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We introduce a new micro-macro decomposition of collisional kinetic equations in the specific case of the diffusion limit, which naturally incorporates the incoming boundary conditions. The idea is to write the distribution function $f$ in…

Numerical Analysis · Mathematics 2012-02-10 Mohammed Lemou , Florian Méhats

We study the Boltzmann equation for a space-homogeneous gas of inelastic hard spheres, with a diffusive term representing a random background forcing. Under the assumption that the initial datum is a nonnegative $L^2$ function, with bounded…

Analysis of PDEs · Mathematics 2009-11-10 Irene M. Gamba , Vladislav Panferov , Cedric Villani

The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , G. J. F. van Heijst , O. F. Petrov , P. P. J. M. Schram

Partial differential equations (p.d.e) equipped of spatial derivatives of fractional order capture anomalous transport behaviors observed in diverse fields of Science. A number of numerical methods approximate their solutions in dimension…

Computational Physics · Physics 2018-08-21 Alain Cartalade , Amina Younsi , Marie-Christine Néel

The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the…

Analysis of PDEs · Mathematics 2014-05-13 Arnaud Debussche , Sylvain De Moor , Julien Vovelle

A paradigm model is suggested for describing the diffusive limit of trajectories of two Lorentz disks moving in a finite horizon periodic configuration of smooth, strictly convex scatterers and interacting with each other via elastic…

Mathematical Physics · Physics 2010-08-06 Zsolt Pajor-Gyulai , Domokos Szász

Many mathematical models for biological phenomena, such as the spread of diseases, are based on reaction-diffusion equations for densities of interacting cell populations. We present a consistent derivation of reaction-diffusion equations…

Analysis of PDEs · Mathematics 2026-02-23 Marzia Bisi , Davide Cusseddu , Ana Jacinta Soares , Romina Travaglini

Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…

Probability · Mathematics 2016-12-19 Zhen-Qing Chen , Mark M. Meerschaert , Erkan Nane

The problem of anomalous diffusion in the momentum space is considered on the basis of the appropriate probability transition function (PTF). New general equation for description of the diffusion of heavy particles in the gas of the light…

Statistical Mechanics · Physics 2015-05-13 S. A. Trigger

We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic…

Probability · Mathematics 2012-09-06 Patrick Cattiaux , Djalil Chafai , Arnaud Guillin

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

Probability · Mathematics 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim

We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived…

Statistical Mechanics · Physics 2010-10-27 B. I. Henry , T. A. M Langlands , P. Straka

In this paper we prove the existence of the high-energy tails for electron distribution function of the Boltzmann equation for semiconductors, in the stationary and homogeneous regime, in the analytic band approximation and scattering with…

Statistical Mechanics · Physics 2007-05-23 Orazio Muscato

Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a…

Statistical Mechanics · Physics 2016-07-08 J. P. Taylor-King , R. Klages , S. Fedotov , R. A. Van Gorder

We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…

Mathematical Physics · Physics 2013-07-22 Jeremy Clark

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

Plasma Physics · Physics 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…

Mathematical Physics · Physics 2015-09-22 Hong Qian

The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

Soft Condensed Matter · Physics 2009-11-13 A. W. C. Lau , T. C. Lubensky

Many physical phenomena occur on domains that grow in time. When the timescales of the phenomena and domain growth are comparable, models must include the dynamics of the domain. A widespread intrinsically slow transport process is…

Statistical Mechanics · Physics 2017-11-01 C. N. Angstmann , B. I. Henry , A. V. McGann

We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the…

Probability · Mathematics 2018-07-04 Yu Gu , Tomasz Komorowski , Lenya Ryzhik