Related papers: Microscopic origin of the jump diffusion model
Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case…
We consider solvability of the generalized reaction-diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction-diffusion…
In this paper, we investigate generalized Carleman kinetic equation for n$\ge$2 and prove convergence towards the solution of equation with fast diffusion or porous medium type, $u_t=\Delta u^m$ ($0\le m\le2$), in its diffusive hydrodynamic…
Reaction-diffusion equations are one of the most common mathematical models in the natural sciences and are used to model systems that combine reactions with diffusive motion. However, rather than normal diffusion, anomalous subdiffusion is…
Diffusion-induced Ramsey narrowing that appears when atoms can leave the interaction region and repeatedly return without lost of coherence is investigated using strong collisions approximation. The effective diffusion equation is obtained…
Microscopic theory of Brownian motion of a particle of mass $M$ in a bath of molecules of mass $m\ll M$ is considered beyond lowest order in the mass ratio $m/M$. The corresponding Langevin equation contains nonlinear corrections to the…
We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…
We study the global existence and uniform-in-time bounds of classical solutions in all dimensions to reaction-diffusion systems dissipating mass. By utilizing the duality method and the regularization of the heat operator, we show that if…
We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…
We analyze a reaction-diffusion system on $\mathbb{R}^{N}$ which models the dispersal of individuals between two exchanging environments for its diffusive component and incorporates a Fujita-type growth for its reactive component. The…
Einstein's theory of Brownian motion is revisited in order to formulate generalized kinetic theory of anomalous diffusion. It is shown that if the assumptions of analyticity and the existence of the second moment of the displacement…
Some experiments have witnessed increasing decoupling of viscosity from the translational self-diffusion of supercooled water with decreasing temperature. While theory and computer simulation studies indicated the jump translation of the…
In this paper we study the distribution of the temperature within a body where the heat is transported only by radiation. Specifically, we consider the situation where both emission-absorption and scattering processes take place. We study…
Diffusion models have emerged as a dominant framework for generative modeling, but their mathematical foundations are often presented separately through diffusion probabilistic models, score-based modeling, stochastic differential…
Starting from a particle model we derive a macroscopic aggregation-diffusion equation for the evolution of slime mold under the assumption of propagation of chaos in the large particle limit. We analyze properties of the macroscopic model…
We make a detailed analysis of both phenomenological and analytic background for the "Brownian recoil principle" hypothesis (Phys. Rev. A 46, (1992), 4634). A corresponding theory of the isothermal Brownian motion of particle ensembles…
In the gravitational evolution of a cold infinite particle distribution, two-body interactions can be predominant at early times: we show that, by treating the simple case of a Poisson particle distribution in a static universe as an…
We consider a spatially homogeneous advection-diffusion equation in which the diffusion tensor and drift velocity are time-independent, but otherwise general. We derive asymptotic expressions, valid at large distances from a steady point…
In Physica A vol 387(24) (2008) pp6079-6094 [1], a kinetic equation for gas flows was proposed that leads to a set of four macroscopic conservation equations, rather than the traditional set of three equations. The additional equation…