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We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…

Probability · Mathematics 2021-02-16 Theodoros Assiotis , Neil O'Connell , Jon Warren

We consider coupled slow-fast stochastic processes, where the averaged slow motion is given by a two-dimensional Hamiltonian system with multiple critical points. On a proper time scale, the evolution of the first integral converges to a…

Probability · Mathematics 2024-08-07 Shuo Yan

In this paper, a thermal-dynamical consistent model for mass transfer across permeable moving interfaces is proposed by using the energy variation method. We consider a restricted diffusion problem where the flux across the interface…

Numerical Analysis · Mathematics 2022-06-15 Yuzhe Qin , Huaxiong Huang , Yi Zhu , Chun Liu , Shixin Xu

The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…

Statistical Mechanics · Physics 2020-10-28 Oded Farago

We will discuss a one-dimensional approximation for the problem of wave propagation in networks of thin fibers. The main objective here is to describe the boundary (gluing) conditions at branching points of the limiting one-dimensional…

Mathematical Physics · Physics 2016-04-04 S. Molchanov , B. Vainberg

The first passage time density of a diffusion process to a time varying threshold is of primary interest in different fields. Here we consider a Brownian motion in presence of an exponentially decaying threshold to model the neuronal…

Probability · Mathematics 2016-02-18 Massimiliano Tamborrino

The paper deals with homogenization problem for a non-local linear operator with a kernel of convolution type in a medium with a periodic structure. We consider the natural diffusive scaling of this operator and study the limit behaviour of…

Functional Analysis · Mathematics 2016-04-19 Andrey Piatnitski , Elena Zhizhina

We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…

Statistical Mechanics · Physics 2025-12-01 Fazil Najeeb , Arnab Pal , V. V. Prasad

We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…

Mathematical Physics · Physics 2009-11-11 T. Komorowski , L. Ryzhik

Anomalous diffusion phenomenon is an intriguing process that tracer diffusion presents in numerous complex systems. Current experimental and theoretical investigations have reported the emergence of random diffusivity scenarios accompanied…

Statistical Mechanics · Physics 2022-10-19 M. A. F. dos Santos , L. Menon Junior , D. Cius

In this paper, we introduce the linear fractional self-attracting diffusion driven by a fractional Brownian motion with Hurst index 1/2<H<1, which is analogous to the linear self-attracting diffusion. For 1-dimensional process we study its…

Probability · Mathematics 2007-07-19 Litan Yan , Yu Sun , Yunsheng Lu

We develop in this note a homogenization method to tackle the problem of a diffusion process through a cracked medium. We show that the cracked surface of the domain induces a source term in the homogenized equation. We assume that the…

Analysis of PDEs · Mathematics 2013-05-28 Xavier Blanc , Benjamin Edouard Peigney

We consider the homogenisation of a coupled reaction-diffusion process in a porous medium with evolving microstructure. A concentration-dependent reaction rate at the interface of the pores with the solid matrix induces a…

Analysis of PDEs · Mathematics 2022-06-01 David Wiedemann , Malte A. Peter

Fickian yet non-Gaussian diffusion is a ubiquitous phenomenon observed in various biological and soft matter systems. This anomalous dynamics is typically attributed to heterogeneous environments inducing spatiotemporal variations in the…

Statistical Mechanics · Physics 2025-03-20 Seongyu Park , Xavier Durang , Ralf Metzler , Jae-Hyung Jeon

Abstract. The present work considers a change in the momentum under the transfer of a solution through the interface. It is shown that pressure related to the partial volumes of components arises in a solution under diffusion. As a result,…

Statistical Mechanics · Physics 2021-02-16 Alex Guskov

We analyze a homogenization limit for the linear wave equation of second order. The spatial operator is assumed to be of divergence form with an oscillatory coefficient matrix $a^\varepsilon$ that is periodic with characteristic length…

Analysis of PDEs · Mathematics 2014-01-31 Tomas Dohnal , Agnes Lamacz , Ben Schweizer

We analyze a (1+1)-dimension directed random walk model of a polymer dipped in a medium constituted by two immiscible solvents separated by a flat interface. The polymer chain is heterogeneous in the sense that a single monomer may…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Giambattista Giacomin

The goal of the paper is to describe the large time behaviour of a Markov process associated with a symmetric diffusion in a high-contrast random environment and to characterize the limit semigroup and the limit process under the diffusive…

Probability · Mathematics 2021-07-13 Brahim Amaziane , Andrey Piatnitski , Elena Zhizhina

High-frequency homogenization is used to study dispersive media, containing inclusions placed periodically, for which the properties of the material depend on the frequency (Lorentz or Drude model with damping, for example). Effective…

Classical Physics · Physics 2023-08-21 Marie Touboul , Benjamin Vial , Raphaël Assier , Sébastien Guenneau , Richard Craster

We investigate via Monte Carlo numerical simulations and theoretical considerations the outflux of random walkers moving in an interval bounded by an interface exhibiting channels (pores, doors) which undergo an open/close cycle according…

Mathematical Physics · Physics 2014-01-16 Daniele Andreucci , Dario Bellaveglia , Emilio N. M. Cirillo , Silvia Marconi