Articles with "diffusion processes" as a keyword



Lie Symmetries Methods in Boundary Crossing Problems for Diffusion Processes

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Published in 2018 at "Acta Applicandae Mathematicae"

DOI: 10.1007/s10440-020-00336-8

Abstract: This paper uses Lie symmetry methods to analyze boundary crossing probabilities for a large class of diffusion processes. We show that if the Fokker–Planck–Kolmogorov equation has non-trivial Lie symmetry, then the boundary crossing identity exists… read more here.

Keywords: lie symmetries; boundary crossing; symmetries methods; diffusion processes ... See more keywords
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On Diffusion Processes with Drift in a Morrey Class Containing $$L_{d+2}$$

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Published in 2021 at "Journal of Dynamics and Differential Equations"

DOI: 10.1007/s10884-021-10099-x

Abstract: We present new conditions on the drift of the Morrey type with mixed norms allowing us to obtain Aleksandrov type estimates of potentials of time inhomogeneous diffusion processes in spaces with mixed norms and, for… read more here.

Keywords: morrey class; diffusion processes; drift morrey; class containing ... See more keywords

Monte Carlo Simulation of Diffusion Processes in Three-Component Alloys

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Published in 2019 at "Russian Physics Journal"

DOI: 10.1007/s11182-019-01765-1

Abstract: The methods of molecular dynamics applied to a representative volume of a substance make it possible to calculate atomic trajectories within the time intervals on the order of 1 ns, which ensures an investigation of… read more here.

Keywords: monte carlo; diffusion processes; processes three; three component ... See more keywords

Inference on diffusion processes related to a general growth model

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Published in 2025 at "Statistics and Computing"

DOI: 10.1007/s11222-025-10562-5

Abstract: This paper considers two stochastic diffusion processes associated with a general growth curve that includes a wide family of growth phenomena. The resulting processes are lognormal and Gaussian, and for them inference is addressed by… read more here.

Keywords: diffusion processes; inference diffusion; growth; general growth ... See more keywords
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Diffusion processes during creep at intermediate temperatures in a Ni-based superalloy

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Published in 2017 at "Acta Materialia"

DOI: 10.1016/j.actamat.2017.09.027

Abstract: Abstract The local compositional changes associated with stacking fault and microtwin formation during creep at intermediate temperatures in a commercial Ni-base disk superalloy are explored. In order to investigate microtwin formation, an [001] single crystal… read more here.

Keywords: intermediate temperatures; creep intermediate; processes creep; based superalloy ... See more keywords

In situ X-ray tomography densification of firn: The role of mechanics and diffusion processes

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Published in 2019 at "Acta Materialia"

DOI: 10.1016/j.actamat.2019.01.053

Abstract: Abstract One of the most efficient proxy methods for paleoclimatology consists of obtaining data previously preserved within polar ice cores. Models for past climate reconstruction are based in particular on the characterization of entrapped gases… read more here.

Keywords: diffusion processes; pore closure; mechanics; densification ... See more keywords

Modelling of degradation and a soft failure moment during the operation of a supercapacitor applying selected diffusion processes

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Published in 2017 at "Engineering Failure Analysis"

DOI: 10.1016/j.engfailanal.2017.04.019

Abstract: Abstract An important requirement imposed on storage batteries nowadays is to have sufficient capacity. At the same time a high level of availability, reliability and safety is required as well. Our intention is to determine… read more here.

Keywords: degradation; moment; supercapacitor; soft failure ... See more keywords

Efficient and flexible model-based clustering of jumps in diffusion processes

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Published in 2019 at "Journal of the Korean Statistical Society"

DOI: 10.1016/j.jkss.2019.05.002

Abstract: Abstract Jump–diffusion processes involving diffusion processes with discontinuous movements, called jumps, are widely used to model time-series data that commonly exhibit discontinuity in their sample paths. The existing jump–diffusion models have been recently extended to… read more here.

Keywords: diffusion processes; size distribution; diffusion; model ... See more keywords

Tail distribution estimates for one-dimensional diffusion processes

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Published in 2019 at "Journal of Mathematical Analysis and Applications"

DOI: 10.1016/j.jmaa.2019.07.044

Abstract: Abstract In this paper, we investigate the tail distribution of a fundamental class of one-dimensional diffusion processes. Based on the techniques of the Malliavin calculus, we obtain explicit estimates for tail distributions. Some examples and… read more here.

Keywords: tail distribution; dimensional diffusion; diffusion processes; one dimensional ... See more keywords

Spectral gap for measure-valued diffusion processes

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Published in 2020 at "Journal of Mathematical Analysis and Applications"

DOI: 10.1016/j.jmaa.2019.123624

Abstract: The spectral gap is estimated for measure-valued diffusion processes induced by the intrinsic/extrinsic derivatives on the space of finite measures over a Riemannian manifold. This provides explicit exponential convergence rate for these processes to approximate… read more here.

Keywords: measure valued; spectral gap; valued diffusion; diffusion processes ... See more keywords

Simultaneous and time resolved investigation of diffusion processes of individual model fuel components in acrylonitrile-butadiene-rubber in the light of swelling phenomena

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Published in 2018 at "Polymer Testing"

DOI: 10.1016/j.polymertesting.2018.06.021

Abstract: Abstract This work introduces a method allowing a simultaneous and time resolved tracing of diffusion processes of individual components of model fuel mixtures in elastomers using gas chromatography/mass spectrometry (GC/MS). Uptakes of dodecane and m-xylene,… read more here.

Keywords: diffusion; model fuel; time; fuel ... See more keywords