Piecewise-tunneled captive processes and corridored random particle systems

Name: Piecewise-tunneled captive processes and corridored random particle systems
Author: Mengütürk, L. A., Mengütürk, Murat Cahit

İsim	Piecewise-tunneled captive processes and corridored random particle systems
Yazar	Mengütürk, L. A., Mengütürk, Murat Cahit
Basım Tarihi:	2023-01
Basım Yeri	- Springer
Konu	Bounded processes, Captive diffusions, Particle systems
Tür	Süreli Yayın
Dil	İngilizce
Dijital	Evet
Yazma	Hayır
Kütüphane:	Özyeğin Üniversitesi
Demirbaş Numarası	0022-4715
Kayıt Numarası	64bba38d-a636-4043-83d3-1bd90cbfd6cd
Lokasyon	Business Administration
Tarih	2023-01
Örnek Metin	We introduce a family of processes that generalises captive diffusions, whereby the stochastic evolution that remains within a pair of time-dependent boundaries can further be piecewise-tunneled internally. The tunneling effect on the dynamics can be random such that the process has non-zero probability to find itself within any possible tunnel at any given time. We study some properties of these processes and apply them in modelling corridored random particles that can be observed in fluid dynamics and channeled systems. We construct and simulate mean-reverting piecewise-tunneled captive models for demonstration. We also propose a doubly-stochastic system in which the tunnels themselves are generated randomly by another stochastic process that jumps at random times.
DOI	10.1007/s10955-022-02996-2
Cilt	190

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Piecewise-tunneled captive processes and corridored random particle systems

Yazar Mengütürk, L. A., Mengütürk, Murat Cahit

Basım Tarihi 2023-01

Basım Yeri - Springer

Konu Bounded processes, Captive diffusions, Particle systems

Tür Süreli Yayın

Dil İngilizce

Dijital Evet

Yazma Hayır

Kütüphane Özyeğin Üniversitesi

Demirbaş Numarası 0022-4715

Kayıt Numarası 64bba38d-a636-4043-83d3-1bd90cbfd6cd

Lokasyon Business Administration

Tarih 2023-01

Örnek Metin We introduce a family of processes that generalises captive diffusions, whereby the stochastic evolution that remains within a pair of time-dependent boundaries can further be piecewise-tunneled internally. The tunneling effect on the dynamics can be random such that the process has non-zero probability to find itself within any possible tunnel at any given time. We study some properties of these processes and apply them in modelling corridored random particles that can be observed in fluid dynamics and channeled systems. We construct and simulate mean-reverting piecewise-tunneled captive models for demonstration. We also propose a doubly-stochastic system in which the tunnels themselves are generated randomly by another stochastic process that jumps at random times.

DOI 10.1007/s10955-022-02996-2

Cilt 190