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Diffusion processes with discontinuous coefficients

Analytic expressions of the solutions of advection-diffusion problems in 1D with discontinuous coefficients

Analytic expressions of the solutions of advection-diffusion problems in 1D with discontinuous coefficients

... For a space F of continous functions from R to R 𝑑 , we write F ◁▷ := {𝑓 − ◁▷ 𝑓 + | 𝑓 − , 𝑓 + ∈ F}. The problem of knotting operators consists in finding suitable conditions at the interface when “gluing” the ...

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An exponential timestepping algorithm for diffusion with discontinuous coefficients

An exponential timestepping algorithm for diffusion with discontinuous coefficients

... diffusion processes are easier to obtain than close form analytic expressions of the ...diffusion processes in media with discontinuous ...

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Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps

Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps

... the coefficients are locally constant on each side of the discontinuity, the new position of the par- ticle after a constant time step is sampled from the exact distribution of the SBM process at the considered ...

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Numerical analysis of the mixed finite element method for the neutron diffusion eigenproblem with heterogeneous coefficients

Numerical analysis of the mixed finite element method for the neutron diffusion eigenproblem with heterogeneous coefficients

... mixed diffusion equations with a source term, in the case where the solution is of low ...components with different ...then with a domain decomposition ...

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Study and simulation of skew diffusion processes

Study and simulation of skew diffusion processes

... de diffusion biaisés et leur ...à coefficients constants par morceaux dont les discontinuités se trouvent le long d’un hyperplan ...de coefficients plus ...

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Stopped diffusion processes: boundary corrections and overshoot

Stopped diffusion processes: boundary corrections and overshoot

... stochastic processes, let us mention the works of Alsmeyer [Als94] or Fuh and Lai [FL01] for ergodic Markov chains and Doney and Kyprianou for Lvy processes ...

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Cumulative migration method for computing multi-group transport cross sections and diffusion coefficients with Monte Carlo calculations

Cumulative migration method for computing multi-group transport cross sections and diffusion coefficients with Monte Carlo calculations

... The relationship of neutron migration area to the mean squared displacement (MSD) is established to derive the analytical expression for computing multi-group migration areas for infinite homogeneous media with ...

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Numerical analysis of the mixed finite element method for the neutron diffusion eigenproblem with heterogeneous coefficients

Numerical analysis of the mixed finite element method for the neutron diffusion eigenproblem with heterogeneous coefficients

... Nuclear reactor cores often have a Cartesian geometry. On Figure 1(a), we draw a top view of a PWR-like core model. Each square, which represents a part of the reflector or an assembly, is made itself of cells, which are ...

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Langevin equations for reaction-diffusion processes

Langevin equations for reaction-diffusion processes

... reaction-diffusion processes with at most bimolecular reactants, we derive well-behaved, numerically-tractable, exact Langevin equations that govern a stochastic variable related to the response ...

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Note: Determination of effective gas diffusion coefficients of stainless steel films with differently shaped holes using a Loschmidt diffusion cell

Note: Determination of effective gas diffusion coefficients of stainless steel films with differently shaped holes using a Loschmidt diffusion cell

... the diffusion in porous materials of various pore ...gas diffusion layer 共GDL兲 in a proton exchange mem- brane fuel cell is used for the transport of gas and liquid as well as electron ...gas ...

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Synthèse indépendante des coefficients de réflexions de la matrice de diffusion d'une méta-surface

Synthèse indépendante des coefficients de réflexions de la matrice de diffusion d'une méta-surface

... d’une cellule réflectrice afin d’approcher une matrice de diffusion voulue. Cette étude est motivée par le besoin grandissant de contrôler le coefficient de réflexion en co- polarisation des méta-surfaces ainsi ...

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Flux-Upwind Stabilization of the Discontinuous Petrov--Galerkin Formulation with Lagrangian Multipliers for Advection-Diffusion Problems

Flux-Upwind Stabilization of the Discontinuous Petrov--Galerkin Formulation with Lagrangian Multipliers for Advection-Diffusion Problems

... Unité de recherche INRIA Rocquencourt Domaine de Voluceau - Rocquencourt - BP 105 - 78153 Le Chesnay Cedex France Unité de recherche INRIA Lorraine : LORIA, Technopôle de Nancy-Brabois -[r] ...

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Tunable discontinuous shear thickening with magnetorheological suspensions

Tunable discontinuous shear thickening with magnetorheological suspensions

... molecule with carbonyl iron particles, it was possible to trigger the jamming transition with the help of a magnetic field (Bossis et ...obtained with the same plastifier but two different kinds of ...

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Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics

Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics

... 3.3. Median in multi-dimensional spaces. In a multivariate setting different extensions of the median have been proposed in the literature (see for instance [11] and [12] and the references therein). We focus here on the ...

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Convergence of Markovian Stochastic Approximation with discontinuous dynamics

Convergence of Markovian Stochastic Approximation with discontinuous dynamics

... We focus on the self-stabilized stochastic approximation algorithm with controlled Markov chains [3], which is based on truncations on random varying sets as suggested in [13]. The main difference to the expanding ...

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Extension of the bifurcation method for diffusion coefficients to porous medium transport

Extension of the bifurcation method for diffusion coefficients to porous medium transport

... Extension of the bifurcation method for diffusion coefficients to porous medium transport.. Cédric Descamps, Gerard LG[r] ...

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Semigroup approach to conservation laws with discontinuous flux

Semigroup approach to conservation laws with discontinuous flux

... (EvPb) with the initial datum u 0 ...way, with the help of abstract tools of the nonlinear semigroup ...solutions with a well-chosen finite volume ...compatible with some vanishing viscosity ...

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Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes

Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes

... The simulation of the discretized version of the process of interest is usually the first step of a Monte Carlo procedure for a financial application such as computing the price of a European option. In the case of a ...

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Calculation of combined diffusion coefficients from the simplified theory of transport properties

Calculation of combined diffusion coefficients from the simplified theory of transport properties

... la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou ...

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A Pseudo-Markov Property for Controlled Diffusion Processes

A Pseudo-Markov Property for Controlled Diffusion Processes

... 2.3 Discussion on Theorem 2.2 On the hypothesis on b and σ. In Theorem 2.2 the coefficients b and σ are supposed to satisfy Condition (1) and thus the solutions to the SDE (4) are pathwise unique. However, we ...

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