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The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…
For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…
The paper considers parabolic equations in non-divergent form with discontinuous coefficients at higher derivatives. Their investigation is most complicated because, in general, in the case of discontinuous coefficients, the uniqueness of a…
We prove the consistency of an adaptive importance sampling strategy based on biasing the potential energy function $V$ of a diffusion process $dX_t^0=-\nabla V(X_t^0)dt+dW_t$; for the sake of simplicity, periodic boundary conditions are…
In this paper we consider a model for the diffusion of a population in a strip-shaped field, where the growth of the species is governed by a Fisher-KPP equation and which is bounded on one side by a road where the species can have a…
We consider the telegraph process with two velocities, $a_1>a_2\in\mathbb{R}$, and two rates of reversal, $\lambda_1,\lambda_2>0$. We study some of its features with respect to the conditional probability measure where both the initial…
The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…
We consider the existence and spectral stability of nonlinear discrete localized solutions representing light pulses propagating in a twisted multi-core optical fiber. By considering an even number, $N$, of waveguides, we derive asymptotic…
Taylor diffusion (or dispersion) refers to a phenomenon discovered experimentally by Taylor in the 1950s where a solute dropped into a pipe with a background shear flow experiences diffusion at a rate proportional to $1/\nu$, which is much…
In this article, we demonstrate the phenomenon of thermal transpiration in a bounded convex domain. We employ the stationary Boltzmann equation with a cutoff potential. For boundary condition, we partition the boundary into diffuse…
Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…
Guided diffusion is a technique for conditioning the output of a diffusion model at sampling time without retraining the network for each specific task. One drawback of diffusion models, however, is their slow sampling process. Recent…
We study the escape rate of diffusion process with two approaches. We first give an upper rate function for the diffusion process associated with a symmetric, strongly local regular Dirichlet form. The upper rate function is in terms of the…
By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…
We have established in a pilot study, that the spreading of liquids in sandy porous materials at low levels of saturation, typically less than ten percent of the available void space, has very distinctive features in comparison to that at…
We study the homogenization of a steady diffusion equation in a highly heterogeneous medium made of two subregions separated by a periodic barrier through which the flow is proportional to the jump of the temperature by a layer conductance…
We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of…
Motivated by models of signaling pathways in B lymphocytes, which have extremely large nuclei, we study the question of how reaction-diffusion equations in thin $2D$ domains may be approximated by diffusion equations in regions of smaller…
We consider Taylor dispersion for tracer particles in micro-fluidic planar channels with strong confinement. In this context, the channel walls modify the local diffusivity tensor and also interactions between the tracer particles and the…
In slowly evolving spherical potentials, $\Phi(r,t)$, radial actions are typically assumed to remain constant. Here, we construct dynamical invariants that allow us to derive the evolution of radial actions in spherical central potentials…