Related papers: Microscopic origin of the jump diffusion model
By using the Zubarev nonequilibrium statistical operator method, and the Liouville equation with fractional derivatives, a generalized diffusion equation with fractional derivatives is obtained within the Renyi statistics. Averaging in…
Brownian motion in periodic potentials has been widely investigated in statistical physics and related interdisciplinary fields. In the overdamped regime, it has been well-known that the diffusion constant $D^*$ is given by the…
In this article we derive the fractional porous medium equation for any power of the fractional Laplacian as the hydrodynamic limit of a microscopic dynamics of random particles with long range interactions, but the jump rate highly depends…
We derive the hydrodynamic limit of a kinetic equation with a stochastic, short range perturbation of the velocity operator. Under some mixing hypotheses on the stochastic perturbation, we establish a diffusion-approximation result: the…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
We study theoretically the self-propulsion dynamics of a small droplet on general curved surfaces by a variational approach. A new reduced model is derived based on careful computations for the capillary energy and the viscous dissipation…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
This work develops Feynman-Kac formulas for a class of regime-switching jump diffusion processes, in which the jump part is driven by a Poisson random measure associated to a general L\'evy process and the switching part depends on the jump…
We present a meshfree generalized finite difference method for solving Poisson's equation with a diffusion coefficient that contains jump discontinuities up to several orders of magnitude. To discretize the diffusion operator, we formulate…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
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…
We propose a new class of generative models that naturally handle data of varying dimensionality by jointly modeling the state and dimension of each datapoint. The generative process is formulated as a jump diffusion process that makes…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
We present a study exploring the range of applicability of a generalized Fick Jacobs equation in the case when diffusive mass transport of a fluid along a pore includes chemical reactions in the bulk and pore surface. The study contemplates…
By analyzing the displacement statistics of an assembly of horizontally vibrated bidisperse frictional grains in the vicinity of the jamming transition experimentally studied before, we establish that their superdiffusive motion is a…
Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…
The work proposes and studies a one-dimensional model, which involves nonlocal interactions and finite propagation speed. It shows that the general reaction-diffusion equation, the Swift-Hohenberg equation and the general…
Cooperative jump motions are studied for mutually interacting particles in a one-dimensional periodic potential. The diffusion constant for the cooperative motion in systems including a small number of particles is numerically calculated…
Starting from a master equation in a quantum Hamiltonian form and a coupling to a heat bath we derive an evolution equation for a collective hopping process under the influence of a stochastic energy landscape. There results different…
This book presents the core principles that have guided the development of diffusion models, tracing their origins and showing how diverse formulations arise from shared mathematical ideas. Diffusion modeling starts by defining a forward…