相关论文: Localization of favorite points for diffusion in r…

We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.

We study a simple model of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned space-dependent "attractiveness function", a situation frequently encountered in…

We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…

While efficient distribution learning is no doubt behind the groundbreaking success of diffusion modeling, its theoretical guarantees are quite limited. In this paper, we provide the first rigorous analysis on approximation and…

For a time-homogeneous, one-dimensional diffusion process $X(t),$ we investigate the distribution of the first instant, after a given time $r,$ at which $X(t)$ exceeds its maximum on the interval $[0,r],$ generalizing a result of…

We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the…

The transition from localized to systemic spreading of bacteria, viruses and other agents is a fundamental problem that spans medicine, ecology, biology and agriculture science. We have conducted experiments and simulations in a simple…

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…

We prove convergence of symmetric diffusions on Wiener spaces by using stopping times arguments and capacity techniques. The drifts of the diffusions can be singular, we require the densities of the processes to be neither bounded from…

Let $M$ be a compact connected Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(d x):=e^{V(x)}d x$ is a probability measure, and let $\{\lambda_i\}_{i\ge 1} $ be all non-trivial eigenvalues of $-L$ with Neumann…

Second order recurrence of a $d$-dimensional diffusion with an additive Wiener process, with switching, and with one recurrent and one transient regime and constant switching intensities is established under suitable conditions. The…

We consider a generalised diffusion equation in two dimensions for modeling diffusion on a comb-like structures. We analyse the probability distribution functions and we derive the mean squared displacement in $x$ and $y$ directions.…

We consider a diffusion process $X_{t}$ and a skeleton curve $x_{t}(\phi)$ and we give a lower bound for $P(\sup_{t\leq T}d(X_{t},x_{t}(\phi))\leq R)$. This result is obtained under the hypothesis that the strong H\"{o}rmander condition of…

We consider single particle and polymer translocation where the frictional properties experienced from the environment are changing in time. This work is motivated by the interesting frequency responsive behaviour observed when a polymer is…

A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…

We present a study of sound wave propagation in a time dependent random medium and an application to imaging. The medium is modeled by small temporal and spatial random fluctuations in the wave speed and density, and it moves due to an…

In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…

We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…

A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…

We report numerical simulations of a strongly biased diffusion process on a one-dimensional substrate with directed shortcuts between randomly chosen sites, i.e. with a small-world-like structure. We find that, unlike many other dynamical…