Related papers: Nonlinear diffusion from Einstein's master equatio…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…
Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study of a Cauchy problem, a Feynman-Kac formula and a…
We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…
Describing particle transport at the macroscopic or mesoscopic level in non-ideal environments poses fundamental theoretical challenges in domains ranging from inter and intra-cellular transport in biology to diffusion in porous media. Yet,…
We consider a zero-range process $\eta^N_t(x)$ with superlinear local jump rate, which in a hydrodynamic-small particle rescaling converges to the porous medium equation $\partial_t u=\frac12\Delta u^\alpha, \alpha>1$. As a main result we…
We propose a solution formula for chemical diffusion master equations of birth and death type. These equations, proposed and formalized in the recent paper [5], aim at incorporating the spatial diffusion of molecules into the description…
Monte Carlo techniques are used to model nonlinear particle acceleration in parallel collisionless shocks of various speeds, including mildly relativistic ones. When the acceleration is efficient, the backreaction of accelerated particles…
We improve the standard theory of collisional stellar systems by considering the presence of a continuous mass distribution. The calculus of the diffusion coefficients is generalized and a new expression of the Fokker-Planck equation is…
In these notes, we describe the strategy for the derivation of the hydrodynamic limit for a family of long range interacting particle systems of exclusion type with symmetric rates. For $m \in \mathbb{N}:=\{1, 2, \ldots\}$ fixed, the…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
We show that several diffusion-based approximations (classical diffusion or SP1, SP2, SP3) to the linear Boltzmann equation can (for an infinite, homogeneous medium) be represented exactly by a non-classical transport equation. As a…
The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…
Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…
We consider a point particle moving in a random distribution of obstacles described by a potential barrier. We show that, in a weak-coupling regime, under a diffusion limit suggested by the potential itself, the probability distribution of…
Diffusion preserves the positivity of concentrations, therefore, multicomponent diffusion should be nonlinear if there exist non-diagonal terms. The vast variety of nonlinear multicomponent diffusion equations should be ordered and special…
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the…
We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…
Einstein's kinetic theory of the Brownian motion, based upon light water molecules continuously bombarding a heavy pollen, provided an explanation of diffusion from the Newtonian mechanics. Since the discovery of quantum mechanics it has…
We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…