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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…

Statistical Mechanics · Physics 2022-12-13 Francesco Piazza

We study deterministic continuous-time lossy dynamical flow networks with constant exogenous demands, fixed routing, and finite flow and buffer capacities. In the considered model, when the total net flow in a cell ---consisting of the…

Dynamical Systems · Mathematics 2019-12-05 Leonardo Massai , Giacomo Como , Fabio Fagnani

We derive thermodynamically consistent models of reaction-diffusion equations coupled to a heat equation. While the total energy is conserved, the total entropy serves as a driving functional such that the full coupled system is a gradient…

Analysis of PDEs · Mathematics 2018-10-16 Jan Haskovec , Sabine Hittmeir , Peter Markowich , Alexander Mielke

For a class of stochastic dynamical models of exchange economies that we call ``fully connected Cobb-Douglas'', the paper proves convergence of the probability distribution to an equilibrium, in total variation metric as time goes to…

Probability · Mathematics 2025-06-16 R. S. MacKay

We study transport in topologically disordered networks that are subjected to an environment that induces classical diffusion. The dynamics is phenomenologically described within the framework of the recently introduced quantum stochastic…

Quantum Physics · Physics 2012-05-22 Petrus Schijven , Johannes Kohlberger , Alexander Blumen , Oliver Muelken

Thermodynamics is a well developed tool to study systems in equilibrium but no such general framework is available for non-equilibrium processes. Only hope for a quantitative description is to fall back upon the equilibrium language as…

Statistical Mechanics · Physics 2015-05-14 Poulomi Sadhukhan , Somendra M. Bhattacharjee

Recently a new theory for the transport of energetic particles across a mean magnetic field was presented. Compared to other non-linear theories the new approach has the advantage that it provides a full time-dependent description of the…

Plasma Physics · Physics 2017-09-20 Jordan Lasuik , Andreas Shalchi

In a recent paper (Commun. Phys. 3, 100) Znidaric studies the growth of higher Renyi entropies in diffusive systems and claims that they generically grow ballistically in time, except for spin-1/2 models in d=1 dimension. Here, we point out…

Strongly Correlated Electrons · Physics 2020-10-19 Tibor Rakovszky , Frank Pollmann , C. W. von Keyserlingk

After a discussion on the state of local equilibrium with temperature inhomogeneity, comparing mixture state reprsentation in statistical mechanics and pure state representation in thermo field dynamics, a simple model is solved to show…

Condensed Matter · Physics 2007-05-23 Hiroshi Ezawa , Koichi Nakamura , Keiji Watanabe

We characterize the thermodynamical equilibrium states of axisymmetric Euler-Beltrami flows. They have the form of coherent structures presenting one or several cells. We find the relevant control parameters and derive the corresponding…

Generic inhomogeneous steady states in an asymmetric exclusion process on a ring with a pair of point bottlenecks are studied. We show that, due to an underlying universal feature, measurements of coarse-grained steady-state densities in…

Statistical Mechanics · Physics 2014-08-15 Niladri Sarkar , Abhik Basu

Usually, in a non-equilibrium setting, a current brings mass from the highest density regions to the lowest density ones. Although rare, the opposite phenomenon (known as "uphill diffusion") has also been observed in multicomponent systems,…

Statistical Mechanics · Physics 2018-03-28 Matteo Colangeli , Cristian Giardinà , Claudio Giberti , Cecilia Vernia

In this article we develop Poincar\'e ideas about a heat balance of ideal gas considered as a collisionless continuous medium. We obtain the theorems on diffusion in nondegenerate completely integrable systems. As a corollary we show that…

Chaotic Dynamics · Physics 2007-05-23 V. V. Kozlov

In this paper we introduce the functional framework and the necessary conditions for the well-posedness of an inverse problem arising in the mathematical modeling of disease transmission. The direct problem is given by an initial boundary…

Analysis of PDEs · Mathematics 2018-11-08 Aníbal Coronel , Luis Friz , Ian Hess , María Zegarra

We investigate the convergence of McKean-Vlasov diffusions in a nonconvex landscape. These processes are linked to nonlinear partial differential equations. According to our previous results, there are at least three stationary measures…

Probability · Mathematics 2013-05-27 Julian Tugaut

We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…

Optimization and Control · Mathematics 2018-03-12 Luis H. R. Alvarez E.

A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…

Condensed Matter · Physics 2009-10-31 S. Mandal , R. Dasgupta

We prove a compactness and semicontinuity result that applies to minimisation problems in nonhomogeneous linear elasticity under Dirichlet boundary conditions. This generalises a previous compactness theorem that we proved and employed to…

Analysis of PDEs · Mathematics 2021-10-06 Antonin Chambolle , Vito Crismale

In this paper we provide an example of a class of two reaction-diffusion-ODE equations with homogeneous Neumann boundary conditions, in which Turing-type instability not only destabilizes constant steady states but also induces blow-up of…

Analysis of PDEs · Mathematics 2015-11-10 Anna Marciniak-Czochra , Grzegorz Karch , Kanako Suzuki , Jacek Zienkiewicz

In the setting of exponential investors and uncertainty governed by Brownian motions we first prove the existence of an incomplete equilibrium for a general class of models. We then introduce a tractable class of exponential-quadratic…

Portfolio Management · Quantitative Finance 2014-09-30 Jin Hyuk Choi , Kasper Larsen
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