intermittent to continuous flow at the critical density of particles. The exact expressions for the first two…
Rolling of a small sphere on a solid support is governed by a non-linear friction that is akin to the Coulombic dry fiction. No motion occurs when the external field is weaker than the frictional resistance. However, with the intervention…
We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…
The adsorption phenomenon of neutral particles from the limiting surfaces of the sample in the Langmuir approximation is investigated. The diffusion equation regulating the redistribution of particles in the bulk is assumed to be of…
In an incompressible flow, fluid density remains invariant along fluid element trajectories. This implies that the spatial distribution of non-interacting noninertial particles in such flows cannot develop density inhomogeneities beyond…
We consider closed immersed hypersurfaces evolving by surface diffusion flow, and perform an analysis based on local and global integral estimates. First we show that a properly immersed stationary (\Delta H \equiv 0) hypersurface in \R^3…
The rigorous asymptotics from reaction-cross-diffusion systems for three species with known entropy to cross-diffusion systems for two variables is investigated. The equations are studied in a bounded domain with no-flux boundary…
We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
We consider diffusion processes on metric graphs with semipermeable sticky membranes in each vertex. We prove that the process is governed by a Feller semigroup and find its asymptotic behavior as diffusion's speed increases to infinity…
In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…
We consider parametric estimation and tests for multi-dimensional diffusion processes with a small dispersion parameter $\varepsilon$ from discrete observations. For parametric estimation of diffusion processes, the main target is to…
We study the transition between steady flows of non-cohesive granular materials in quasi-2D bounded heaps by suddenly changing the feed rate. In both experiments and simulations, the primary feature of the transition is a wedge of flowing…
The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…
We discuss asymptotics for large random planar maps under the assumption that the distribution of the degree of a typical face is in the domain of attraction of a stable distribution with index $\alpha\in(1,2)$. When the number $n$ of…