Related papers: On fast and slow times in models with diffusion
In this paper we discuss some aspects of the theory of wave packets. We consider a popular non-covariant Gaussian model used in various applications and show that it predicts too slow a longitudinal dispersion rate for relativistic…
We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…
Wave-like partial differential equations occur in many engineering applications. Here the engineering setup is embedded into the Hilbert space framework of functional analysis of modern mathematical physics. The notion wave-like is a…
Superoscillations are a phenomenon in physics, where linear combinations of low-frequency plane waves interfere almost destructively in such a way that the resulting wave has a higher frequency than any of the individual waves. The…
Synchronous collisions between a large number of solitons are considered in the context of a statistical description. It is shown that during the interaction of solitons of the same signs the wave field is effectively smoothed out. When the…
The relative dispersion of pairs of inertial particles in incompressible, homogeneous, and isotropic turbulence is studied by means of direct numerical simulations at two values of the Taylor-scale Reynolds number $Re_{\lambda} \sim 200$…
In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterised by a rate of events, \lambda (t), and a magnitude, \Phi, following an…
We consider a degenerate abstract wave equation with a time-dependent propagation speed. We investigate the influence of a strong dissipation, namely a friction term that depends on a power of the elastic operator. We discover a threshold…
We present several results on the smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
We consider a system of reaction-diffusion equations in a bounded interval of the real line, with emphasis on the metastable dynamics, whereby the time-dependent solution approaches the steady state in an asymptotically exponentially long…
We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
The autocorrelation function, A(t), measures the overlap (in Hilbert space) of a time-dependent quantum mechanical wave function, psi(x,t), with its initial value, psi(x,0). It finds extensive use in the theoretical analysis and…
We consider the asymptotic behaviour of small-amplitude gravity water waves in a rectangular domain where the water depth is much smaller than the horizontal scale. The control acts on one lateral boundary, by imposing the horizontal…
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 quantum dynamics of a suddenly released beam of particles using a background independent (polymer) quantization scheme. We show that, in the first order of approximation, the low-energy polymer distribution converges to the…
This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that…
The Fleming-Viot process describes a system of $N$ particles diffusing on a graph with an absorbing site. Whenever one of the particles is absorbed, it is replaced by a new particle at the position of one of the $N-1$ remaining particles.…
In this paper we derive relations between the cross-correlation of ambient noises recorded at two different points and the Green's function of the elastic waves in a medium with viscous damping. The Green's function allows to estimate…
We discuss several qualitative properties of the solutions of reaction-diffusion systems and equations of the form $u_t = \epsilon^2 D \Delta u + f(u,x,\epsilon t)$, that are used in modeling pattern formation. We analyze the diffusion…