Related papers: Spectral dimension and diffusion in multi-scale sp…
We consider reaction-diffusion systems with multiplicative noise on a spatial domain of dimension two or higher. The noise process is white in time, coloured in space, and invariant under translations. In the deterministic setting,…
To describe large momentum distributions of charged particles observed at RHIC, a diffusion equation in the three dimensional hyperbolic space is introduced.
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 introduce two discrete models of a collection of colliding particles with stored momentum and study the asymptotic growth of the mean-square displacement of an active particle. We prove that the models are superdiffusive in one dimension…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We consider the problem of an overdamped Brownian particle moving in multiscale potential with N + 1 characteristic length scales: the macroscale and N separated microscales. We show that the coarse-grained dynamics is given by an…
We explain how the invariant subspace method can be extended to a scalar and coupled system of time-space fractional partial differential equations. The effectiveness and applicability of the method have been illustrated through time-space…
The Fourier law and the diffusion equation are derived from the Schrodinger equation of a diffusive medium (consisting of a random potential). The theoretical model is backed by numerical simulation. This derivation can easily be…
We analyze a quasi-continuous linear chain with self-similar distribution of harmonic interparticle springs as recently introduced for one dimension (Michelitsch et al., Phys. Rev. E 80, 011135 (2009)). We define a continuum limit for one…
This work studies the parameter-dependent diffusion equation in a two-dimensional domain consisting of locally mirror symmetric layers. It is assumed that the diffusion coefficient is a constant in each layer. The goal is to find…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
The internal dynamics of macro-molecular systems is characterized by widely separated time scales, ranging from fraction of ps to ns. In ordinary molecular dynamics simulations, the elementary time step dt used to integrate the equation of…
We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…
A theory is formulated for time dependent fluctuations of the spectrum of a single molecule in a dynamic environment. In particular, we investigate the photon counting statistics of a single molecule undergoing a spectral diffusion process.…
The canonical model of stochastic search tracks a randomly diffusing "searcher" until it finds a "target." Owing to its many applications across science and engineering, this perennially popular problem has been thoroughly investigated in a…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…