Related papers: Diffusion processes on an interval under linear mo…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…
In this paper we are interested with a strongly coupled system of partial differential equations that modelizes free convection in a two-dimensional bounded domain filled with a fluid saturated porous medium. This model is inspired by the…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We are investigating the effective heat transfer in complex systems involving porous media and surrounding fluid layers in the context of mathematical homogenization. We differentiate between two fundamentally different cases: Case (a),…
We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…
A one-dimensional model on a line of the length L is investigated, which involves particle diffusion as well as single particle annihilation. There are also creation and annihilation at the boundaries. The static and dynamical behaviors of…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
This paper is devoted to the study of some qualitative and quantitative aspects of nonlinear propagation phenomena in diffusive media. More precisely, we consider the case a reaction-diffusion equation in a periodic medium with…
In this paper, diffusion in polymer solutions undergoing evaporation of solvent is modeled as a coupled heat and mass transfer problem with moving boundary condition within the framework of nonequilibrium thermodynamics. The proposed…
The use of fully or partially absorbing boundary conditions for diffusion-based problems has become paradigmatic in physical chemistry and biochemistry to describe reactions occurring in solutions or in living media. However, as chemical…
An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…
We study a generalized class of supersolutions, so-called supercaloric functions to the porous medium equation in the fast diffusion case. Supercaloric functions are defined as lower semicontinuous functions obeying a parabolic comparison…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
In this work we present the logarithmic diffusion equation as a limit case when the index that characterizes a nonlinear Fokker-Planck equation, in its diffusive term, goes to zero. A linear drift and a source term are considered in this…
A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…
We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…
The paper deals with the homogenization of reaction-diffusion equations with large reaction terms in a multi-scale porous medium. We assume that the fractures and pores are equidistributed and that the coefficients of the equations are…
We report on recent progress in the study of evolution processes involving degenerate parabolic equations what may exhibit free boundaries. The equations we have selected follow to recent trends in diffusion theory: considering anomalous…