Related papers: Exact mean exit time for surface-mediated diffusio…
In this paper a finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation is presented and analyzed. We first propose a new finite difference method to approximate the time fractional derivatives, and…
We analyze the escape of Brownian particles over potential barriers using the Fokker-Planck equation in a similar way to that of Chandrasekhar (Rev. Modern Phys., 1943), deriving a formula for the particle deposition velocity to a surface…
For a spectrally positive strictly stable process with index in (1,2), the paper obtains i) the density of the time when the process makes first exit from an interval by hitting the interval's lower end point before jumping over its upper…
The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…
We consider a reaction-diffusion process with retardation. The particles, immersed in traps initially, remain inactive until another particle is annihilated spontaneously with a rate $\lambda$ at a certain point $\vec x$. In that case the…
An inverse problem for the wave equation outside an obstacle with a {\it dissipative boundary condition} is considered. The observed data are given by a single solution of the wave equation generated by an initial data supported on an open…
A semidiscrete Galerkin finite element method applied to time-fractional diffusion equations with time-space dependent diffusivity on bounded convex spatial domains will be studied. The main focus is on achieving optimal error results with…
We show that the mean time, which a quantum particle needs to escape from a system to the environment, is quantized and independent from most dynamical details of the system. In particular, we consider a quantum system with a general…
Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…
Dynamics of a particle diffusing in a confinement can be seen a sequence of bulk-diffusion-mediated hops on the confinement surface. Here, we investigate the surface hopping propagator that describes the position of the diffusing particle…
We develop a stabilized cut finite element method for the stationary convection diffusion problem on a surface embedded in ${\mathbb{R}}^d$. The cut finite element method is based on using an embedding of the surface into a three…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…
The goal of this article is to find a correct approximated solution using a polynomial of sixth degree for the free boundary problem corresponding to the diffusion of oxygen in a spherical medium with simultaneous absorption at a constant…
In this work we prove a Kramers' type law for the low-temperature behavior of the exit-times from a metastable state for a class of self-interacting nonlinear diffusion processes. Contrary to previous works, the interaction is not assumed…
An expression for the two-particle relaxation time of collective excitations on a distorted Fermi surface in the diffusion approach to kinetic theory is obtained. The general case of momentum-dependent diffusion and drift coefficients is…
We study the problem of particles undergoing Brownian motion in an expanding sphere whose surface is an absorbing boundary for the particles. The problem is akin to that of the diffusion of impurities in a grain of polycrystalline material…
The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…
We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…
The dispersion process in particulate porous media at low saturation levels takes place over the surface elements of constituent particles and, as we have found previously by comparison with experiments, can be accurately described by…
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…