Related papers: Microscopic origin of the jump diffusion model
We consider a real-valued diffusion process with a linear jump term driven by a Poisson point process and we assume that the jump amplitudes have a centered density with finite moments. We show upper and lower estimates for the density of…
We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…
Observing that the recent developments of the recursive (product) quantization method induces a family of Markov chains which includes all standard discretization schemes of diffusions processes , we propose to compute a general error bound…
We present a multiscale approach to model diffusion in a crowded environment and its effect on the reaction rates. Diffusion in biological systems is often modeled by a discrete space jump process in order to capture the inherent noise of…
A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…
Classical gradient systems have a linear relation between rates and driving forces. In generalized gradient systems we allow for arbitrary relations derived from general non-quadratic dissipation potentials. This paper describes two natural…
A system of $N$ weakly interacting particles whose dynamics is given in terms of jump-diffusions with a common factor is considered. The common factor is described through another jump-diffusion and the coefficients of the evolution…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
The Fourier law and the diffusion equation are derived from the Schrodinger equation of a diffusive medium (consisting of a random potential). The theoretical model is backed by numerical simulation. This derivation can easily be…
The Markovian diffusion theory is generalized within the framework of the special theory of relativity using a modification of the mathematical calculus of diffusion on Riemannian manifolds (with definite metric) to describe diffusion on…
'A basic and basically unsolved problem in fluid dynamics is to determine the evolution of rising bubbles and falling drops of one miscible liquid in another' [1]. Here, we address this important literature gap and present the first theory…
We generalize Einstein's master equation for random walk processes by considering that the probability for a particle at position $r$ to make a jump of length $j$ lattice sites, $P_j(r)$ is a functional of the particle distribution function…
Nanoscopic diffusion at surfaces normally takes place when an adsorbate jumps from one adsorption site to the other. Jump diffusion can be measured via quasi-elastic scattering experiments, and the results can often be interpreted in terms…
We derive a coarse-grained equation of motion of a number density by applying the projection operator method to a non-relativistic model. The derived equation is an integrodifferential equation and contains the memory effect. The equation…
Second initial boundary problem in narrow domains of width $\epsilon\ll 1$ for linear second order differential equations with nonlinear boundary conditions is considered in this paper. Using probabilistic methods we show that the solution…
Sub-diffusion equations are used in a large range of applications including fluids, plasma physics and biology. Their mathematical analysis is advanced even if a much larger literature addresses super-diffusions. The goal of this paper is…
In order to adequately describe molecular rotation far from equilibrium, we have generalized the J-diffusion model by allowing the rotational relaxation rate to be angular momentum dependent. The calculated nonequilibrium rotational…
We formulate the generalized master equation for a class of continuous time random walks in the presence of a prescribed deterministic evolution between successive transitions. This formulation is exemplified by means of an…
Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a…
Ivanov-Anderson (IA) model (and an earlier treatment by Kubo) envisages a decay of the orientational correlation by random but large amplitude molecular jumps, as opposed to infinitesimal small jumps assumed in Brownian diffusion. Recent…