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We consider diffusion processes with the help of Markov random walk models. Especially the process of diffusion of a relativistic particle in a relativistic equilibrium system is considered. We interpret one of the results as causal Zeno…

Statistical Mechanics · Physics 2009-10-26 Ji-Rong Ren , Ming-fan Li , Tao Zhu

In this paper we investigate a sub-diffusion equation for simulating the anomalous diffusion phenomenon in real physical environment. Based on an equivalent transformation of the original sub-diffusion equation followed by the use of a…

Numerical Analysis · Mathematics 2018-03-29 Zongze Yang , Jungang Wang , Yan Li , Yufeng Nie

It is well known that certain fractional diffusion equations can be solved by the densities of stable L\'evy motions. In this paper we use the classical semigroup approach for L\'evy processes to define semi-fractional derivatives, which…

Probability · Mathematics 2019-05-03 Peter Kern , Svenja Lage , Mark M. Meerschaert

The Stochastic Liouville-von Neumann equation provides an exact numerical simulation strategy for quantum systems interacting with Gaussian reservoirs [J.T. Stockburger & H. Grabert, PRL 88, 170407 (2002)]. Its scaling with the extension of…

Statistical Mechanics · Physics 2019-09-04 Konstantin Schmitz , Jürgen T. Stockburger

The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…

Statistical Mechanics · Physics 2020-09-15 Maike A. F. dos Santos , Fernando D. Nobre , Evaldo M. F. Curado

An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…

Numerical Analysis · Mathematics 2025-10-20 Mario Annunziato

A unified presentation of the perturbation and variational methods for the generalized statistical mechanics based on Tsallis entropy is given here. In the case of the variational method, the Bogoliubov inequality is generalized in a very…

Statistical Mechanics · Physics 2009-10-31 E. K. Lenzi , L. C. Malacarne , R. S. Mendes

In this paper we describe the long time behavior of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time behavior of corresponding diffusion processes.

Probability · Mathematics 2012-07-03 M. Freidlin , L. Koralov

Generalizing response theory of open systems far from equilibrium is a central quest of nonequilibrium statistical physics. Using stochastic thermodynamics, we develop an algebraic method to study the response of nonequilibrium steady state…

Statistical Mechanics · Physics 2023-08-09 Timur Aslyamov , Massimiliano Esposito

We study stability of the eigenvalues of the generator of a one dimensional reversible diffusion process satisfying some natural conditions. The proof is based on Stein's method. In particular, these results are applied to the Normal…

Classical Analysis and ODEs · Mathematics 2022-06-01 Jordan Serres

We use the perturbation method to approximately solve subdiffusion-reaction equations. Within this method we obtain the solutions of the zeroth and the first order. The comparison our analytical solutions with the numerical results shown…

Statistical Mechanics · Physics 2012-01-18 Katarzyna D. Lewandowska , Tadeusz Kosztołowicz , Mateusz Piwnik

In this paper, we prove the global-in-time existence of strong solutions to a class of fractional parabolic reaction-diffusion systems set in a bounded open subset of $\mathbb{R}^N$. The diffusion operators are of the form $u_i \mapsto d_i…

Analysis of PDEs · Mathematics 2026-03-10 Maha Daoud

The aim of this paper is to contribute to the understanding of the pattern formation phenomenon in reaction-diffusion equations coupled with ordinary differential equations. Such systems of equations arise, for example, from modeling of…

Analysis of PDEs · Mathematics 2016-07-15 Anna Marciniak-Czochra , Grzegorz Karch , Kanako Suzuki

In this paper, we study a numerical approximation for a class of stationary states for reaction-diffusion system with m densities having disjoint support, which are governed by a minimization problem. We use quantitative properties of both…

Numerical Analysis · Mathematics 2014-05-09 Avetik Arakelyan , Farid Bozorgnia

The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…

Statistics Theory · Mathematics 2015-10-19 Alexey Lindo , Sergei Zuyev , Serik Sagitov

In this paper a nonlinear Euler-Poisson-Darboux system is considered. In a first part, we proved the genericity of the hypergeometric functions in the development of exact solutions for such a system in some special cases leading to Bessel…

Analysis of PDEs · Mathematics 2017-05-02 Anouar Ben Mabrouk

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

In this paper we use the homotopy invariants methods to study the global dynamics of the reaction-diffusion systems that are at resonance at infinity. Considering degrees of the resonance for the nonlinear perturbation we establish…

Analysis of PDEs · Mathematics 2020-09-24 Piotr Kokocki

A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…

Statistical Mechanics · Physics 2017-04-12 A. V. Chechkin , F. Seno , R. Metzler , I. M. Sokolov

Through the main example of the Ornstein-Uhlenbeck semigroup, the Bakry-Emery criterion is presented as a main tool to get functional inequalities as Poincar\'e or logarithmic Sobolev inequalities. Moreover an alternative method using the…

Classical Analysis and ODEs · Mathematics 2010-09-20 Ivan Gentil