相关论文: On homogenization of space-time dependent and dege…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…
Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we provide a novel mechanism for the enhancement of diffusion in a random energy…
We study a continuous time random walk, $X$, on ${\mathbb{Z}}^d$ in an environment of random conductances taking values in $(0,\infty)$. We assume that the law of the conductances is ergodic with respect to space shifts. We prove a quenched…
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
Identification and extraction of vortical structures and of waves in a disorganised flow is a mayor challenge in the study of turbulence. We present a study of the spatio-temporal behavior of turbulent flows in the presence of different…
We prove a Carleman estimate for a one-dimensional parabolic equation which degenerates at one extremity of the domain and has a bounded, time dependent coefficient multiplying the diffusion term. Then we use the estimate to show the null…
We introduce a heterogeneous continuous time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded…
This paper considers a time-fractional diffusion-wave equation with a high-contrast heterogeneous diffusion coefficient. A numerical solution to this problem can present great computational challenges due to its multiscale nature.…
We investigate via Monte Carlo numerical simulations and theoretical considerations the outflux of random walkers moving in an interval bounded by an interface exhibiting channels (pores, doors) which undergo an open/close cycle according…
To study the impact of climate variables on morbidity of some diseases in Mexico, we propose a spatio-temporal varying coefficients regression model. For that we introduce a new spatio-temporal dependent process prior, in a Bayesian…
In this work, we consider simple systems that are influenced by Hamiltonians with time periodicity. Our analysis is mainly focussed on the density matrix approach and aims to solve the Liouville equation of motion from which one can extract…
For autonomous systems it is well known how to extract tunneling probabilities from wavepacket calculations. Here we present a corresponding approach for periodically time-dependent Hamiltonians, valid at all frequencies, field strengths,…
We give a general method of deriving statistical limit theorems, such as the central limit theorem and its functional version, in the setting of ergodic measure preserving transformations. This method is applicable in situations where the…
We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…
The homogenization procedure developed here is conducted on a laminate with periodic space-time modulation on the fine scale: at leading order, this modulation creates convection in the low-wavelength regime if both parameters are…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…