Related papers: Periodic homogenization with an interface: the one…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
We discuss a diffusively perturbed predator-prey system. Freedman and Wolkowicz showed that the corresponding ODE can have a periodic solution that bifurcates from a homoclinic loop. When the diffusion coefficients are large, this solution…
Colloidal particles at fluid interfaces can enhance the stability of drops and bubbles. Yet, their effect on mass transfer in these multiphase systems remains ambiguous, with some experiments reporting strongly hindered diffusion, while…
We investigate the behaviour of solutions of a fractional semilinear partial differential equation that models the evolution of an interface in a random medium. We show a pinning result and apply it to the related homogenizing process.
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…
We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…
Many natural and industrial systems involve particle-laden interfaces. Because interfacial particles prevent the coalescence and coarsening of drops, they hold promise for various applications requiring stable emulsions. Despite their…
We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…
The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…
The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent…
Consider a graph where the sites are distributed in space according to a Poisson point process on $\mathbb R^n$. We study a population evolving on this network, with individuals jumping between sites with a rate which decreases…
In this article, basing upon probabilistic methods, we discuss periodic homogenization of a class of weakly coupled systems of linear elliptic and parabolic partial differential equations. Under the assumption that the systems have rapidly…
Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…
We investigate the dynamics of an overdamped Brownian particle moving in a washboard potential with space dependent friction coefficient. Analytical expressions have been obtained for current and diffusion coefficient. We show that the…
Diffusion-mediated surface phenomena are crucial for human life and industry, with examples ranging from oxygen capture by lung alveolar surface to heterogeneous catalysis, gene regulation, membrane permeation and filtration processes.…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We study the problem of homogenization for inertial particles moving in a periodic velocity field, and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large scale, long time behavior of…
We consider a kinetic model of two species of particles interacting with a reservoir at fixed temperature, described by two coupled Vlasov-Fokker-Plank equations. We prove that in the diffusive limit the evolution is described by a…
We discuss a numerical method for convection-diffusion-reaction problems with a free boundary in 1D. The method is based on the numerical modelling of the interface evolution, the transformation to a fixed domain problem and the…