Related papers: Diffusion approximation for self-similarity of sto…
We consider Burgers equation with transverse viscosity $$\partial_tu+u\partial_xu-\partial_{yy}u=0, \ \ (x,y)\in \mathbb R^2, \ \ u:[0,T)\times \mathbb R^2\rightarrow \mathbb R.$$ We construct and describe precisely a family of solutions…
A molecular dynamics (MD) simulation was performed to study the propagation of soundwaves in a fluid. Soundwaves are generated by a sinusoidally oscillating wall and annihilated by a locally applied Langevin thermostat near the opposite…
We study the long-time behavior of localized solutions to linear or semilinear parabolic equations in the whole space $\mathbb{R}^n$, where $n \ge 2$, assuming that the diffusion matrix depends on the space variable $x$ and has a finite…
In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
We consider the weakly asymmetric simple exclusion process on the discrete space $\{1,...,n-1\}$, in contact with stochastic reservoirs, both with density $\rho\in{(0,1)}$ at the extremity points, and starting from the invariant state,…
We show how the Stefan type free boundary problem with random diffusion in one space dimension can be approximated by the corresponding free boundary problem with nonlocal diffusion. The approximation problem is a slightly modified version…
The paper is concerned with the steady-state Burgers equation of fractional dissipation on the real line. We first prove the global existence of viscosity weak solutions to the fractal Burgers equation driven by the external force. Then the…
We study a formulation of Burgers equation on the Sierpinski gasket, which is the prototype of a p.c.f. self-similar fractal. One possibility is to implement Burgers equation as a semilinear heat equation associated with the Laplacian for…
We study the bi-parameter local linearization of the one-dimensional nonlinear stochastic wave equation driven by a Gaussian noise, which is white in time and has a spatially homogeneous covariance structure of Riesz-kernel type. We…
We prove the existence and uniqueness of a classical solution to a multidimensional non-potential stochastic Burgers equation with H\"older continuous initial data. Our motivation is the adhesion model in the theory of formation of the…
Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the…
We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…
In this paper we study a convection-diffusion equation on a star-shaped graph composed by $n$ incoming edges and $m$ outgoing edges with a nonlinearity $f\in C^1(\rr)$ satisfying some additional general conditions. First, we prove the…
We consider a semilinear stochastic heat equation in spatial dimension at least $3$, forced by a noise that is white in time with a covariance kernel that decays like $\lvert x\rvert^{-2}$ as $\lvert x\rvert\to\infty$. We show that in an…
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…
A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…
An approximation is derived for a Langevin equation with distribution-dependent potential and state-dependent, randomly fast oscillation. By some estimates and a diffusion approximation the limiting equation is shown to be…