Related papers: Exact solution to Fick-Jacobs equation
In this paper, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization of the Caputo derivative and a finite difference scheme for…
In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…
Exact solutions of the Schrodinger equation are obtained for the Rosen-Morse and Scarf potentials with the position-dependent effective mass by appliying a general point canonical transformation. The general form of the point canonical…
The Hamilton-Jacobi equation for a Hamiltonian section on a Lie affgebroid is introduced and some examples are discussed.
Due to its parabolic character, the diffusion equation exhibits instantaneous spatial spreading, and becomes unstable when Lorentz-boosted. According to the conventional interpretation, these features reflect a fundamental incompatibility…
For the concrete model of Brownian particles dynamics in non-uniform environment, the time interval estimation is constructed, on which phenomenological Fick laws for diffusion phenomenon description can be used. The knowledge of these…
This article is devoted to Feller's diffusion equation which arises naturally in probabilities and physics (e.g. wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties since the diffusion…
Simultaneous use of partial differential equations in conjunction with data analysis has proven to be an efficient way to obtain the main parameters of various phenomena in different areas, such as medical, biological, and ecological. In…
Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…
We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions…
A supersymmetric technique for the solution of the effective mass Schr\"{o}% dinger equation is proposed. Exact solutions of the Schroedinger equation corresponding to a number of potentials are obtained. The potentials are fully…
The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…
The time-fractional diffusion-wave equation is revisited, where the time derivative is of order $2 \nu$ and $0 < \nu \le 1$. The behaviour of the equation is "diffusion-like" (respectively, "wave-like") when $0 < \nu \le \frac{1}{2}$…
In this work we would like to point out the possibility of generating a class of exactly solvable convection-diffusion-reaction equation in similarity form with intrinsic supersymmetry, i.e., the solution and the diffusion coefficient of…
It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in…
We consider the linear dissipative Boltzmann equation describing inelastic interactions of particles with a fixed background. For the simplified model of Maxwell molecules first, we give a complete spectral analysis, and deduce from it the…
The Smoluchowski equation with a time dependent sink term is solved exactly. In this method by knowing the probability distribution at the origin P(0,s), one may derive the probability distribution at all positions i.e., P(x,s). Further the…
In Lipschitz domains, we study a Darcy-Forchheimer problem coupled with a singular heat equation by a nonlinear forcing term depending on the temperature. By singular we mean that the heat source corresponds to a Dirac measure. We establish…
The tree formula, which relates proper and connected vertices, is shown to be the solution to a Hamilton-Jacobi equation.
The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…