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Diffusion approximation for exploring the correlation between failure rate and bus-stop operation

Transportmetrica A: Transport Science, 2019
This 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
semanticscholar   +1 more source

Stability and convergence of a new explicit finite-difference approximation for the variable-order nonlinear fractional diffusion equation

open access: yesApplied Mathematics and Computation, 2009
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, 1979
Abstract 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
openaire   +3 more sources

End-to-End Diffusion Latent Optimization Improves Classifier Guidance

IEEE International Conference on Computer Vision, 2023
Classifier 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
semanticscholar   +1 more source

Kirchhoff approximation for diffusive waves

Physical Review E, 2001
Quantitative 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
openaire   +2 more sources

Chemotaxis of Gametes: A Diffusion Approximation

Mathematical Medicine and Biology, 1985
Sexual 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
openaire   +2 more sources

Diffusion approximation of videoconference networks

Queueing Systems, 1990
The 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
openaire   +1 more source

A Diffusion Approximation for Bulk Queues

Management Science, 1981
In 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
openaire   +1 more source

Parametrix Approximation of Diffusion Transition Densities

SIAM Journal on Financial Mathematics, 2010
A 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
openaire   +2 more sources

ARCH Models as Diffusion Approximations

Journal of Econometrics, 1990
Abstract 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 ...
openaire   +1 more source

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