Related papers: Nonlinear diffusion from Einstein's master equatio…
We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…
The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
We study the diffusion of tagged hard core interacting particles under the influence of an external force field. Using the Jepsen line we map this many particle problem onto a single particle one. We obtain general equations for the…
This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…
We formulate a new model for transport in stochastic media with long-range spatial correlations where exponential attenuation (controlling the propagation part of the transport) becomes power law. Direct transmission over optical distance…
A jump-diffusion process along with a particle scheme is devised as an accurate and efficient particle solution to the Boltzmann equation. The proposed process (hereafter Gamma-Boltzmann model) is devised to match the evolution of all…
A simple model of random Brownian walk of a spherical mesoscopic particle in viscous liquids is proposed. The model can be both solved analytically and simulated numerically. The analytic solution gives the known Eistein-Smoluchowski…
In this paper we are concerned with a generalized $N$-urn Ehrenfest model, where balls keeps independent random walks between $N$ boxes uniformly laid on $[0, 1]$. After a proper scaling of the transition rates function of the aforesaid…
We derive the quantum-mechanical master equation (generalized optical Bloch equation) for an atom in the vicinity of a flat dielectric surface. This equation gives access to the semiclassical radiation pressure force and the atomic momentum…
We generalize the method of obtaining the fundamental linear partial differential equations such as the diffusion and Schrodinger equation, Dirac and telegrapher's equation from a simple stochastic consideration to arrive at certain…
We show that, by correctly selecting the probability distribution function $p(s)$ for a particle's distance-to-collision, the nonclassical diffusion equation can be represented exactly by the nonclassical linear Boltzmann equation for an…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
The Richards' equation is a model for flow of water in unsaturated soils. The coefficients of this (nonlinear) partial differential equation describe the permeability of the medium. Insufficient or uncertain measurements are commonly…
Memory effects require for their incorporation into random-walk models an extension of the conventional equations. The linear Fokker-Planck equation for the probability density $p(\vec r, t)$ is generalized to include non-linear and…
For a nonlinear diffusion equation on graphs whose nonlinearity violates the Lipschitz condition, we prove short-time solution existence and characterize global well-posedness by establishing sufficient criteria for blow-up phenomena and…
We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…
The linear Boltzmann equation for elastic and/or inelastic scattering is applied to derive the distribution function of a spatially homogeneous system of charged particles spreading in a host medium of two-level atoms and subjected to…
In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…