Related papers: One-dimensional space-discrete transport subject t…
Levy flights and subdiffusive processes and their properties are discussed. We derive the space- and time-fractional transport equations, and consider their solutions in external potentials. An extensive list of references is included.
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
We study the transmission of random walkers through a finite-size inhomogeneous material with a quenched, long-range correlated distribution of scatterers. We focus on a finite one-dimensional structure where walkers undergo random…
One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
We consider a stochastic delay differential equation driven by a general Levy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is…
We consider a transport-diffusion equation forced by random noise of three types: additive, linear multiplicative in It$\hat{\mathrm{o}}$'s interpretation, and transport in Stratonovich's interpretation. Via convex integration modified to…
We use random matrix theory to study the statistics of wave transport in one-dimensional random media with Levy disorder, in which waves perform Levy flights.
We consider singularly perturbed convection-diffusion equations on one-dimensional networks (metric graphs) as well as the transport problems arising in the vanishing diffusion limit. Suitable coupling condition at inner vertices are…
The Cauchy problem for a multidimensional linear transport equation with discontinuous coefficient is investigated. Provided the coefficient satisfies a one-sided Lipschitz condition, existence, uniqueness and weak stability of solutions…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
This paper studies quantitative uniqueness properties in $L^p$ spaces for Fokker-Planck and transport-diffusion equations under two new assumptions on their velocity field $b=b(x,t)$. We first prove $L^p$-stability estimates for…
We study the long time behaviour of a dynamical system strongly linked to the anti-diffusive scheme of Despr\'es and Lagoutiere for the $1$-dimensional transport equation. This scheme is nondiffusive in the sens that discontinuities are not…
We consider a Stochastic Differential Equation driven by a L\'evy process whose L\'evy measure satisfy a tempered stable domination. We study how a perturbation of the coefficients reflects on the density of the solution. We quantify the…
Probabilistic interpretation of transition from the dispersive transport regime to the quasi-Gaussian one in disordered semiconductors is given in terms of truncated Levy distributions. Corresponding transport equations with fractional…
In this paper, we study the L2 stability of high-order finite-volume schemes for the 1D transport equation on non-uniform meshes. We consider the case when a small periodic perturbation is applied to a uniform mesh. For this case, we…
We consider the motion of an overdamped particle in a periodic potential lacking spatial symmetry under the influence of symmetric L\'evy noise, being a minimal setup for a ``L\'evy ratchet.'' Due to the non-thermal character of the L\'evy…
We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the…
We present an extensive analysis of transport properties in superdiffusive two dimensional quenched random media, obtained by packing disks with radii distributed according to a L\'evy law. We consider transport and scaling properties in…
Stochastic modelling necessitates an interpretation of noise. In this paper, we describe the loss of deterministically stable behaviour in a fundamental fluid mechanics problem, conditional to whether noise is introduced in the sense of…