Search Results - subject:"Nonlinear diffusion"

A model for mesoscale patterns in motile populations

Simpson, Matthew J.; Landman, Kerry A.; Hughes, Barry D.; … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 7, pp. 1412-1424

discrete model is related to a nonlinear diffusion equation, where we relate the nonlinear diffusivity D(C) to the binding … function f. The nonlinear diffusion equation supports a range of solutions which can be either smooth or discontinuous …

Persistent link: https://www.econbiz.de/10010873913

Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate

Yu, Jun; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2001

This paper proposes a Gaussian estimator for nonlinear continuous time models of the short term interest rate. The approach is based on a stopping time argument that produces a normalizing transformation facilitating the use of a Gaussian likelihood. A Monte Carlo study shows that the finite...

Persistent link: https://www.econbiz.de/10005762660

Fractional nonlinear diffusion equation and first passage time

Wang, Jun; Zhang, Wen-Jun; Liang, Jin-Rong; Xiao, Jian-Bin - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 4, pp. 764-772

nonlinear diffusion equation with a space- and time-dependent diffusion coefficient subject to absorbing boundaries and the …

Persistent link: https://www.econbiz.de/10010590022

Nonlinear effects in white-noise driven spatial diffusion: General analytical results and probabilities of exceeding threshold

Tuckwell, Henry C. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 7, pp. 1455-1463

We consider a general nonlinear diffusion, typified by those deriving from Fitzhugh–Nagumo or Hindmarsh–Rose models of …

Persistent link: https://www.econbiz.de/10011057624

Solutions of fractional nonlinear diffusion equation and first passage time: Influence of initial condition and diffusion coefficient

Wang, Jun; Zhang, Wen-Jun; Liang, Jin-Rong; Zhang, Pan; … - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 18, pp. 4547-4552

nonlinear diffusion equation with diffusion coefficient separable in time and space, D(t,x)=D(t)|x|−θ, subject to absorbing …

Persistent link: https://www.econbiz.de/10011063559

Fractional nonlinear diffusion equation, solutions and anomalous diffusion

Silva, A.T.; Lenzi, E.K.; Evangelista, L.R.; Lenzi, M.K.; … - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 1, pp. 65-71

We devote this work to investigate the solutions of a generalized diffusion equation which contains spatial fractional derivatives and nonlinear terms. The presence of external forces and absorbent terms is also considered. The solutions found here can have a compact or long tail behavior and,...

Persistent link: https://www.econbiz.de/10010590403

A family of evolution equations with nonlinear diffusion, Verhulst growth, and global regulation: Exact time-dependent solutions

Troncoso, P.; Fierro, O.; Curilef, S.; Plastino, A.R. - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 2, pp. 457-466

A family of evolution equations describing a power-law nonlinear diffusion process coupled with a local Verhulst …

Persistent link: https://www.econbiz.de/10010872227

Traveling wave solutions of a reaction–diffusion model for bacterial growth

Mansour, M.B.A. - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 2, pp. 466-472

In this paper, we consider a reaction–diffusion model for the bacterial growth. Mathematical analysis on the traveling wave solutions of the model is performed. This includes traveling wave analysis and numerical simulations of wave front propagation for a special case. Specifically, we show...

Persistent link: https://www.econbiz.de/10010873737

Markov processes, Hurst exponents, and nonlinear diffusion equations: With application to finance

Bassler, Kevin E.; Gunaratne, Gemunu H.; McCauley, Joseph L. - In: Physica A: Statistical Mechanics and its Applications 369 (2006) 2, pp. 343-353

density is usually thought to result from a nonlinear diffusion equation, but instead we explicitly show that it follows from …

Persistent link: https://www.econbiz.de/10011058407

A new instrumental variable estimation for diffusion processes

So, Beong - In: Annals of the Institute of Statistical Mathematics 57 (2005) 4, pp. 733-745

Persistent link: https://www.econbiz.de/10005760274