Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments

We prove a global asymptotic equivalence of experiments in the sense of Le Cam's theory. The experiments are a continuously observed diffusion with nonparametric drift and its Euler scheme. We focus on diffusions with nonconstant-known diffusion coefficient. The asymptotic equivalence is proved by constructing explicit equivalence mappings based on random time changes. The equivalence of the discretized observation of the diffusion and the corresponding Euler scheme experiment is then derived. The impact of these equivalence results is that it justifies the use of the Euler scheme instead of the discretized diffusion process for inference purposes.Comment: Published in at http://dx.doi.org/10.1214/14-AOS1216 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

The discontinuous Galerkin method for fractional degenerate convection-diffusion equations

We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (L\'evy) operator. We prove various stability estimates along with convergence results toward properly defined (entropy) solutions of linear and nonlinear equations. Finally, the qualitative behavior of solutions of such equations are illustrated through numerical experiments

Viscosity dependence of the rates of diffusional processes

It is shown that the rates of diffusion-controlled processes may have a solvent vicosity independent part as well as a viscosity dependent part. Some relevant experiments involving intramolecular polypeptide movements are discussed, and implications for some experiments on diffusion in membranes are outlined

Transport regimes of cold gases in a two-dimensional anisotropic disorder

We numerically study the dynamics of cold atoms in a two-dimensional disordered potential. We consider an anisotropic speckle potential and focus on the classical regime, which is relevant to some recent experiments. First, we study the behavior of particles with a fixed energy and identify different transport regimes. For low energy, the particles are classically localized due to the absence of a percolating cluster. For high energy, the particles undergo normal diffusion and we show that the diffusion constants scale algebraically with the particle energy, with an anisotropy factor which significantly differs from that of the disordered potential. For intermediate energy, we find a transient sub-diffusive regime, which is relevant to the time scale of typical experiments. Second, we study the behavior of a cold-atomic gas with an arbitrary energy distribution, using the above results as a groundwork. We show that the density profile of the atomic cloud in the diffusion regime is strongly peaked and, in particular, that it is not Gaussian. Its behavior at large distances allows us to extract the energy-dependent diffusion constants from experimental density distributions. For a thermal cloud released into the disordered potential, we show that our numerical predictions are in agreement with experimental findings. Not only does this work give insights to recent experimental results, but it may also serve interpretation of future experiments searching for deviation from classical diffusion and traces of Anderson localization.Comment: 19 pages, 16 figure