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In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
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 present work demonstrates the connections between the Burgers, diffusion, and Schroedinger's equations. The starting point is a formulation of the stochastic mechanics, which is modeled along the lines of the scale relativity theory.…
Convection-diffusion equation is used to describe particle migration process in many fields, while it is proposed based on the empirical Fick's law. In this paper, with the help of the percolation model, we theoretically investigate the…
We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…
Starting from a model of an elastic medium, we derive equations of motion that are identical in form to Dirac's equation for a spin 1/2 particle with mass, coupled to electromagnetic and gravitational interactions. The mass and…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
Using classical statistics, Schrodinger equation in quantum mechanics is derived from complex space model. Phase-space probability amplitude, that can be defined on classical point of view, has connections to probability amplitude in…
Mathematical diffraction theory is concerned with the analysis of the diffraction measure of a translation bounded complex measure $\omega$. It emerges as the Fourier transform of the autocorrelation measure of $\omega$. The mathematically…
Using a microfluidics device filled with a colloidal suspension of microspheres, we test the laws of diffusion in the limit of small particle numbers. Our focus is not just on average properties such as the mean flux, but rather on the…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
We extend the usual derivation of the wave equation from Maxwell's equations in vacuum to the case of electromagnetic fields in dispersive homogeneous isotropic linear media. Usually, dispersive properties of materials are studied in…
We present a theoretical model of matter-wave diffraction through a material nanostructure. This model is based on the numerical solution of the time-dependent Schr{\"o}dinger equation, which goes beyond the standard semi-classical…
A theory of the propagation of acoustic waves in a porous medium filled with superfluid solution is developed. The elastic coefficients in the system of equations are expressed in terms of physically measurable quantities. The equations…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
The solution of a nonlinear diffusion equation is numerically investigated using the generalized Fourier transform method. This equation includes fractal dimensions and power-law dependence on the radial variable and on the diffusion…
A modification of the Drude dispersive model based on fractional time derivative is presented. The dielectric susceptibility is calculated analytically and simulated numerically, showing a good agreement between theoretical description and…
Diffusion is the macroscopic manifestation of disordered molecular motion. Mathematically, diffusion equations are partial differential equations describing the fluid-like large-scale dynamics of parcels of molecules. Spatially…
We derive Euler equations from a Hamiltonian microscopic dynamics. The microscopic system is a one-dimensional disordered harmonic chain, and the dynamics is either quantum or classical. This chain is an Anderson insulator with a symmetry…
The paper shows the relationship between the major wave equations in quantum mechanics and electromagnetism, such as Schroedinger's equation, Dirac's equation and the Maxwell equations. It is shown that they can be derived in a striking…