Biased movement at a boundary and conditional occupancy times for diffusion processes

2003 ◽  
Vol 40 (3) ◽  
pp. 557-580 ◽  
Author(s):  
Otso Ovaskainen ◽  
Stephen J. Cornell

Motivated by edge behaviour reported for biological organisms, we show that random walks with a bias at a boundary lead to a discontinuous probability density across the boundary. We continue by studying more general diffusion processes with such a discontinuity across an interior boundary. We show how hitting probabilities, occupancy times and conditional occupancy times may be solved from problems that are adjoint to the original diffusion problem. We highlight our results with a biologically motivated example, where we analyze the movement behaviour of an individual in a network of habitat patches surrounded by dispersal habitat.

2003 ◽  
Vol 40 (03) ◽  
pp. 557-580 ◽  
Author(s):  
Otso Ovaskainen ◽  
Stephen J. Cornell

Motivated by edge behaviour reported for biological organisms, we show that random walks with a bias at a boundary lead to a discontinuous probability density across the boundary. We continue by studying more general diffusion processes with such a discontinuity across an interior boundary. We show how hitting probabilities, occupancy times and conditional occupancy times may be solved from problems that are adjoint to the original diffusion problem. We highlight our results with a biologically motivated example, where we analyze the movement behaviour of an individual in a network of habitat patches surrounded by dispersal habitat.


1991 ◽  
Vol 56 (3) ◽  
pp. 602-618
Author(s):  
Vladimír Kudrna

Parabolic partial differential equations used in chemical engineering for the description of mass transport and heat transfer and analogous relationship derived in stochastic processes theory are given. A standard transformation procedure is applied, allowing these relations to be generally written in curvilinear coordinates and particular expressions for cylindrical and spherical coordinates to be derived. The relation between the probability density for the position of a discernible particle and the concentration of a set of such particles is discussed.


Author(s):  
Tianyu Ma ◽  
Vladimir S. Matveev ◽  
Ilya Pavlyukevich

AbstractWe show that geodesic random walks on a complete Finsler manifold of bounded geometry converge to a diffusion process which is, up to a drift, the Brownian motion corresponding to a Riemannian metric.


1984 ◽  
Vol 34 (1-2) ◽  
pp. 225-238 ◽  
Author(s):  
Attila Szabo ◽  
Gene Lamm ◽  
George H. Weiss

2019 ◽  
Vol 25 ◽  
pp. 8 ◽  
Author(s):  
Thomas Gallouët ◽  
Maxime Laborde ◽  
Léonard Monsaingeon

In this paper, we show that unbalanced optimal transport provides a convenient framework to handle reaction and diffusion processes in a unified metric setting. We use a constructive method, alternating minimizing movements for the Wasserstein distance and for the Fisher-Rao distance, and prove existence of weak solutions for general scalar reaction-diffusion-advection equations. We extend the approach to systems of multiple interacting species, and also consider an application to a very degenerate diffusion problem involving a Gamma-limit. Moreover, some numerical simulations are included.


2015 ◽  
Vol 93 (2) ◽  
pp. 330-339 ◽  
Author(s):  
JONATHAN M. BORWEIN ◽  
CORWIN W. SINNAMON

We derive an explicit piecewise-polynomial closed form for the probability density function of the distance travelled by a uniform random walk in an odd-dimensional space.


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