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Diffusion approximation for exploring the correlation between failure rate and bus-stop operation
Transportmetrica A: Transport Science, 2019This study proposed a model incorporating a diffusion approximation method to explore the correlation between failure rate and bus-stop operation, which included bus arrival rate, service time, variation coefficient of service time, variation coefficient
Chao Wang +4 more
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In this paper, we consider the variable-order nonlinear fractional diffusion equation\ud \ud View the MathML source\ud where xRα(x,t) is a generalized Riesz fractional derivative of variable order View the MathML source and the nonlinear reaction term f ...
Fawang Liu, Võ Anh
exaly +2 more sources
Diffusion approximations to cascade mixing
Radiation Effects, 1979Abstract In two recent studies1, 2 of cascade mixing, the process in which energetic ion bombardment can redistribute the atomic components of a multielemental target via recoil processes, a diffusion approximation has been assumed, apparently with signif-icantly different results2. It is the purpose of this communication to reveal the close similarity
CARTER, G +4 more
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End-to-End Diffusion Latent Optimization Improves Classifier Guidance
IEEE International Conference on Computer Vision, 2023Classifier guidance—using the gradients of an image classifier to steer the generations of a diffusion model—has the potential to dramatically expand the creative control over image generation and editing.
Bram Wallace +3 more
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Kirchhoff approximation for diffusive waves
Physical Review E, 2001Quantitative measurements of diffuse media, in spectroscopic or imaging mode, rely on the generation of appropriate forward solutions, independently of the inversion scheme employed. For complex boundaries, the use of numerical methods is generally preferred due to implementation simplicity, but usually results in great computational needs, especially ...
J, Ripoll +3 more
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Chemotaxis of Gametes: A Diffusion Approximation
Mathematical Medicine and Biology, 1985Sexual attraction of male gametes toward females of many brown algae species is induced by diffusible pheromones, which lead to a chemotactic modification of the loop-like 2-dimensional swimming paths of the males. We propose a stochastic model and analyse a suitable diffusion approximation in order to calculate quantities as the aggregation factor ...
Alt, Wolfgang +2 more
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Diffusion approximation of videoconference networks
Queueing Systems, 1990The paper considers the diffusion approximation of traffic in videoconference networks. The time-dependent situation is considered and the amount of traffic is shown to converge to an inhomogeneous Ornstein- Uhlenbeck process. When the drift and diffusion coefficients are piecewise constant the Laplace transform of first hitting times of bounded ...
A. S. Üstünel, T. Choukri
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A Diffusion Approximation for Bulk Queues
Management Science, 1981In this paper the steady-state queue size behavior of single-server queues with bulk-arrival and batch-service, referred to as bulk queues, is approximated by a diffusion process using the instantaneous return approach. Diffusion approximation solutions for various queue size statistics are developed and evaluated for a number of special “Markovian ...
Singha Chiamsiri, Michael S. Leonard
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Parametrix Approximation of Diffusion Transition Densities
SIAM Journal on Financial Mathematics, 2010A new analytical approximation tool, derived from the classical PDE theory, is introduced in order to build approximate transition densities of diffusions. The tool is useful for approximate pricing and hedging of financial derivatives and for maximum likelihood and method of moments estimates of diffusion parameters.
Francesco Corielli +2 more
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ARCH Models as Diffusion Approximations
Journal of Econometrics, 1990Abstract This paper investigates the convergence of stochastic difference equations (e.g. ARCH) to stochastic differential equations as the length of the discrete time intervals between observations goes to zero. These results are applied to the GARCH(l,1) model of Bollerslev (1986) and to the AR(l) Exponential ARCH model of Nelson ...
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