Related papers: A uniqueness theorem for the martingale problem de…
For $n\ge 3$, $0<m<\frac{n-2}{n}$, $\beta<0$ and $\alpha=\frac{2\beta}{1-m}$, we prove the existence, uniqueness and asymptotics near the origin of the singular eternal self-similar solutions of the fast diffusion equation in…
We consider a diffusion processes $\{ X_t \}$ on an interval in the natural scale. Some results are known under which $\{ X_t \}$ is a martingale, and we give simple and analytic proofs for them.
We develop a theory of existence and uniqueness for the following porous medium equation with fractional diffusion, $$ \{ll} \dfrac{\partial u}{\partial t} + (-\Delta)^{\sigma/2} (|u|^{m-1}u)=0, & \qquad x\in\mathbb{R}^N,\; t>0, [8pt]…
We propose a simple equation for predicting self-diffusivity of fluids embedded in random matrices of identical, but dynamically frozen, particles (i.e., quenched-annealed systems). The only nontrivial input is the volume available to…
This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…
In this paper we consider an acoustic problem of wave propagation through a discontinuous medium. The problem is reduced to the dissipative wave equation with distributional dissipation. We show that this problem has a so-called very weak…
A new category of front propagation problems is proposed in which a spreading instability evolves through a singular configuration before saturating. We examine the nature of this front for the viscous Rayleigh instability of a column of…
By choosing convenient test functions and using the method of doubling variables, we prove the uniqueness of the solution to a nonlinear evolution dam problem in an arbitrary heterogeneous porous medium of IR^n with an impermeable…
The model problem of scattering of a sound wave by an infinite plane structure formed by a semi-infinite acoustically hard screen and a semi-infinite sandwich panel perforated from one side and covered by a membrane from the other is…
Constrained Markov processes, such as reflecting diffusions, behave as an unconstrained process in the interior of a domain but upon reaching the boundary are controlled in some way so that they do not leave the closure of the domain. In…
In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and show that martingales over such a filtration are continuous. We further establish a martingale representation theorem for a class of…
A concentration difference of particles across a membrane perforated by pores will induce a diffusive flux. If the diffusing objects are of the same length scale as the the pores, diffusion may not be simple, objects can move into the pore…
A perturbation approach is used for analysis of a near-cloak in shielding a finite scatterer from an incident flexural wave. The effect of the boundary conditions on the interior surface of the cloaking layer is analysed in detail, based on…
The dispersion process in particulate porous media at low saturation levels takes place over the surface elements of constituent particles and, as we have found previously by comparison with experiments, can be accurately described by…
Thermodynamically consistent models for two-phase flow in porous media have attracted significant attention in recent years. In this paper, we prove the existence, uniqueness and regularity of the weak solution to such a recent model…
Existence and uniqueness of radially symmetric self-similar very singular solutions are proved for the singular diffusion equation with gradient absorption {equation*} \partial_t u -\Delta_{p}u+|\nabla u|^q=0, \ \hbox{in} \…
Formulas are derived for solutions of many-body wave scattering problems by small particles in the case of acoustically soft, hard, and impedance particles embedded in an inhomogeneous medium. The case of transmission (interface) boundary…
We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…
We solve explicitly the following problem: for a given probability measure mu, we specify a generalised martingale diffusion X which, stopped at an independent exponential time T, is distributed according to mu. The process X is specified…
Motivated by the phenomenon of transport barriers in fusion plasma devices, we write a mathematical model of heat dispersion in a turbulent fluid with a transport barrier, properly idealized; in a scaling limit of the turbulence model with…