Approximations of diffusion processes for a particle with inert core.
نویسندگان
چکیده
منابع مشابه
Processes with Inert Drift
We construct a stochastic process whose drift is a function of the process’s local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in [7]. We construct and give asymptotic results for two different arrangements of inert particles and Brownian particles, and construct the analogous process in R.
متن کاملOn Local Linear Approximations to Diffusion Processes
Diffusion models have been used extensively in many applications. These models, such as those used in the financial engineering, usually contain unknown parameters which we wish to determine. One way is to use the maximum likelihood method with discrete samplings to devise statistics for unknown parameters. In general, the maximum likelihood functions for diffusion models are not available, hen...
متن کاملField theory for reaction-diffusion processes with hard-core particles.
We show how to build up a systematic bosonic field theory for a general reaction-diffusion process involving hard-core particles in arbitrary dimension. We discuss a recent approach proposed by Park, Kim, and Park [Phys. Rev. E 62, 7642 (2000)]. As a test bench for our method, we show how to recover the equivalence between asymmetric diffusion of excluding particles and the noisy Burgers equation.
متن کاملReaction-Diffusion Processes of Hard-Core Particles
We study a 12-parameter stochastic process involving particles with two-site interaction and hardcore repulsion on a d-dimensional lattice. In this model, which includes the asymmetric exclusion process, contact processes and other processes, the stochastic variables are particle occupation numbers taking values n~x = 0, 1. We show that on a 10-parameter submanifold the k-point equaltime correl...
متن کاملDiffusion - Limited Aggregation Processes with 3 - Particle Elementary Reactions
A diffusion-limited aggregation process, in which clusters coalesce by means of 3-particle reaction, A + A + A → A, is investigated. In one dimension we give a heuristic argument that predicts logarithmic corrections to the mean-field asymptotic behavior for the concentration of clusters of mass m at time t, C m (t) ∼ m −1/2 (log(t)/t) 3/4 , for 1 ≪ m ≪ t/ log(t). The total concentration of clu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: JOURNAL OF CHEMICAL ENGINEERING OF JAPAN
سال: 1994
ISSN: 0021-9592,1881-1299
DOI: 10.1252/jcej.27.544