Related papers: Uniform asymptotic approximation of diffusion to a…
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…
We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…
We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…
Diffusion behaviors of heterogeneous materials are of paramount importance in many engineering problems. Numerical models that take into account the internal structure of such materials are robust but computationally very expensive. This…
In this paper, we investigate the influence of target anisotropy on two characteristics of diffusion-controlled reactions: harmonic measure density and mean first-passage time. First, we compute the volume-averaged harmonic measure density…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
We demonstrate a new near-analytical path to the threshold-size of random-lasing for the case of a uniform and isotropic-scattering sphere. We assess a geometric-distribution-probability (GDP) weighted integration of the diffusion-equation…
In Diffusion Probabilistic Models (DPMs), the task of modeling the score evolution via a single time-dependent neural network necessitates extended training periods and may potentially impede modeling flexibility and capacity. To counteract…
In this paper we propose a numerical method to solve a 2D advection-diffusion equation, in the highly oscillatory regime. We use an efficient and robust integrator which leads to an accurate approximation of the solution without any time…
The mean first passage time (MFPT) for a Brownian particle to reach a small target in cellular microdomains is a key parameter for chemical activation. Although asymptotic estimations of the MFPT are available for various geometries, these…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
We consider steady-state diffusion in a three-dimensional bounded domain with a smooth reflecting boundary that is partially covered by small partially reactive patches. By using the method of matched asymptotic expansions, we investigate…
I consider a stochastic optimization problem for a time-changed Bessel process whose diffusion rate is constrained to be between two positive values $r_{1}<r_{2}$. The problem is to find an optimal adapted strategy for the choice of…
The paper is concerned with overlapping domain decomposition and exponential time differencing for the diffusion equation discretized in space by cell-centered finite differences. Two localized exponential time differencing methods are…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
The method of self-consistent expansions is a powerful tool for handling strong coupling problems that might otherwise be beyond the reach of perturbation theory, providing surprisingly accurate approximations even at low order. First…
A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…
Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…
We present a numerical analysis of a higher order unfitted space-time Finite Element method applied to a convection-diffusion model problem posed on a moving bulk domain. The method uses isoparametric space-time mappings for the geometry…