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In this paper, we introduce and develop the theory of semimartingale optimal transport in a path dependent setting. Instead of the classical constraints on marginal distributions, we consider a general framework of path dependent…

Probability · Mathematics 2020-09-15 Ivan Guo , Gregoire Loeper

We introduce a class of partial differential equations on metric graphs associated with mixed evolution: on some edges we consider diffusion processes, on other ones transport phenomena. This yields a system of equations with possibly…

Analysis of PDEs · Mathematics 2021-03-29 Amru Hussein , Delio Mugnolo

In this paper, we construct the transport equation and the wave equation with specular derivatives and solve these equations in one-dimension. To solve these equations, we introduce new function spaces, which we term specular spaces,…

Analysis of PDEs · Mathematics 2022-10-14 Kiyuob Jung , Jehan Oh

In this work, we introduce a novel first-order nonlocal partial differential equation with saturated diffusion to describe the macroscopic behavior of traffic dynamics. We show how the proposed model is better in comparison with existing…

Optimization and Control · Mathematics 2025-04-02 Dawson Do , Hossein Nick Zinat Matin , Masuma Mollika Miti , Maria Laura Delle Monache

The Lagrangian dynamics of a single fluid element within a self-gravitational matter field is intrinsically non-local due to the presence of the tidal force. This complicates the theoretical investigation of the non-linear evolution of…

Cosmology and Nongalactic Astrophysics · Physics 2016-03-23 Xin Wang , Alex Szalay

A new simple Lagrangian method with favorable stability and efficiency properties for computing general plane curve evolutions is presented. The method is based on the flowing finite volume discretization of the intrinsic partial…

Numerical Analysis · Mathematics 2009-04-09 Karol Mikula , Daniel Sevcovic , Martin Balazovjech

Understanding, quantifying and controlling transport and mixing processes are central in the study of fluid flows. Many different Lagrangian approaches have been proposed for detecting organizing flow structures that determine material…

Fluid Dynamics · Physics 2026-04-17 Anna Klünker , Alexandra von Kameke , Kathrin Padberg-Gehle

This paper develops moving frame theory for partial difference equations and for differential-difference equations with one continuous independent variable. In each case, the theory is applied to the invariant calculus of variations and the…

Mathematical Physics · Physics 2024-01-17 Lewis C. White , Peter E. Hydon

It has been observed in many numerical simulations, experiments and from various theoretical treatments that heat transport in one-dimensional systems of interacting particles cannot be described by the phenomenological Fourier's law. The…

Statistical Mechanics · Physics 2019-11-12 Abhishek Dhar , Anupam Kundu , Aritra Kundu

By means of a novel variational approach and using dual maps techniques and general ideas of dynamical system theory we derive exact results about several models of transport flows, for which we also obtain a complete description of their…

Chaotic Dynamics · Physics 2007-05-23 Michael Blank

This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…

Probability · Mathematics 2026-04-07 Pablo Ramses Alonso-Martin , Horatio Boedihardjo , Anastasia Papavasiliou

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

Statistical Mechanics · Physics 2010-03-18 Navinder Singh , Bram Wynants

Lattice Boltzmann models are briefly introduced together with references to methods used to predict their ability for simulations of systems described by partial differential equations that are first order in time and low order in space…

Numerical Analysis · Mathematics 2024-11-15 Pierre Lallemand , François Dubois , Li-shi Luo

Advective trapping occurs when solute enters low velocity zones in heterogeneous porous media. Classical local modeling approaches combine the impact of slow advection and diffusion into a hydrodynamic dispersion coefficient and many…

Fluid Dynamics · Physics 2020-12-02 Juan J. Hidalgo , Insa Neuweiler , Marco Dentz

Many theoretical and experimental results show that solute transport in heterogeneous porous media exhibits multi-scaling behaviors. To describe such non-Fickian diffusions, this work provides a distributed order Hausdorff diffusion model…

Fluid Dynamics · Physics 2018-12-05 Yingjie Liang , Wen Chen , Wei Xu , HongGuang Sun

Over the past two decades scientists have achieved a significant improvement of our understanding of the transport of energetic particles across a mean magnetic field. Due to test-particle simulations as well as powerful non-linear…

Plasma Physics · Physics 2022-01-05 Andreas Shalchi

The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…

Chaotic Dynamics · Physics 2009-11-07 Jean-Luc Thiffeault

We describe and analyze the mean transport due to transient progressive waves, including breaking waves. The waves are packets and are generated with a boundary-forced air-water two-phase Navier Stokes solver. The analysis is done in the…

Fluid Dynamics · Physics 2019-10-02 Juan M. Restrepo , Jorge M. Ramirez

We propose a dynamic domain semi-Lagrangian method for stochastic Vlasov equations driven by transport noises, which arise in plasma physics and astrophysics. This method combines the volume-preserving property of stochastic characteristics…

Numerical Analysis · Mathematics 2026-03-06 Jianbo Cui , Derui Sheng , Chenhui Zhang , Tau Zhou

Several problems in machine learning are naturally expressed as the design and analysis of time-evolving probability distributions. This includes sampling via diffusion methods, optimizing the weights of neural networks, and analyzing the…

Optimization and Control · Mathematics 2026-05-28 Gabriel Peyré
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