نتایج جستجو برای: diffusion models

تعداد نتایج: 1055689  

Journal: :Chaos 2000
Raymond T. Pierrehumbert

We present a synthesis of theoretical results concerning the probability distribution of the concentration of a passive tracer subject to both diffusion and to advection by a spatially smooth time-dependent flow. The freely decaying case is contrasted with the equilibrium case. A computationally efficient model of advection-diffusion on a lattice is introduced, and used to test and probe the li...

2013
Steffi Hansen Claus-Michael Lehr Ulrich F. Schaefer

To use a diffusion model for predicting skin absorption requires accurate estimates of input parameters on model geometry, affinity and transport characteristics. This review summarizes methods to obtain input parameters for diffusion models of skin absorption focusing on partition and diffusion coefficients. These include experimental methods, extrapolation approaches, and correlations that re...

2003
ULRICH HORNUNG

Two models for diffusion in fractured media are described; the compartment model as an example of a double-porosity system, and the micro-structure model as the limit by homogenization of local flux-coupled classical diffusion models which depend on the geometry. These two models are shown to be examples of a single evolution equation for which the appropriate initial-boundary-value problems ar...

2006
Miljenko Huzak M. Huzak

Parameter estimation problems of diffusion models are discussed. The problems of maximum likelihood estimation and model selections from continuous observations are illustrated through diffusion growth model which generalizes some classical ones.

2006
Nicole Bäuerle Mirko Kötter

In this paper we consider Markov-modulated diffusion risk reserve processes. Using diffusion approximation we show the relation to classical Markov-modulated risk reserve processes. In particular we derive a representation for the adjustment coefficient and prove some comparison results. Among others we show that increasing the volatility of the diffusion increases the probability of ruin.

2006
Brian D.O. ANDERSON

Stochastic differential equations have a built-in direction of time flow since future increments in the driving process are assumed independent of present and past values of the process defined by the solution of the equation. The differential equations are thought of as evolving forward in time, normally from some fixed initial time, and the integral representation of a solution, involving as ...

2000
P. K. Pollett

Diffusion models are widely used in ecology, and in more general population biology contexts, for predicting population-size distributions and extinction times. They are often used because they are particularly simple to analyse and give rise to explicit formulae for most of the quantities of interest. However, whilst diffusion models are ubiquitous in the literature on population models, their...

Journal: :Physical review. E, Statistical, nonlinear, and soft matter physics 2010
Boris Baeumer Mark M Meerschaert Mark Naber

The diffusion equation is related to the Schrödinger equation by analytic continuation. The formula E2=p2c2 + m2c4 leads to a relativistic Schrödinger equation, and analytic continuation yields a relativistic diffusion equation that involves fractional calculus. This paper develops stochastic models for relativistic diffusion and equivalent differential equations with no fractional derivatives....

2004
Shlomo Kalish Gary L. Lilien

Many recent books and articles stress that one key to long-term organizational health is a systematic process of new product design, development, and introduction. Innovation is accompanied by costs and risks, both of which can be controlled through a well-conceived program of new product development. A key ingredient in such a program should be the use of sound, explicit models for planning an...

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