Related papers: Lack of anomalous diffusion in linear translationa…
When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…
We present an analytical study of the time dependent diffusion coefficient in a dilute suspension of spheres with partially absorbing boundary condition. Following Kirkpatrick (J. Chem. Phys. 76, 4255) we obtain a perturbative expansion for…
We prove an almost sure invariance principle that is valid for general classes of nonuniformly expanding and nonuniformly hyperbolic dynamical systems. Discrete time systems and flows are covered by this result. In particular, the result…
Irreversibility and acausality of a sub-system are established in exactly soluble harmonic models with reversible and causal dynamics. It is shown that initial conditions, imposed on some dynamical degrees of freedom may break time reversal…
In this note, we discuss a class of time-dependent Hamilton-Jacobi equations depending on a function of time, this function being chosen in order to keep the maximum of the solution to the constant value 0. The main result of the note is…
The time evolution of a wave function with $N$ time variables through the Feynman picture of quantum mechanics is derived. However, these evolutions will be compatible if and only if the $N$ Lagrangians satisfy a certain relation called the…
We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…
We investigate the stability of the equilibrium-induced optimal value in one-dimensional diffusion setting for a time-inconsistent stopping problem under non-exponential discounting. We show that the optimal value is semi-continuous with…
This paper is devoted to the inverse problem of determining the spatially dependent source in a time fractional diffusion-wave equation, with the aid of extra measurement data at subboundary. Uniqueness result is obtained by using the…
Known by many names and arising in many settings, the forced linear diffusion model is central to the modeling of power and influence within social networks (while also serving as the mechanistic justification for the widely used…
We consider an inverse boundary value problem for diffusion equations with multiple fractional time derivatives. We prove the uniqueness in determining a number of fractional time-derivative terms, the orders of the derivatives and…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
We discuss a class of diffusion-type partial differential equations on a bounded interval and discuss the possibility of replacing the boundary conditions by certain linear conditions on the moments of order 0 (the total mass) and of…
The arrow of time dilemma: the laws of physics are invariant for time inversion, whereas the familiar phenomena we see everyday are not (i.e. entropy increases). I show that, within a quantum mechanical framework, all phenomena which leave…
In this paper, we study an inverse problem for identifying the initial value in a space-time fractional diffusion equation from the final time data. We show the identifiability of this inverse problem by proving the existence of its unique…
Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…
We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…
We study more general variational problems on time scales. Previous results are generalized by proving necessary optimality conditions for (i) variational problems involving delta derivatives of more than the first order, and (ii) problems…
Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…
In this paper, we prove a uniqueness result in the inverse problem of determining several non-constant coefficients of one-dimensional reaction-diffusion equations. Such reaction-diffusion equations include the classical model of…